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IpMumpsSolverInterface.hpp
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1// Copyright (C) 2006, 2007 Damien Hocking, KBC Advanced Technologies
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// Authors: Damien Hocking KBC 2006-03-20
6// (included his original contribution into Ipopt package on 2006-03-25)
7// Andreas Waechter IBM 2006-03-25
8// (minor changes and corrections)
9// Scott Turnberg CMU 2006-05-12
10// (major revision)
11// (incorporated by AW on 2006-11-11 into Ipopt package)
12
13#ifndef __IPMUMPSSOLVERINTERFACE_HPP__
14#define __IPMUMPSSOLVERINTERFACE_HPP__
15
17
18namespace Ipopt
19{
20
25{
26public:
29
31
35
37 const OptionsList& options,
38 const std::string& prefix
39 );
40
44 Index dim,
45 Index nonzeros,
46 const Index* airn,
47 const Index* ajcn
48 );
49
51
53 bool new_matrix,
54 const Index* airn,
55 const Index* ajcn,
56 Index nrhs,
57 Number* rhs_vals,
58 bool check_NegEVals,
59 Index numberOfNegEVals
60 );
61
62 virtual Index NumberOfNegEVals() const;
64
65 //* @name Options of Linear solver */
67 virtual bool IncreaseQuality();
68
69 virtual bool ProvidesInertia() const
70 {
71 return true;
72 }
73
75 {
76 return Triplet_Format;
77 }
79
80 static void RegisterOptions(
82 );
83
86 static std::string GetName();
87
88 virtual bool ProvidesDegeneracyDetection() const;
89
91 const Index* ia,
92 const Index* ja,
93 std::list<Index>& c_deps
94 );
95
96private:
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108 );
109
113 );
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183
189 bool check_NegEVals,
190 Index numberOfNegEVals
191 );
192
195 Index nrhs,
196 Number* rhs_vals
197 );
199};
200
201} // namespace Ipopt
202#endif
Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface.
MumpsSolverInterface()
Constructor.
virtual ~MumpsSolverInterface()
Destructor.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
ESymSolverStatus Factorization(bool check_NegEVals, Index numberOfNegEVals)
Call MUMPS (job=2) to factorize the Matrix.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
virtual Number * GetValuesArrayPtr()
Method returning an internal array into which the nonzero elements (in the same order as ja) will be ...
virtual ESymSolverStatus MultiSolve(bool new_matrix, const Index *airn, const Index *ajcn, Index nrhs, Number *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
Solve operation for multiple right hand sides.
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
bool have_symbolic_factorization_
Flag indicating if symbolic factorization has already been called.
Index mumps_permuting_scaling_
Permutation and scaling method in MUMPS.
ESymSolverStatus SymbolicFactorization()
Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.
virtual ESymSolverStatus DetermineDependentRows(const Index *ia, const Index *ja, std::list< Index > &c_deps)
This method determines the list of row indices of the linearly dependent rows.
bool refactorize_
Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have...
void * mumps_ptr_
Primary MUMP data structure.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *airn, const Index *ajcn)
Method for initializing internal structures.
static std::string GetName()
give name of MUMPS with version info
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
MumpsSolverInterface(const MumpsSolverInterface &)
Copy Constructor.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
Index negevals_
Number of negative eigenvalues.
bool pivtol_changed_
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
void operator=(const MumpsSolverInterface &)
Default Assignment Operator.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
Index mem_percent_
Percent increase in memory.
Number pivtolmax_
Maximal pivot tolerance.
Number mumps_dep_tol_
Threshold in MUMPS to state that a constraint is linearly dependent.
ESymSolverStatus Solve(Index nrhs, Number *rhs_vals)
Call MUMPS (job=3) to do the solve.
bool initialized_
Flag indicating if internal data is initialized.
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual bool ProvidesDegeneracyDetection() const
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
Index mumps_pivot_order_
Pivot order in MUMPS.
This class stores a list of user set options.
Template class for Smart Pointers.
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
@ Triplet_Format
Triplet (MA27) format for lower triangular part.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ESymSolverStatus
Enum to report outcome of a linear solve.
ipindex Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:20
ipnumber Number
Type of all numbers.
Definition IpTypes.hpp:17