IpPDFullSpaceSolver.hpp

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// Copyright (C) 2004, 2007 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13
 
#ifndef __IPPDFULLSPACESOLVER_HPP__
#define __IPPDFULLSPACESOLVER_HPP__
 
#include "IpPDSystemSolver.hpp"
#include "IpAugSystemSolver.hpp"
#include "IpPDPerturbationHandler.hpp"
 
namespace Ipopt
{
 
class PDFullSpaceSolver: public PDSystemSolver
{
public:
 
   PDFullSpaceSolver(
      AugSystemSolver&       augSysSolver,
      PDPerturbationHandler& perturbHandler
   );
 
   virtual ~PDFullSpaceSolver();
 
   /* overloaded from AlgorithmStrategyObject */
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual bool Solve(
      Number                alpha,
      Number                beta,
      const IteratesVector& rhs,
      IteratesVector&       res,
      bool                  allow_inexact = false,
      bool                  improve_solution = false
   );
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
private:
 
   PDFullSpaceSolver();
 
   PDFullSpaceSolver& operator=(
      const PDFullSpaceSolver&
   );
 
 
   SmartPtr<AugSystemSolver> augSysSolver_;
 
   SmartPtr<PDPerturbationHandler> perturbHandler_;
 
 
   CachedResults<void*> dummy_cache_;
 
   bool augsys_improved_;
 
 
   Index min_refinement_steps_;
 
   Index max_refinement_steps_;
 
   Number residual_ratio_max_;
 
   Number residual_ratio_singular_;
 
   Number residual_improvement_factor_;
 
   Number neg_curv_test_tol_;
 
   bool neg_curv_test_reg_;
 
   bool SolveOnce(
      bool                  resolve_unmodified,
      bool                  pretend_singular,
      const SymMatrix&      W,
      const Matrix&         J_c,
      const Matrix&         J_d,
      const Matrix&         Px_L,
      const Matrix&         Px_U,
      const Matrix&         Pd_L,
      const Matrix&         Pd_U,
      const Vector&         z_L,
      const Vector&         z_U,
      const Vector&         v_L,
      const Vector&         v_U,
      const Vector&         slack_x_L,
      const Vector&         slack_x_U,
      const Vector&         slack_s_L,
      const Vector&         slack_s_U,
      const Vector&         sigma_x,
      const Vector&         sigma_s,
      Number                alpha,
      Number                beta,
      const IteratesVector& rhs,
      IteratesVector&       res
   );
 
   void ComputeResiduals(
      const SymMatrix&      W,
      const Matrix&         J_c,
      const Matrix&         J_d,
      const Matrix&         Px_L,
      const Matrix&         Px_U,
      const Matrix&         Pd_L,
      const Matrix&         Pd_U,
      const Vector&         z_L,
      const Vector&         z_U,
      const Vector&         v_L,
      const Vector&         v_U,
      const Vector&         slack_x_L,
      const Vector&         slack_x_U,
      const Vector&         slack_s_L,
      const Vector&         slack_s_U,
      const Vector&         sigma_x,
      const Vector&         sigma_s,
      Number                alpha,
      Number                beta,
      const IteratesVector& rhs,
      const IteratesVector& res,
      IteratesVector&       resid
   );
 
   Number ComputeResidualRatio(
      const IteratesVector& rhs,
      const IteratesVector& res,
      const IteratesVector& resid
   );
 
 
   void SinvBlrmZPTdBr(
      Number        alpha,
      const Vector& S,
      const Vector& R,
      const Vector& Z,
      const Matrix& P,
      const Vector& g,
      Vector&       X
   );
};
 
} // namespace Ipopt
 
#endif