IpPardisoSolverInterface.hpp

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// Copyright (C) 2004, 2010 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2005-03-17
 
#ifndef __IPPARDISOSOLVERINTERFACE_HPP__
#define __IPPARDISOSOLVERINTERFACE_HPP__
 
#include "IpoptConfig.h"
#include "IpSparseSymLinearSolverInterface.hpp"
#include "IpLibraryLoader.hpp"
#include "IpTypes.h"
 
//#define PARDISO_MATCHING_PREPROCESS
 
/* assuming PARDISO 4.0.0 or above */
#define IPOPT_DECL_PARDISOINIT(x) void (x)( \
   void*          PT,     \
   const ipindex* MTYPE,  \
   const ipindex* SOLVER, \
   ipindex*       IPARM,  \
   ipnumber*      DPARM,  \
   ipindex*       E       \
)
 
#define IPOPT_DECL_PARDISO(x) void (x)( \
   void**           PT,     \
   const ipindex*   MAXFCT, \
   const ipindex*   MNUM,   \
   const ipindex*   MTYPE,  \
   const ipindex*   PHASE,  \
   const ipindex*   N,      \
   const ipnumber*  A,      \
   const ipindex*   IA,     \
   const ipindex*   JA,     \
   const ipindex*   PERM,   \
   const ipindex*   NRHS,   \
   ipindex*         IPARM,  \
   const ipindex*   MSGLVL, \
   ipnumber*        B,      \
   ipnumber*        X,      \
   ipindex*         E,      \
   ipnumber*        DPARM   \
)
 
#define IPOPT_DECL_SMAT_REORDERING_PARDISO_WSMP(x) void (x)( \
   const ipindex*   N,          \
   const ipindex*   ia,         \
   const ipindex*   ja,         \
   const ipnumber*  a_,         \
   ipindex*         a2,         \
   ipindex*         ja2,        \
   ipnumber*        a2_,        \
   ipindex*         perm2,      \
   ipnumber*        scale2,     \
   ipindex*         tmp2_,      \
   ipindex          preprocess  \
)
 
namespace Ipopt
{
 
class PardisoSolverInterface: public SparseSymLinearSolverInterface
{
public:
 
   PardisoSolverInterface(
      SmartPtr<LibraryLoader> pardisoloader_  
   );
 
   virtual ~PardisoSolverInterface();
 
   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );
 
   virtual ESymSolverStatus InitializeStructure(
      Index        dim,
      Index        nonzeros,
      const Index* ia,
      const Index* ja
   );
 
   virtual Number* GetValuesArrayPtr();
 
   virtual ESymSolverStatus MultiSolve(
      bool         new_matrix,
      const Index* ia,
      const Index* ja,
      Index        nrhs,
      Number*      rhs_vals,
      bool         check_NegEVals,
      Index        numberOfNegEVals);
 
   virtual Index NumberOfNegEVals() const;
 
   //* @name Options of Linear solver */
   virtual bool IncreaseQuality();
 
   virtual bool ProvidesInertia() const
   {
      return true;
   }
 
   EMatrixFormat MatrixFormat() const
   {
      return CSR_Format_1_Offset;
   }
 
   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );
 
   static void SetFunctions(
      IPOPT_DECL_PARDISOINIT(*pardisoinit),
      IPOPT_DECL_PARDISO(*pardiso),
      bool isparallel,
      IPOPT_DECL_SMAT_REORDERING_PARDISO_WSMP(*smat_reordering_pardiso_wsmp)
#ifndef PARDISO_MATCHING_PREPROCESS
      = NULL
#endif
   );
 
private:
 
   PardisoSolverInterface(
      const PardisoSolverInterface&);
 
   void operator=(
      const PardisoSolverInterface&);
 
 
   Index dim_;
 
   Index nonzeros_;
 
   Number* a_;
 
#ifdef PARDISO_MATCHING_PREPROCESS
   Index* ia2;
   Index* ja2;
   Number* a2_;
   Index* perm2;
   Number* scale2;
#endif
 
 
   Index negevals_;
 
 
   enum PardisoMatchingStrategy
   {
      COMPLETE,
      COMPLETE2x2,
      CONSTRAINT
   };
   PardisoMatchingStrategy match_strat_;
   bool have_symbolic_factorization_;
   bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_;
   bool pardiso_repeated_perturbation_means_singular_;
   bool skip_inertia_check_;
   bool pardiso_iterative_;
   Index pardiso_max_droptol_corrections_;
 
 
   bool initialized_;
 
 
   void** PT_;
   Index MAXFCT_;
   Index MNUM_;
   Index MTYPE_;
   Index* IPARM_;
   Number* DPARM_;
   Index MSGLVL_;
 
   Index debug_last_iter_;
   Index debug_cnt_;
 
   SmartPtr<LibraryLoader> pardisoloader;
 
   IPOPT_DECL_PARDISOINIT(*pardisoinit);
   IPOPT_DECL_PARDISO(*pardiso);
#ifdef PARDISO_MATCHING_PREPROCESS
   IPOPT_DECL_SMAT_REORDERING_PARDISO_WSMP(*smat_reordering_pardiso_wsmp);
#endif
 
   bool pardiso_exist_parallel;
 
   ESymSolverStatus SymbolicFactorization(
      const Index* ia,
      const Index* ja
   );
 
   ESymSolverStatus Factorization(
      const Index* ia,
      const Index* ja,
      bool         check_NegEVals,
      Index        numberOfNegEVals
   );
 
   ESymSolverStatus Solve(
      const Index* ia,
      const Index* ja,
      Index        nrhs,
      Number*      rhs_vals
   );
};
 
} // namespace Ipopt
 
#endif  /* __IPPARDISOSOLVERINTERFACE_HPP__ */