Ipopt::AugSystemSolver Class Reference

Base class for Solver for the augmented system. More...

#include <IpAugSystemSolver.hpp>

Inheritance diagram for Ipopt::AugSystemSolver:

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)=0
	overloaded from AlgorithmStrategyObject
virtual ESymSolverStatus	Solve (const SymMatrix *W, Number W_factor, const Vector *D_x, Number delta_x, const Vector *D_s, Number delta_s, const Matrix *J_c, const Vector *D_c, Number delta_c, const Matrix *J_d, const Vector *D_d, Number delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
	Set up the augmented system and solve it for a given right hand side.
virtual ESymSolverStatus	MultiSolve (const SymMatrix *W, Number W_factor, const Vector *D_x, Number delta_x, const Vector *D_s, Number delta_s, const Matrix *J_c, const Vector *D_c, Number delta_c, const Matrix *J_d, const Vector *D_d, Number delta_d, std::vector< SmartPtr< const Vector > > &rhs_xV, std::vector< SmartPtr< const Vector > > &rhs_sV, std::vector< SmartPtr< const Vector > > &rhs_cV, std::vector< SmartPtr< const Vector > > &rhs_dV, std::vector< SmartPtr< Vector > > &sol_xV, std::vector< SmartPtr< Vector > > &sol_sV, std::vector< SmartPtr< Vector > > &sol_cV, std::vector< SmartPtr< Vector > > &sol_dV, bool check_NegEVals, Index numberOfNegEVals)
	Like Solve, but for multiple right hand sides.
virtual Index	NumberOfNegEVals () const =0
	Number of negative eigenvalues detected during last solve.
virtual bool	ProvidesInertia () const =0
	Query whether inertia is computed by linear solver.
virtual bool	IncreaseQuality ()=0
	Request to increase quality of solution for next solve.
Constructors/Destructors
	AugSystemSolver ()
	Default constructor.
virtual	~AugSystemSolver ()
	Destructor.
Public Member Functions inherited from Ipopt::AlgorithmStrategyObject
bool	Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix)
	This method is called every time the algorithm starts again - it is used to reset any internal state.
bool	ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
	Reduced version of the Initialize method, which does not require special Ipopt information.
	AlgorithmStrategyObject ()
	Default Constructor.
virtual	~AlgorithmStrategyObject ()
	Destructor.
Public Member Functions inherited from Ipopt::ReferencedObject
	ReferencedObject ()
virtual	~ReferencedObject ()
Index	ReferenceCount () const
void	AddRef (const Referencer *referencer) const
void	ReleaseRef (const Referencer *referencer) const

Private Member Functions
Default Compiler Generated Methods
(Hidden to avoid implicit creation/calling). These methods are not implemented and we do not want the compiler to implement them for us, so we declare them private and do not define them. This ensures that they will not be implicitly created/called.
	AugSystemSolver (const AugSystemSolver &)
	Copy Constructor.
void	operator= (const AugSystemSolver &)
	Default Assignment Operator.

Additional Inherited Members
Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const Journalist &	Jnlst () const
IpoptNLP &	IpNLP () const
IpoptData &	IpData () const
IpoptCalculatedQuantities &	IpCq () const
bool	HaveIpData () const

Detailed Description

Base class for Solver for the augmented system.

This is the base class for linear solvers that solve the augmented system, which is defined as

\(\left[\begin{array}{cccc} W + D_x + \delta_xI & 0 & J_c^T & J_d^T\\ 0 & D_s + \delta_sI & 0 & -I \\ J_c & 0 & D_c - \delta_cI & 0\\ J_d & -I & 0 & D_d - \delta_dI \end{array}\right] \left(\begin{array}{c}sol_x\\sol_s\\sol_c\\sol_d\end{array}\right)= \left(\begin{array}{c}rhs_x\\rhs_s\\rhs_c\\rhs_d\end{array}\right)\)

Since this system might be solved repeatedly for different right hand sides, it is desirable to step the factorization of a direct linear solver if possible.

Definition at line 36 of file IpAugSystemSolver.hpp.

Constructor & Destructor Documentation

AugSystemSolver() [1/2]

Ipopt::AugSystemSolver::AugSystemSolver ( )

inline

Default constructor.

Definition at line 42 of file IpAugSystemSolver.hpp.

~AugSystemSolver()

virtual Ipopt::AugSystemSolver::~AugSystemSolver ( )

inlinevirtual

Destructor.

Definition at line 45 of file IpAugSystemSolver.hpp.

AugSystemSolver() [2/2]

Ipopt::AugSystemSolver::AugSystemSolver ( const AugSystemSolver &  )

private

Copy Constructor.

Member Function Documentation

InitializeImpl()

virtual bool Ipopt::AugSystemSolver::InitializeImpl ( const OptionsList &  options, const std::string &  prefix  )

pure virtual

overloaded from AlgorithmStrategyObject

Implements Ipopt::AlgorithmStrategyObject.

Implemented in Ipopt::AugRestoSystemSolver, Ipopt::GenAugSystemSolver, Ipopt::LowRankAugSystemSolver, Ipopt::LowRankSSAugSystemSolver, and Ipopt::StdAugSystemSolver.

Solve()

virtual ESymSolverStatus Ipopt::AugSystemSolver::Solve ( const SymMatrix *  W, Number  W_factor, const Vector *  D_x, Number  delta_x, const Vector *  D_s, Number  delta_s, const Matrix *  J_c, const Vector *  D_c, Number  delta_c, const Matrix *  J_d, const Vector *  D_d, Number  delta_d, const Vector &  rhs_x, const Vector &  rhs_s, const Vector &  rhs_c, const Vector &  rhs_d, Vector &  sol_x, Vector &  sol_s, Vector &  sol_c, Vector &  sol_d, bool  check_NegEVals, Index  numberOfNegEVals  )

inlinevirtual

Set up the augmented system and solve it for a given right hand side.

If desired (i.e. if check_NegEVals is true), then the solution is only computed if the number of negative eigenvalues matches numberOfNegEVals.

Returns

return value of the linear solver object.

Reimplemented in Ipopt::AugRestoSystemSolver, Ipopt::LowRankAugSystemSolver, and Ipopt::LowRankSSAugSystemSolver.

Definition at line 63 of file IpAugSystemSolver.hpp.

MultiSolve()

virtual ESymSolverStatus Ipopt::AugSystemSolver::MultiSolve ( const SymMatrix *  W, Number  W_factor, const Vector *  D_x, Number  delta_x, const Vector *  D_s, Number  delta_s, const Matrix *  J_c, const Vector *  D_c, Number  delta_c, const Matrix *  J_d, const Vector *  D_d, Number  delta_d, std::vector< SmartPtr< const Vector > > &  rhs_xV, std::vector< SmartPtr< const Vector > > &  rhs_sV, std::vector< SmartPtr< const Vector > > &  rhs_cV, std::vector< SmartPtr< const Vector > > &  rhs_dV, std::vector< SmartPtr< Vector > > &  sol_xV, std::vector< SmartPtr< Vector > > &  sol_sV, std::vector< SmartPtr< Vector > > &  sol_cV, std::vector< SmartPtr< Vector > > &  sol_dV, bool  check_NegEVals, Index  numberOfNegEVals  )

inlinevirtual

Like Solve, but for multiple right hand sides.

The inheriting class has to overload at least one of Solve and MultiSolve.

Reimplemented in Ipopt::GenAugSystemSolver, and Ipopt::StdAugSystemSolver.

Definition at line 113 of file IpAugSystemSolver.hpp.

NumberOfNegEVals()

virtual Index Ipopt::AugSystemSolver::NumberOfNegEVals ( ) const

pure virtual

Number of negative eigenvalues detected during last solve.

Returns

number of negative eigenvalues of the most recent factorized matrix

Note

This must not be called if the linear solver does not compute this quantities (see ProvidesInertia).

Implemented in Ipopt::AugRestoSystemSolver, Ipopt::GenAugSystemSolver, Ipopt::LowRankAugSystemSolver, Ipopt::LowRankSSAugSystemSolver, and Ipopt::StdAugSystemSolver.

ProvidesInertia()

virtual bool Ipopt::AugSystemSolver::ProvidesInertia ( ) const

pure virtual

Query whether inertia is computed by linear solver.

Returns

true, if linear solver provides inertia

Implemented in Ipopt::AugRestoSystemSolver, Ipopt::GenAugSystemSolver, Ipopt::LowRankAugSystemSolver, Ipopt::LowRankSSAugSystemSolver, and Ipopt::StdAugSystemSolver.

IncreaseQuality()

virtual bool Ipopt::AugSystemSolver::IncreaseQuality ( )

pure virtual

Request to increase quality of solution for next solve.

Asks underlying linear solver to increase quality of solution for the next solve (e.g. increase pivot tolerance). Returns false, if this is not possible (e.g. maximal pivot tolerance already used.)

Implemented in Ipopt::AugRestoSystemSolver, Ipopt::GenAugSystemSolver, Ipopt::LowRankAugSystemSolver, Ipopt::LowRankSSAugSystemSolver, and Ipopt::StdAugSystemSolver.

operator=()

void Ipopt::AugSystemSolver::operator= ( const AugSystemSolver &  )

private

Default Assignment Operator.

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The documentation for this class was generated from the following file:

• src/Algorithm/IpAugSystemSolver.hpp