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Ipopt::IterativePardisoSolverInterface Class Reference

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More...

#include <IpIterativePardisoSolverInterface.hpp>

+ Inheritance diagram for Ipopt::IterativePardisoSolverInterface:

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 Implementation of the initialization method that has to be overloaded by for each derived class.
 
Constructor/Destructor
 IterativePardisoSolverInterface (IterativeSolverTerminationTester &normal_tester, IterativeSolverTerminationTester &pd_tester, SmartPtr< LibraryLoader > pardisoloader_)
 Constructor.
 
virtual ~IterativePardisoSolverInterface ()
 Destructor.
 
Methods for requesting solution of the linear system.
virtual ESymSolverStatus InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja)
 Method for initializing internal structures.
 
virtual NumberGetValuesArrayPtr ()
 Method returning an internal array into which the nonzero elements are to be stored.
 
virtual ESymSolverStatus MultiSolve (bool new_matrix, const Index *ia, const Index *ja, Index nrhs, Number *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
 Solve operation for multiple right hand sides.
 
virtual Index NumberOfNegEVals () const
 Number of negative eigenvalues detected during last factorization.
 
virtual bool IncreaseQuality ()
 Request to increase quality of solution for next solve.
 
virtual bool ProvidesInertia () const
 Query whether inertia is computed by linear solver.
 
EMatrixFormat MatrixFormat () const
 Query of requested matrix type that the linear solver understands.
 
- Public Member Functions inherited from Ipopt::SparseSymLinearSolverInterface
 SparseSymLinearSolverInterface ()
 
virtual ~SparseSymLinearSolverInterface ()
 
virtual bool ProvidesDegeneracyDetection () const
 Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
 
virtual ESymSolverStatus DetermineDependentRows (const Index *, const Index *, std::list< Index > &)
 This method determines the list of row indices of the linearly dependent rows.
 
- 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
 

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 

Private Member Functions

InexactDataInexData ()
 Method to easily access Inexact data.
 
InexactCqInexCq ()
 Method to easily access Inexact calculated quantities.
 
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.

 IterativePardisoSolverInterface ()
 Default Constructor.
 
 IterativePardisoSolverInterface (const IterativePardisoSolverInterface &)
 Copy Constructor.
 
void operator= (const IterativePardisoSolverInterface &)
 Overloaded Assignment Operator.
 
Internal functions
ESymSolverStatus SymbolicFactorization (const Index *ia, const Index *ja)
 Call Pardiso to do the analysis phase.
 
ESymSolverStatus Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
 Call Pardiso to factorize the Matrix.
 
ESymSolverStatus Solve (const Index *ia, const Index *ja, Index nrhs, Number *rhs_vals)
 Call Pardiso to do the Solve.
 

Private Attributes

Number decr_factor_
 Decrease factor for dropping tolerances.
 
SmartPtr< IterativeSolverTerminationTesternormal_tester_
 Termination tester for normal step computation.
 
SmartPtr< IterativeSolverTerminationTesterpd_tester_
 Termination tester for primal-dual step computation.
 
Information about the matrix
Index dim_
 Number of rows and columns of the matrix.
 
Index nonzeros_
 Number of nonzeros of the matrix in triplet representation.
 
Numbera_
 Array for storing the values of the matrix.
 
Information about most recent factorization/solve
Index negevals_
 Number of negative eigenvalues.
 
Index pardiso_max_iter_
 Options for the preconditioner.
 
Number pardiso_iter_relative_tol_
 
Index pardiso_iter_coarse_size_
 
Index pardiso_iter_max_levels_
 
Number pardiso_iter_dropping_factor_
 
Number pardiso_iter_dropping_schur_
 
Index pardiso_iter_max_row_fill_
 
Number pardiso_iter_inverse_norm_factor_
 
Index normal_pardiso_max_iter_
 
Number normal_pardiso_iter_relative_tol_
 
Index normal_pardiso_iter_coarse_size_
 
Index normal_pardiso_iter_max_levels_
 
Number normal_pardiso_iter_dropping_factor_
 
Number normal_pardiso_iter_dropping_schur_
 
Index normal_pardiso_iter_max_row_fill_
 
Number normal_pardiso_iter_inverse_norm_factor_
 
Number pardiso_iter_dropping_factor_used_
 Actually used dropping tolerances.
 
Number pardiso_iter_dropping_schur_used_
 
Number normal_pardiso_iter_dropping_factor_used_
 
Number normal_pardiso_iter_dropping_schur_used_
 
Initialization flags
bool initialized_
 Flag indicating if internal data is initialized.
 
Solver specific information
void ** PT_
 Internal data address pointers.
 
Index MAXFCT_
 Maximal number of factors with identical nonzero structure.
 
Index MNUM_
 Actual matrix for the solution phase.
 
Index MTYPE_
 Matrix type; real and symmetric indefinite.
 
IndexIPARM_
 Parameter and info array for Pardiso.
 
NumberDPARM_
 Parameter and info array for Pardiso.
 
Index MSGLVL_
 Message level.
 
Some counters for debugging
Index debug_last_iter_
 
Index debug_cnt_
 
PARDISO function pointers
SmartPtr< LibraryLoaderpardisoloader
 
IPOPT_DECL_PARDISOINITpardisoinit
 
IPOPT_DECL_PARDISOpardiso
 
IPOPT_DECL_SETIPOPTCALLBACKFUNCTIONSetIpoptCallbackFunction
 
bool pardiso_exist_parallel
 

Solver specific options

enum  PardisoMatchingStrategy { COMPLETE , COMPLETE2x2 , CONSTRAINT }
 Type for matching strategies. More...
 
PardisoMatchingStrategy match_strat_
 Option that controls the matching strategy.
 
bool have_symbolic_factorization_
 Flag indicating if symbolic factorization has already been performed.
 
bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_
 Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.
 
bool pardiso_repeated_perturbation_means_singular_
 Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.
 
bool skip_inertia_check_
 Flag indicating if the inertia is always assumed to be correct.
 
Index pardiso_max_droptol_corrections_
 Maximal number of decreases of drop tolerance during one solve.
 

Additional Inherited Members

- Public Types inherited from Ipopt::SparseSymLinearSolverInterface
enum  EMatrixFormat {
  Triplet_Format , CSR_Format_0_Offset , CSR_Format_1_Offset , CSR_Full_Format_0_Offset ,
  CSR_Full_Format_1_Offset
}
 Enum to specify sparse matrix format. More...
 
- Protected Member Functions inherited from Ipopt::AlgorithmStrategyObject
const JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.

Definition at line 33 of file IpIterativePardisoSolverInterface.hpp.

Member Enumeration Documentation

◆ PardisoMatchingStrategy

Type for matching strategies.

Enumerator
COMPLETE 
COMPLETE2x2 
CONSTRAINT 

Definition at line 160 of file IpIterativePardisoSolverInterface.hpp.

Constructor & Destructor Documentation

◆ IterativePardisoSolverInterface() [1/3]

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( IterativeSolverTerminationTester normal_tester,
IterativeSolverTerminationTester pd_tester,
SmartPtr< LibraryLoader pardisoloader_ 
)

Constructor.

◆ ~IterativePardisoSolverInterface()

virtual Ipopt::IterativePardisoSolverInterface::~IterativePardisoSolverInterface ( )
virtual

Destructor.

◆ IterativePardisoSolverInterface() [2/3]

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( )
private

Default Constructor.

◆ IterativePardisoSolverInterface() [3/3]

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( const IterativePardisoSolverInterface )
private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

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

Implementation of the initialization method that has to be overloaded by for each derived class.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ InitializeStructure()

virtual ESymSolverStatus Ipopt::IterativePardisoSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index ia,
const Index ja 
)
virtual

Method for initializing internal structures.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ GetValuesArrayPtr()

virtual Number * Ipopt::IterativePardisoSolverInterface::GetValuesArrayPtr ( )
virtual

Method returning an internal array into which the nonzero elements are to be stored.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ MultiSolve()

virtual ESymSolverStatus Ipopt::IterativePardisoSolverInterface::MultiSolve ( bool  new_matrix,
const Index ia,
const Index ja,
Index  nrhs,
Number rhs_vals,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
virtual

Solve operation for multiple right hand sides.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ NumberOfNegEVals()

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

Number of negative eigenvalues detected during last factorization.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ IncreaseQuality()

virtual bool Ipopt::IterativePardisoSolverInterface::IncreaseQuality ( )
virtual

Request to increase quality of solution for next solve.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ ProvidesInertia()

virtual bool Ipopt::IterativePardisoSolverInterface::ProvidesInertia ( ) const
inlinevirtual

Query whether inertia is computed by linear solver.

Returns
true, if linear solver provides inertia

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 96 of file IpIterativePardisoSolverInterface.hpp.

◆ MatrixFormat()

EMatrixFormat Ipopt::IterativePardisoSolverInterface::MatrixFormat ( ) const
inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 104 of file IpIterativePardisoSolverInterface.hpp.

◆ RegisterOptions()

static void Ipopt::IterativePardisoSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

◆ operator=()

void Ipopt::IterativePardisoSolverInterface::operator= ( const IterativePardisoSolverInterface )
private

Overloaded Assignment Operator.

◆ SymbolicFactorization()

ESymSolverStatus Ipopt::IterativePardisoSolverInterface::SymbolicFactorization ( const Index ia,
const Index ja 
)
private

Call Pardiso to do the analysis phase.

◆ Factorization()

ESymSolverStatus Ipopt::IterativePardisoSolverInterface::Factorization ( const Index ia,
const Index ja,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
private

Call Pardiso to factorize the Matrix.

◆ Solve()

ESymSolverStatus Ipopt::IterativePardisoSolverInterface::Solve ( const Index ia,
const Index ja,
Index  nrhs,
Number rhs_vals 
)
private

Call Pardiso to do the Solve.

◆ InexData()

InexactData & Ipopt::IterativePardisoSolverInterface::InexData ( )
inlineprivate

Method to easily access Inexact data.

Definition at line 294 of file IpIterativePardisoSolverInterface.hpp.

◆ InexCq()

InexactCq & Ipopt::IterativePardisoSolverInterface::InexCq ( )
inlineprivate

Method to easily access Inexact calculated quantities.

Definition at line 302 of file IpIterativePardisoSolverInterface.hpp.

Member Data Documentation

◆ dim_

Index Ipopt::IterativePardisoSolverInterface::dim_
private

Number of rows and columns of the matrix.

Definition at line 142 of file IpIterativePardisoSolverInterface.hpp.

◆ nonzeros_

Index Ipopt::IterativePardisoSolverInterface::nonzeros_
private

Number of nonzeros of the matrix in triplet representation.

Definition at line 145 of file IpIterativePardisoSolverInterface.hpp.

◆ a_

Number* Ipopt::IterativePardisoSolverInterface::a_
private

Array for storing the values of the matrix.

Definition at line 148 of file IpIterativePardisoSolverInterface.hpp.

◆ negevals_

Index Ipopt::IterativePardisoSolverInterface::negevals_
private

Number of negative eigenvalues.

Definition at line 154 of file IpIterativePardisoSolverInterface.hpp.

◆ match_strat_

PardisoMatchingStrategy Ipopt::IterativePardisoSolverInterface::match_strat_
private

Option that controls the matching strategy.

Definition at line 167 of file IpIterativePardisoSolverInterface.hpp.

◆ have_symbolic_factorization_

bool Ipopt::IterativePardisoSolverInterface::have_symbolic_factorization_
private

Flag indicating if symbolic factorization has already been performed.

Definition at line 171 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_redo_symbolic_fact_only_if_inertia_wrong_

bool Ipopt::IterativePardisoSolverInterface::pardiso_redo_symbolic_fact_only_if_inertia_wrong_
private

Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.

Definition at line 175 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_repeated_perturbation_means_singular_

bool Ipopt::IterativePardisoSolverInterface::pardiso_repeated_perturbation_means_singular_
private

Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.

Definition at line 180 of file IpIterativePardisoSolverInterface.hpp.

◆ skip_inertia_check_

bool Ipopt::IterativePardisoSolverInterface::skip_inertia_check_
private

Flag indicating if the inertia is always assumed to be correct.

Definition at line 182 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_max_droptol_corrections_

Index Ipopt::IterativePardisoSolverInterface::pardiso_max_droptol_corrections_
private

Maximal number of decreases of drop tolerance during one solve.

Definition at line 184 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_max_iter_

Index Ipopt::IterativePardisoSolverInterface::pardiso_max_iter_
private

Options for the preconditioner.

Definition at line 189 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_relative_tol_

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_relative_tol_
private

Definition at line 190 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_coarse_size_

Index Ipopt::IterativePardisoSolverInterface::pardiso_iter_coarse_size_
private

Definition at line 191 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_max_levels_

Index Ipopt::IterativePardisoSolverInterface::pardiso_iter_max_levels_
private

Definition at line 192 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_dropping_factor_

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_factor_
private

Definition at line 193 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_dropping_schur_

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_schur_
private

Definition at line 194 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_max_row_fill_

Index Ipopt::IterativePardisoSolverInterface::pardiso_iter_max_row_fill_
private

Definition at line 195 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_inverse_norm_factor_

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_inverse_norm_factor_
private

Definition at line 196 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_max_iter_

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_max_iter_
private

Definition at line 198 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_relative_tol_

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_relative_tol_
private

Definition at line 199 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_coarse_size_

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_coarse_size_
private

Definition at line 200 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_max_levels_

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_max_levels_
private

Definition at line 201 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_dropping_factor_

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_factor_
private

Definition at line 202 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_dropping_schur_

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_schur_
private

Definition at line 203 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_max_row_fill_

Index Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_max_row_fill_
private

Definition at line 204 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_inverse_norm_factor_

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_inverse_norm_factor_
private

Definition at line 205 of file IpIterativePardisoSolverInterface.hpp.

◆ decr_factor_

Number Ipopt::IterativePardisoSolverInterface::decr_factor_
private

Decrease factor for dropping tolerances.

Definition at line 209 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_dropping_factor_used_

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_factor_used_
private

Actually used dropping tolerances.

Definition at line 213 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_iter_dropping_schur_used_

Number Ipopt::IterativePardisoSolverInterface::pardiso_iter_dropping_schur_used_
private

Definition at line 214 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_dropping_factor_used_

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_factor_used_
private

Definition at line 215 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_pardiso_iter_dropping_schur_used_

Number Ipopt::IterativePardisoSolverInterface::normal_pardiso_iter_dropping_schur_used_
private

Definition at line 216 of file IpIterativePardisoSolverInterface.hpp.

◆ initialized_

bool Ipopt::IterativePardisoSolverInterface::initialized_
private

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix.

Definition at line 225 of file IpIterativePardisoSolverInterface.hpp.

◆ PT_

void** Ipopt::IterativePardisoSolverInterface::PT_
private

Internal data address pointers.

Definition at line 231 of file IpIterativePardisoSolverInterface.hpp.

◆ MAXFCT_

Index Ipopt::IterativePardisoSolverInterface::MAXFCT_
private

Maximal number of factors with identical nonzero structure.

Here, we only store one factorization. Is always 1.

Definition at line 236 of file IpIterativePardisoSolverInterface.hpp.

◆ MNUM_

Index Ipopt::IterativePardisoSolverInterface::MNUM_
private

Actual matrix for the solution phase.

Is always 1.

Definition at line 238 of file IpIterativePardisoSolverInterface.hpp.

◆ MTYPE_

Index Ipopt::IterativePardisoSolverInterface::MTYPE_
private

Matrix type; real and symmetric indefinite.

Is always -2.

Definition at line 240 of file IpIterativePardisoSolverInterface.hpp.

◆ IPARM_

Index* Ipopt::IterativePardisoSolverInterface::IPARM_
private

Parameter and info array for Pardiso.

Definition at line 242 of file IpIterativePardisoSolverInterface.hpp.

◆ DPARM_

Number* Ipopt::IterativePardisoSolverInterface::DPARM_
private

Parameter and info array for Pardiso.

Definition at line 244 of file IpIterativePardisoSolverInterface.hpp.

◆ MSGLVL_

Index Ipopt::IterativePardisoSolverInterface::MSGLVL_
private

Message level.

Definition at line 246 of file IpIterativePardisoSolverInterface.hpp.

◆ debug_last_iter_

Index Ipopt::IterativePardisoSolverInterface::debug_last_iter_
private

Definition at line 251 of file IpIterativePardisoSolverInterface.hpp.

◆ debug_cnt_

Index Ipopt::IterativePardisoSolverInterface::debug_cnt_
private

Definition at line 252 of file IpIterativePardisoSolverInterface.hpp.

◆ pardisoloader

SmartPtr<LibraryLoader> Ipopt::IterativePardisoSolverInterface::pardisoloader
private

Definition at line 258 of file IpIterativePardisoSolverInterface.hpp.

◆ pardisoinit

IPOPT_DECL_PARDISOINIT* Ipopt::IterativePardisoSolverInterface::pardisoinit
private

Definition at line 260 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso

IPOPT_DECL_PARDISO* Ipopt::IterativePardisoSolverInterface::pardiso
private

Definition at line 261 of file IpIterativePardisoSolverInterface.hpp.

◆ SetIpoptCallbackFunction

IPOPT_DECL_SETIPOPTCALLBACKFUNCTION* Ipopt::IterativePardisoSolverInterface::SetIpoptCallbackFunction
private

Definition at line 262 of file IpIterativePardisoSolverInterface.hpp.

◆ pardiso_exist_parallel

bool Ipopt::IterativePardisoSolverInterface::pardiso_exist_parallel
private

Definition at line 264 of file IpIterativePardisoSolverInterface.hpp.

◆ normal_tester_

SmartPtr<IterativeSolverTerminationTester> Ipopt::IterativePardisoSolverInterface::normal_tester_
private

Termination tester for normal step computation.

Definition at line 310 of file IpIterativePardisoSolverInterface.hpp.

◆ pd_tester_

SmartPtr<IterativeSolverTerminationTester> Ipopt::IterativePardisoSolverInterface::pd_tester_
private

Termination tester for primal-dual step computation.

Definition at line 313 of file IpIterativePardisoSolverInterface.hpp.


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