Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More...
#include <IpIterativePardisoSolverInterface.hpp>
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 Number * | GetValuesArrayPtr () |
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 | |
InexactData & | InexData () |
Method to easily access Inexact data. | |
InexactCq & | InexCq () |
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. | |
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 Journalist & | Jnlst () const |
IpoptNLP & | IpNLP () const |
IpoptData & | IpData () const |
IpoptCalculatedQuantities & | IpCq () const |
bool | HaveIpData () const |
Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.
Definition at line 33 of file IpIterativePardisoSolverInterface.hpp.
Type for matching strategies.
Enumerator | |
---|---|
COMPLETE | |
COMPLETE2x2 | |
CONSTRAINT |
Definition at line 160 of file IpIterativePardisoSolverInterface.hpp.
Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface | ( | IterativeSolverTerminationTester & | normal_tester, |
IterativeSolverTerminationTester & | pd_tester, | ||
SmartPtr< LibraryLoader > | pardisoloader_ | ||
) |
Constructor.
|
virtual |
Destructor.
|
private |
Default Constructor.
|
private |
Copy Constructor.
|
virtual |
Implementation of the initialization method that has to be overloaded by for each derived class.
Implements Ipopt::SparseSymLinearSolverInterface.
|
virtual |
Method for initializing internal structures.
Implements Ipopt::SparseSymLinearSolverInterface.
Method returning an internal array into which the nonzero elements are to be stored.
Implements Ipopt::SparseSymLinearSolverInterface.
|
virtual |
Solve operation for multiple right hand sides.
Implements Ipopt::SparseSymLinearSolverInterface.
Number of negative eigenvalues detected during last factorization.
Implements Ipopt::SparseSymLinearSolverInterface.
Request to increase quality of solution for next solve.
Implements Ipopt::SparseSymLinearSolverInterface.
Query whether inertia is computed by linear solver.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 96 of file IpIterativePardisoSolverInterface.hpp.
|
inlinevirtual |
Query of requested matrix type that the linear solver understands.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 104 of file IpIterativePardisoSolverInterface.hpp.
|
static |
|
private |
Overloaded Assignment Operator.
|
private |
Call Pardiso to do the analysis phase.
|
private |
Call Pardiso to factorize the Matrix.
|
private |
Call Pardiso to do the Solve.
|
inlineprivate |
Method to easily access Inexact data.
Definition at line 294 of file IpIterativePardisoSolverInterface.hpp.
|
inlineprivate |
Method to easily access Inexact calculated quantities.
Definition at line 302 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Number of rows and columns of the matrix.
Definition at line 142 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Number of nonzeros of the matrix in triplet representation.
Definition at line 145 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Array for storing the values of the matrix.
Definition at line 148 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Number of negative eigenvalues.
Definition at line 154 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Option that controls the matching strategy.
Definition at line 167 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Flag indicating if symbolic factorization has already been performed.
Definition at line 171 of file IpIterativePardisoSolverInterface.hpp.
|
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.
|
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.
|
private |
Flag indicating if the inertia is always assumed to be correct.
Definition at line 182 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Maximal number of decreases of drop tolerance during one solve.
Definition at line 184 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Options for the preconditioner.
Definition at line 189 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 190 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 191 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 192 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 193 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 194 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 195 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 196 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 198 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 199 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 200 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 201 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 202 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 203 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 204 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 205 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Decrease factor for dropping tolerances.
Definition at line 209 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Actually used dropping tolerances.
Definition at line 213 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 214 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 215 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 216 of file IpIterativePardisoSolverInterface.hpp.
|
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.
|
private |
Internal data address pointers.
Definition at line 231 of file IpIterativePardisoSolverInterface.hpp.
|
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.
|
private |
Actual matrix for the solution phase.
Is always 1.
Definition at line 238 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Matrix type; real and symmetric indefinite.
Is always -2.
Definition at line 240 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Parameter and info array for Pardiso.
Definition at line 242 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Parameter and info array for Pardiso.
Definition at line 244 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Message level.
Definition at line 246 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 251 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 252 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 258 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 260 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 261 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 262 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Definition at line 264 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Termination tester for normal step computation.
Definition at line 310 of file IpIterativePardisoSolverInterface.hpp.
|
private |
Termination tester for primal-dual step computation.
Definition at line 313 of file IpIterativePardisoSolverInterface.hpp.