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

#include <IpIterativeWsmpSolverInterface.hpp>

Inheritance diagram for Ipopt::IterativeWsmpSolverInterface:

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
	IterativeWsmpSolverInterface ()
	Constructor.

virtual	~IterativeWsmpSolverInterface ()
	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 double *	GetValuesArrayPtr ()
	Method returning an internal array into which the nonzero elements (in the same order as ja) will be stored by the calling routine before a call to MultiSolve with a new_matrix=true (or after a return of MultiSolve with SYMSOLV_CALL_AGAIN).

virtual ESymSolverStatus	MultiSolve (bool new_matrix, const Index ia, const Index ja, Index nrhs, double *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
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.
	IterativeWsmpSolverInterface (const IterativeWsmpSolverInterface &)
	Copy Constructor.

void	operator= (const IterativeWsmpSolverInterface &)
	Default Assignment Operator.

Internal functions
ESymSolverStatus	SymbolicFactorization (const Index ia, const Index ja)
	Call Wsmp to do the analysis phase.

ESymSolverStatus	InternalSymFact (const Index ia, const Index ja)
	Call Wsmp to really do the analysis phase.

ESymSolverStatus	Factorization (const Index ia, const Index ja, bool check_NegEVals, Index numberOfNegEVals)
	Call Wsmp to factorize the Matrix.

ESymSolverStatus	Solve (const Index ia, const Index ja, Index nrhs, double *rhs_vals)
	Call Wsmpx to do the Solve.

Private Attributes
Index	matrix_file_number_
	Counter for matrix file numbers.

Information about the matrix
Index	dim_
	Number of rows and columns of the matrix.

double *	a_
	Array for storing the values of the matrix.

Solver specific options
Index	wsmp_num_threads_
	Option that controls the matching strategy.

Number	wsmp_pivtol_
	Pivot tolerance.

Number	wsmp_pivtolmax_
	Maximal pivot tolerance.

Index	wsmp_scaling_
	Indicating which of WSMP's scaling methods should be used.

Index	wsmp_write_matrix_iteration_
	iteration number in which matrices are to be written out

Number	wsmp_inexact_droptol_

Number	wsmp_inexact_fillin_limit_

Initialization flags
bool	initialized_
	Flag indicating if internal data is initialized.

bool	pivtol_changed_
	Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.

bool	have_symbolic_factorization_
	Flag indicating whether symbolic factorization and order has already been performed.

Solver specific information
ipindex *	IPARM_
	Integer parameter array for WISMP.

double *	DPARM_
	Double precision parameter array for WISMP.

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

Detailed Description

Interface to the linear solver WISMP, derived from SparseSymLinearSolverInterface.

Definition at line 20 of file IpIterativeWsmpSolverInterface.hpp.

Constructor & Destructor Documentation

◆ IterativeWsmpSolverInterface() [1/2]

Ipopt::IterativeWsmpSolverInterface::IterativeWsmpSolverInterface ( )

Constructor.

◆ ~IterativeWsmpSolverInterface()

virtual Ipopt::IterativeWsmpSolverInterface::~IterativeWsmpSolverInterface ( )

virtual

Destructor.

◆ IterativeWsmpSolverInterface() [2/2]

Ipopt::IterativeWsmpSolverInterface::IterativeWsmpSolverInterface ( const IterativeWsmpSolverInterface & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

bool Ipopt::IterativeWsmpSolverInterface::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::IterativeWsmpSolverInterface::InitializeStructure	(	Index	dim,
		Index	nonzeros,
		const Index *	ia,
		const Index *	ja
	)

virtual

Method for initializing internal structures.

Here, ndim gives the number of rows and columns of the matrix, nonzeros give the number of nonzero elements, and ia and ja give the positions of the nonzero elements, given in the matrix format determined by MatrixFormat.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ GetValuesArrayPtr()

virtual double * Ipopt::IterativeWsmpSolverInterface::GetValuesArrayPtr ( )

virtual

Method returning an internal array into which the nonzero elements (in the same order as ja) will be stored by the calling routine before a call to MultiSolve with a new_matrix=true (or after a return of MultiSolve with SYMSOLV_CALL_AGAIN).

The returned array must have space for at least nonzero elements.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ MultiSolve()

virtual ESymSolverStatus Ipopt::IterativeWsmpSolverInterface::MultiSolve	(	bool	new_matrix,
		const Index *	ia,
		const Index *	ja,
		Index	nrhs,
		double *	rhs_vals,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)

virtual

Solve operation for multiple right hand sides.

Solves the linear system A * x = b with multiple right hand sides, where A is the symmetric indefinite matrix. Here, ia and ja give the positions of the values (in the required matrix data format). The actual values of the matrix will have been given to this object by copying them into the array provided by GetValuesArrayPtr. ia and ja are identical to the ones given to InitializeStructure. The flag new_matrix is set to true, if the values of the matrix has changed, and a refactorization is required.

Returns: SYMSOLV_SUCCESS if the factorization and solves were successful, SYMSOLV_SINGULAR if the linear system is singular, and SYMSOLV_WRONG_INERTIA if check_NegEVals is true and the number of negative eigenvalues in the matrix does not match numberOfNegEVals. If SYMSOLV_CALL_AGAIN is returned, then the calling function will request the pointer for the array for storing a again (with GetValuesPtr), write the values of the nonzero elements into it, and call this MultiSolve method again with the same right-hand sides. (This can be done, for example, if the linear solver realized it does not have sufficient memory and needs to redo the factorization; e.g., for MA27.)

The number of right-hand sides is given by nrhs, the values of the right-hand sides are given in rhs_vals (one full right-hand side stored immediately after the other), and solutions are to be returned in the same array.

check_NegEVals will not be chosen true, if ProvidesInertia() returns false.

Implements Ipopt::SparseSymLinearSolverInterface.

◆ NumberOfNegEVals()

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

virtual

Number of negative eigenvalues detected during last factorization.

Returns: the number of negative eigenvalues of the most recent factorized matrix.

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

Implements Ipopt::SparseSymLinearSolverInterface.

◆ IncreaseQuality()

virtual bool Ipopt::IterativeWsmpSolverInterface::IncreaseQuality ( )

virtual

Request to increase quality of solution for next solve.

The calling class asks 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.)

Implements Ipopt::SparseSymLinearSolverInterface.

◆ ProvidesInertia()

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

inlinevirtual

Query whether inertia is computed by linear solver.

Returns: true, if linear solver provides inertia

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 65 of file IpIterativeWsmpSolverInterface.hpp.

◆ MatrixFormat()

EMatrixFormat Ipopt::IterativeWsmpSolverInterface::MatrixFormat ( ) const

inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 70 of file IpIterativeWsmpSolverInterface.hpp.

◆ RegisterOptions()

static void Ipopt::IterativeWsmpSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions > roptions )

static

◆ operator=()

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

private

Default Assignment Operator.

◆ SymbolicFactorization()

ESymSolverStatus Ipopt::IterativeWsmpSolverInterface::SymbolicFactorization	(	const Index *	ia,
		const Index *	ja
	)

private

Call Wsmp to do the analysis phase.

◆ InternalSymFact()

ESymSolverStatus Ipopt::IterativeWsmpSolverInterface::InternalSymFact	(	const Index *	ia,
		const Index *	ja
	)

private

Call Wsmp to really do the analysis phase.

◆ Factorization()

ESymSolverStatus Ipopt::IterativeWsmpSolverInterface::Factorization	(	const Index *	ia,
		const Index *	ja,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)

private

Call Wsmp to factorize the Matrix.

◆ Solve()

ESymSolverStatus Ipopt::IterativeWsmpSolverInterface::Solve	(	const Index *	ia,
		const Index *	ja,
		Index	nrhs,
		double *	rhs_vals
	)

private

Call Wsmpx to do the Solve.

Member Data Documentation

◆ dim_

Index Ipopt::IterativeWsmpSolverInterface::dim_

private

Number of rows and columns of the matrix.

Definition at line 104 of file IpIterativeWsmpSolverInterface.hpp.

◆ a_

double* Ipopt::IterativeWsmpSolverInterface::a_

private

Array for storing the values of the matrix.

Definition at line 107 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_num_threads_

Index Ipopt::IterativeWsmpSolverInterface::wsmp_num_threads_

private

Option that controls the matching strategy.

Definition at line 113 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_pivtol_

Number Ipopt::IterativeWsmpSolverInterface::wsmp_pivtol_

private

Pivot tolerance.

Definition at line 115 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_pivtolmax_

Number Ipopt::IterativeWsmpSolverInterface::wsmp_pivtolmax_

private

Maximal pivot tolerance.

Definition at line 117 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_scaling_

Index Ipopt::IterativeWsmpSolverInterface::wsmp_scaling_

private

Indicating which of WSMP's scaling methods should be used.

Definition at line 119 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_write_matrix_iteration_

Index Ipopt::IterativeWsmpSolverInterface::wsmp_write_matrix_iteration_

private

iteration number in which matrices are to be written out

Definition at line 121 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_inexact_droptol_

Number Ipopt::IterativeWsmpSolverInterface::wsmp_inexact_droptol_

private

Definition at line 122 of file IpIterativeWsmpSolverInterface.hpp.

◆ wsmp_inexact_fillin_limit_

Number Ipopt::IterativeWsmpSolverInterface::wsmp_inexact_fillin_limit_

private

Definition at line 123 of file IpIterativeWsmpSolverInterface.hpp.

◆ matrix_file_number_

Index Ipopt::IterativeWsmpSolverInterface::matrix_file_number_

private

Counter for matrix file numbers.

Definition at line 127 of file IpIterativeWsmpSolverInterface.hpp.

◆ initialized_

bool Ipopt::IterativeWsmpSolverInterface::initialized_

private

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 142 of file IpIterativeWsmpSolverInterface.hpp.

◆ pivtol_changed_

bool Ipopt::IterativeWsmpSolverInterface::pivtol_changed_

private

Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.

Definition at line 146 of file IpIterativeWsmpSolverInterface.hpp.

◆ have_symbolic_factorization_

bool Ipopt::IterativeWsmpSolverInterface::have_symbolic_factorization_

private

Flag indicating whether symbolic factorization and order has already been performed.

Definition at line 150 of file IpIterativeWsmpSolverInterface.hpp.

◆ IPARM_

ipindex* Ipopt::IterativeWsmpSolverInterface::IPARM_

private

Integer parameter array for WISMP.

Definition at line 156 of file IpIterativeWsmpSolverInterface.hpp.

◆ DPARM_

double* Ipopt::IterativeWsmpSolverInterface::DPARM_

private

Double precision parameter array for WISMP.

Definition at line 158 of file IpIterativeWsmpSolverInterface.hpp.

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

src/Algorithm/LinearSolvers/IpIterativeWsmpSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ IterativeWsmpSolverInterface() [1/2]

◆ ~IterativeWsmpSolverInterface()

◆ IterativeWsmpSolverInterface() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ InitializeStructure()

◆ GetValuesArrayPtr()

◆ MultiSolve()

◆ NumberOfNegEVals()

◆ IncreaseQuality()

◆ ProvidesInertia()

◆ MatrixFormat()

◆ RegisterOptions()

◆ operator=()

◆ SymbolicFactorization()

◆ InternalSymFact()

◆ Factorization()

◆ Solve()

Member Data Documentation

◆ dim_

◆ a_

◆ wsmp_num_threads_

◆ wsmp_pivtol_

◆ wsmp_pivtolmax_

◆ wsmp_scaling_

◆ wsmp_write_matrix_iteration_

◆ wsmp_inexact_droptol_

◆ wsmp_inexact_fillin_limit_

◆ matrix_file_number_

◆ initialized_

◆ pivtol_changed_

◆ have_symbolic_factorization_

◆ IPARM_

◆ DPARM_