Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface. More...
#include <IpMa27TSolverInterface.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 | |
Ma27TSolverInterface (SmartPtr< LibraryLoader > hslloader_) | |
Constructor. | |
virtual | ~Ma27TSolverInterface () |
Destructor. | |
Methods for requesting solution of the linear system. | |
virtual ESymSolverStatus | InitializeStructure (Index dim, Index nonzeros, const Index *airn, const Index *ajcn) |
Method for initializing internal structures. | |
virtual Number * | 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 *airn, const Index *ajcn, 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 | SetFunctions (IPOPT_DECL_MA27A(*ma27a), IPOPT_DECL_MA27B(*ma27b), IPOPT_DECL_MA27C(*ma27c),) |
set MA27 functions to use for every instantiation of this class | |
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. | |
Ma27TSolverInterface (const Ma27TSolverInterface &) | |
Copy Constructor. | |
void | operator= (const Ma27TSolverInterface &) |
Default Assignment Operator. | |
Internal functions | |
ESymSolverStatus | SymbolicFactorization (const Index *airn, const Index *ajcn) |
Call MA27AX and reserve memory for MA27 data. | |
ESymSolverStatus | Factorization (const Index *airn, const Index *ajcn, bool check_NegEVals, Index numberOfNegEVals) |
Call MA27BX to factorize the Matrix. | |
ESymSolverStatus | Backsolve (Index nrhs, Number *rhs_vals) |
Call MA27CX to do the backsolve. | |
Private Attributes | |
MA27 function pointers | |
SmartPtr< LibraryLoader > | hslloader |
IPOPT_DECL_MA27A * | ma27a |
IPOPT_DECL_MA27B * | ma27b |
IPOPT_DECL_MA27C * | ma27c |
IPOPT_DECL_MA27I * | ma27i |
Information about the matrix | |
Index | dim_ |
Number of rows and columns of the matrix. | |
Index | nonzeros_ |
Number of nonzeros of the matrix. | |
Information about most recent factorization/solve | |
Index | negevals_ |
Number of negative eigenvalues. | |
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 | refactorize_ |
Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again. | |
Solver specific data/options | |
Number | pivtol_ |
Pivot tolerance. | |
Number | pivtolmax_ |
Maximal pivot tolerance. | |
Number | liw_init_factor_ |
Factor for estimating initial value of liw. | |
Number | la_init_factor_ |
Factor for estimating initial value of la. | |
Number | meminc_factor_ |
Factor for increaseing memory. | |
bool | warm_start_same_structure_ |
Flag indicating whether the TNLP with identical structure has already been solved before. | |
bool | skip_inertia_check_ |
Flag indicating if the inertia is always assumed to be correct. | |
bool | ignore_singularity_ |
Flag indicating if MA27 should continue if a singular matrix is detected, but right hands sides are still accepted. | |
Data for the linear solver. | |
Storing factorization and other solver specific data structure. | |
Index | icntl_ [30] |
integer control values | |
Number | cntl_ [5] |
real control values | |
Index | liw_ |
length of integer work space | |
Index * | iw_ |
integer work space | |
Index * | ikeep_ |
MA27's IKEEP. | |
Index | nsteps_ |
MA27's NSTEPS. | |
Index | maxfrt_ |
MA27's MAXFRT. | |
Index | la_ |
length LA of A | |
Number * | a_ |
factor A of matrix | |
bool | la_increase_ |
flag indicating that la should be increased before next factorization | |
bool | liw_increase_ |
flag indicating that liw should be increased before next factorization | |
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 symmetric linear solver MA27, derived from SparseSymLinearSolverInterface.
Definition at line 78 of file IpMa27TSolverInterface.hpp.
Ipopt::Ma27TSolverInterface::Ma27TSolverInterface | ( | SmartPtr< LibraryLoader > | hslloader_ | ) |
Constructor.
hslloader_ |
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Destructor.
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Copy Constructor.
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Implementation of the initialization method that has to be overloaded by for each derived class.
Implements Ipopt::SparseSymLinearSolverInterface.
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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.
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.
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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.
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.
Number of negative eigenvalues detected during last factorization.
This must not be called if the linear solver does not compute this quantities (see ProvidesInertia).
Implements Ipopt::SparseSymLinearSolverInterface.
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).
Implements Ipopt::SparseSymLinearSolverInterface.
Query whether inertia is computed by linear solver.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 124 of file IpMa27TSolverInterface.hpp.
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Query of requested matrix type that the linear solver understands.
Implements Ipopt::SparseSymLinearSolverInterface.
Definition at line 129 of file IpMa27TSolverInterface.hpp.
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set MA27 functions to use for every instantiation of this class
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Default Assignment Operator.
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Call MA27AX and reserve memory for MA27 data.
Reserve memory for iw_ and ikeep_, call MA27AD to perform symbolic manipulations, and reserve all the remaining data memory
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Call MA27BX to factorize the Matrix.
It is assumed that the first nonzeros_ element of a_ contain the values of the matrix to be factorized.
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Call MA27CX to do the backsolve.
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Definition at line 173 of file IpMa27TSolverInterface.hpp.
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Definition at line 175 of file IpMa27TSolverInterface.hpp.
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Definition at line 176 of file IpMa27TSolverInterface.hpp.
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Definition at line 177 of file IpMa27TSolverInterface.hpp.
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Definition at line 178 of file IpMa27TSolverInterface.hpp.
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Number of rows and columns of the matrix.
Definition at line 184 of file IpMa27TSolverInterface.hpp.
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Number of nonzeros of the matrix.
Definition at line 187 of file IpMa27TSolverInterface.hpp.
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Number of negative eigenvalues.
Definition at line 193 of file IpMa27TSolverInterface.hpp.
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Flag indicating if internal data is initialized.
For initialization, this object needs to have seen a matrix.
Definition at line 202 of file IpMa27TSolverInterface.hpp.
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Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
Definition at line 206 of file IpMa27TSolverInterface.hpp.
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Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again.
Definition at line 211 of file IpMa27TSolverInterface.hpp.
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Pivot tolerance.
Definition at line 217 of file IpMa27TSolverInterface.hpp.
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Maximal pivot tolerance.
Definition at line 220 of file IpMa27TSolverInterface.hpp.
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Factor for estimating initial value of liw.
Definition at line 223 of file IpMa27TSolverInterface.hpp.
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Factor for estimating initial value of la.
Definition at line 225 of file IpMa27TSolverInterface.hpp.
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Factor for increaseing memory.
Definition at line 227 of file IpMa27TSolverInterface.hpp.
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Flag indicating whether the TNLP with identical structure has already been solved before.
Definition at line 231 of file IpMa27TSolverInterface.hpp.
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Flag indicating if the inertia is always assumed to be correct.
Definition at line 233 of file IpMa27TSolverInterface.hpp.
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Flag indicating if MA27 should continue if a singular matrix is detected, but right hands sides are still accepted.
Definition at line 237 of file IpMa27TSolverInterface.hpp.
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integer control values
Definition at line 245 of file IpMa27TSolverInterface.hpp.
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real control values
Definition at line 247 of file IpMa27TSolverInterface.hpp.
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length of integer work space
Definition at line 250 of file IpMa27TSolverInterface.hpp.
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integer work space
Definition at line 252 of file IpMa27TSolverInterface.hpp.
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MA27's IKEEP.
Definition at line 255 of file IpMa27TSolverInterface.hpp.
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MA27's NSTEPS.
Definition at line 257 of file IpMa27TSolverInterface.hpp.
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MA27's MAXFRT.
Definition at line 259 of file IpMa27TSolverInterface.hpp.
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length LA of A
Definition at line 262 of file IpMa27TSolverInterface.hpp.
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factor A of matrix
Definition at line 264 of file IpMa27TSolverInterface.hpp.
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flag indicating that la should be increased before next factorization
Definition at line 267 of file IpMa27TSolverInterface.hpp.
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flag indicating that liw should be increased before next factorization
Definition at line 269 of file IpMa27TSolverInterface.hpp.