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

#include <IpMumpsSolverInterface.hpp>

Inheritance diagram for Ipopt::MumpsSolverInterface:

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.

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 ia, const Index ja, std::list< Index > &c_deps)
	This method determines the list of row indices of the linearly dependent rows.

Constructor/Destructor
	MumpsSolverInterface ()
	Constructor.

virtual	~MumpsSolverInterface ()
	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 ()

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)

static std::string	GetName ()
	give name of MUMPS with version info

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.
	MumpsSolverInterface (const MumpsSolverInterface &)
	Copy Constructor.

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

Internal functions
ESymSolverStatus	SymbolicFactorization ()
	Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.

ESymSolverStatus	Factorization (bool check_NegEVals, Index numberOfNegEVals)
	Call MUMPS (job=2) to factorize the Matrix.

ESymSolverStatus	Solve (Index nrhs, Number *rhs_vals)
	Call MUMPS (job=3) to do the solve.

Private Attributes
bool	have_symbolic_factorization_
	Flag indicating if symbolic factorization has already been called.

Information about the matrix
void *	mumps_ptr_
	Primary MUMP data structure.

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.

Index	mem_percent_
	Percent increase in memory.

Index	mumps_permuting_scaling_
	Permutation and scaling method in MUMPS.

Index	mumps_pivot_order_
	Pivot order in MUMPS.

Index	mumps_scaling_
	Scaling in MUMPS.

Number	mumps_dep_tol_
	Threshold in MUMPS to state that a constraint is linearly dependent.

bool	warm_start_same_structure_
	Flag indicating whether the TNLP with identical structure has already been solved before.

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 Mumps, derived from SparseSymLinearSolverInterface.

Definition at line 24 of file IpMumpsSolverInterface.hpp.

Constructor & Destructor Documentation

◆ MumpsSolverInterface() [1/2]

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( )

Constructor.

◆ ~MumpsSolverInterface()

virtual Ipopt::MumpsSolverInterface::~MumpsSolverInterface ( )

virtual

Destructor.

◆ MumpsSolverInterface() [2/2]

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( const MumpsSolverInterface & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

bool Ipopt::MumpsSolverInterface::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::MumpsSolverInterface::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 Number * Ipopt::MumpsSolverInterface::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::MumpsSolverInterface::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.

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::MumpsSolverInterface::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::MumpsSolverInterface::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::MumpsSolverInterface::ProvidesInertia ( ) const

inlinevirtual

Query whether inertia is computed by linear solver.

Returns: true, if linear solver provides inertia

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 69 of file IpMumpsSolverInterface.hpp.

◆ MatrixFormat()

EMatrixFormat Ipopt::MumpsSolverInterface::MatrixFormat ( ) const

inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 74 of file IpMumpsSolverInterface.hpp.

◆ RegisterOptions()

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

static

◆ GetName()

static std::string Ipopt::MumpsSolverInterface::GetName ( )

static

give name of MUMPS with version info

Since: 3.14.0

◆ ProvidesDegeneracyDetection()

virtual bool Ipopt::MumpsSolverInterface::ProvidesDegeneracyDetection ( ) const

virtual

Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

◆ DetermineDependentRows()

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::DetermineDependentRows	(	const Index *	,
		const Index *	,
		std::list< Index > &
	)

virtual

This method determines the list of row indices of the linearly dependent rows.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

◆ operator=()

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

private

Default Assignment Operator.

◆ SymbolicFactorization()

ESymSolverStatus Ipopt::MumpsSolverInterface::SymbolicFactorization ( )

private

Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.

◆ Factorization()

ESymSolverStatus Ipopt::MumpsSolverInterface::Factorization	(	bool	check_NegEVals,
		Index	numberOfNegEVals
	)

private

Call MUMPS (job=2) to factorize the Matrix.

It is assumed that the first nonzeros_ element of a_ contain the values of the matrix to be factorized.

◆ Solve()

ESymSolverStatus Ipopt::MumpsSolverInterface::Solve	(	Index	nrhs,
		Number *	rhs_vals
	)

private

Call MUMPS (job=3) to do the solve.

Member Data Documentation

◆ mumps_ptr_

void* Ipopt::MumpsSolverInterface::mumps_ptr_

private

Primary MUMP data structure.

Definition at line 119 of file IpMumpsSolverInterface.hpp.

◆ negevals_

Index Ipopt::MumpsSolverInterface::negevals_

private

Number of negative eigenvalues.

Definition at line 125 of file IpMumpsSolverInterface.hpp.

◆ initialized_

bool Ipopt::MumpsSolverInterface::initialized_

private

Flag indicating if internal data is initialized.

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

Definition at line 133 of file IpMumpsSolverInterface.hpp.

◆ pivtol_changed_

bool Ipopt::MumpsSolverInterface::pivtol_changed_

private

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

Definition at line 137 of file IpMumpsSolverInterface.hpp.

◆ refactorize_

bool Ipopt::MumpsSolverInterface::refactorize_

private

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 142 of file IpMumpsSolverInterface.hpp.

◆ pivtol_

Number Ipopt::MumpsSolverInterface::pivtol_

private

Pivot tolerance.

Definition at line 148 of file IpMumpsSolverInterface.hpp.

◆ pivtolmax_

Number Ipopt::MumpsSolverInterface::pivtolmax_

private

Maximal pivot tolerance.

Definition at line 151 of file IpMumpsSolverInterface.hpp.

◆ mem_percent_

Index Ipopt::MumpsSolverInterface::mem_percent_

private

Percent increase in memory.

Definition at line 154 of file IpMumpsSolverInterface.hpp.

◆ mumps_permuting_scaling_

Index Ipopt::MumpsSolverInterface::mumps_permuting_scaling_

private

Permutation and scaling method in MUMPS.

Definition at line 157 of file IpMumpsSolverInterface.hpp.

◆ mumps_pivot_order_

Index Ipopt::MumpsSolverInterface::mumps_pivot_order_

private

Pivot order in MUMPS.

Definition at line 160 of file IpMumpsSolverInterface.hpp.

◆ mumps_scaling_

Index Ipopt::MumpsSolverInterface::mumps_scaling_

private

Scaling in MUMPS.

Definition at line 163 of file IpMumpsSolverInterface.hpp.

◆ mumps_dep_tol_

Number Ipopt::MumpsSolverInterface::mumps_dep_tol_

private

Threshold in MUMPS to state that a constraint is linearly dependent.

Definition at line 166 of file IpMumpsSolverInterface.hpp.

◆ warm_start_same_structure_

bool Ipopt::MumpsSolverInterface::warm_start_same_structure_

private

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 171 of file IpMumpsSolverInterface.hpp.

◆ have_symbolic_factorization_

bool Ipopt::MumpsSolverInterface::have_symbolic_factorization_

private

Flag indicating if symbolic factorization has already been called.

Definition at line 175 of file IpMumpsSolverInterface.hpp.

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

src/Algorithm/LinearSolvers/IpMumpsSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MumpsSolverInterface() [1/2]

◆ ~MumpsSolverInterface()

◆ MumpsSolverInterface() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ InitializeStructure()

◆ GetValuesArrayPtr()

◆ MultiSolve()

◆ NumberOfNegEVals()

◆ IncreaseQuality()

◆ ProvidesInertia()

◆ MatrixFormat()

◆ RegisterOptions()

◆ GetName()

◆ ProvidesDegeneracyDetection()

◆ DetermineDependentRows()

◆ operator=()

◆ SymbolicFactorization()

◆ Factorization()

◆ Solve()

Member Data Documentation

◆ mumps_ptr_

◆ negevals_

◆ initialized_

◆ pivtol_changed_

◆ refactorize_

◆ pivtol_

◆ pivtolmax_

◆ mem_percent_

◆ mumps_permuting_scaling_

◆ mumps_pivot_order_

◆ mumps_scaling_

◆ mumps_dep_tol_

◆ warm_start_same_structure_

◆ have_symbolic_factorization_