Interface to the linear solver Pardiso as distributed by Intel MKL, derived from SparseSymLinearSolverInterface. More...

#include <IpPardisoMKLSolverInterface.hpp>

Inheritance diagram for Ipopt::PardisoMKLSolverInterface:

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
	PardisoMKLSolverInterface ()
	Constructor.

virtual	~PardisoMKLSolverInterface ()
	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 (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, 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
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.
	PardisoMKLSolverInterface (const PardisoMKLSolverInterface &)
	Copy Constructor.

void	operator= (const PardisoMKLSolverInterface &)
	Default 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
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.

Number *	a_
	Array for storing the values 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.

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.

Index *	IPARM_
	Parameter and info array for Pardiso.

Number *	DPARM_
	Parameter and info array for Pardiso.

Index	MSGLVL_
	Message level.

Some counters for debugging
Index	debug_last_iter_

Index	debug_cnt_

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.

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 Pardiso as distributed by Intel MKL, derived from SparseSymLinearSolverInterface.

Since: 3.14.0

Definition at line 21 of file IpPardisoMKLSolverInterface.hpp.

Member Enumeration Documentation

◆ PardisoMatchingStrategy

enum Ipopt::PardisoMKLSolverInterface::PardisoMatchingStrategy

private

Type for matching strategies.

Enumerator
COMPLETE
COMPLETE2x2
CONSTRAINT

Definition at line 121 of file IpPardisoMKLSolverInterface.hpp.

Constructor & Destructor Documentation

◆ PardisoMKLSolverInterface() [1/2]

Ipopt::PardisoMKLSolverInterface::PardisoMKLSolverInterface ( )

Constructor.

◆ ~PardisoMKLSolverInterface()

virtual Ipopt::PardisoMKLSolverInterface::~PardisoMKLSolverInterface ( )

virtual

Destructor.

◆ PardisoMKLSolverInterface() [2/2]

Ipopt::PardisoMKLSolverInterface::PardisoMKLSolverInterface ( const PardisoMKLSolverInterface & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

bool Ipopt::PardisoMKLSolverInterface::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::PardisoMKLSolverInterface::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::PardisoMKLSolverInterface::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::PardisoMKLSolverInterface::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::PardisoMKLSolverInterface::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::PardisoMKLSolverInterface::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::PardisoMKLSolverInterface::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 IpPardisoMKLSolverInterface.hpp.

◆ MatrixFormat()

EMatrixFormat Ipopt::PardisoMKLSolverInterface::MatrixFormat ( ) const

inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 70 of file IpPardisoMKLSolverInterface.hpp.

◆ RegisterOptions()

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

static

◆ operator=()

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

private

Default Assignment Operator.

◆ SymbolicFactorization()

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

private

Call Pardiso to do the analysis phase.

◆ Factorization()

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

private

Call Pardiso to factorize the Matrix.

◆ Solve()

ESymSolverStatus Ipopt::PardisoMKLSolverInterface::Solve	(	const Index *	ia,
		const Index *	ja,
		Index	nrhs,
		Number *	rhs_vals
	)

private

Call Pardiso to do the Solve.

Member Data Documentation

◆ dim_

Index Ipopt::PardisoMKLSolverInterface::dim_

private

Number of rows and columns of the matrix.

Definition at line 103 of file IpPardisoMKLSolverInterface.hpp.

◆ nonzeros_

Index Ipopt::PardisoMKLSolverInterface::nonzeros_

private

Number of nonzeros of the matrix in triplet representation.

Definition at line 106 of file IpPardisoMKLSolverInterface.hpp.

◆ a_

Number* Ipopt::PardisoMKLSolverInterface::a_

private

Array for storing the values of the matrix.

Definition at line 109 of file IpPardisoMKLSolverInterface.hpp.

◆ negevals_

Index Ipopt::PardisoMKLSolverInterface::negevals_

private

Number of negative eigenvalues.

Definition at line 115 of file IpPardisoMKLSolverInterface.hpp.

◆ match_strat_

PardisoMatchingStrategy Ipopt::PardisoMKLSolverInterface::match_strat_

private

Option that controls the matching strategy.

Definition at line 128 of file IpPardisoMKLSolverInterface.hpp.

◆ have_symbolic_factorization_

bool Ipopt::PardisoMKLSolverInterface::have_symbolic_factorization_

private

Flag indicating if symbolic factorization has already been performed.

Definition at line 130 of file IpPardisoMKLSolverInterface.hpp.

◆ pardiso_redo_symbolic_fact_only_if_inertia_wrong_

bool Ipopt::PardisoMKLSolverInterface::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 134 of file IpPardisoMKLSolverInterface.hpp.

◆ pardiso_repeated_perturbation_means_singular_

bool Ipopt::PardisoMKLSolverInterface::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 139 of file IpPardisoMKLSolverInterface.hpp.

◆ skip_inertia_check_

bool Ipopt::PardisoMKLSolverInterface::skip_inertia_check_

private

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

Definition at line 143 of file IpPardisoMKLSolverInterface.hpp.

◆ initialized_

bool Ipopt::PardisoMKLSolverInterface::initialized_

private

Flag indicating if internal data is initialized.

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

Definition at line 151 of file IpPardisoMKLSolverInterface.hpp.

◆ PT_

void** Ipopt::PardisoMKLSolverInterface::PT_

private

Internal data address pointers.

Definition at line 157 of file IpPardisoMKLSolverInterface.hpp.

◆ MAXFCT_

Index Ipopt::PardisoMKLSolverInterface::MAXFCT_

private

Maximal number of factors with identical nonzero structure.

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

Definition at line 161 of file IpPardisoMKLSolverInterface.hpp.

◆ MNUM_

Index Ipopt::PardisoMKLSolverInterface::MNUM_

private

Actual matrix for the solution phase.

Is always 1.

Definition at line 163 of file IpPardisoMKLSolverInterface.hpp.

◆ MTYPE_

Index Ipopt::PardisoMKLSolverInterface::MTYPE_

private

Matrix type; real and symmetric indefinite.

Is always -2.

Definition at line 165 of file IpPardisoMKLSolverInterface.hpp.

◆ IPARM_

Index* Ipopt::PardisoMKLSolverInterface::IPARM_

private

Parameter and info array for Pardiso.

Definition at line 167 of file IpPardisoMKLSolverInterface.hpp.

◆ DPARM_

Number* Ipopt::PardisoMKLSolverInterface::DPARM_

private

Parameter and info array for Pardiso.

Definition at line 169 of file IpPardisoMKLSolverInterface.hpp.

◆ MSGLVL_

Index Ipopt::PardisoMKLSolverInterface::MSGLVL_

private

Message level.

Definition at line 171 of file IpPardisoMKLSolverInterface.hpp.

◆ debug_last_iter_

Index Ipopt::PardisoMKLSolverInterface::debug_last_iter_

private

Definition at line 176 of file IpPardisoMKLSolverInterface.hpp.

◆ debug_cnt_

Index Ipopt::PardisoMKLSolverInterface::debug_cnt_

private

Definition at line 177 of file IpPardisoMKLSolverInterface.hpp.

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

src/Algorithm/LinearSolvers/IpPardisoMKLSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Solver specific options

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ PardisoMatchingStrategy

Constructor & Destructor Documentation

◆ PardisoMKLSolverInterface() [1/2]

◆ ~PardisoMKLSolverInterface()

◆ PardisoMKLSolverInterface() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ InitializeStructure()

◆ GetValuesArrayPtr()

◆ MultiSolve()

◆ NumberOfNegEVals()

◆ IncreaseQuality()

◆ ProvidesInertia()

◆ MatrixFormat()

◆ RegisterOptions()

◆ operator=()

◆ SymbolicFactorization()

◆ Factorization()

◆ Solve()

Member Data Documentation

◆ dim_

◆ nonzeros_

◆ a_

◆ negevals_

◆ match_strat_

◆ have_symbolic_factorization_

◆ pardiso_redo_symbolic_fact_only_if_inertia_wrong_

◆ pardiso_repeated_perturbation_means_singular_

◆ skip_inertia_check_

◆ initialized_

◆ PT_

◆ MAXFCT_

◆ MNUM_

◆ MTYPE_

◆ IPARM_

◆ DPARM_

◆ MSGLVL_

◆ debug_last_iter_

◆ debug_cnt_