Base class for interfaces to symmetric indefinite linear solvers for sparse matrices. More...

#include <IpSparseSymLinearSolverInterface.hpp>

Inheritance diagram for Ipopt::SparseSymLinearSolverInterface:

Public Types
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...

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)=0
	Implementation of the initialization method that has to be overloaded by for each derived class.

Constructor/Destructor
	SparseSymLinearSolverInterface ()

virtual	~SparseSymLinearSolverInterface ()

Methods for requesting solution of the linear system.
virtual ESymSolverStatus	InitializeStructure (Index dim, Index nonzeros, const Index ia, const Index ja)=0
	Method for initializing internal structures.

virtual Number *	GetValuesArrayPtr ()=0
	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)=0
	Solve operation for multiple right hand sides.

virtual Index	NumberOfNegEVals () const =0
	Number of negative eigenvalues detected during last factorization.


virtual bool	IncreaseQuality ()=0
	Request to increase quality of solution for next solve.

virtual bool	ProvidesInertia () const =0
	Query whether inertia is computed by linear solver.

virtual EMatrixFormat	MatrixFormat () const =0
	Query of requested matrix type that the linear solver understands.

Methods related to the detection of linearly dependent
rows in a matrix
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

Additional Inherited Members
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

Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.

This defines the general interface to linear solvers for sparse symmetric indefinite matrices. The matrices can be provided either in "triplet format" for the lower triangular part (like for Harwell's MA27 solver), or in compressed sparse row (CSR) format for the upper triangular part of the symmetric matrix. The latter may equivalently (or better) be referred as compressed sparse column (CSC) format for the lower triangular part.

The solver should be able to compute the inertia of the matrix, or more specifically, the number of negative eigenvalues in the factorized matrix.

This interface is used by the calling objective in the following way:

The InitializeImpl method is called at the very beginning (for every optimization run), which allows the linear solver object to retrieve options given in the OptionsList (such as pivot tolerances etc). At this point, some internal data can also be initialized.
The calling class calls MatrixFormat to find out which matrix representation the linear solver requires. The possible options are Triplet_Format, as well as CSR_Format_0_Offset and CSR_Format_1_Offset. The difference between the last two is that for CSR_Format_0_Offset the counting of the element position in the ia and ja arrays starts are 0 (C-style numbering), whereas for the other one it starts at 1 (Fortran-style numbering).
After this, the InitializeStructure method is called (once). Here, the structure of the matrix is provided. If the linear solver requires a symbolic preprocessing phase that can be done without knowledge of the matrix element values, it can be done here.
The calling class will request an array for storing the actual values for a matrix using the GetValuesArrayPtr method. This array must be at least as large as the number of nonzeros in the matrix (as given to this class by the InitializeStructure method call). After a call of this method, the calling class will fill this array with the actual values of the matrix.
Every time later on, when actual solves of a linear system is requested, the calling class will call the MultiSolve to request the solve, possibly for multiple right-hand sides. The flag new_matrix then indicates if the values of the matrix have changed and if a factorization is required, or if an old factorization can be used to do the solve.

Note that the GetValuesArrayPtr method will be called before every call of MultiSolve with new_matrix=true, or before a renewed call of MultiSolve if the most previous return value was SYMSOLV_CALL_AGAIN.

The calling class might request with NumberOfNegEVals the number of the negative eigenvalues for the original matrix that were detected during the most recently performed factorization.
The calling class might ask the linear solver to increase the quality of the solution. For example, if the linear solver uses a pivot tolerance, a larger value should be used for the next solve (which might require a refactorization).
Finally, when the destructor is called, the internal storage, also in the linear solver, should be released.

Note, if the matrix is given in triplet format, entries might be listed multiple times, in which case the corresponding elements have to be added.

A note for warm starts: If the option "warm_start_same_structure" is specified with "yes", the algorithm assumes that a problem with the same sparsity structure is solved for a repeated time. In that case, the linear solver might reuse information from the previous optimization. See Ma27TSolverInterface for an example.

Definition at line 98 of file IpSparseSymLinearSolverInterface.hpp.

Member Enumeration Documentation

◆ EMatrixFormat

enum Ipopt::SparseSymLinearSolverInterface::EMatrixFormat

Enum to specify sparse matrix format.

Enumerator
Triplet_Format	Triplet (MA27) format for lower triangular part.
CSR_Format_0_Offset	Compressed sparse row format for upper triangular part, with 0 offset.
CSR_Format_1_Offset	Compressed sparse row format for upper triangular part, with 1 offset.
CSR_Full_Format_0_Offset	Compressed sparse row format for both lower and upper parts, with 0 offset.
CSR_Full_Format_1_Offset	Compressed sparse row format for both lower and upper parts, with 1 offset.

Definition at line 102 of file IpSparseSymLinearSolverInterface.hpp.

Constructor & Destructor Documentation

◆ SparseSymLinearSolverInterface()

Ipopt::SparseSymLinearSolverInterface::SparseSymLinearSolverInterface ( )

inline

Definition at line 118 of file IpSparseSymLinearSolverInterface.hpp.

◆ ~SparseSymLinearSolverInterface()

virtual Ipopt::SparseSymLinearSolverInterface::~SparseSymLinearSolverInterface ( )

inlinevirtual

Definition at line 121 of file IpSparseSymLinearSolverInterface.hpp.

Member Function Documentation

◆ InitializeImpl()

virtual bool Ipopt::SparseSymLinearSolverInterface::InitializeImpl	(	const OptionsList &	options,
		const std::string &	prefix
	)

pure virtual

Implementation of the initialization method that has to be overloaded by for each derived class.

Implements Ipopt::AlgorithmStrategyObject.

Implemented in Ipopt::IterativePardisoSolverInterface, Ipopt::IterativeWsmpSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma97SolverInterface, Ipopt::MumpsSolverInterface, Ipopt::PardisoMKLSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::SpralSolverInterface, and Ipopt::WsmpSolverInterface.

◆ InitializeStructure()

virtual ESymSolverStatus Ipopt::SparseSymLinearSolverInterface::InitializeStructure	(	Index	dim,
		Index	nonzeros,
		const Index *	ia,
		const Index *	ja
	)

pure 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.

Implemented in Ipopt::Ma27TSolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::IterativeWsmpSolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma97SolverInterface, Ipopt::PardisoMKLSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::SpralSolverInterface, and Ipopt::WsmpSolverInterface.

◆ GetValuesArrayPtr()

virtual Number * Ipopt::SparseSymLinearSolverInterface::GetValuesArrayPtr ( )

pure 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.

Implemented in Ipopt::IterativePardisoSolverInterface, Ipopt::IterativeWsmpSolverInterface, Ipopt::Ma27TSolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma97SolverInterface, Ipopt::MumpsSolverInterface, Ipopt::PardisoMKLSolverInterface, Ipopt::PardisoSolverInterface, Ipopt::SpralSolverInterface, and Ipopt::WsmpSolverInterface.

◆ MultiSolve()

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

pure 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.

Implemented in Ipopt::Ma27TSolverInterface, Ipopt::Ma57TSolverInterface, Ipopt::MumpsSolverInterface, Ipopt::IterativeWsmpSolverInterface, Ipopt::SpralSolverInterface, Ipopt::WsmpSolverInterface, Ipopt::IterativePardisoSolverInterface, Ipopt::Ma77SolverInterface, Ipopt::Ma86SolverInterface, Ipopt::Ma97SolverInterface, Ipopt::PardisoMKLSolverInterface, and Ipopt::PardisoSolverInterface.