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

#include <IpWsmpSolverInterface.hpp>

Inheritance diagram for Ipopt::WsmpSolverInterface:

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
	WsmpSolverInterface ()
	Constructor.

virtual	~WsmpSolverInterface ()
	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 ()

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 void	GetVersion (int &V, int &R, int &M)
	give WSMP version

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.
	WsmpSolverInterface (const WsmpSolverInterface &)
	Copy Constructor.

void	operator= (const WsmpSolverInterface &)
	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, Index numberOfNegEVals)
	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 Wsmp 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.

Index	nonzeros_
	Number of nonzeros of the matrix in triplet representation.

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.

Number	wsmp_singularity_threshold_
	WSMP's singularity threshold.

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

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

bool	wsmp_no_pivoting_
	Flag indicating whether the positive definite version of WSMP should be used.

Information about most recent factorization/solve
Index	negevals_
	Number of negative eigenvalues.

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

bool	printed_num_threads_
	Flag indicating if we already printed how many threads are used by WSMP.

bool	pivtol_changed_
	Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed, or the computation of the ordering has been triggered with DPARNM[14].

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

Index	factorizations_since_recomputed_ordering_
	Counter indicating how many factorizations have been done sine the last recomputation of the ordering.

Solver specific information
Index *	IPARM_
	Integer parameter array for WSSMP.

double *	DPARM_
	Double precision parameter array for WSSMP.

Index *	PERM_
	WSSMP's permutation vector.

Index *	INVP_
	WSSMP's inverse permutation vector.

Index *	MRP_
	WSSMP's internal MRP array.

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 Wsmp, derived from SparseSymLinearSolverInterface.

Definition at line 20 of file IpWsmpSolverInterface.hpp.

Constructor & Destructor Documentation

◆ WsmpSolverInterface() [1/2]

Ipopt::WsmpSolverInterface::WsmpSolverInterface ( )

Constructor.

◆ ~WsmpSolverInterface()

virtual Ipopt::WsmpSolverInterface::~WsmpSolverInterface ( )

virtual

Destructor.

◆ WsmpSolverInterface() [2/2]

Ipopt::WsmpSolverInterface::WsmpSolverInterface ( const WsmpSolverInterface & )

private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

bool Ipopt::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::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 IpWsmpSolverInterface.hpp.

◆ MatrixFormat()

EMatrixFormat Ipopt::WsmpSolverInterface::MatrixFormat ( ) const

inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 74 of file IpWsmpSolverInterface.hpp.

◆ RegisterOptions()

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

static

◆ GetVersion()

static void Ipopt::WsmpSolverInterface::GetVersion	(	int &	V,
		int &	R,
		int &	M
	)

static

give WSMP version

◆ ProvidesDegeneracyDetection()

virtual bool Ipopt::WsmpSolverInterface::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::WsmpSolverInterface::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::WsmpSolverInterface::operator= ( const WsmpSolverInterface & )

private

Default Assignment Operator.

◆ SymbolicFactorization()

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

private

Call Wsmp to do the analysis phase.

◆ InternalSymFact()

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

private

Call Wsmp to really do the analysis phase.

◆ Factorization()

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

private

Call Wsmp to factorize the Matrix.

◆ Solve()

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

private

Call Wsmp to do the Solve.

Member Data Documentation

◆ dim_

Index Ipopt::WsmpSolverInterface::dim_

private

Number of rows and columns of the matrix.

Definition at line 124 of file IpWsmpSolverInterface.hpp.

◆ nonzeros_

Index Ipopt::WsmpSolverInterface::nonzeros_

private

Number of nonzeros of the matrix in triplet representation.

Definition at line 127 of file IpWsmpSolverInterface.hpp.

◆ a_

double* Ipopt::WsmpSolverInterface::a_

private

Array for storing the values of the matrix.

Definition at line 130 of file IpWsmpSolverInterface.hpp.

◆ wsmp_num_threads_

Index Ipopt::WsmpSolverInterface::wsmp_num_threads_

private

Option that controls the matching strategy.

Definition at line 148 of file IpWsmpSolverInterface.hpp.

◆ wsmp_pivtol_

Number Ipopt::WsmpSolverInterface::wsmp_pivtol_

private

Pivot tolerance.

Definition at line 150 of file IpWsmpSolverInterface.hpp.

◆ wsmp_pivtolmax_

Number Ipopt::WsmpSolverInterface::wsmp_pivtolmax_

private

Maximal pivot tolerance.

Definition at line 152 of file IpWsmpSolverInterface.hpp.

◆ wsmp_scaling_

Index Ipopt::WsmpSolverInterface::wsmp_scaling_

private

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

Definition at line 154 of file IpWsmpSolverInterface.hpp.

◆ wsmp_singularity_threshold_

Number Ipopt::WsmpSolverInterface::wsmp_singularity_threshold_

private

WSMP's singularity threshold.

The smaller this value the less likely a matrix is declared singular.

Definition at line 159 of file IpWsmpSolverInterface.hpp.

◆ wsmp_write_matrix_iteration_

Index Ipopt::WsmpSolverInterface::wsmp_write_matrix_iteration_

private

iteration number in which matrices are to be written out

Definition at line 161 of file IpWsmpSolverInterface.hpp.

◆ skip_inertia_check_

bool Ipopt::WsmpSolverInterface::skip_inertia_check_

private

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

Definition at line 163 of file IpWsmpSolverInterface.hpp.

◆ wsmp_no_pivoting_

bool Ipopt::WsmpSolverInterface::wsmp_no_pivoting_

private

Flag indicating whether the positive definite version of WSMP should be used.

Definition at line 165 of file IpWsmpSolverInterface.hpp.

◆ matrix_file_number_

Index Ipopt::WsmpSolverInterface::matrix_file_number_

private

Counter for matrix file numbers.

Definition at line 169 of file IpWsmpSolverInterface.hpp.

◆ negevals_

Index Ipopt::WsmpSolverInterface::negevals_

private

Number of negative eigenvalues.

Definition at line 174 of file IpWsmpSolverInterface.hpp.

◆ initialized_

bool Ipopt::WsmpSolverInterface::initialized_

private

Flag indicating if internal data is initialized.

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

Definition at line 183 of file IpWsmpSolverInterface.hpp.

◆ printed_num_threads_

bool Ipopt::WsmpSolverInterface::printed_num_threads_

private

Flag indicating if we already printed how many threads are used by WSMP.

Definition at line 185 of file IpWsmpSolverInterface.hpp.

◆ pivtol_changed_

bool Ipopt::WsmpSolverInterface::pivtol_changed_

private

Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed, or the computation of the ordering has been triggered with DPARNM[14].

Definition at line 190 of file IpWsmpSolverInterface.hpp.

◆ have_symbolic_factorization_

bool Ipopt::WsmpSolverInterface::have_symbolic_factorization_

private

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

Definition at line 194 of file IpWsmpSolverInterface.hpp.

◆ factorizations_since_recomputed_ordering_

Index Ipopt::WsmpSolverInterface::factorizations_since_recomputed_ordering_

private

Counter indicating how many factorizations have been done sine the last recomputation of the ordering.

Definition at line 198 of file IpWsmpSolverInterface.hpp.

◆ IPARM_

Index* Ipopt::WsmpSolverInterface::IPARM_

private

Integer parameter array for WSSMP.

Definition at line 204 of file IpWsmpSolverInterface.hpp.

◆ DPARM_

double* Ipopt::WsmpSolverInterface::DPARM_

private

Double precision parameter array for WSSMP.

Definition at line 206 of file IpWsmpSolverInterface.hpp.

◆ PERM_

Index* Ipopt::WsmpSolverInterface::PERM_

private

WSSMP's permutation vector.

Definition at line 208 of file IpWsmpSolverInterface.hpp.

◆ INVP_

Index* Ipopt::WsmpSolverInterface::INVP_

private

WSSMP's inverse permutation vector.

Definition at line 210 of file IpWsmpSolverInterface.hpp.

◆ MRP_

Index* Ipopt::WsmpSolverInterface::MRP_

private

WSSMP's internal MRP array.

Definition at line 212 of file IpWsmpSolverInterface.hpp.

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

src/Algorithm/LinearSolvers/IpWsmpSolverInterface.hpp

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ WsmpSolverInterface() [1/2]

◆ ~WsmpSolverInterface()

◆ WsmpSolverInterface() [2/2]

Member Function Documentation

◆ InitializeImpl()

◆ InitializeStructure()

◆ GetValuesArrayPtr()

◆ MultiSolve()

◆ NumberOfNegEVals()

◆ IncreaseQuality()

◆ ProvidesInertia()

◆ MatrixFormat()

◆ RegisterOptions()

◆ GetVersion()

◆ ProvidesDegeneracyDetection()

◆ DetermineDependentRows()

◆ operator=()

◆ SymbolicFactorization()

◆ InternalSymFact()

◆ Factorization()

◆ Solve()

Member Data Documentation

◆ dim_

◆ nonzeros_

◆ a_

◆ wsmp_num_threads_

◆ wsmp_pivtol_

◆ wsmp_pivtolmax_

◆ wsmp_scaling_

◆ wsmp_singularity_threshold_

◆ wsmp_write_matrix_iteration_

◆ skip_inertia_check_

◆ wsmp_no_pivoting_

◆ matrix_file_number_

◆ negevals_

◆ initialized_

◆ printed_num_threads_

◆ pivtol_changed_

◆ have_symbolic_factorization_

◆ factorizations_since_recomputed_ordering_

◆ IPARM_

◆ DPARM_

◆ PERM_

◆ INVP_

◆ MRP_