Ipopt Documentation  
Ipopt::Ma27TSolverInterface Class Reference

Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface. More...

#include <IpMa27TSolverInterface.hpp>

+ Inheritance diagram for Ipopt::Ma27TSolverInterface:

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. More...
 
Constructor/Destructor
 Ma27TSolverInterface ()
 Constructor. More...
 
virtual ~Ma27TSolverInterface ()
 Destructor. More...
 
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. More...
 
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). More...
 
virtual ESymSolverStatus MultiSolve (bool new_matrix, const Index *airn, const Index *ajcn, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
 Solve operation for multiple right hand sides. More...
 
virtual Index NumberOfNegEVals () const
 Number of negative eigenvalues detected during last factorization. More...
 
virtual bool IncreaseQuality ()
 Request to increase quality of solution for next solve. More...
 
virtual bool ProvidesInertia () const
 Query whether inertia is computed by linear solver. More...
 
EMatrixFormat MatrixFormat () const
 Query of requested matrix type that the linear solver understands. More...
 
- 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. More...
 
virtual ESymSolverStatus DetermineDependentRows (const Index *, const Index *, std::list< Index > &)
 This method determines the list of row indices of the linearly dependent rows. More...
 
- 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. More...
 
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. More...
 
 AlgorithmStrategyObject ()
 Default Constructor. More...
 
virtual ~AlgorithmStrategyObject ()
 Destructor. More...
 
- 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.

 Ma27TSolverInterface (const Ma27TSolverInterface &)
 Copy Constructor. More...
 
void operator= (const Ma27TSolverInterface &)
 Default Assignment Operator. More...
 
Internal functions
ESymSolverStatus SymbolicFactorization (const Index *airn, const Index *ajcn)
 Call MA27AD and reserve memory for MA27 data. More...
 
ESymSolverStatus Factorization (const Index *airn, const Index *ajcn, bool check_NegEVals, Index numberOfNegEVals)
 Call MA27BD to factorize the Matrix. More...
 
ESymSolverStatus Backsolve (Index nrhs, double *rhs_vals)
 Call MA27CD to do the backsolve. More...
 

Private Attributes

Information about the matrix
Index dim_
 Number of rows and columns of the matrix. More...
 
Index nonzeros_
 Number of nonzeros of the matrix. More...
 
Information about most recent factorization/solve
Index negevals_
 Number of negative eigenvalues. More...
 
Initialization flags
bool initialized_
 Flag indicating if internal data is initialized. More...
 
bool pivtol_changed_
 Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed. More...
 
bool refactorize_
 Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again. More...
 
Solver specific data/options
Number pivtol_
 Pivot tolerance. More...
 
Number pivtolmax_
 Maximal pivot tolerance. More...
 
Number liw_init_factor_
 Factor for estimating initial value of liw. More...
 
Number la_init_factor_
 Factor for estimating initial value of la. More...
 
Number meminc_factor_
 Factor for increaseing memory. More...
 
bool warm_start_same_structure_
 Flag indicating whether the TNLP with identical structure has already been solved before. More...
 
bool skip_inertia_check_
 Flag indicating if the inertia is always assumed to be correct. More...
 
bool ignore_singularity_
 Flag indicating if MA27 should continue if a singular matrix is detected, but right hands sides are still accepted. More...
 
Data for the linear solver.

Storing factorization and other solver specific data structure.

ipfint icntl_ [30]
 integer control values More...
 
double cntl_ [5]
 real control values More...
 
ipfint liw_
 length of integer work space More...
 
ipfintiw_
 integer work space More...
 
ipfintikeep_
 MA27's IKEEP. More...
 
ipfint nsteps_
 MA27's NSTEPS. More...
 
ipfint maxfrt_
 MA27's MAXFRT. More...
 
ipfint la_
 length LA of A More...
 
double * a_
 factor A of matrix More...
 
bool la_increase_
 flag indicating that la should be increased before next factorization More...
 
bool liw_increase_
 flag indicating that liw should be increased before next factorization More...
 

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 JournalistJnlst () const
 
IpoptNLPIpNLP () const
 
IpoptDataIpData () const
 
IpoptCalculatedQuantitiesIpCq () const
 
bool HaveIpData () const
 

Detailed Description

Interface to the symmetric linear solver MA27, derived from SparseSymLinearSolverInterface.

Definition at line 17 of file IpMa27TSolverInterface.hpp.

Constructor & Destructor Documentation

◆ Ma27TSolverInterface() [1/2]

Ipopt::Ma27TSolverInterface::Ma27TSolverInterface ( )

Constructor.

◆ ~Ma27TSolverInterface()

virtual Ipopt::Ma27TSolverInterface::~Ma27TSolverInterface ( )
virtual

Destructor.

◆ Ma27TSolverInterface() [2/2]

Ipopt::Ma27TSolverInterface::Ma27TSolverInterface ( const Ma27TSolverInterface )
private

Copy Constructor.

Member Function Documentation

◆ InitializeImpl()

bool Ipopt::Ma27TSolverInterface::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::Ma27TSolverInterface::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::Ma27TSolverInterface::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::Ma27TSolverInterface::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::Ma27TSolverInterface::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::Ma27TSolverInterface::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::Ma27TSolverInterface::ProvidesInertia ( ) const
inlinevirtual

Query whether inertia is computed by linear solver.

Returns
true, if linear solver provides inertia

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 61 of file IpMa27TSolverInterface.hpp.

◆ MatrixFormat()

EMatrixFormat Ipopt::Ma27TSolverInterface::MatrixFormat ( ) const
inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 66 of file IpMa27TSolverInterface.hpp.

◆ RegisterOptions()

static void Ipopt::Ma27TSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

◆ operator=()

void Ipopt::Ma27TSolverInterface::operator= ( const Ma27TSolverInterface )
private

Default Assignment Operator.

◆ SymbolicFactorization()

ESymSolverStatus Ipopt::Ma27TSolverInterface::SymbolicFactorization ( const Index airn,
const Index ajcn 
)
private

Call MA27AD 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

◆ Factorization()

ESymSolverStatus Ipopt::Ma27TSolverInterface::Factorization ( const Index airn,
const Index ajcn,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
private

Call MA27BD to factorize the Matrix.

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

◆ Backsolve()

ESymSolverStatus Ipopt::Ma27TSolverInterface::Backsolve ( Index  nrhs,
double *  rhs_vals 
)
private

Call MA27CD to do the backsolve.

Member Data Documentation

◆ dim_

Index Ipopt::Ma27TSolverInterface::dim_
private

Number of rows and columns of the matrix.

Definition at line 101 of file IpMa27TSolverInterface.hpp.

◆ nonzeros_

Index Ipopt::Ma27TSolverInterface::nonzeros_
private

Number of nonzeros of the matrix.

Definition at line 104 of file IpMa27TSolverInterface.hpp.

◆ negevals_

Index Ipopt::Ma27TSolverInterface::negevals_
private

Number of negative eigenvalues.

Definition at line 110 of file IpMa27TSolverInterface.hpp.

◆ initialized_

bool Ipopt::Ma27TSolverInterface::initialized_
private

Flag indicating if internal data is initialized.

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

Definition at line 119 of file IpMa27TSolverInterface.hpp.

◆ pivtol_changed_

bool Ipopt::Ma27TSolverInterface::pivtol_changed_
private

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

Definition at line 123 of file IpMa27TSolverInterface.hpp.

◆ refactorize_

bool Ipopt::Ma27TSolverInterface::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 128 of file IpMa27TSolverInterface.hpp.

◆ pivtol_

Number Ipopt::Ma27TSolverInterface::pivtol_
private

Pivot tolerance.

Definition at line 134 of file IpMa27TSolverInterface.hpp.

◆ pivtolmax_

Number Ipopt::Ma27TSolverInterface::pivtolmax_
private

Maximal pivot tolerance.

Definition at line 137 of file IpMa27TSolverInterface.hpp.

◆ liw_init_factor_

Number Ipopt::Ma27TSolverInterface::liw_init_factor_
private

Factor for estimating initial value of liw.

Definition at line 140 of file IpMa27TSolverInterface.hpp.

◆ la_init_factor_

Number Ipopt::Ma27TSolverInterface::la_init_factor_
private

Factor for estimating initial value of la.

Definition at line 142 of file IpMa27TSolverInterface.hpp.

◆ meminc_factor_

Number Ipopt::Ma27TSolverInterface::meminc_factor_
private

Factor for increaseing memory.

Definition at line 144 of file IpMa27TSolverInterface.hpp.

◆ warm_start_same_structure_

bool Ipopt::Ma27TSolverInterface::warm_start_same_structure_
private

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

Definition at line 148 of file IpMa27TSolverInterface.hpp.

◆ skip_inertia_check_

bool Ipopt::Ma27TSolverInterface::skip_inertia_check_
private

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

Definition at line 150 of file IpMa27TSolverInterface.hpp.

◆ ignore_singularity_

bool Ipopt::Ma27TSolverInterface::ignore_singularity_
private

Flag indicating if MA27 should continue if a singular matrix is detected, but right hands sides are still accepted.

Definition at line 154 of file IpMa27TSolverInterface.hpp.

◆ icntl_

ipfint Ipopt::Ma27TSolverInterface::icntl_[30]
private

integer control values

Definition at line 162 of file IpMa27TSolverInterface.hpp.

◆ cntl_

double Ipopt::Ma27TSolverInterface::cntl_[5]
private

real control values

Definition at line 164 of file IpMa27TSolverInterface.hpp.

◆ liw_

ipfint Ipopt::Ma27TSolverInterface::liw_
private

length of integer work space

Definition at line 167 of file IpMa27TSolverInterface.hpp.

◆ iw_

ipfint* Ipopt::Ma27TSolverInterface::iw_
private

integer work space

Definition at line 169 of file IpMa27TSolverInterface.hpp.

◆ ikeep_

ipfint* Ipopt::Ma27TSolverInterface::ikeep_
private

MA27's IKEEP.

Definition at line 172 of file IpMa27TSolverInterface.hpp.

◆ nsteps_

ipfint Ipopt::Ma27TSolverInterface::nsteps_
private

MA27's NSTEPS.

Definition at line 174 of file IpMa27TSolverInterface.hpp.

◆ maxfrt_

ipfint Ipopt::Ma27TSolverInterface::maxfrt_
private

MA27's MAXFRT.

Definition at line 176 of file IpMa27TSolverInterface.hpp.

◆ la_

ipfint Ipopt::Ma27TSolverInterface::la_
private

length LA of A

Definition at line 179 of file IpMa27TSolverInterface.hpp.

◆ a_

double* Ipopt::Ma27TSolverInterface::a_
private

factor A of matrix

Definition at line 181 of file IpMa27TSolverInterface.hpp.

◆ la_increase_

bool Ipopt::Ma27TSolverInterface::la_increase_
private

flag indicating that la should be increased before next factorization

Definition at line 184 of file IpMa27TSolverInterface.hpp.

◆ liw_increase_

bool Ipopt::Ma27TSolverInterface::liw_increase_
private

flag indicating that liw should be increased before next factorization

Definition at line 186 of file IpMa27TSolverInterface.hpp.


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