Ipopt Documentation  
IpLowRankAugSystemSolver.hpp
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1 // Copyright (C) 2005, 2006 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // Authors: Andreas Waechter IBM 2005-12-27
6 
7 #ifndef __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
8 #define __IP_LOWRANKAUGSYSTEMSOLVER_HPP__
9 
10 #include "IpAugSystemSolver.hpp"
11 #include "IpDenseGenMatrix.hpp"
12 #include "IpMultiVectorMatrix.hpp"
13 #include "IpDiagMatrix.hpp"
14 
15 namespace Ipopt
16 {
17 
23 {
24 public:
27 
29  AugSystemSolver& aug_system_solver
30  );
31 
35 
38  const OptionsList& options,
39  const std::string& prefix
40  );
41 
44  const SymMatrix* W,
45  double W_factor,
46  const Vector* D_x,
47  double delta_x,
48  const Vector* D_s,
49  double delta_s,
50  const Matrix* J_c,
51  const Vector* D_c,
52  double delta_c,
53  const Matrix* J_d,
54  const Vector* D_d,
55  double delta_d,
56  const Vector& rhs_x,
57  const Vector& rhs_s,
58  const Vector& rhs_c,
59  const Vector& rhs_d,
60  Vector& sol_x,
61  Vector& sol_s,
62  Vector& sol_c,
63  Vector& sol_d,
64  bool check_NegEVals,
65  Index numberOfNegEVals
66  );
67 
75  virtual Index NumberOfNegEVals() const;
76 
81  virtual bool ProvidesInertia() const;
82 
90  virtual bool IncreaseQuality();
91 
92 private:
103 
105 
109  );
110 
111  void operator=(
113  );
115 
121 
127 
132 
134  double w_factor_;
135 
141 
143  double delta_x_;
144 
149 
151  double delta_s_;
152 
158 
164 
166  double delta_c_;
167 
173 
179 
181  double delta_d_;
183 
192 
196 
201 
212 
215 
219  const SymMatrix* W,
220  double W_factor,
221  const Vector* D_x,
222  double delta_x,
223  const Vector* D_s,
224  double delta_s,
225  const Matrix& J_c,
226  const Vector* D_c,
227  double delta_c,
228  const Matrix& J_d,
229  const Vector* D_d,
230  double delta_d,
231  const Vector& proto_rhs_x,
232  const Vector& proto_rhs_s,
233  const Vector& proto_rhs_c,
234  const Vector& proto_rhs_d,
235  bool check_NegEVals,
236  Index numberOfNegEVals
237  );
238 
247  const Vector* D_x,
248  double delta_x,
249  const Vector* D_s,
250  double delta_s,
251  const Matrix& J_c,
252  const Vector* D_c,
253  double delta_c,
254  const Matrix& J_d,
255  const Vector* D_d,
256  double delta_d,
257  const Vector& proto_rhs_x,
258  const Vector& proto_rhs_s,
259  const Vector& proto_rhs_c,
260  const Vector& proto_rhs_d,
261  const MultiVectorMatrix& V,
262  const SmartPtr<const Matrix>& P_LM,
265  SmartPtr<MultiVectorMatrix>& Vtilde1_x,
266  bool check_NegEVals,
267  Index numberOfNegEVals
268  );
269 
276  const SymMatrix* W,
277  double W_factor,
278  const Vector* D_x,
279  double delta_x,
280  const Vector* D_s,
281  double delta_s,
282  const Matrix& J_c,
283  const Vector* D_c,
284  double delta_c,
285  const Matrix& J_d,
286  const Vector* D_d,
287  double delta_d
288  );
290 };
291 
292 } // namespace Ipopt
293 
294 #endif
Base class for Solver for the augmented system.
Solver for the augmented system with LowRankUpdateSymMatrix Hessian matrices.
double delta_d_
Most recent value of delta_d from Set method.
virtual ESymSolverStatus Solve(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix *J_c, const Vector *D_c, double delta_c, const Matrix *J_d, const Vector *D_d, double delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
Set up the augmented system and solve it for a given right hand side.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
virtual ~LowRankAugSystemSolver()
Destructor.
double delta_c_
Most recent value of delta_c from Set method.
double delta_x_
Most recent value of delta_x from Set method.
Index num_neg_evals_
Stores the number of negative eigenvalues detected during most recent factorization.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
LowRankAugSystemSolver(const LowRankAugSystemSolver &)
Copy Constructor.
double delta_s_
Most recent value of delta_s from Set method.
TaggedObject::Tag d_d_tag_
Tag for D_d vector, representing the diagonal matrix D_d.
void operator=(const LowRankAugSystemSolver &)
TaggedObject::Tag j_c_tag_
Tag for J_c matrix.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last solve.
SmartPtr< MultiVectorMatrix > Vtilde1_
bool AugmentedSystemRequiresChange(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d)
Method that compares the tags of the data for the matrix with those from the previous call.
SmartPtr< MultiVectorMatrix > Utilde2_
TaggedObject::Tag d_c_tag_
Tag for D_c vector, representing the diagonal matrix D_c.
SmartPtr< const CompoundVectorSpace > compound_sol_vecspace_
Vector space for Compound vectors that capture the entire right hand side and solution vectors .
ESymSolverStatus UpdateFactorization(const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, bool check_NegEVals, Index numberOfNegEVals)
Method for updating the factorization, including J1_, J2_, Vtilde1_, Utilde2, Wdiag_,...
TaggedObject::Tag d_x_tag_
Tag for D_x vector, representing the diagonal matrix D_x.
LowRankAugSystemSolver()
Default constructor.
TaggedObject::Tag w_tag_
Tag for W matrix.
SmartPtr< DiagMatrix > Wdiag_
Hessian Matrix passed to the augmented system solver solving the matrix without the low-rank update.
TaggedObject::Tag j_d_tag_
Tag for J_d matrix.
SmartPtr< AugSystemSolver > aug_system_solver_
The augmented system solver object that should be used for the factorization of the augmented system ...
TaggedObject::Tag d_s_tag_
Tag for D_s vector, representing the diagonal matrix D_s.
double w_factor_
Most recent value of W_factor.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
LowRankAugSystemSolver(AugSystemSolver &aug_system_solver)
Constructor using only a linear solver object.
ESymSolverStatus SolveMultiVector(const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix &J_c, const Vector *D_c, double delta_c, const Matrix &J_d, const Vector *D_d, double delta_d, const Vector &proto_rhs_x, const Vector &proto_rhs_s, const Vector &proto_rhs_c, const Vector &proto_rhs_d, const MultiVectorMatrix &V, const SmartPtr< const Matrix > &P_LM, SmartPtr< MultiVectorMatrix > &V_x, SmartPtr< MultiVectorMatrix > &Vtilde1, SmartPtr< MultiVectorMatrix > &Vtilde1_x, bool check_NegEVals, Index numberOfNegEVals)
Method for solving the augmented system without low-rank update for multiple right hand sides that ar...
Matrix Base Class.
Definition: IpMatrix.hpp:28
Class for Matrices with few columns that consists of Vectors.
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:21
unsigned int Tag
Type for the Tag values.
Vector Base Class.
Definition: IpVector.hpp:48
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17