Solver for the augmented system using GenKKTSolverInterfaces. More...
#include <IpGenAugSystemSolver.hpp>
Inheritance diagram for Ipopt::GenAugSystemSolver:
Public Member Functions | |
| bool | InitializeImpl (const OptionsList &options, const std::string &prefix) |
| overloaded from AlgorithmStrategyObject More... | |
| virtual ESymSolverStatus | MultiSolve (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, std::vector< SmartPtr< const Vector > > &rhs_xV, std::vector< SmartPtr< const Vector > > &rhs_sV, std::vector< SmartPtr< const Vector > > &rhs_cV, std::vector< SmartPtr< const Vector > > &rhs_dV, std::vector< SmartPtr< Vector > > &sol_xV, std::vector< SmartPtr< Vector > > &sol_sV, std::vector< SmartPtr< Vector > > &sol_cV, std::vector< SmartPtr< Vector > > &sol_dV, bool check_NegEVals, Index numberOfNegEVals) |
| Set up the augmented system and solve it for a set of given right hand side - implementation for GenTMatrices and SymTMatrices. More... | |
| virtual Index | NumberOfNegEVals () const |
| Number of negative eigenvalues detected during last solve. More... | |
| virtual bool | ProvidesInertia () const |
| Query whether inertia is computed by linear solver. More... | |
| virtual bool | IncreaseQuality () |
| Request to increase quality of solution for next solve. More... | |
Constructors/Destructors | |
| GenAugSystemSolver (GenKKTSolverInterface &SolverInterface) | |
| Constructor using only a linear solver object. More... | |
| virtual | ~GenAugSystemSolver () |
| Default destructor. More... | |
| Public Member Functions inherited from Ipopt::AugSystemSolver | |
| 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. More... | |
| AugSystemSolver () | |
| Default constructor. More... | |
| virtual | ~AugSystemSolver () |
| Default destructor. 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 () |
| Default 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 |
Private Member Functions | |
| bool | AugmentedSystemChanged (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) |
| Check the internal tags and decide if the passed variables are different from what is in the augmented_system_. More... | |
| void | UpdateTags (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) |
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. | |
| GenAugSystemSolver () | |
| Default constructor. More... | |
| GenAugSystemSolver (const GenAugSystemSolver &) | |
| Copy Constructor. More... | |
| void | operator= (const GenAugSystemSolver &) |
| Overloaded Equals Operator. More... | |
Private Attributes | |
| SmartPtr< GenKKTSolverInterface > | solver_interface_ |
| The linear solver object that is to be used to solve the linear systems. More... | |
Tags and values to track in order to decide whether the | |
matrix has to be updated compared to the most recent call of the Set method. | |
| TaggedObject::Tag | w_tag_ |
| Tag for W matrix. More... | |
| double | w_factor_ |
| Most recent value of W_factor. More... | |
| TaggedObject::Tag | d_x_tag_ |
| Tag for D_x vector, representing the diagonal matrix D_x. More... | |
| double | delta_x_ |
| Most recent value of delta_x from Set method. More... | |
| TaggedObject::Tag | d_s_tag_ |
| Tag for D_s vector, representing the diagonal matrix D_s. More... | |
| double | delta_s_ |
| Most recent value of delta_s from Set method. More... | |
| TaggedObject::Tag | j_c_tag_ |
| Tag for J_c matrix. More... | |
| TaggedObject::Tag | d_c_tag_ |
| Tag for D_c vector, representing the diagonal matrix D_c. More... | |
| double | delta_c_ |
| Most recent value of delta_c from Set method. More... | |
| TaggedObject::Tag | j_d_tag_ |
| Tag for J_d matrix. More... | |
| TaggedObject::Tag | d_d_tag_ |
| Tag for D_d vector, representing the diagonal matrix D_d. More... | |
| double | delta_d_ |
| Most recent value of delta_d from Set method. More... | |
Space for storing the diagonal matrices. If the matrix | |
hasn't changed, we can use it from the last call. | |
| Number * | dx_vals_copy_ |
| Number * | ds_vals_copy_ |
| Number * | dc_vals_copy_ |
| Number * | dd_vals_copy_ |
Algorithmic parameters | |
| bool | warm_start_same_structure_ |
| Flag indicating whether the TNLP with identical structure has already been solved before. More... | |
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
Solver for the augmented system using GenKKTSolverInterfaces.
This takes any Vector values out and provides Number*'s, but Matrices are provided as given from the NLP.
Definition at line 22 of file IpGenAugSystemSolver.hpp.
Constructor & Destructor Documentation
◆ GenAugSystemSolver() [1/3]
| Ipopt::GenAugSystemSolver::GenAugSystemSolver | ( | GenKKTSolverInterface & | SolverInterface | ) |
Constructor using only a linear solver object.
◆ ~GenAugSystemSolver()
|
virtual |
Default destructor.
◆ GenAugSystemSolver() [2/3]
|
private |
Default constructor.
◆ GenAugSystemSolver() [3/3]
|
private |
Copy Constructor.
Member Function Documentation
◆ InitializeImpl()
|
virtual |
overloaded from AlgorithmStrategyObject
Implements Ipopt::AugSystemSolver.
◆ MultiSolve()
|
virtual |
Set up the augmented system and solve it for a set of given right hand side - implementation for GenTMatrices and SymTMatrices.
Reimplemented from Ipopt::AugSystemSolver.
◆ NumberOfNegEVals()
|
virtual |
Number of negative eigenvalues detected during last solve.
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::AugSystemSolver.
◆ ProvidesInertia()
|
virtual |
Query whether inertia is computed by linear solver.
Returns true, if linear solver provides inertia.
Implements Ipopt::AugSystemSolver.
◆ IncreaseQuality()
|
virtual |
Request to increase quality of solution for next solve.
Ask underlying 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::AugSystemSolver.
◆ operator=()
|
private |
Overloaded Equals Operator.
◆ AugmentedSystemChanged()
|
private |
Check the internal tags and decide if the passed variables are different from what is in the augmented_system_.
◆ UpdateTags()
|