Public Member Functions | Private Attributes

Ipopt::WsmpSolverInterface Class Reference

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

#include <IpWsmpSolverInterface.hpp>

Inheritance diagram for Ipopt::WsmpSolverInterface:
Ipopt::SparseSymLinearSolverInterface Ipopt::AlgorithmStrategyObject Ipopt::ReferencedObject

List of all members.

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
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 stuctures.
virtual double * GetValuesArrayPtr ()
 Method returing an internal array into which the nonzero elements are to be stored.
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.

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

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 &)
 Overloaded Equals 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 Wsmpx 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.
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_
 Pivol 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 interia 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

ipfintIPARM_
 Integer parameter array for WSSMP.
double * DPARM_
 Double precision parameter array for WSSMP.
ipfintPERM_
 WSSMP's permutation vector.
ipfintINVP_
 WSSMP's inverse permutation vector.
ipfintMRP_
 WSSMP's internal MRP array.

Detailed Description

Interface to the linear solver Wsmp, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 22 of file IpWsmpSolverInterface.hpp.


Constructor & Destructor Documentation

Ipopt::WsmpSolverInterface::WsmpSolverInterface (  ) 

Constructor.

virtual Ipopt::WsmpSolverInterface::~WsmpSolverInterface (  )  [virtual]

Destructor.

Ipopt::WsmpSolverInterface::WsmpSolverInterface ( const WsmpSolverInterface  )  [private]

Copy Constructor.


Member Function Documentation

bool Ipopt::WsmpSolverInterface::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
) [virtual]
virtual ESymSolverStatus Ipopt::WsmpSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index ia,
const Index ja 
) [virtual]

Method for initializing internal stuctures.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual double* Ipopt::WsmpSolverInterface::GetValuesArrayPtr (  )  [virtual]

Method returing an internal array into which the nonzero elements are to be stored.

Implements Ipopt::SparseSymLinearSolverInterface.

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.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual Index Ipopt::WsmpSolverInterface::NumberOfNegEVals (  )  const [virtual]

Number of negative eigenvalues detected during last factorization.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::WsmpSolverInterface::IncreaseQuality (  )  [virtual]

Request to increase quality of solution for next solve.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::WsmpSolverInterface::ProvidesInertia (  )  const [inline, virtual]

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 74 of file IpWsmpSolverInterface.hpp.

EMatrixFormat Ipopt::WsmpSolverInterface::MatrixFormat (  )  const [inline, virtual]

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 81 of file IpWsmpSolverInterface.hpp.

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

Methods for IpoptType.

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.

virtual ESymSolverStatus Ipopt::WsmpSolverInterface::DetermineDependentRows ( const Index ia,
const Index ja,
std::list< Index > &  c_deps 
) [virtual]

This method determines the list of row indices of the linearly dependent rows.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

void Ipopt::WsmpSolverInterface::operator= ( const WsmpSolverInterface  )  [private]

Overloaded Equals Operator.

ESymSolverStatus Ipopt::WsmpSolverInterface::SymbolicFactorization ( const Index ia,
const Index ja 
) [private]

Call Wsmp to do the analysis phase.

ESymSolverStatus Ipopt::WsmpSolverInterface::InternalSymFact ( const Index ia,
const Index ja,
Index  numberOfNegEVals 
) [private]

Call Wsmp to really do the analysis phase.

ESymSolverStatus Ipopt::WsmpSolverInterface::Factorization ( const Index ia,
const Index ja,
bool  check_NegEVals,
Index  numberOfNegEVals 
) [private]

Call Wsmp to factorize the Matrix.

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

Call Wsmpx to do the Solve.


Member Data Documentation

Number of rows and columns of the matrix.

Definition at line 121 of file IpWsmpSolverInterface.hpp.

double* Ipopt::WsmpSolverInterface::a_ [private]

Array for storing the values of the matrix.

Definition at line 124 of file IpWsmpSolverInterface.hpp.

Option that controls the matching strategy.

Definition at line 130 of file IpWsmpSolverInterface.hpp.

Pivol tolerance.

Definition at line 132 of file IpWsmpSolverInterface.hpp.

Maximal pivot tolerance.

Definition at line 134 of file IpWsmpSolverInterface.hpp.

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

Definition at line 136 of file IpWsmpSolverInterface.hpp.

WSMP's singularity threshold.

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

Definition at line 139 of file IpWsmpSolverInterface.hpp.

iteration number in which matrices are to be written out

Definition at line 141 of file IpWsmpSolverInterface.hpp.

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

Definition at line 144 of file IpWsmpSolverInterface.hpp.

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

Definition at line 147 of file IpWsmpSolverInterface.hpp.

Counter for matrix file numbers.

Definition at line 151 of file IpWsmpSolverInterface.hpp.

Number of negative eigenvalues.

Definition at line 156 of file IpWsmpSolverInterface.hpp.

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 163 of file IpWsmpSolverInterface.hpp.

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

Definition at line 166 of file IpWsmpSolverInterface.hpp.

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 170 of file IpWsmpSolverInterface.hpp.

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

Definition at line 173 of file IpWsmpSolverInterface.hpp.

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

Definition at line 176 of file IpWsmpSolverInterface.hpp.

Integer parameter array for WSSMP.

Definition at line 182 of file IpWsmpSolverInterface.hpp.

Double precision parameter array for WSSMP.

Definition at line 184 of file IpWsmpSolverInterface.hpp.

WSSMP's permutation vector.

Definition at line 186 of file IpWsmpSolverInterface.hpp.

WSSMP's inverse permutation vector.

Definition at line 188 of file IpWsmpSolverInterface.hpp.

WSSMP's internal MRP array.

Definition at line 190 of file IpWsmpSolverInterface.hpp.


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