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// Copyright (C) 2007 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Andreas Waechter IBM 2007-03-01
#ifndef __IP_GENAUGSYSTEMSOLVER_HPP__
#define __IP_GENAUGSYSTEMSOLVER_HPP__
#include "IpAugSystemSolver.hpp"
#include "IpGenKKTSolverInterface.hpp"
namespace Ipopt
{
/** 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.
*/
class GenAugSystemSolver: public AugSystemSolver
{
public:
/**@name Constructors/Destructors */
///@{
/** Constructor using only a linear solver object */
GenAugSystemSolver(
GenKKTSolverInterface& SolverInterface
);
/** Destructor */
virtual ~GenAugSystemSolver();
///@}
/** overloaded from AlgorithmStrategyObject */
bool InitializeImpl(
const OptionsList& options,
const std::string& prefix
);
/** Set up the augmented system and solve it for a set of given
* right hand side - implementation for GenTMatrices and
* SymTMatrices.
*/
virtual ESymSolverStatus MultiSolve(
const SymMatrix* W,
Number W_factor,
const Vector* D_x,
Number delta_x,
const Vector* D_s,
Number delta_s,
const Matrix* J_c,
const Vector* D_c,
Number delta_c,
const Matrix* J_d,
const Vector* D_d,
Number 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
);
/** Number of negative eigenvalues detected during last solve.
*
* This must not be called if the linear solver does
* not compute this quantities (see ProvidesInertia).
*
* @return the number of negative eigenvalues of the most recent factorized matrix.
*/
virtual Index NumberOfNegEVals() const;
/** Query whether inertia is computed by linear solver.
*
* @return true, if linear solver provides inertia
*/
virtual bool ProvidesInertia() const;
/** 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).
*
* @return false, if this is not possible (e.g. maximal pivot tolerance
* already used.)
*/
virtual bool IncreaseQuality();
private:
/**@name 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.
*/
///@{
/** Default constructor. */
GenAugSystemSolver();
/** Copy Constructor */
GenAugSystemSolver(
const GenAugSystemSolver&
);
/** Default Assignment Operator */
void operator=(
const GenAugSystemSolver&
);
///@}
/** Check the internal tags and decide if the passed variables are
* different from what is in the augmented_system_
*/
bool AugmentedSystemChanged(
const SymMatrix* W,
Number W_factor,
const Vector* D_x,
Number delta_x,
const Vector* D_s,
Number delta_s,
const Matrix& J_c,
const Vector* D_c,
Number delta_c,
const Matrix& J_d,
const Vector* D_d,
Number delta_d
);
void UpdateTags(
const SymMatrix* W,
Number W_factor,
const Vector* D_x,
Number delta_x,
const Vector* D_s,
Number delta_s,
const Matrix& J_c,
const Vector* D_c,
Number delta_c,
const Matrix& J_d,
const Vector* D_d,
Number delta_d
);
/** The linear solver object that is to be used to solve the
* linear systems.
*/
SmartPtr<GenKKTSolverInterface> solver_interface_;
/**@name 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.
*/
///@{
/** Tag for W matrix.
*
* If W has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag w_tag_;
/** Most recent value of W_factor */
Number w_factor_;
/** Tag for D_x vector, representing the diagonal matrix D_x.
*
* If D_x has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag d_x_tag_;
/** Most recent value of delta_x from Set method */
Number delta_x_;
/** Tag for D_s vector, representing the diagonal matrix D_s.
*
* If D_s has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag d_s_tag_;
/** Most recent value of delta_s from Set method */
Number delta_s_;
/** Tag for J_c matrix.
*
* If J_c has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag j_c_tag_;
/** Tag for D_c vector, representing the diagonal matrix D_c.
*
* If D_c has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag d_c_tag_;
/** Most recent value of delta_c from Set method */
Number delta_c_;
/** Tag for J_d matrix.
*
* If J_d has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag j_d_tag_;
/** Tag for D_d vector, representing the diagonal matrix D_d.
*
* If D_d has been given to Set as NULL, then this tag is set to 0
*/
TaggedObject::Tag d_d_tag_;
/** Most recent value of delta_d from Set method */
Number delta_d_;
///@}
/** @name 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_;
///@}
/** @name Algorithmic parameters */
///@{
/** Flag indicating whether the TNLP with identical structure has
* already been solved before.
*/
bool warm_start_same_structure_;
///@}
};
} // namespace Ipopt
#endif