ipopt-src 0.2.3+3.14.16

// Copyright (C) 2012, The Science and Technology Facilities Council (STFC)
// Copyright (C) 2009, Jonathan Hogg <jdh41.at.cantab.net>
// Copyright (C) 2004, 2007 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Eclipse Public License.
//
// Authors: Jonathan Hogg                    STFC   2012-12-21
//          Jonathan Hogg                           2009-07-29
//          Carl Laird, Andreas Waechter     IBM    2004-03-17

#ifndef __IPMA97SOLVERINTERFACE_HPP__
#define __IPMA97SOLVERINTERFACE_HPP__

#include "IpSparseSymLinearSolverInterface.hpp"
#include "IpLibraryLoader.hpp"
#include "IpTypes.h"

extern "C"
{
#ifdef IPOPT_SINGLE
#include "hsl_ma97s.h"
#else
#include "hsl_ma97d.h"
#endif
}

/// @since 3.14.0
#define IPOPT_DECL_MA97_DEFAULT_CONTROL(x) void (x)( \
   struct ma97_control* control \
)

/// @since 3.14.0
#define IPOPT_DECL_MA97_ANALYSE(x) void (x)( \
   const int                  check,  \
   const int                  n,      \
   const int                  ptr[],  \
   const int                  row[],  \
   ipnumber                   val[],  \
   void**                     akeep,  \
   const struct ma97_control* control,\
   struct ma97_info*          info,   \
   int                        order[] \
)

/// @since 3.14.0
#define IPOPT_DECL_MA97_FACTOR(x) void (x)( \
   int                        matrix_type, \
   const int                  ptr[],       \
   const int                  row[],       \
   const ipnumber             val[],       \
   void**                     akeep,       \
   void**                     fkeep,       \
   const struct ma97_control* control,     \
   struct ma97_info*          info,        \
   ipnumber                   scale[]      \
)

/// @since 3.14.0
#define IPOPT_DECL_MA97_FACTOR_SOLVE(x) void (x)( \
   int                        matrix_type, \
   const int                  ptr[],       \
   const int                  row[],       \
   const ipnumber             val[],       \
   int                        nrhs,        \
   ipnumber                   xx[],        \
   int                        ldx,         \
   void**                     akeep,       \
   void**                     fkeep,       \
   const struct ma97_control* control,     \
   struct ma97_info*          info,        \
   ipnumber                   scale[]      \
)

/// @since 3.14.0
#define IPOPT_DECL_MA97_SOLVE(x) void (x)( \
   const int                  job,     \
   const int                  nrhs,    \
   ipnumber*                  xx,      \
   const int                  ldx,     \
   void**                     akeep,   \
   void**                     fkeep,   \
   const struct ma97_control* control, \
   struct ma97_info*          info     \
)

/// @since 3.14.0
#define IPOPT_DECL_MA97_FINALISE(x) void (x)( \
   void** akeep, \
   void** fkeep  \
)

/// @since 3.14.0
#define IPOPT_DECL_MA97_FREE_AKEEP(x) void (x)( \
   void** akeep \
)

namespace Ipopt
{

class Ma97SolverInterface: public SparseSymLinearSolverInterface
{
private:
   enum order_opts
   {
      ORDER_AUTO,
      ORDER_BEST,
      ORDER_AMD,
      ORDER_METIS,
      ORDER_MATCHED_AUTO,
      ORDER_MATCHED_AMD,
      ORDER_MATCHED_METIS
   };
   enum scale_opts
   {
      SWITCH_NEVER,
      SWITCH_AT_START,
      SWITCH_AT_START_REUSE,
      SWITCH_ON_DEMAND,
      SWITCH_ON_DEMAND_REUSE,
      SWITCH_NDELAY,
      SWITCH_NDELAY_REUSE,
      SWITCH_OD_ND,
      SWITCH_OD_ND_REUSE
   };

   int ndim_;            ///< Number of dimensions
   Number* val_;         ///< Storage for variables
   int numneg_;          ///< Number of negative pivots in last factorization
   int numdelay_;        ///< Number of delayed pivots last time we scaled
   void* akeep_;         ///< Stores pointer to factors (only understood Fortran code!)
   void* fkeep_;         ///< Stores pointer to factors (only understood Fortran code!)
   bool pivtol_changed_; ///< indicates if pivtol has been changed
   bool rescale_;        ///< Indicates if we should rescale next factorization
   Number* scaling_;     ///< Store scaling for reuse if doing dynamic scaling
   int fctidx_;          ///< Current factorization number to dump to

   /* Options */
   struct ma97_control control_;
   Number umax_;
   int ordering_;
   int scaling_type_;
   enum scale_opts switch_[3];
   int scaling_val_[3];
   int current_level_;
   bool dump_;

   /**@name MA97 function pointers
    * @{
    */
   SmartPtr<LibraryLoader> hslloader;

   IPOPT_DECL_MA97_DEFAULT_CONTROL(*ma97_default_control);
   IPOPT_DECL_MA97_ANALYSE(*ma97_analyse);
   IPOPT_DECL_MA97_FACTOR(*ma97_factor);
   IPOPT_DECL_MA97_FACTOR_SOLVE(*ma97_factor_solve);
   IPOPT_DECL_MA97_SOLVE(*ma97_solve);
   IPOPT_DECL_MA97_FINALISE(*ma97_finalise);
   IPOPT_DECL_MA97_FREE_AKEEP(*ma97_free_akeep);
   ///@}

public:

   Ma97SolverInterface(
      SmartPtr<LibraryLoader> hslloader_  ///< @since 3.14.0
   )  : val_(NULL),
      numdelay_(0),
      akeep_(NULL),
      fkeep_(NULL),
      pivtol_changed_(false),
      rescale_(false),
      scaling_(NULL),
      fctidx_(0),
      scaling_type_(0),
      dump_(false),
      hslloader(hslloader_),
      ma97_default_control(NULL),
      ma97_analyse(NULL),
      ma97_factor(NULL),
      ma97_factor_solve(NULL),
      ma97_solve(NULL),
      ma97_finalise(NULL),
      ma97_free_akeep(NULL)
   { }

   ~Ma97SolverInterface();

   static void RegisterOptions(
      SmartPtr<RegisteredOptions> roptions
   );

   /// set MA97 functions to use for every instantiation of this class
   /// @since 3.14.0
   static void SetFunctions(
      IPOPT_DECL_MA97_DEFAULT_CONTROL(*ma97_default_control),
      IPOPT_DECL_MA97_ANALYSE(*ma97_analyse),
      IPOPT_DECL_MA97_FACTOR(*ma97_factor),
      IPOPT_DECL_MA97_FACTOR_SOLVE(*ma97_factor_solve),
      IPOPT_DECL_MA97_SOLVE(*ma97_solve),
      IPOPT_DECL_MA97_FINALISE(*ma97_finalise),
      IPOPT_DECL_MA97_FREE_AKEEP(*ma97_free_akeep)
   );

   bool InitializeImpl(
      const OptionsList& options,
      const std::string& prefix
   );

   /** @name Methods for requesting solution of the linear system. */
   ///@{
   ESymSolverStatus InitializeStructure(
      Index        dim,
      Index        nonzeros,
      const Index* ia,
      const Index* ja
   );

   Number* GetValuesArrayPtr()
   {
      return val_;
   }

   ESymSolverStatus MultiSolve(
      bool         new_matrix,
      const Index* ia,
      const Index* ja,
      Index        nrhs,
      Number*      rhs_vals,
      bool         check_NegEVals,
      Index        numberOfNegEVals
   );

   Index NumberOfNegEVals() const
   {
      return numneg_;
   }
   ///@}

   //* @name Options of Linear solver */
   ///@{
   bool IncreaseQuality();

   bool ProvidesInertia() const
   {
      return true;
   }

   EMatrixFormat MatrixFormat() const
   {
      return CSR_Format_1_Offset;
   }
   ///@}

   /** @name Methods related to the detection of linearly dependent
    *  rows in a matrix */
   ///@{
   bool ProvidesDegeneracyDetection() const
   {
      return false;
   }

   ESymSolverStatus DetermineDependentRows(
      const Index*      /*ia*/,
      const Index*      /*ja*/,
      std::list<Index>& /*c_deps*/
   )
   {
      return SYMSOLVER_FATAL_ERROR;
   }
   ///@}

   /** converts a scaling option name to its ma97 option number */
   static int ScaleNameToNum(
      const std::string& name
   );
};

} // namespace Ipopt

#endif