Ipopt::IterativePardisoSolverInterface Class Reference

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

#include <IpIterativePardisoSolverInterface.hpp>

Inheritance diagram for Ipopt::IterativePardisoSolverInterface:
Inheritance graph
[legend]

List of all members.

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
Constructor/Destructor



 IterativePardisoSolverInterface (IterativeSolverTerminationTester &normal_tester, IterativeSolverTerminationTester &pd_tester)
 Constructor.
virtual ~IterativePardisoSolverInterface ()
 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.

Private Member Functions

InexactDataInexData ()
 Method to easily access Inexact data.
InexactCqInexCq ()
 Method to easily access Inexact calculated quantities.
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.



 IterativePardisoSolverInterface ()
 Default Constructor.
 IterativePardisoSolverInterface (const IterativePardisoSolverInterface &)
 Copy Constructor.
void operator= (const IterativePardisoSolverInterface &)
 Overloaded Equals Operator.
Internal functions



ESymSolverStatus SymbolicFactorization (const Index *ia, const Index *ja)
 Call Pardiso to do the analysis phase.
ESymSolverStatus Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
 Call Pardiso to factorize the Matrix.
ESymSolverStatus Solve (const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
 Call Pardiso to do the Solve.

Private Attributes

Number decr_factor_
 Decrease factor for dropping tolerances.
SmartPtr
< IterativeSolverTerminationTester
normal_tester_
 Termination tester for normal step computation.
SmartPtr
< IterativeSolverTerminationTester
pd_tester_
 Termination tester for primal-dual step computation.
Information about the matrix



Index dim_
 Number of rows and columns of the matrix.
Index nonzeros_
 Number of nonzeros of the matrix in triplet representation.
double * a_
 Array for storing the values of the matrix.
Information about most recent factorization/solve



Index negevals_
 Number of negative eigenvalues.
Initialization flags



bool initialized_
 Flag indicating if internal data is initialized.
Solver specific information



void ** PT_
 Internal data address pointers.
ipfint MAXFCT_
 Maximal number of factors with identical nonzero structure.
ipfint MNUM_
 Actual matrix for the solution phase.
ipfint MTYPE_
 Matrix type; real and symmetric indefinite.
ipfintIPARM_
 Parameter and info array for Pardiso.
double * DPARM_
 Parameter and info array for Pardiso.
ipfint MSGLVL_
 Message level.
Some counters for debugging



Index debug_last_iter_
Index debug_cnt_

Solver specific options



enum  PardisoMatchingStrategy { COMPLETE, COMPLETE2x2, CONSTRAINT }
 

Type for mathcing strategies.

More...
PardisoMatchingStrategy match_strat_
 Option that controls the matching strategy.
bool have_symbolic_factorization_
 Flag indicating if symbolic factorization has already been performed.
bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_
 Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.
bool pardiso_repeated_perturbation_means_singular_
 Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.
bool skip_inertia_check_
 Flag indicating if the interia is always assumed to be correct.
Index pardiso_max_droptol_corrections_
 Maximal number of decreases of drop tolerance during one solve.



Index pardiso_max_iter_
 Options for the preconditioner.
Number pardiso_iter_relative_tol_
Index pardiso_iter_coarse_size_
Index pardiso_iter_max_levels_
Number pardiso_iter_dropping_factor_
Number pardiso_iter_dropping_schur_
Index pardiso_iter_max_row_fill_
Number pardiso_iter_inverse_norm_factor_
Index normal_pardiso_max_iter_
Number normal_pardiso_iter_relative_tol_
Index normal_pardiso_iter_coarse_size_
Index normal_pardiso_iter_max_levels_
Number normal_pardiso_iter_dropping_factor_
Number normal_pardiso_iter_dropping_schur_
Index normal_pardiso_iter_max_row_fill_
Number normal_pardiso_iter_inverse_norm_factor_
Number pardiso_iter_dropping_factor_used_
 Actualy used dropping tolerances.
Number pardiso_iter_dropping_schur_used_
Number normal_pardiso_iter_dropping_factor_used_
Number normal_pardiso_iter_dropping_schur_used_
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 void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Detailed Description

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 25 of file IpIterativePardisoSolverInterface.hpp.


Member Enumeration Documentation

Type for mathcing strategies.

Enumerator:
COMPLETE 
COMPLETE2x2 
CONSTRAINT 

Definition at line 136 of file IpIterativePardisoSolverInterface.hpp.


Constructor & Destructor Documentation

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface ( IterativeSolverTerminationTester normal_tester,
IterativeSolverTerminationTester pd_tester 
)

Constructor.

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

Destructor.

Ipopt::IterativePardisoSolverInterface::IterativePardisoSolverInterface (  )  [private]

Default Constructor.

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

Copy Constructor.


Member Function Documentation

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

Method for initializing internal stuctures.

Implements Ipopt::SparseSymLinearSolverInterface.

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

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

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::IterativePardisoSolverInterface::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::IterativePardisoSolverInterface::NumberOfNegEVals (  )  const [virtual]

Number of negative eigenvalues detected during last factorization.

Implements Ipopt::SparseSymLinearSolverInterface.

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

Request to increase quality of solution for next solve.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::IterativePardisoSolverInterface::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 78 of file IpIterativePardisoSolverInterface.hpp.

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

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 85 of file IpIterativePardisoSolverInterface.hpp.

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

Methods for IpoptType.

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

Overloaded Equals Operator.

Reimplemented from Ipopt::AlgorithmStrategyObject.

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

Call Pardiso to do the analysis phase.

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

Call Pardiso to factorize the Matrix.

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

Call Pardiso to do the Solve.

InexactData& Ipopt::IterativePardisoSolverInterface::InexData (  )  [inline, private]

Method to easily access Inexact data.

Definition at line 248 of file IpIterativePardisoSolverInterface.hpp.

InexactCq& Ipopt::IterativePardisoSolverInterface::InexCq (  )  [inline, private]

Method to easily access Inexact calculated quantities.

Definition at line 257 of file IpIterativePardisoSolverInterface.hpp.


Member Data Documentation

Number of rows and columns of the matrix.

Definition at line 118 of file IpIterativePardisoSolverInterface.hpp.

Number of nonzeros of the matrix in triplet representation.

Definition at line 121 of file IpIterativePardisoSolverInterface.hpp.

Array for storing the values of the matrix.

Definition at line 124 of file IpIterativePardisoSolverInterface.hpp.

Number of negative eigenvalues.

Definition at line 130 of file IpIterativePardisoSolverInterface.hpp.

Option that controls the matching strategy.

Definition at line 143 of file IpIterativePardisoSolverInterface.hpp.

Flag indicating if symbolic factorization has already been performed.

Definition at line 146 of file IpIterativePardisoSolverInterface.hpp.

Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.

Definition at line 149 of file IpIterativePardisoSolverInterface.hpp.

Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.

Definition at line 153 of file IpIterativePardisoSolverInterface.hpp.

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

Definition at line 156 of file IpIterativePardisoSolverInterface.hpp.

Maximal number of decreases of drop tolerance during one solve.

Definition at line 158 of file IpIterativePardisoSolverInterface.hpp.

Options for the preconditioner.

Definition at line 163 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 164 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 165 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 166 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 167 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 168 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 169 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 170 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 172 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 173 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 174 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 175 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 176 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 177 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 178 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 179 of file IpIterativePardisoSolverInterface.hpp.

Decrease factor for dropping tolerances.

Definition at line 183 of file IpIterativePardisoSolverInterface.hpp.

Actualy used dropping tolerances.

Definition at line 187 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 188 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 189 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 190 of file IpIterativePardisoSolverInterface.hpp.

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 197 of file IpIterativePardisoSolverInterface.hpp.

Internal data address pointers.

Definition at line 203 of file IpIterativePardisoSolverInterface.hpp.

Maximal number of factors with identical nonzero structure.

Here, we only store one factorization. Is always 1.

Definition at line 206 of file IpIterativePardisoSolverInterface.hpp.

Actual matrix for the solution phase.

Is always 1.

Definition at line 208 of file IpIterativePardisoSolverInterface.hpp.

Matrix type; real and symmetric indefinite.

Is always -2.

Definition at line 210 of file IpIterativePardisoSolverInterface.hpp.

Parameter and info array for Pardiso.

Definition at line 212 of file IpIterativePardisoSolverInterface.hpp.

Parameter and info array for Pardiso.

Definition at line 214 of file IpIterativePardisoSolverInterface.hpp.

Message level.

Definition at line 216 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 221 of file IpIterativePardisoSolverInterface.hpp.

Definition at line 222 of file IpIterativePardisoSolverInterface.hpp.

Termination tester for normal step computation.

Definition at line 266 of file IpIterativePardisoSolverInterface.hpp.

Termination tester for primal-dual step computation.

Definition at line 269 of file IpIterativePardisoSolverInterface.hpp.


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