IpPDFullSpaceSolver.hpp

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// Copyright (C) 2004, 2006 International Business Machines and others.
// All Rights Reserved.
// This code is published under the Common Public License.
//
// $Id: IpPDFullSpaceSolver.hpp 759 2006-07-07 03:07:08Z andreasw $
//
// Authors:  Carl Laird, Andreas Waechter     IBM    2004-08-13

#ifndef __IPPDFULLSPACESOLVER_HPP__
#define __IPPDFULLSPACESOLVER_HPP__

#include "IpPDSystemSolver.hpp"
#include "IpAugSystemSolver.hpp"
#include "IpPDPerturbationHandler.hpp"

namespace Ipopt
{

  class PDFullSpaceSolver: public PDSystemSolver
  {
  public:
    PDFullSpaceSolver(AugSystemSolver& augSysSolver,
                      PDPerturbationHandler& perturbHandler);

    virtual ~PDFullSpaceSolver();

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

    virtual bool Solve(Number alpha,
                       Number beta,
                       const IteratesVector& rhs,
                       IteratesVector& res,
                       bool allow_inexact=false,
                       bool improve_solution=false);

    static void RegisterOptions(SmartPtr<RegisteredOptions> roptions);

  private:
    PDFullSpaceSolver();
    PDFullSpaceSolver& operator=(const PDFullSpaceSolver&);

    SmartPtr<AugSystemSolver> augSysSolver_;
    SmartPtr<PDPerturbationHandler> perturbHandler_;

    CachedResults<void*> dummy_cache_;
    bool augsys_improved_;

    Index min_refinement_steps_;
    Index max_refinement_steps_;
    Number residual_ratio_max_;
    Number residual_ratio_singular_;
    Number residual_improvement_factor_;

    bool SolveOnce(bool resolve_unmodified,
                   bool pretend_singular,
                   const SymMatrix& W,
                   const Matrix& J_c,
                   const Matrix& J_d,
                   const Matrix& Px_L,
                   const Matrix& Px_U,
                   const Matrix& Pd_L,
                   const Matrix& Pd_U,
                   const Vector& z_L,
                   const Vector& z_U,
                   const Vector& v_L,
                   const Vector& v_U,
                   const Vector& slack_x_L,
                   const Vector& slack_x_U,
                   const Vector& slack_s_L,
                   const Vector& slack_s_U,
                   const Vector& sigma_x,
                   const Vector& sigma_s,
                   Number alpha,
                   Number beta,
                   const IteratesVector& rhs,
                   IteratesVector& res);

    void ComputeResiduals(const SymMatrix& W,
                          const Matrix& J_c,
                          const Matrix& J_d,
                          const Matrix& Px_L,
                          const Matrix& Px_U,
                          const Matrix& Pd_L,
                          const Matrix& Pd_U,
                          const Vector& z_L,
                          const Vector& z_U,
                          const Vector& v_L,
                          const Vector& v_U,
                          const Vector& slack_x_L,
                          const Vector& slack_x_U,
                          const Vector& slack_s_L,
                          const Vector& slack_s_U,
                          const Vector& sigma_x,
                          const Vector& sigma_s,
                          Number alpha,
                          Number beta,
                          const IteratesVector& rhs,
                          const IteratesVector& res,
                          IteratesVector& resid);

    Number ComputeResidualRatio(const IteratesVector& rhs,
                                const IteratesVector& res,
                                const IteratesVector& resid);

    void SinvBlrmZPTdBr(Number alpha, const Vector& S,
                        const Vector& R, const Vector& Z,
                        const Matrix& P, const Vector&g, Vector& X);
  };

} // namespace Ipopt

#endif