AugSystemSolver Class Reference

#include <IpAugSystemSolver.hpp>

Inheritance diagram for AugSystemSolver:

List of all members.

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Detailed Description

Base class for Solver for the augmented system.

This is the base class for linear solvers that solve the augmented system, which is defined as

Since this system might be solved repeatedly for different right hand sides, it is desirable to step the factorization of a direct linear solver if possible.

Public Member Functions
virtual bool	InitializeImpl (const OptionsList &options, const std::string &prefix)=0
	overloaded from AlgorithmStrategyObject
virtual ESymSolverStatus	Solve (const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix *J_c, const Vector *D_c, double delta_c, const Matrix *J_d, const Vector *D_d, double delta_d, const Vector &rhs_x, const Vector &rhs_s, const Vector &rhs_c, const Vector &rhs_d, Vector &sol_x, Vector &sol_s, Vector &sol_c, Vector &sol_d, bool check_NegEVals, Index numberOfNegEVals)
	Set up the augmented system and solve it for a given right hand side.
virtual ESymSolverStatus	MultiSolve (const SymMatrix *W, double W_factor, const Vector *D_x, double delta_x, const Vector *D_s, double delta_s, const Matrix *J_c, const Vector *D_c, double delta_c, const Matrix *J_d, const Vector *D_d, double 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)
	Like Solve, but for multiple right hand sides.
virtual Index	NumberOfNegEVals () const =0
	Number of negative eigenvalues detected during last solve.
virtual bool	ProvidesInertia () const =0
	Query whether inertia is computed by linear solver.
virtual bool	IncreaseQuality ()=0
	Request to increase quality of solution for next solve.
Constructors/Destructors
	AugSystemSolver ()
	Default constructor.
virtual	~AugSystemSolver ()
	Default destructor.

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Constructor & Destructor Documentation

AugSystemSolver

(

)

[inline]

Default constructor.

virtual ~AugSystemSolver

(

)

[inline, virtual]

Default destructor.

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Member Function Documentation

virtual bool InitializeImpl	(	const OptionsList &	options,
		const std::string &	prefix
	)			[pure virtual]

overloaded from AlgorithmStrategyObject

Implements AlgorithmStrategyObject.

Implemented in AugRestoSystemSolver, LowRankAugSystemSolver, and StdAugSystemSolver.

virtual ESymSolverStatus Solve	(	const SymMatrix *	W,
		double	W_factor,
		const Vector *	D_x,
		double	delta_x,
		const Vector *	D_s,
		double	delta_s,
		const Matrix *	J_c,
		const Vector *	D_c,
		double	delta_c,
		const Matrix *	J_d,
		const Vector *	D_d,
		double	delta_d,
		const Vector &	rhs_x,
		const Vector &	rhs_s,
		const Vector &	rhs_c,
		const Vector &	rhs_d,
		Vector &	sol_x,
		Vector &	sol_s,
		Vector &	sol_c,
		Vector &	sol_d,
		bool	check_NegEVals,
		Index	numberOfNegEVals
	)			[inline, virtual]

Set up the augmented system and solve it for a given right hand side.

If desired (i.e. if check_NegEVals is true), then the solution is only computed if the number of negative eigenvalues matches numberOfNegEVals.

The return value is the return value of the linear solver object.

Reimplemented in AugRestoSystemSolver, and LowRankAugSystemSolver.

References AugSystemSolver::MultiSolve().

Referenced by AugSystemSolver::MultiSolve().

virtual ESymSolverStatus MultiSolve	(	const SymMatrix *	W,
		double	W_factor,
		const Vector *	D_x,
		double	delta_x,
		const Vector *	D_s,
		double	delta_s,
		const Matrix *	J_c,
		const Vector *	D_c,
		double	delta_c,
		const Matrix *	J_d,
		const Vector *	D_d,
		double	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
	)			[inline, virtual]

Like Solve, but for multiple right hand sides.

The inheriting class has to be overload at least one of Solve and MultiSolve.

Reimplemented in StdAugSystemSolver.

References DBG_ASSERT, fkinkryx::i, nrhs, AugSystemSolver::Solve(), and Ipopt::SYMSOLVER_SUCCESS.

Referenced by AugSystemSolver::Solve().

virtual Index NumberOfNegEVals

(

)

const [pure virtual]

Number of negative eigenvalues detected during last solve.

Returns the number of negative eigenvalues of the most recent factorized matrix. This must not be called if the linear solver does not compute this quantities (see ProvidesInertia).

Implemented in AugRestoSystemSolver, LowRankAugSystemSolver, and StdAugSystemSolver.

virtual bool ProvidesInertia

(

)

const [pure virtual]

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implemented in AugRestoSystemSolver, LowRankAugSystemSolver, and StdAugSystemSolver.

virtual bool IncreaseQuality

(

)

[pure virtual]

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). Returns false, if this is not possible (e.g. maximal pivot tolerance already used.)

Implemented in AugRestoSystemSolver, LowRankAugSystemSolver, and StdAugSystemSolver.

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

• IpAugSystemSolver.hpp