Ipopt 3.11.9
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IpPDFullSpaceSolver.hpp
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1// Copyright (C) 2004, 2007 International Business Machines and others.
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// $Id: IpPDFullSpaceSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
6//
7// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
8
9#ifndef __IPPDFULLSPACESOLVER_HPP__
10#define __IPPDFULLSPACESOLVER_HPP__
11
12#include "IpPDSystemSolver.hpp"
13#include "IpAugSystemSolver.hpp"
15
16namespace Ipopt
17{
18
33 {
34 public:
41 PDPerturbationHandler& perturbHandler);
42
46
47 /* overloaded from AlgorithmStrategyObject */
48 bool InitializeImpl(const OptionsList& options,
49 const std::string& prefix);
50
53 virtual bool Solve(Number alpha,
54 Number beta,
55 const IteratesVector& rhs,
56 IteratesVector& res,
57 bool allow_inexact=false,
58 bool improve_solution=false);
59
64
65 private:
79
87
96
116
123 bool SolveOnce(bool resolve_unmodified,
124 bool pretend_singular,
125 const SymMatrix& W,
126 const Matrix& J_c,
127 const Matrix& J_d,
128 const Matrix& Px_L,
129 const Matrix& Px_U,
130 const Matrix& Pd_L,
131 const Matrix& Pd_U,
132 const Vector& z_L,
133 const Vector& z_U,
134 const Vector& v_L,
135 const Vector& v_U,
136 const Vector& slack_x_L,
137 const Vector& slack_x_U,
138 const Vector& slack_s_L,
139 const Vector& slack_s_U,
140 const Vector& sigma_x,
141 const Vector& sigma_s,
142 Number alpha,
143 Number beta,
144 const IteratesVector& rhs,
145 IteratesVector& res);
146
151 const Matrix& J_c,
152 const Matrix& J_d,
153 const Matrix& Px_L,
154 const Matrix& Px_U,
155 const Matrix& Pd_L,
156 const Matrix& Pd_U,
157 const Vector& z_L,
158 const Vector& z_U,
159 const Vector& v_L,
160 const Vector& v_U,
161 const Vector& slack_x_L,
162 const Vector& slack_x_U,
163 const Vector& slack_s_L,
164 const Vector& slack_s_U,
165 const Vector& sigma_x,
166 const Vector& sigma_s,
167 Number alpha,
168 Number beta,
169 const IteratesVector& rhs,
170 const IteratesVector& res,
171 IteratesVector& resid);
172
177 const IteratesVector& res,
178 const IteratesVector& resid);
179
183 void SinvBlrmZPTdBr(Number alpha, const Vector& S,
184 const Vector& R, const Vector& Z,
185 const Matrix& P, const Vector&g, Vector& X);
187 };
188
189} // namespace Ipopt
190
191#endif
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Base class for Solver for the augmented system.
Templated class for Cached Results.
Specialized CompoundVector class specifically for the algorithm iterates.
Matrix Base Class.
Definition IpMatrix.hpp:28
This class stores a list of user set options.
This is the implemetation of the Primal-Dual System, using the full space approach with a direct line...
Number ComputeResidualRatio(const IteratesVector &rhs, const IteratesVector &res, const IteratesVector &resid)
Internal function for computing the ratio of the residual compared to the right hand side and solutio...
PDFullSpaceSolver()
Default Constructor.
Index max_refinement_steps_
Maximal number of iterative refinement performed per backsolve.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
SmartPtr< AugSystemSolver > augSysSolver_
Pointer to the Solver for the augmented system.
bool augsys_improved_
Flag indicating if for the current matrix the solution quality of the augmented system solver has alr...
Number residual_ratio_singular_
If the residual_ratio is larger than this value after trying to improve the solution,...
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
CachedResults< void * > dummy_cache_
A dummy cache to figure out if the deltas are still up to date.
PDFullSpaceSolver & operator=(const PDFullSpaceSolver &)
Overloaded Equals Operator.
Number residual_ratio_max_
Maximal allowed ratio of the norm of the residual over the norm of the right hand side and solution.
void SinvBlrmZPTdBr(Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Matrix &P, const Vector &g, Vector &X)
Compute .
virtual ~PDFullSpaceSolver()
Default destructor.
virtual bool Solve(Number alpha, Number beta, const IteratesVector &rhs, IteratesVector &res, bool allow_inexact=false, bool improve_solution=false)
Solve the primal dual system, given one right hand side.
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)
Internal function for computing the residual (resid) given the right hand side (rhs) and the solution...
SmartPtr< PDPerturbationHandler > perturbHandler_
Pointer to the Perturbation Handler.
PDFullSpaceSolver(AugSystemSolver &augSysSolver, PDPerturbationHandler &perturbHandler)
Constructor that takes in the Augmented System solver that is to be used inside.
Number residual_improvement_factor_
Factor defining require improvement to consider iterative refinement successful.
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)
Internal function for a single backsolve (which will be used for iterative refinement on the outside)...
Number neg_curv_test_tol_
Tolernace for heuristic to ignore wrong inertia.
Index min_refinement_steps_
Minimal number of iterative refinement performed per backsolve.
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
Pure Primal Dual System Solver Base Class.
Template class for Smart Pointers.
This is the base class for all derived symmetric matrix types.
Vector Base Class.
Definition IpVector.hpp:48
int Index
Type of all indices of vectors, matrices etc.
Definition IpTypes.hpp:19
double Number
Type of all numbers.
Definition IpTypes.hpp:17