Public Member Functions | Private Attributes
Ipopt::MumpsSolverInterface Class Reference

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

#include <IpMumpsSolverInterface.hpp>

Inheritance diagram for Ipopt::MumpsSolverInterface:
Ipopt::SparseSymLinearSolverInterface Ipopt::AlgorithmStrategyObject Ipopt::ReferencedObject

List of all members.

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
virtual bool ProvidesDegeneracyDetection () const
 Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
virtual ESymSolverStatus DetermineDependentRows (const Index *ia, const Index *ja, std::list< Index > &c_deps)
 This method determines the list of row indices of the linearly dependent rows.
Constructor/Destructor
 MumpsSolverInterface ()
 Constructor.
virtual ~MumpsSolverInterface ()
 Destructor.
Methods for requesting solution of the linear system.
virtual ESymSolverStatus InitializeStructure (Index dim, Index nonzeros, const Index *airn, const Index *ajcn)
 Method for initializing internal stuctures.
virtual double * GetValuesArrayPtr ()
 Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn) are to be stored by the calling routine before a call to MultiSolve with a new_matrix=true.
virtual ESymSolverStatus MultiSolve (bool new_matrix, const Index *airn, const Index *ajcn, 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.
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.
- Public Member Functions inherited from Ipopt::SparseSymLinearSolverInterface
 SparseSymLinearSolverInterface ()
virtual ~SparseSymLinearSolverInterface ()
- Public Member Functions inherited from Ipopt::AlgorithmStrategyObject
bool Initialize (const Journalist &jnlst, IpoptNLP &ip_nlp, IpoptData &ip_data, IpoptCalculatedQuantities &ip_cq, const OptionsList &options, const std::string &prefix)
 This method is called every time the algorithm starts again - it is used to reset any internal state.
bool ReducedInitialize (const Journalist &jnlst, const OptionsList &options, const std::string &prefix)
 Reduced version of the Initialize method, which does not require special Ipopt information.
 AlgorithmStrategyObject ()
 Default Constructor.
virtual ~AlgorithmStrategyObject ()
 Default Destructor.
- Public Member Functions inherited from Ipopt::ReferencedObject
 ReferencedObject ()
virtual ~ReferencedObject ()
Index ReferenceCount () const
void AddRef (const Referencer *referencer) const
void ReleaseRef (const Referencer *referencer) const

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Private Member Functions

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.

 MumpsSolverInterface (const MumpsSolverInterface &)
 Copy Constructor.
void operator= (const MumpsSolverInterface &)
 Overloaded Equals Operator.
Internal functions
ESymSolverStatus SymbolicFactorization ()
 Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.
ESymSolverStatus Factorization (bool check_NegEVals, Index numberOfNegEVals)
 Call MUMPS (job=2) to factorize the Matrix.
ESymSolverStatus Solve (Index nrhs, double *rhs_vals)
 Call MUMPS (job=3) to do the solve.

Private Attributes

bool have_symbolic_factorization_
 Flag indicating if symbolic factorization has already been called.
Information about the matrix
void * mumps_ptr_
 Primary MUMP data structure.
Information about most recent factorization/solve
Index negevals_
 Number of negative eigenvalues.
Initialization flags
bool initialized_
 Flag indicating if internal data is initialized.
bool pivtol_changed_
 Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
bool refactorize_
 Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again.
Solver specific data/options
Number pivtol_
 Pivol tolerance.
Number pivtolmax_
 Maximal pivot tolerance.
Index mem_percent_
 Percent increase in memory.
Index mumps_permuting_scaling_
 Permution and scaling method in MUMPS.
Index mumps_pivot_order_
 Pivot order in MUMPS.
Index mumps_scaling_
 Scaling in MUMPS.
Number mumps_dep_tol_
 Threshold in MUMPS to stay that a constraint is linearly dependent.
bool warm_start_same_structure_
 Flag indicating whether the TNLP with identical structure has already been solved before.

Additional Inherited Members

- Public Types inherited from Ipopt::SparseSymLinearSolverInterface
enum  EMatrixFormat {
  Triplet_Format, CSR_Format_0_Offset, CSR_Format_1_Offset, CSR_Full_Format_0_Offset,
  CSR_Full_Format_1_Offset
}
 Enum to specify sparse matrix format. More...

Detailed Description

Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 26 of file IpMumpsSolverInterface.hpp.


Constructor & Destructor Documentation

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( )

Constructor.

virtual Ipopt::MumpsSolverInterface::~MumpsSolverInterface ( )
virtual

Destructor.

Ipopt::MumpsSolverInterface::MumpsSolverInterface ( const MumpsSolverInterface )
private

Copy Constructor.


Member Function Documentation

bool Ipopt::MumpsSolverInterface::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
)
virtual
virtual ESymSolverStatus Ipopt::MumpsSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index airn,
const Index ajcn 
)
virtual

Method for initializing internal stuctures.

Here, ndim gives the number of rows and columns of the matrix, nonzeros give the number of nonzero elements, and airn and acjn give the positions of the nonzero elements.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual double* Ipopt::MumpsSolverInterface::GetValuesArrayPtr ( )
virtual

Method returing an internal array into which the nonzero elements (in the same order as airn and ajcn) are to be stored by the calling routine before a call to MultiSolve with a new_matrix=true.

The returned array must have space for at least nonzero elements.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::MultiSolve ( bool  new_matrix,
const Index airn,
const Index ajcn,
Index  nrhs,
double *  rhs_vals,
bool  check_NegEVals,
Index  numberOfNegEVals 
)
virtual

Solve operation for multiple right hand sides.

Overloaded from SparseSymLinearSolverInterface.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual Index Ipopt::MumpsSolverInterface::NumberOfNegEVals ( ) const
virtual

Number of negative eigenvalues detected during last factorization.

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).

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::MumpsSolverInterface::IncreaseQuality ( )
virtual

Request to increase quality of solution for next solve.

Ask 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.)

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::MumpsSolverInterface::ProvidesInertia ( ) const
inlinevirtual

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 92 of file IpMumpsSolverInterface.hpp.

EMatrixFormat Ipopt::MumpsSolverInterface::MatrixFormat ( ) const
inlinevirtual

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 99 of file IpMumpsSolverInterface.hpp.

static void Ipopt::MumpsSolverInterface::RegisterOptions ( SmartPtr< RegisteredOptions roptions)
static

Methods for IpoptType.

virtual bool Ipopt::MumpsSolverInterface::ProvidesDegeneracyDetection ( ) const
virtual

Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::MumpsSolverInterface::DetermineDependentRows ( const Index ia,
const Index ja,
std::list< Index > &  c_deps 
)
virtual

This method determines the list of row indices of the linearly dependent rows.

Reimplemented from Ipopt::SparseSymLinearSolverInterface.

void Ipopt::MumpsSolverInterface::operator= ( const MumpsSolverInterface )
private

Overloaded Equals Operator.

ESymSolverStatus Ipopt::MumpsSolverInterface::SymbolicFactorization ( )
private

Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.

ESymSolverStatus Ipopt::MumpsSolverInterface::Factorization ( bool  check_NegEVals,
Index  numberOfNegEVals 
)
private

Call MUMPS (job=2) to factorize the Matrix.

It is assumed that the first nonzeros_ element of a_ contain the values of the matrix to be factorized.

ESymSolverStatus Ipopt::MumpsSolverInterface::Solve ( Index  nrhs,
double *  rhs_vals 
)
private

Call MUMPS (job=3) to do the solve.


Member Data Documentation

void* Ipopt::MumpsSolverInterface::mumps_ptr_
private

Primary MUMP data structure.

Definition at line 139 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::negevals_
private

Number of negative eigenvalues.

Definition at line 145 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::initialized_
private

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 152 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::pivtol_changed_
private

Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.

Definition at line 155 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::refactorize_
private

Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have to factorize again.

Definition at line 159 of file IpMumpsSolverInterface.hpp.

Number Ipopt::MumpsSolverInterface::pivtol_
private

Pivol tolerance.

Definition at line 165 of file IpMumpsSolverInterface.hpp.

Number Ipopt::MumpsSolverInterface::pivtolmax_
private

Maximal pivot tolerance.

Definition at line 168 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mem_percent_
private

Percent increase in memory.

Definition at line 171 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mumps_permuting_scaling_
private

Permution and scaling method in MUMPS.

Definition at line 174 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mumps_pivot_order_
private

Pivot order in MUMPS.

Definition at line 177 of file IpMumpsSolverInterface.hpp.

Index Ipopt::MumpsSolverInterface::mumps_scaling_
private

Scaling in MUMPS.

Definition at line 180 of file IpMumpsSolverInterface.hpp.

Number Ipopt::MumpsSolverInterface::mumps_dep_tol_
private

Threshold in MUMPS to stay that a constraint is linearly dependent.

Definition at line 184 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::warm_start_same_structure_
private

Flag indicating whether the TNLP with identical structure has already been solved before.

Definition at line 188 of file IpMumpsSolverInterface.hpp.

bool Ipopt::MumpsSolverInterface::have_symbolic_factorization_
private

Flag indicating if symbolic factorization has already been called.

Definition at line 193 of file IpMumpsSolverInterface.hpp.


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