Ipopt  3.11.9
IpLowRankUpdateSymMatrix.hpp
Go to the documentation of this file.
1 // Copyright (C) 2005, 2008 International Business Machines and others.
2 // All Rights Reserved.
3 // This code is published under the Eclipse Public License.
4 //
5 // $Id: IpLowRankUpdateSymMatrix.hpp 1861 2010-12-21 21:34:47Z andreasw $
6 //
7 // Authors: Andreas Waechter IBM 2005-12-25
8 
9 #ifndef __IPLOWRANKUPDATESYMMATRIX_HPP__
10 #define __IPLOWRANKUPDATESYMMATRIX_HPP__
11 
12 #include "IpUtils.hpp"
13 #include "IpSymMatrix.hpp"
14 #include "IpMultiVectorMatrix.hpp"
15 
16 namespace Ipopt
17 {
18 
19  /* forward declarations */
20  class LowRankUpdateSymMatrixSpace;
21 
32  {
33  public:
34 
37 
40 
44 
46  void SetDiag(const Vector& D)
47  {
48  D_ = &D;
49  ObjectChanged();
50  }
51 
54  {
55  return D_;
56  }
57 
59  void SetV(const MultiVectorMatrix& V)
60  {
61  V_ = &V;
62  ObjectChanged();
63  }
64 
67  {
68  return V_;
69  }
70 
72  void SetU(const MultiVectorMatrix& U)
73  {
74  U_ = &U;
75  ObjectChanged();
76  }
77 
80  {
81  return U_;
82  }
83 
87 
91 
94  bool ReducedDiag() const;
95 
96  protected:
99  virtual void MultVectorImpl(Number alpha, const Vector& x,
100  Number beta, Vector& y) const;
101 
104  virtual bool HasValidNumbersImpl() const;
105 
106  virtual void ComputeRowAMaxImpl(Vector& rows_norms, bool init) const;
107 
108  virtual void ComputeColAMaxImpl(Vector& cols_norms, bool init) const;
109 
110  virtual void PrintImpl(const Journalist& jnlst,
111  EJournalLevel level,
112  EJournalCategory category,
113  const std::string& name,
114  Index indent,
115  const std::string& prefix) const;
117 
118  private:
129 
132 
136 
139 
142 
145 
148  };
149 
152  {
153  public:
160  bool reduced_diag)
161  :
162  SymMatrixSpace(dim),
165  reduced_diag_(reduced_diag)
166  {
168  }
169 
172  {}
174 
177  virtual SymMatrix* MakeNewSymMatrix() const
178  {
180  }
181 
184  {
185  return new LowRankUpdateSymMatrix(this);
186  }
187 
189  {
190  return P_LowRank_;
191  }
192 
194  {
195  return lowrank_vector_space_;
196  }
197 
198  bool ReducedDiag() const
199  {
200  return reduced_diag_;
201  }
202 
203  private:
214 
217 
221 
226 
230 
234  };
235 
236  inline
238  {
239  return owner_space_->P_LowRank();
240  }
241 
242  inline
244  {
245  return owner_space_->LowRankVectorSpace();
246  }
247 
248  inline
250  {
251  return owner_space_->ReducedDiag();
252  }
253 
254 } // namespace Ipopt
255 #endif
IpUtils.hpp
Ipopt::LowRankUpdateSymMatrixSpace
This is the matrix space for LowRankUpdateSymMatrix.
Definition: IpLowRankUpdateSymMatrix.hpp:152
Ipopt::LowRankUpdateSymMatrix::ComputeColAMaxImpl
virtual void ComputeColAMaxImpl(Vector &cols_norms, bool init) const
Since the matrix is symmetric, the row and column max norms are identical.
Ipopt::LowRankUpdateSymMatrix::PrintImpl
virtual void PrintImpl(const Journalist &jnlst, EJournalLevel level, EJournalCategory category, const std::string &name, Index indent, const std::string &prefix) const
Print detailed information about the matrix.
Ipopt::LowRankUpdateSymMatrix::HasValidNumbersImpl
virtual bool HasValidNumbersImpl() const
Method for determining if all stored numbers are valid (i.e., no Inf or Nan).
Ipopt::MultiVectorMatrix
Class for Matrices with few columns that consists of Vectors.
Definition: IpMultiVectorMatrix.hpp:26
Ipopt::LowRankUpdateSymMatrix::SetV
void SetV(const MultiVectorMatrix &V)
Method for setting the positive low-rank update part.
Definition: IpLowRankUpdateSymMatrix.hpp:59
Ipopt::LowRankUpdateSymMatrix::GetDiag
SmartPtr< const Vector > GetDiag() const
Method for getting the diagonal elements.
Definition: IpLowRankUpdateSymMatrix.hpp:53
Ipopt::LowRankUpdateSymMatrixSpace::ReducedDiag
bool ReducedDiag() const
Definition: IpLowRankUpdateSymMatrix.hpp:198
Ipopt::LowRankUpdateSymMatrixSpace::MakeNewLowRankUpdateSymMatrix
LowRankUpdateSymMatrix * MakeNewLowRankUpdateSymMatrix() const
Method for creating a new matrix of this specific type.
Definition: IpLowRankUpdateSymMatrix.hpp:183
Ipopt::LowRankUpdateSymMatrixSpace::lowrank_vector_space_
SmartPtr< const VectorSpace > lowrank_vector_space_
Vector space for the space in which the low-rank approximation lives.
Definition: IpLowRankUpdateSymMatrix.hpp:229
Ipopt::LowRankUpdateSymMatrix::GetU
SmartPtr< const MultiVectorMatrix > GetU() const
Method for getting the negative low-rank update part.
Definition: IpLowRankUpdateSymMatrix.hpp:79
IpMultiVectorMatrix.hpp
Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix
LowRankUpdateSymMatrix()
Default Constructor.
Ipopt::LowRankUpdateSymMatrixSpace::LowRankVectorSpace
SmartPtr< const VectorSpace > LowRankVectorSpace() const
Definition: IpLowRankUpdateSymMatrix.hpp:193
Ipopt::LowRankUpdateSymMatrix::owner_space_
SmartPtr< const LowRankUpdateSymMatrixSpace > owner_space_
corresponding matrix space
Definition: IpLowRankUpdateSymMatrix.hpp:138
Ipopt::LowRankUpdateSymMatrix::LowRankVectorSpace
SmartPtr< const VectorSpace > LowRankVectorSpace() const
Return the vector space in with the low-rank update vectors live.
Definition: IpLowRankUpdateSymMatrix.hpp:243
Ipopt
Definition: matlabjournal.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::LowRankUpdateSymMatrix::MultVectorImpl
virtual void MultVectorImpl(Number alpha, const Vector &x, Number beta, Vector &y) const
Matrix-vector multiply.
Ipopt::TaggedObject::ObjectChanged
void ObjectChanged()
Objects derived from TaggedObject MUST call this method every time their internal state changes to up...
Definition: IpTaggedObject.hpp:116
Ipopt::EJournalLevel
EJournalLevel
Print Level Enum.
Definition: IpJournalist.hpp:51
Ipopt::LowRankUpdateSymMatrixSpace::LowRankUpdateSymMatrixSpace
LowRankUpdateSymMatrixSpace(Index dim, SmartPtr< const Matrix > P_LowRank, SmartPtr< const VectorSpace > LowRankVectorSpace, bool reduced_diag)
Constructor, given the dimension of the matrix.
Definition: IpLowRankUpdateSymMatrix.hpp:157
Ipopt::LowRankUpdateSymMatrixSpace::~LowRankUpdateSymMatrixSpace
virtual ~LowRankUpdateSymMatrixSpace()
Destructor.
Definition: IpLowRankUpdateSymMatrix.hpp:171
x
Number * x
Input: Starting point Output: Optimal solution.
Definition: IpStdCInterface.h:238
Ipopt::LowRankUpdateSymMatrix::D_
SmartPtr< const Vector > D_
Vector storing the diagonal matrix D.
Definition: IpLowRankUpdateSymMatrix.hpp:141
Ipopt::LowRankUpdateSymMatrix::ReducedDiag
bool ReducedDiag() const
Flag indicating whether the diagonal term lives in the smaller space (from P_LowRank) or in the full ...
Definition: IpLowRankUpdateSymMatrix.hpp:249
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix
LowRankUpdateSymMatrix(const LowRankUpdateSymMatrixSpace *owner_space)
Constructor, given the corresponding matrix space.
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
Ipopt::LowRankUpdateSymMatrix::SetDiag
void SetDiag(const Vector &D)
Method for setting the diagonal elements (as a Vector).
Definition: IpLowRankUpdateSymMatrix.hpp:46
Ipopt::EJournalCategory
EJournalCategory
Category Selection Enum.
Definition: IpJournalist.hpp:70
Ipopt::LowRankUpdateSymMatrixSpace::LowRankUpdateSymMatrixSpace
LowRankUpdateSymMatrixSpace(const LowRankUpdateSymMatrixSpace &)
Copy Constructor.
Ipopt::LowRankUpdateSymMatrixSpace::LowRankUpdateSymMatrixSpace
LowRankUpdateSymMatrixSpace()
Default Constructor.
Ipopt::LowRankUpdateSymMatrix::P_LowRank
SmartPtr< const Matrix > P_LowRank() const
Return the expansion matrix to lift the low-rank update to the higher-dimensional space.
Definition: IpLowRankUpdateSymMatrix.hpp:237
IpSymMatrix.hpp
Ipopt::LowRankUpdateSymMatrix::~LowRankUpdateSymMatrix
~LowRankUpdateSymMatrix()
Destructor.
Ipopt::LowRankUpdateSymMatrixSpace::P_LowRank
SmartPtr< const Matrix > P_LowRank() const
Definition: IpLowRankUpdateSymMatrix.hpp:188
Ipopt::Journalist
Class responsible for all message output.
Definition: IpJournalist.hpp:135
Ipopt::LowRankUpdateSymMatrixSpace::operator=
void operator=(const LowRankUpdateSymMatrixSpace &)
Overloaded Equals Operator.
Ipopt::LowRankUpdateSymMatrixSpace::MakeNewSymMatrix
virtual SymMatrix * MakeNewSymMatrix() const
Overloaded MakeNew method for the SymMatrixSpace base class.
Definition: IpLowRankUpdateSymMatrix.hpp:177
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:24
Ipopt::LowRankUpdateSymMatrix::ComputeRowAMaxImpl
virtual void ComputeRowAMaxImpl(Vector &rows_norms, bool init) const
Compute the max-norm of the rows in the matrix.
Ipopt::LowRankUpdateSymMatrix::GetV
SmartPtr< const MultiVectorMatrix > GetV() const
Method for getting the positive low-rank update part.
Definition: IpLowRankUpdateSymMatrix.hpp:66
Ipopt::SymMatrixSpace
SymMatrixSpace base class, corresponding to the SymMatrix base class.
Definition: IpSymMatrix.hpp:82
Ipopt::IsValid
bool IsValid(const SmartPtr< U > &smart_ptr)
Definition: IpSmartPtr.hpp:589
Ipopt::LowRankUpdateSymMatrix::V_
SmartPtr< const MultiVectorMatrix > V_
Vector storing the positive low-rank update.
Definition: IpLowRankUpdateSymMatrix.hpp:144
Ipopt::LowRankUpdateSymMatrixSpace::P_LowRank_
SmartPtr< const Matrix > P_LowRank_
Expansion matrix to lift the low-rank approximation into a possibly higher-dimensional space.
Definition: IpLowRankUpdateSymMatrix.hpp:225
Ipopt::LowRankUpdateSymMatrix::LowRankUpdateSymMatrix
LowRankUpdateSymMatrix(const LowRankUpdateSymMatrix &)
Copy Constructor.
Ipopt::LowRankUpdateSymMatrix::SetU
void SetU(const MultiVectorMatrix &U)
Method for setting the negative low-rank update part.
Definition: IpLowRankUpdateSymMatrix.hpp:72
DBG_ASSERT
#define DBG_ASSERT(test)
Definition: IpDebug.hpp:38
Ipopt::LowRankUpdateSymMatrixSpace::reduced_diag_
bool reduced_diag_
Flag indicating whether the diagonal matrix is nonzero only in the space of V or in the full space.
Definition: IpLowRankUpdateSymMatrix.hpp:233
Ipopt::LowRankUpdateSymMatrix::operator=
void operator=(const LowRankUpdateSymMatrix &)
Overloaded Equals Operator.
Ipopt::LowRankUpdateSymMatrix
Class for symmetric matrices, represented as low-rank updates.
Definition: IpLowRankUpdateSymMatrix.hpp:32
Ipopt::LowRankUpdateSymMatrix::U_
SmartPtr< const MultiVectorMatrix > U_
Vector storing the negative low-rank update.
Definition: IpLowRankUpdateSymMatrix.hpp:147
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:48