Ipopt  3.11.9
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 
16 namespace Ipopt
17 {
18 
33  {
34  public:
41  PDPerturbationHandler& perturbHandler);
42 
44  virtual ~PDFullSpaceSolver();
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
IpPDPerturbationHandler.hpp
Ipopt::PDFullSpaceSolver::PDFullSpaceSolver
PDFullSpaceSolver(AugSystemSolver &augSysSolver, PDPerturbationHandler &perturbHandler)
Constructor that takes in the Augmented System solver that is to be used inside.
Ipopt::PDFullSpaceSolver::operator=
PDFullSpaceSolver & operator=(const PDFullSpaceSolver &)
Overloaded Equals Operator.
Ipopt::PDPerturbationHandler
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
Definition: IpPDPerturbationHandler.hpp:25
Ipopt::PDFullSpaceSolver::neg_curv_test_tol_
Number neg_curv_test_tol_
Tolernace for heuristic to ignore wrong inertia.
Definition: IpPDFullSpaceSolver.hpp:114
Ipopt
Definition: matlabjournal.hpp:14
Ipopt::Number
double Number
Type of all numbers.
Definition: IpTypes.hpp:17
Ipopt::PDFullSpaceSolver::augsys_improved_
bool augsys_improved_
Flag indicating if for the current matrix the solution quality of the augmented system solver has alr...
Definition: IpPDFullSpaceSolver.hpp:94
Ipopt::Matrix
Matrix Base Class.
Definition: IpMatrix.hpp:28
Ipopt::PDFullSpaceSolver
This is the implemetation of the Primal-Dual System, using the full space approach with a direct line...
Definition: IpPDFullSpaceSolver.hpp:33
Ipopt::PDFullSpaceSolver::InitializeImpl
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
Ipopt::PDFullSpaceSolver::dummy_cache_
CachedResults< void * > dummy_cache_
A dummy cache to figure out if the deltas are still up to date.
Definition: IpPDFullSpaceSolver.hpp:91
Ipopt::PDFullSpaceSolver::PDFullSpaceSolver
PDFullSpaceSolver()
Default Constructor.
Ipopt::PDFullSpaceSolver::ComputeResidualRatio
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...
Ipopt::PDFullSpaceSolver::Solve
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.
Ipopt::PDFullSpaceSolver::min_refinement_steps_
Index min_refinement_steps_
Minimal number of iterative refinement performed per backsolve.
Definition: IpPDFullSpaceSolver.hpp:100
Ipopt::Index
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:19
Ipopt::PDFullSpaceSolver::perturbHandler_
SmartPtr< PDPerturbationHandler > perturbHandler_
Pointer to the Perturbation Handler.
Definition: IpPDFullSpaceSolver.hpp:85
IpAugSystemSolver.hpp
Ipopt::SmartPtr
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:183
Ipopt::PDFullSpaceSolver::augSysSolver_
SmartPtr< AugSystemSolver > augSysSolver_
Pointer to the Solver for the augmented system.
Definition: IpPDFullSpaceSolver.hpp:83
IpPDSystemSolver.hpp
Ipopt::PDFullSpaceSolver::residual_improvement_factor_
Number residual_improvement_factor_
Factor defining require improvement to consider iterative refinement successful.
Definition: IpPDFullSpaceSolver.hpp:112
Ipopt::PDFullSpaceSolver::residual_ratio_singular_
Number residual_ratio_singular_
If the residual_ratio is larger than this value after trying to improve the solution,...
Definition: IpPDFullSpaceSolver.hpp:109
Ipopt::CachedResults< void * >
Ipopt::PDFullSpaceSolver::SolveOnce
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)...
Ipopt::PDSystemSolver
Pure Primal Dual System Solver Base Class.
Definition: IpPDSystemSolver.hpp:77
Ipopt::AugSystemSolver
Base class for Solver for the augmented system.
Definition: IpAugSystemSolver.hpp:38
Ipopt::SymMatrix
This is the base class for all derived symmetric matrix types.
Definition: IpSymMatrix.hpp:24
g
Number Number * g
Values of constraint at final point (output only - ignored if set to NULL)
Definition: IpStdCInterface.h:240
Ipopt::PDFullSpaceSolver::RegisterOptions
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
Ipopt::PDFullSpaceSolver::SinvBlrmZPTdBr
void SinvBlrmZPTdBr(Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Matrix &P, const Vector &g, Vector &X)
Compute .
Ipopt::PDFullSpaceSolver::residual_ratio_max_
Number residual_ratio_max_
Maximal allowed ratio of the norm of the residual over the norm of the right hand side and solution.
Definition: IpPDFullSpaceSolver.hpp:105
Ipopt::PDFullSpaceSolver::max_refinement_steps_
Index max_refinement_steps_
Maximal number of iterative refinement performed per backsolve.
Definition: IpPDFullSpaceSolver.hpp:102
Ipopt::OptionsList
This class stores a list of user set options.
Definition: IpOptionsList.hpp:33
Ipopt::PDFullSpaceSolver::ComputeResiduals
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...
Ipopt::Vector
Vector Base Class.
Definition: IpVector.hpp:48
Ipopt::IteratesVector
Specialized CompoundVector class specifically for the algorithm iterates.
Definition: IpIteratesVector.hpp:28
Ipopt::PDFullSpaceSolver::~PDFullSpaceSolver
virtual ~PDFullSpaceSolver()
Default destructor.