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authorGeorgey2017-03-15 16:34:53 +0530
committerGeorgey2017-03-15 16:34:53 +0530
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parente9d5a25d2eb1950e5ce0adf29a67850e38d23dd3 (diff)
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Added header files for Ipopt 3.12.7,minor modifications to symphony's output texts
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+// Copyright (C) 2004, 2006 International Business Machines and others.
+// All Rights Reserved.
+// This code is published under the Eclipse Public License.
+//
+// $Id: IpSymLinearSolver.hpp 2322 2013-06-12 17:45:57Z stefan $
+//
+// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
+
+#ifndef __IPSYMLINEARSOLVER_HPP__
+#define __IPSYMLINEARSOLVER_HPP__
+
+#include "IpUtils.hpp"
+#include "IpSymMatrix.hpp"
+#include "IpAlgStrategy.hpp"
+#include <vector>
+
+namespace Ipopt
+{
+
+ /** Enum to report outcome of a linear solve */
+ enum ESymSolverStatus {
+ /** Successful solve */
+ SYMSOLVER_SUCCESS,
+ /** Matrix seems to be singular; solve was aborted */
+ SYMSOLVER_SINGULAR,
+ /** The number of negative eigenvalues is not correct */
+ SYMSOLVER_WRONG_INERTIA,
+ /** Call the solver interface again after the matrix values have
+ * been restored */
+ SYMSOLVER_CALL_AGAIN,
+ /** Unrecoverable error in linear solver occurred. The
+ * optimization will be aborted. */
+ SYMSOLVER_FATAL_ERROR
+ };
+
+ /** Base class for all derived symmetric linear
+ * solvers. In the full space version of Ipopt a large linear
+ * system has to be solved for the augmented system. This case is
+ * meant to be the base class for all derived linear solvers for
+ * symmetric matrices (of type SymMatrix).
+ *
+ * A linear solver can be used repeatedly for matrices with
+ * identical structure of nonzero elements. The nonzero structure
+ * of those matrices must not be changed between calls.
+ *
+ * The called might ask the solver to only solve the linear system
+ * if the system is nonsingular, and if the number of negative
+ * eigenvalues matches a given number.
+ */
+ class SymLinearSolver: public AlgorithmStrategyObject
+ {
+ public:
+ /** @name Constructor/Destructor */
+ //@{
+ SymLinearSolver()
+ {}
+
+ virtual ~SymLinearSolver()
+ {}
+ //@}
+
+ /** overloaded from AlgorithmStrategyObject */
+ virtual bool InitializeImpl(const OptionsList& options,
+ const std::string& prefix) = 0;
+
+ /** @name Methods for requesting solution of the linear system. */
+ //@{
+ /** Solve operation for multiple right hand sides. Solves the
+ * linear system A * Sol = Rhs with multiple right hand sides. If
+ * necessary, A is factorized. Correct solutions are only
+ * guaranteed if the return values is SYMSOLVER_SUCCESS. The
+ * solver will return SYMSOLVER_SINGULAR if the linear system is
+ * singular, and it will return SYMSOLVER_WRONG_INERTIA if
+ * check_NegEVals is true and the number of negative eigenvalues
+ * in the matrix does not match numberOfNegEVals.
+ *
+ * check_NegEVals cannot be chosen true, if ProvidesInertia()
+ * returns false.
+ */
+ virtual ESymSolverStatus MultiSolve(const SymMatrix &A,
+ std::vector<SmartPtr<const Vector> >& rhsV,
+ std::vector<SmartPtr<Vector> >& solV,
+ bool check_NegEVals,
+ Index numberOfNegEVals)=0;
+
+ /** Solve operation for a single right hand side. Solves the
+ * linear system A * Sol = Rhs. See MultiSolve for more
+ * details. */
+ ESymSolverStatus Solve(const SymMatrix &A,
+ const Vector& rhs, Vector& sol,
+ bool check_NegEVals,
+ Index numberOfNegEVals)
+ {
+ std::vector<SmartPtr<const Vector> > rhsV(1);
+ rhsV[0] = &rhs;
+ std::vector<SmartPtr<Vector> > solV(1);
+ solV[0] = &sol;
+ return MultiSolve(A, rhsV, solV, check_NegEVals,
+ numberOfNegEVals);
+ }
+
+ /** 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).
+ */
+ virtual Index NumberOfNegEVals() const =0;
+ //@}
+
+ //* @name Options of Linear solver */
+ //@{
+ /** 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.)
+ */
+ virtual bool IncreaseQuality() =0;
+
+ /** Query whether inertia is computed by linear solver.
+ * Returns true, if linear solver provides inertia.
+ */
+ virtual bool ProvidesInertia() const =0;
+ //@}
+ };
+
+
+} // namespace Ipopt
+
+#endif