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authorGeorgey2017-07-05 11:40:43 +0530
committerGeorgey2017-07-05 11:40:43 +0530
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Added linux shared libraries and header files for int and ecos functions
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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: IpPDSystemSolver.hpp 1861 2010-12-21 21:34:47Z andreasw $
+//
+// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
+
+#ifndef __IPPDSYSTEMSOLVER_HPP__
+#define __IPPDSYSTEMSOLVER_HPP__
+
+#include "IpUtils.hpp"
+#include "IpSymMatrix.hpp"
+#include "IpAlgStrategy.hpp"
+#include "IpIteratesVector.hpp"
+
+namespace Ipopt
+{
+
+ /** Pure Primal Dual System Solver Base Class.
+ * This is the base class for all derived Primal-Dual System Solver Types.
+ *
+ * Here, we understand the primal-dual system as the following linear
+ * system:
+ *
+ * \f$
+ * \left[\begin{array}{cccccccc}
+ * W & 0 & J_c^T & J_d^T & -P^x_L & P^x_U & 0 & 0 \\
+ * 0 & 0 & 0 & -I & 0 & 0 & -P_L^d & P_U^d \\
+ * J_c & 0 & 0 & 0 & 0 & 0 & 0 & 0\\
+ * J_d & -I & 0 & 0 & 0 & 0 & 0 & 0\\
+ * Z_L(P_L^x)^T & 0 & 0 & 0 & Sl^x_L & 0 & 0 & 0\\
+ * -Z_U(P_U^x)^T & 0 & 0 & 0 & 0 & Sl^x_U & 0 & 0\\
+ * 0 & V_L(P_L^d)^T & 0 & 0 & 0 & 0 & Sl^s_L & 0 \\
+ * 0 & -V_U(P_U^d)^T & 0 & 0 & 0 & 0 & 0 & Sl^s_U \\
+ * \end{array}\right]
+ * \left(\begin{array}{c}
+ * sol_x\\ sol_s\\ sol_c\\ sol_d\\ sol^z_L\\ sol^z_U\\ sol^v_L\\
+ * sol^v_U
+ * \end{array}\right) =
+ * \left(\begin{array}{c}
+ * rhs_x\\ rhs_s\\ rhs_c\\ rhs_d\\ rhs^z_L\\ rhs^z_U\\ rhs^v_L\\
+ * rhs^v_U
+ * \end{array}\right)
+ * \f$
+ *
+ * Here, \f$Sl^x_L = (P^x_L)^T x - x_L\f$,
+ * \f$Sl^x_U = x_U - (P^x_U)^T x\f$, \f$Sl^d_L = (P^d_L)^T d(x) - d_L\f$,
+ * \f$Sl^d_U = d_U - (P^d_U)^T d(x)\f$. The results returned to the
+ * caller is \f$res = \alpha * sol + \beta * res\f$.
+ *
+ * The solution of this linear system (in order to compute the search
+ * direction of the algorthim) usually requires a considerable amount of
+ * computation time. Therefore, it is important to tailor the solution
+ * of this system to the characteristics of the problem. The purpose of
+ * this base class is to provide a generic interface to the algorithm
+ * that it can use whenever it requires a solution of the above system.
+ * Particular implementation can then be written to provide the methods
+ * defined here.
+ *
+ * It is implicitly assumed here, that the upper left 2 by 2 block
+ * is possibly modified (implicitly or explicitly) so that its
+ * projection onto the null space of the overall constraint
+ * Jacobian \f$\left[\begin{array}{cc}J_c & 0\\J_d &
+ * -I\end{array}\right]\f$ is positive definite. This is necessary
+ * to guarantee certain descent properties of the resulting search
+ * direction. For example, in the full space implementation, a
+ * multiple of the identity might be added to the upper left 2 by 2
+ * block.
+ *
+ * Note that the Solve method might be called several times for different
+ * right hand sides, but with identical data. Therefore, if possible,
+ * an implemetation of PDSystem should check whether the incoming data has
+ * changed, and not redo factorization etc. unless necessary.
+ */
+ class PDSystemSolver: public AlgorithmStrategyObject
+ {
+ public:
+ /** @name /Destructor */
+ //@{
+ /** Default Constructor */
+ PDSystemSolver()
+ {}
+
+ /** Default destructor */
+ virtual ~PDSystemSolver()
+ {}
+ //@}
+
+ /** overloaded from AlgorithmStrategyObject */
+ virtual bool InitializeImpl(const OptionsList& options,
+ const std::string& prefix) = 0;
+
+ /** Solve the primal dual system, given one right hand side. If
+ * the flag allow_inexact is set to true, it is not necessary to
+ * solve the system to best accuracy; for example, we don't want
+ * iterative refinement during the computation of the second
+ * order correction. On the other hand, if improve_solution is
+ * true, the solution given in res should be improved (here beta
+ * has to be zero, and res is assume to be the solution for the
+ * system using rhs, without the factor alpha...). THe return
+ * value is false, if a solution could not be computed (for
+ * example, when the Hessian regularization parameter becomes too
+ * large.)
+ */
+ virtual bool Solve(Number alpha,
+ Number beta,
+ const IteratesVector& rhs,
+ IteratesVector& res,
+ bool allow_inexact=false,
+ bool improve_solution=false) =0;
+
+ private:
+ /**@name 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. */
+ //@{
+ /** Overloaded Equals Operator */
+ PDSystemSolver& operator=(const PDSystemSolver&);
+ //@}
+ };
+
+
+} // namespace Ipopt
+
+#endif