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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: IpAugSystemSolver.hpp 2269 2013-05-05 11:32:40Z stefan $
//
// Authors: Carl Laird, Andreas Waechter IBM 2004-08-13
#ifndef __IP_AUGSYSTEMSOLVER_HPP__
#define __IP_AUGSYSTEMSOLVER_HPP__
#include "IpSymMatrix.hpp"
#include "IpSymLinearSolver.hpp"
#include "IpAlgStrategy.hpp"
namespace Ipopt
{
DECLARE_STD_EXCEPTION(FATAL_ERROR_IN_LINEAR_SOLVER);
/** Base class for Solver for the augmented system. This is the
* base class for linear solvers that solve the augmented system,
* which is defined as
*
* \f$\left[\begin{array}{cccc}
* W + D_x + \delta_xI & 0 & J_c^T & J_d^T\\
* 0 & D_s + \delta_sI & 0 & -I \\
* J_c & 0 & D_c - \delta_cI & 0\\
* J_d & -I & 0 & D_d - \delta_dI
* \end{array}\right]
* \left(\begin{array}{c}sol_x\\sol_s\\sol_c\\sol_d\end{array}\right)=
* \left(\begin{array}{c}rhs_x\\rhs_s\\rhs_c\\rhs_d\end{array}\right)\f$
*
* Since this system might be solved repeatedly for different right
* hand sides, it is desirable to step the factorization of a
* direct linear solver if possible.
*/
class AugSystemSolver: public AlgorithmStrategyObject
{
public:
/**@name Constructors/Destructors */
//@{
/** Default constructor. */
AugSystemSolver()
{}
/** Default destructor */
virtual ~AugSystemSolver()
{}
//@}
/** overloaded from AlgorithmStrategyObject */
virtual bool InitializeImpl(const OptionsList& options,
const std::string& prefix) = 0;
/** Set up the augmented system and solve it for a given right hand
* side. If desired (i.e. if check_NegEVals is true), then the
* solution is only computed if the number of negative eigenvalues
* matches numberOfNegEVals.
*
* The return value is the return value of the linear solver object.
*/
virtual ESymSolverStatus Solve(
const SymMatrix* W,
double W_factor,
const Vector* D_x,
double delta_x,
const Vector* D_s,
double delta_s,
const Matrix* J_c,
const Vector* D_c,
double delta_c,
const Matrix* J_d,
const Vector* D_d,
double delta_d,
const Vector& rhs_x,
const Vector& rhs_s,
const Vector& rhs_c,
const Vector& rhs_d,
Vector& sol_x,
Vector& sol_s,
Vector& sol_c,
Vector& sol_d,
bool check_NegEVals,
Index numberOfNegEVals)
{
std::vector<SmartPtr<const Vector> > rhs_xV(1);
rhs_xV[0] = &rhs_x;
std::vector<SmartPtr<const Vector> > rhs_sV(1);
rhs_sV[0] = &rhs_s;
std::vector<SmartPtr<const Vector> > rhs_cV(1);
rhs_cV[0] = &rhs_c;
std::vector<SmartPtr<const Vector> > rhs_dV(1);
rhs_dV[0] = &rhs_d;
std::vector<SmartPtr<Vector> > sol_xV(1);
sol_xV[0] = &sol_x;
std::vector<SmartPtr<Vector> > sol_sV(1);
sol_sV[0] = &sol_s;
std::vector<SmartPtr<Vector> > sol_cV(1);
sol_cV[0] = &sol_c;
std::vector<SmartPtr<Vector> > sol_dV(1);
sol_dV[0] = &sol_d;
return MultiSolve(W, W_factor, D_x, delta_x, D_s, delta_s, J_c, D_c, delta_c,
J_d, D_d, delta_d, rhs_xV, rhs_sV, rhs_cV, rhs_dV,
sol_xV, sol_sV, sol_cV, sol_dV, check_NegEVals,
numberOfNegEVals);
}
/** Like Solve, but for multiple right hand sides. The inheriting
* class has to be overload at least one of Solve and
* MultiSolve. */
virtual ESymSolverStatus MultiSolve(
const SymMatrix* W,
double W_factor,
const Vector* D_x,
double delta_x,
const Vector* D_s,
double delta_s,
const Matrix* J_c,
const Vector* D_c,
double delta_c,
const Matrix* J_d,
const Vector* D_d,
double delta_d,
std::vector<SmartPtr<const Vector> >& rhs_xV,
std::vector<SmartPtr<const Vector> >& rhs_sV,
std::vector<SmartPtr<const Vector> >& rhs_cV,
std::vector<SmartPtr<const Vector> >& rhs_dV,
std::vector<SmartPtr<Vector> >& sol_xV,
std::vector<SmartPtr<Vector> >& sol_sV,
std::vector<SmartPtr<Vector> >& sol_cV,
std::vector<SmartPtr<Vector> >& sol_dV,
bool check_NegEVals,
Index numberOfNegEVals)
{
// Solve for one right hand side after the other
Index nrhs = (Index)rhs_xV.size();
DBG_ASSERT(nrhs>0);
DBG_ASSERT(nrhs==(Index)rhs_sV.size());
DBG_ASSERT(nrhs==(Index)rhs_cV.size());
DBG_ASSERT(nrhs==(Index)rhs_dV.size());
DBG_ASSERT(nrhs==(Index)sol_xV.size());
DBG_ASSERT(nrhs==(Index)sol_sV.size());
DBG_ASSERT(nrhs==(Index)sol_cV.size());
DBG_ASSERT(nrhs==(Index)sol_dV.size());
ESymSolverStatus retval=SYMSOLVER_SUCCESS;
for (Index i=0; i<nrhs; i++) {
retval = Solve(W, W_factor, D_x, delta_x, D_s, delta_s, J_c, D_c, delta_c,
J_d, D_d, delta_d,
*rhs_xV[i], *rhs_sV[i], *rhs_cV[i], *rhs_dV[i],
*sol_xV[i], *sol_sV[i], *sol_cV[i], *sol_dV[i],
check_NegEVals, numberOfNegEVals);
if (retval!=SYMSOLVER_SUCCESS) {
break;
}
}
return retval;
}
/** Number of negative eigenvalues detected during last
* solve. 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;
/** Query whether inertia is computed by linear solver.
* Returns true, if linear solver provides inertia.
*/
virtual bool ProvidesInertia() const =0;
/** Request to increase quality of solution for next solve. Ask
* underlying 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;
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. */
//@{
/** Copy Constructor */
AugSystemSolver(const AugSystemSolver&);
/** Overloaded Equals Operator */
void operator=(const AugSystemSolver&);
//@}
};
} // namespace Ipopt
#endif
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