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IpMumpsSolverInterface.hpp
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1// Copyright (C) 2006, 2007 Damien Hocking, KBC Advanced Technologies
2// All Rights Reserved.
3// This code is published under the Eclipse Public License.
4//
5// Authors: Damien Hocking KBC 2006-03-20
6// (included his original contribution into Ipopt package on 2006-03-25)
7// Andreas Waechter IBM 2006-03-25
8// (minor changes and corrections)
9// Scott Turnberg CMU 2006-05-12
10// (major revision)
11// (incorporated by AW on 2006-11-11 into Ipopt package)
12
13#ifndef __IPMUMPSSOLVERINTERFACE_HPP__
14#define __IPMUMPSSOLVERINTERFACE_HPP__
15
17
18namespace Ipopt
19{
20
25{
26public:
29
31
35
37 const OptionsList& options,
38 const std::string& prefix
39 );
40
44 Index dim,
45 Index nonzeros,
46 const Index* airn,
47 const Index* ajcn
48 );
49
50 virtual double* GetValuesArrayPtr();
51
53 bool new_matrix,
54 const Index* airn,
55 const Index* ajcn,
56 Index nrhs,
57 double* rhs_vals,
58 bool check_NegEVals,
59 Index numberOfNegEVals
60 );
61
62 virtual Index NumberOfNegEVals() const;
64
65 //* @name Options of Linear solver */
67 virtual bool IncreaseQuality();
68
69 virtual bool ProvidesInertia() const
70 {
71 return true;
72 }
73
75 {
76 return Triplet_Format;
77 }
79
80 static void RegisterOptions(
82 );
83
84 virtual bool ProvidesDegeneracyDetection() const;
85
87 const Index* ia,
88 const Index* ja,
89 std::list<Index>& c_deps
90 );
91
92private:
101
104 );
105
109 );
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190 bool check_NegEVals,
191 Index numberOfNegEVals
192 );
193
196 Index nrhs,
197 double* rhs_vals
198 );
200};
201
202} // namespace Ipopt
203#endif
Interface to the linear solver Mumps, derived from SparseSymLinearSolverInterface.
MumpsSolverInterface()
Constructor.
virtual ~MumpsSolverInterface()
Destructor.
virtual Index NumberOfNegEVals() const
Number of negative eigenvalues detected during last factorization.
ESymSolverStatus Factorization(bool check_NegEVals, Index numberOfNegEVals)
Call MUMPS (job=2) to factorize the Matrix.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
EMatrixFormat MatrixFormat() const
Query of requested matrix type that the linear solver understands.
bool have_symbolic_factorization_
Flag indicating if symbolic factorization has already been called.
Index mumps_scaling_
Scaling in MUMPS.
Index mumps_permuting_scaling_
Permutation and scaling method in MUMPS.
ESymSolverStatus SymbolicFactorization()
Call MUMPS (job=1) to perform symbolic manipulations, and reserve memory.
static int instancecount_mpi
Counter on number of alive Mumps interface objects, if we have called MPI_Initialize.
virtual ESymSolverStatus DetermineDependentRows(const Index *ia, const Index *ja, std::list< Index > &c_deps)
This method determines the list of row indices of the linearly dependent rows.
bool refactorize_
Flag that is true if we just requested the values of the matrix again (SYMSOLVER_CALL_AGAIN) and have...
void * mumps_ptr_
Primary MUMP data structure.
virtual ESymSolverStatus InitializeStructure(Index dim, Index nonzeros, const Index *airn, const Index *ajcn)
Method for initializing internal structures.
virtual bool ProvidesInertia() const
Query whether inertia is computed by linear solver.
MumpsSolverInterface(const MumpsSolverInterface &)
Copy Constructor.
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
Implementation of the initialization method that has to be overloaded by for each derived class.
Index negevals_
Number of negative eigenvalues.
bool pivtol_changed_
Flag indicating if the matrix has to be refactorized because the pivot tolerance has been changed.
void operator=(const MumpsSolverInterface &)
Default Assignment Operator.
virtual bool IncreaseQuality()
Request to increase quality of solution for next solve.
ESymSolverStatus Solve(Index nrhs, double *rhs_vals)
Call MUMPS (job=3) to do the solve.
virtual ESymSolverStatus MultiSolve(bool new_matrix, const Index *airn, const Index *ajcn, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
Solve operation for multiple right hand sides.
Index mem_percent_
Percent increase in memory.
Number pivtolmax_
Maximal pivot tolerance.
Number mumps_dep_tol_
Threshold in MUMPS to state that a constraint is linearly dependent.
bool initialized_
Flag indicating if internal data is initialized.
virtual double * GetValuesArrayPtr()
Method returning an internal array into which the nonzero elements (in the same order as ja) will be ...
bool warm_start_same_structure_
Flag indicating whether the TNLP with identical structure has already been solved before.
virtual bool ProvidesDegeneracyDetection() const
Query whether the indices of linearly dependent rows/columns can be determined by this linear solver.
Index mumps_pivot_order_
Pivot order in MUMPS.
This class stores a list of user set options.
Template class for Smart Pointers.
Definition: IpSmartPtr.hpp:172
Base class for interfaces to symmetric indefinite linear solvers for sparse matrices.
EMatrixFormat
Enum to specify sparse matrix format.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ESymSolverStatus
Enum to report outcome of a linear solve.
int Index
Type of all indices of vectors, matrices etc.
Definition: IpTypes.hpp:17
double Number
Type of all numbers.
Definition: IpTypes.hpp:15