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Ipopt::PardisoSolverInterface Class Reference

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface. More...

#include <IpPardisoSolverInterface.hpp>

+ Inheritance diagram for Ipopt::PardisoSolverInterface:

List of all members.

Public Member Functions

bool InitializeImpl (const OptionsList &options, const std::string &prefix)
 overloaded from AlgorithmStrategyObject
Constructor/Destructor
 PardisoSolverInterface ()
 Constructor.
virtual ~PardisoSolverInterface ()
 Destructor.
Methods for requesting solution of the linear system.
virtual ESymSolverStatus InitializeStructure (Index dim, Index nonzeros, const Index *ia, const Index *ja)
 Method for initializing internal stuctures.
virtual double * GetValuesArrayPtr ()
 Method returing an internal array into which the nonzero elements are to be stored.
virtual ESymSolverStatus MultiSolve (bool new_matrix, const Index *ia, const Index *ja, Index nrhs, double *rhs_vals, bool check_NegEVals, Index numberOfNegEVals)
 Solve operation for multiple right hand sides.
virtual Index NumberOfNegEVals () const
 Number of negative eigenvalues detected during last factorization.
virtual bool IncreaseQuality ()
 Request to increase quality of solution for next solve.
virtual bool ProvidesInertia () const
 Query whether inertia is computed by linear solver.
EMatrixFormat MatrixFormat () const
 Query of requested matrix type that the linear solver understands.

Static Public Member Functions

static void RegisterOptions (SmartPtr< RegisteredOptions > roptions)
 Methods for IpoptType.

Private Member Functions

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.

 PardisoSolverInterface (const PardisoSolverInterface &)
 Copy Constructor.
void operator= (const PardisoSolverInterface &)
 Overloaded Equals Operator.
Internal functions
ESymSolverStatus SymbolicFactorization (const Index *ia, const Index *ja)
 Call Pardiso to do the analysis phase.
ESymSolverStatus Factorization (const Index *ia, const Index *ja, bool check_NegEVals, Index numberOfNegEVals)
 Call Pardiso to factorize the Matrix.
ESymSolverStatus Solve (const Index *ia, const Index *ja, Index nrhs, double *rhs_vals)
 Call Pardiso to do the Solve.

Private Attributes

Information about the matrix
Index dim_
 Number of rows and columns of the matrix.
Index nonzeros_
 Number of nonzeros of the matrix in triplet representation.
double * a_
 Array for storing the values of the matrix.
Information about most recent factorization/solve
Index negevals_
 Number of negative eigenvalues.
Initialization flags
bool initialized_
 Flag indicating if internal data is initialized.
Solver specific information
void ** PT_
 Internal data address pointers.
ipfint MAXFCT_
 Maximal number of factors with identical nonzero structure.
ipfint MNUM_
 Actual matrix for the solution phase.
ipfint MTYPE_
 Matrix type; real and symmetric indefinite.
ipfintIPARM_
 Parameter and info array for Pardiso.
double * DPARM_
 Parameter and info array for Pardiso.
ipfint MSGLVL_
 Message level.
Some counters for debugging
Index debug_last_iter_
Index debug_cnt_

Solver specific options

enum  PardisoMatchingStrategy { COMPLETE, COMPLETE2x2, CONSTRAINT }
 Type for mathcing strategies. More...
PardisoMatchingStrategy match_strat_
 Option that controls the matching strategy.
bool have_symbolic_factorization_
 Flag indicating if symbolic factorization has already been performed.
bool pardiso_redo_symbolic_fact_only_if_inertia_wrong_
 Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.
bool pardiso_repeated_perturbation_means_singular_
 Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.
bool skip_inertia_check_
 Flag indicating if the interia is always assumed to be correct.
bool pardiso_iterative_
 Flag indicating whether we are using the iterative solver in Pardiso.
Index pardiso_max_droptol_corrections_
 Maximal number of decreases of drop tolerance during one solve.

Detailed Description

Interface to the linear solver Pardiso, derived from SparseSymLinearSolverInterface.

For details, see description of SparseSymLinearSolverInterface base class.

Definition at line 24 of file IpPardisoSolverInterface.hpp.


Member Enumeration Documentation

Type for mathcing strategies.

Enumerator:
COMPLETE 
COMPLETE2x2 
CONSTRAINT 

Definition at line 141 of file IpPardisoSolverInterface.hpp.


Constructor & Destructor Documentation

Constructor.

Destructor.

Copy Constructor.


Member Function Documentation

bool Ipopt::PardisoSolverInterface::InitializeImpl ( const OptionsList options,
const std::string &  prefix 
) [virtual]
virtual ESymSolverStatus Ipopt::PardisoSolverInterface::InitializeStructure ( Index  dim,
Index  nonzeros,
const Index ia,
const Index ja 
) [virtual]

Method for initializing internal stuctures.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual double* Ipopt::PardisoSolverInterface::GetValuesArrayPtr ( ) [virtual]

Method returing an internal array into which the nonzero elements are to be stored.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual ESymSolverStatus Ipopt::PardisoSolverInterface::MultiSolve ( bool  new_matrix,
const Index ia,
const Index ja,
Index  nrhs,
double *  rhs_vals,
bool  check_NegEVals,
Index  numberOfNegEVals 
) [virtual]

Solve operation for multiple right hand sides.

Implements Ipopt::SparseSymLinearSolverInterface.

Number of negative eigenvalues detected during last factorization.

Implements Ipopt::SparseSymLinearSolverInterface.

Request to increase quality of solution for next solve.

Implements Ipopt::SparseSymLinearSolverInterface.

virtual bool Ipopt::PardisoSolverInterface::ProvidesInertia ( ) const [inline, virtual]

Query whether inertia is computed by linear solver.

Returns true, if linear solver provides inertia.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 76 of file IpPardisoSolverInterface.hpp.

Query of requested matrix type that the linear solver understands.

Implements Ipopt::SparseSymLinearSolverInterface.

Definition at line 83 of file IpPardisoSolverInterface.hpp.

Methods for IpoptType.

void Ipopt::PardisoSolverInterface::operator= ( const PardisoSolverInterface ) [private]

Overloaded Equals Operator.

Call Pardiso to do the analysis phase.

ESymSolverStatus Ipopt::PardisoSolverInterface::Factorization ( const Index ia,
const Index ja,
bool  check_NegEVals,
Index  numberOfNegEVals 
) [private]

Call Pardiso to factorize the Matrix.

ESymSolverStatus Ipopt::PardisoSolverInterface::Solve ( const Index ia,
const Index ja,
Index  nrhs,
double *  rhs_vals 
) [private]

Call Pardiso to do the Solve.


Member Data Documentation

Number of rows and columns of the matrix.

Definition at line 113 of file IpPardisoSolverInterface.hpp.

Number of nonzeros of the matrix in triplet representation.

Definition at line 116 of file IpPardisoSolverInterface.hpp.

Array for storing the values of the matrix.

Definition at line 119 of file IpPardisoSolverInterface.hpp.

Number of negative eigenvalues.

Definition at line 135 of file IpPardisoSolverInterface.hpp.

Option that controls the matching strategy.

Definition at line 148 of file IpPardisoSolverInterface.hpp.

Flag indicating if symbolic factorization has already been performed.

Definition at line 151 of file IpPardisoSolverInterface.hpp.

Flag indicating whether the symbolic factorization should only be done after perturbed elements, if the inertia was wrong.

Definition at line 154 of file IpPardisoSolverInterface.hpp.

Flag indicating whether repeated perturbed elements even after a new symbolic factorization should be interpreted as a singular matrix.

Definition at line 158 of file IpPardisoSolverInterface.hpp.

Flag indicating if the interia is always assumed to be correct.

Definition at line 161 of file IpPardisoSolverInterface.hpp.

Flag indicating whether we are using the iterative solver in Pardiso.

Definition at line 164 of file IpPardisoSolverInterface.hpp.

Maximal number of decreases of drop tolerance during one solve.

Definition at line 166 of file IpPardisoSolverInterface.hpp.

Flag indicating if internal data is initialized.

For initialization, this object needs to have seen a matrix

Definition at line 173 of file IpPardisoSolverInterface.hpp.

Internal data address pointers.

Definition at line 179 of file IpPardisoSolverInterface.hpp.

Maximal number of factors with identical nonzero structure.

Here, we only store one factorization. Is always 1.

Definition at line 182 of file IpPardisoSolverInterface.hpp.

Actual matrix for the solution phase.

Is always 1.

Definition at line 184 of file IpPardisoSolverInterface.hpp.

Matrix type; real and symmetric indefinite.

Is always -2.

Definition at line 186 of file IpPardisoSolverInterface.hpp.

Parameter and info array for Pardiso.

Definition at line 188 of file IpPardisoSolverInterface.hpp.

Parameter and info array for Pardiso.

Definition at line 190 of file IpPardisoSolverInterface.hpp.

Message level.

Definition at line 192 of file IpPardisoSolverInterface.hpp.

Definition at line 197 of file IpPardisoSolverInterface.hpp.

Definition at line 198 of file IpPardisoSolverInterface.hpp.


The documentation for this class was generated from the following file:
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