#include <NlpGenLinsys.h>

Inheritance diagram for NlpGenLinsys:

Public Member Functions
	NlpGenLinsys (NlpGen factory, NlpGenData data, LinearAlgebraPackage *la)

	NlpGenLinsys ()

	~NlpGenLinsys ()

virtual void	factor (Data prob, Variables vars, RegularizationAlg *RegInfo)

virtual void	factor (Data prob, Variables vars)

virtual void	solve (Data prob, Variables vars, Residuals res, Variables step)

virtual void	solve_NTsteps (Data prob, Variables vars, Residuals resids, Variables Nstep, Variables Tstep, Variables NTstep)

virtual void	solve_IterRefine (Data prob_in, Variables vars_in, Residuals res_in, Variables step_in, Residuals KKT_Resid_in, Variables KKT_sol_in)

virtual void	joinRHS (OoqpVector &rhs, OoqpVector &rhs1, OoqpVector &rhs2, OoqpVector &rhs3)

virtual void	separateVars (OoqpVector &vars1, OoqpVector &vars2, OoqpVector &vars3, OoqpVector &vars)

virtual void	solveXYZS (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, OoqpVector &steps, OoqpVector &ztemp, NlpGenData *data)

virtual void	solveCompressed (OoqpVector &rhs)=0

virtual void	solveCompressedAugXSYZ (OoqpVector &stepx, OoqpVector &steps, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *prob)

virtual void	solveCompressedAugXSYZ_PETSC (OoqpVector &stepx, OoqpVector &steps, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *prob)

virtual void	solveBiCGStab (OoqpVector &stepx, OoqpVector &steps, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *data)

virtual void	putXDiagonal (OoqpVector &xdiag)=0

virtual void	putSDiagonal (OoqpVector &xdiag)=0

virtual void	putZDiagonal (OoqpVector &sdiag)=0

virtual void	computeDiagonals (OoqpVector &dd, OoqpVector &omega, OoqpVector &t, OoqpVector &lambda, OoqpVector &u, OoqpVector &pi, OoqpVector &v, OoqpVector &gamma, OoqpVector &w, OoqpVector &phi)

virtual void	solveCompressedBiCGStab (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *data)

virtual void	solveCompressedIterRefin (OoqpVector &stepx, OoqpVector &stepy, OoqpVector &stepz, NlpGenData *data)

virtual void	matXYZMult (double beta, OoqpVector &res, double alpha, OoqpVector &sol, NlpGenData *data, OoqpVector &solx, OoqpVector &soly, OoqpVector &solz)

virtual void	matXSYZMult (double beta, OoqpVector &res, double alpha, OoqpVector &sol, NlpGenData *data, OoqpVector &solx, OoqpVector &sols, OoqpVector &soly, OoqpVector &solz)

virtual void	putYDualDiagonal (OoqpVector &ydiag)=0

virtual void	joinRHSXSYZ (OoqpVector &rhs_in, OoqpVector &rhs1_in, OoqpVector &rhs2_in, OoqpVector &rhs3_in, OoqpVector &rhs4_in)

virtual void	separateVarsXSYZ (OoqpVector &x_in, OoqpVector &s_in, OoqpVector &y_in, OoqpVector &z_in, OoqpVector &vars_in)

virtual void	factorNoMatChange (Data prob_in, Variables vars_in, RegularizationAlg *RegInfo)

virtual void	UpdateMatrices (Data *prob_in, int const updateLevel=2)

virtual double	computeResidual (NlpGenData *data, OoqpVector &res_, OoqpVector &sol_, OoqpVector &solx_, OoqpVector &sols_, OoqpVector &soly_, OoqpVector &solz_)

virtual double	computeResidual_FullKKT (NlpGenData data, NlpGenResiduals res_, NlpGenVars sol_, NlpGenVars var_)

virtual double	eval_xWx (NlpGenData prob, NlpGenResiduals resid, NlpGenVars *steps)

virtual void	computeQuantitiesForDualReg (NlpGenData prob, NlpGenVars vars, NlpGenResiduals resid, NlpGenVars steps, double *dualRegQuantities)

virtual void	setXDiagonal (OoqpVector &xdiag)=0

virtual void	setSDiagonal (OoqpVector &sdiag)=0

virtual void	setYDiagonal (OoqpVector &ydiag)=0

virtual void	setZDiagonal (OoqpVector &zdiag)=0

virtual void	copyXSYZ_fromArray (OoqpVector &vec_xsyz, double *array_in, const int nb_col)

virtual void	copyXSYZ_toArray (OoqpVector &vec_xsyz, double *array_in, const int nb_col)

Public Member Functions inherited from LinearSystem
virtual	~LinearSystem ()

Public Attributes
OoqpVector *	nomegaInv

OoqpVector *	rhs

OoqpVector *	rhs_back

NlpGen *	factory

long long	nx

long long	my

long long	mz

double	priReg

double	dualReg

OoqpVector *	dd

OoqpVector *	dq

OoqpVector *	temp_diagX

OoqpVector *	temp_diagS

OoqpVector *	temp_diagY

OoqpVector *	temp_diagZ

OoqpVector *	additiveDiag

OoqpVector *	ixupp

OoqpVector *	icupp

OoqpVector *	ixlow

OoqpVector *	iclow

int	nxupp

int	nxlow

int	mcupp

int	mclow

int	num_slacks

int	useRefs

OoqpVector *	sol

OoqpVector *	res

OoqpVector *	resx

OoqpVector *	ress

OoqpVector *	resy

OoqpVector *	resz

OoqpVector *	sol2

OoqpVector *	res2

OoqpVector *	res3

OoqpVector *	res4

OoqpVector *	res5

OoqpVector *	sol2Bicg

OoqpVector *	res2Bicg

OoqpVector *	res3Bicg

OoqpVector *	res4Bicg

OoqpVector *	res5Bicg

int	KryIter

bool	allocateSpace

Protected Attributes
bool	fullQ

Detailed Description

Linear System solvers for the general NLP formulation. This class contains definitions of methods and data common to the sparse and dense special cases of the general formulation. The derived classes NlpGenSparseLinsys and NlpGenDenseLinsys contain the aspects that are specific to the sparse and dense forms.

See also: NlpGenSparseLinsys; NlpGenDenseLinsys

Constructor & Destructor Documentation

NlpGenLinsys::NlpGenLinsys	(	NlpGen *	factory,
		NlpGenData *	data,
		LinearAlgebraPackage *	la
	)

NlpGenLinsys::NlpGenLinsys ( )

inline

NlpGenLinsys::~NlpGenLinsys ( )

Member Function Documentation

void NlpGenLinsys::computeDiagonals	(	OoqpVector &	dd,
		OoqpVector &	omega,
		OoqpVector &	t,
		OoqpVector &	lambda,
		OoqpVector &	u,
		OoqpVector &	pi,
		OoqpVector &	v,
		OoqpVector &	gamma,
		OoqpVector &	w,
		OoqpVector &	phi
	)

virtual

computes the diagonal matrices in the augmented system from the current set of variables

void NlpGenLinsys::computeQuantitiesForDualReg	(	NlpGenData *	prob,
		NlpGenVars *	vars,
		NlpGenResiduals *	resid,
		NlpGenVars *	steps,
		double *	dualRegQuantities
	)

virtual

compute Quantities For the usage of Dual Reg

double NlpGenLinsys::computeResidual	(	NlpGenData *	data,
		OoqpVector &	res_,
		OoqpVector &	sol_,
		OoqpVector &	solx_,
		OoqpVector &	sols_,
		OoqpVector &	soly_,
		OoqpVector &	solz_
	)

virtual

double NlpGenLinsys::computeResidual_FullKKT	(	NlpGenData *	data,
		NlpGenResiduals *	res_,
		NlpGenVars *	sol_,
		NlpGenVars *	var_
	)

virtual

void NlpGenLinsys::copyXSYZ_fromArray	(	OoqpVector &	vec_xsyz,
		double *	array_in,
		const int	nb_col
	)

virtual

void NlpGenLinsys::copyXSYZ_toArray	(	OoqpVector &	vec_xsyz,
		double *	array_in,
		const int	nb_col
	)

virtual

double NlpGenLinsys::eval_xWx	(	NlpGenData *	prob,
		NlpGenResiduals *	resid,
		NlpGenVars *	steps
	)

virtual

check curvature xWx

void NlpGenLinsys::factor	(	Data *	prob,
		Variables *	vars,
		RegularizationAlg *	RegInfo
	)

virtual

sets up the matrix for the main linear system in "augmented system" form. The actual factorization is performed by a routine specific to either the sparse or dense case.

See also: NlpGenSparseLinsys::factor; NlpGenDenseLinsys::factor

Reimplemented in NlpGenSparseLinsys, and sLinsys.

void NlpGenLinsys::factor	(	Data *	prob,
		Variables *	vars
	)

virtual

factorizes the matrix, stores data related to the factorization to prepare for later calls to "solve"

Implements LinearSystem.

Reimplemented in NlpGenSparseLinsys, and sLinsys.

void NlpGenLinsys::factorNoMatChange	(	Data *	prob_in,
		Variables *	vars_in,
		RegularizationAlg *	RegInfo
	)

virtual

void NlpGenLinsys::joinRHS	(	OoqpVector &	rhs,
		OoqpVector &	rhs1,
		OoqpVector &	rhs2,
		OoqpVector &	rhs3
	)

virtual

assembles a single vector object from three given vectors

Parameters

rhs	(output) final joined vector
rhs1	(input) first part of rhs
rhs2	(input) middle part of rhs
rhs3	(input) last part of rhs

Reimplemented in sLinsys, and sDummyLinsys.

void NlpGenLinsys::joinRHSXSYZ	(	OoqpVector &	rhs_in,
		OoqpVector &	rhs1_in,
		OoqpVector &	rhs2_in,
		OoqpVector &	rhs3_in,
		OoqpVector &	rhs4_in
	)

virtual

Reimplemented in sLinsys, and sDummyLinsys.

void NlpGenLinsys::matXSYZMult	(	double	beta,
		OoqpVector &	res_,
		double	alpha,
		OoqpVector &	sol_,
		NlpGenData *	data,
		OoqpVector &	solx_,
		OoqpVector &	sols_,
		OoqpVector &	soly_,
		OoqpVector &	solz_
	)

virtual

res = beta*res + alpha*mat*sol stepx, stepy, stepz are used as temporary buffers

void NlpGenLinsys::matXYZMult	(	double	beta,
		OoqpVector &	res,
		double	alpha,
		OoqpVector &	sol,
		NlpGenData *	data,
		OoqpVector &	solx,
		OoqpVector &	soly,
		OoqpVector &	solz
	)

virtual

res = beta*res - alpha*mat*sol stepx, stepy, stepz are used as temporary buffers

virtual void NlpGenLinsys::putSDiagonal ( OoqpVector & xdiag )

pure virtual

places the diagonal resulting from the bounds on Cx into the augmented system matrix — corresponding to slack variables S

Implemented in sLinsysLeaf, sLinsysRoot, sLinsys, NlpGenSparseLinsys, and sDummyLinsys.

virtual void NlpGenLinsys::putXDiagonal ( OoqpVector & xdiag )

pure virtual

places the diagonal resulting from the bounds on x into the augmented system matrix — corresponding to pri variables X

Implemented in sLinsysLeaf, sLinsysRoot, sLinsys, NlpGenSparseLinsys, and sDummyLinsys.

virtual void NlpGenLinsys::putYDualDiagonal ( OoqpVector & ydiag )

pure virtual

places the diagonal resulting from the bounds on x into the augmented system matrix — for Regularization dual Y

Implemented in sLinsysLeaf, sLinsysRoot, sLinsys, NlpGenSparseLinsys, and sDummyLinsys.

virtual void NlpGenLinsys::putZDiagonal ( OoqpVector & sdiag )

pure virtual

places the diagonal resulting from the bounds on Cx into the augmented system matrix — corresponding to slack variables S, z is the dual for s

Implemented in sLinsysLeaf, sLinsysRoot, sLinsys, NlpGenSparseLinsys, and sDummyLinsys.

void NlpGenLinsys::separateVars	(	OoqpVector &	vars1,
		OoqpVector &	vars2,
		OoqpVector &	vars3,
		OoqpVector &	vars
	)

virtual

extracts three component vectors from a given aggregated vector.

Parameters

vars	(input) aggregated vector
vars1	(output) first part of vars
vars2	(output) middle part of vars
vars3	(output) last part of vars

Reimplemented in sLinsys, and sDummyLinsys.

void NlpGenLinsys::separateVarsXSYZ	(	OoqpVector &	x_in,
		OoqpVector &	s_in,
		OoqpVector &	y_in,
		OoqpVector &	z_in,
		OoqpVector &	vars_in
	)

virtual

Reimplemented in sLinsys, and sDummyLinsys.

virtual void NlpGenLinsys::setSDiagonal ( OoqpVector & sdiag )

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sDummyLinsys, and NlpGenSparseLinsys.

virtual void NlpGenLinsys::setXDiagonal ( OoqpVector & xdiag )

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sDummyLinsys, and NlpGenSparseLinsys.

virtual void NlpGenLinsys::setYDiagonal ( OoqpVector & ydiag )

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sDummyLinsys, and NlpGenSparseLinsys.

virtual void NlpGenLinsys::setZDiagonal ( OoqpVector & zdiag )

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sDummyLinsys, and NlpGenSparseLinsys.

void NlpGenLinsys::solve	(	Data *	prob,
		Variables *	vars,
		Residuals *	res,
		Variables *	step
	)

virtual

solves the system for a given set of residuals. Assembles the right-hand side appropriate to the matrix factored in factor, solves the system using the factorization produced there, partitions the solution vector into step components, then recovers the step components eliminated during the block elimination that produced the augmented system form

See also: NlpGenSparseLinsys::solveCompressed; NlpGenDenseLinsys::solveCompressed

Implements LinearSystem.

void NlpGenLinsys::solve_IterRefine	(	Data *	prob_in,
		Variables *	vars_in,
		Residuals *	res_in,
		Variables *	step_in,
		Residuals *	KKT_Resid_in,
		Variables *	KKT_sol_in
	)

virtual

void NlpGenLinsys::solve_NTsteps	(	Data *	prob,
		Variables *	vars,
		Residuals *	resids,
		Variables *	Nstep,
		Variables *	Tstep,
		Variables *	NTstep
	)

virtual

void NlpGenLinsys::solveBiCGStab	(	OoqpVector &	stepx,
		OoqpVector &	steps,
		OoqpVector &	stepy,
		OoqpVector &	stepz,
		NlpGenData *	data
	)

virtual

virtual void NlpGenLinsys::solveCompressed ( OoqpVector & rhs )

pure virtual

perform the actual solve using the factors produced in factor.

Parameters

rhs	on input contains the aggregated right-hand side of the augmented system; on output contains the solution in aggregated form

See also: NlpGenSparseLinsys::solveCompressed; NlpGenDenseLinsys::solveCompressed

Implemented in sLinsys, NlpGenSparseLinsys, and sDummyLinsys.

void NlpGenLinsys::solveCompressedAugXSYZ	(	OoqpVector &	stepx,
		OoqpVector &	steps,
		OoqpVector &	stepy,
		OoqpVector &	stepz,
		NlpGenData *	prob
	)

virtual

void NlpGenLinsys::solveCompressedAugXSYZ_PETSC	(	OoqpVector &	stepx,
		OoqpVector &	steps,
		OoqpVector &	stepy,
		OoqpVector &	stepz,
		NlpGenData *	prob
	)

virtual

void NlpGenLinsys::solveCompressedBiCGStab	(	OoqpVector &	stepx,
		OoqpVector &	stepy,
		OoqpVector &	stepz,
		NlpGenData *	data
	)

virtual

void NlpGenLinsys::solveCompressedIterRefin	(	OoqpVector &	stepx,
		OoqpVector &	stepy,
		OoqpVector &	stepz,
		NlpGenData *	data
	)

virtual

void NlpGenLinsys::solveXYZS	(	OoqpVector &	stepx,
		OoqpVector &	stepy,
		OoqpVector &	stepz,
		OoqpVector &	steps,
		OoqpVector &	ztemp,
		NlpGenData *	data
	)

virtual

assemble right-hand side of augmented system and call solveCompressed to solve it

virtual void NlpGenLinsys::UpdateMatrices	(	Data *	prob_in,
		int const	updateLevel = `2`
	)

inlinevirtual

Reimplemented in sLinsysRoot, sDummyLinsys, sLinsysLeaf, and NlpGenSparseLinsys.

Member Data Documentation

OoqpVector* NlpGenLinsys::additiveDiag

diag part: X^{-1}Z

bool NlpGenLinsys::allocateSpace

OoqpVector* NlpGenLinsys::dd

temporary storage vectors

OoqpVector * NlpGenLinsys::dq

double NlpGenLinsys::dualReg

NlpGen* NlpGenLinsys::factory

bool NlpGenLinsys::fullQ

protected

OoqpVector * NlpGenLinsys::iclow

OoqpVector * NlpGenLinsys::icupp

OoqpVector * NlpGenLinsys::ixlow

OoqpVector* NlpGenLinsys::ixupp

index matrices for the upper and lower bounds on x and Cx

int NlpGenLinsys::KryIter

int NlpGenLinsys::mclow

int NlpGenLinsys::mcupp

long long NlpGenLinsys::my

long long NlpGenLinsys::mz

OoqpVector* NlpGenLinsys::nomegaInv

stores a critical diagonal matrix as a vector

int NlpGenLinsys::num_slacks

long long NlpGenLinsys::nx

dimensions of the vectors in the general NLP formulation

int NlpGenLinsys::nxlow

int NlpGenLinsys::nxupp

dimensions of the upper and lower bound vectors

double NlpGenLinsys::priReg

primal reg and dual reg

OoqpVector * NlpGenLinsys::res

OoqpVector * NlpGenLinsys::res2

OoqpVector * NlpGenLinsys::res2Bicg

OoqpVector * NlpGenLinsys::res3

OoqpVector * NlpGenLinsys::res3Bicg

OoqpVector * NlpGenLinsys::res4

OoqpVector * NlpGenLinsys::res4Bicg

OoqpVector * NlpGenLinsys::res5

OoqpVector * NlpGenLinsys::res5Bicg

OoqpVector * NlpGenLinsys::ress

OoqpVector * NlpGenLinsys::resx

OoqpVector * NlpGenLinsys::resy

OoqpVector * NlpGenLinsys::resz

OoqpVector* NlpGenLinsys::rhs

right-hand side of the system

OoqpVector* NlpGenLinsys::rhs_back

copy of right-hand side of the system, to compute residual

OoqpVector* NlpGenLinsys::sol

Work vectors for iterative refinement of the XYZ linear system

OoqpVector* NlpGenLinsys::sol2

Work vectors for BiCGStab and iterative refinement

OoqpVector * NlpGenLinsys::sol2Bicg

OoqpVector * NlpGenLinsys::temp_diagS

OoqpVector * NlpGenLinsys::temp_diagX

OoqpVector * NlpGenLinsys::temp_diagY

OoqpVector * NlpGenLinsys::temp_diagZ

int NlpGenLinsys::useRefs

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

/home/michel/git/PIPS/PIPS-NLP/Core/NlpGen/NlpGenLinsys.h
/home/michel/git/PIPS/PIPS-NLP/Core/NlpGen/NlpGenLinsys.C

Public Member Functions

Public Attributes

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation