#include <NlpGenSparseLinsys.h>

Inheritance diagram for NlpGenSparseLinsys:

Public Member Functions
	NlpGenSparseLinsys (NlpGen factory, NlpGenData data, LinearAlgebraPackage la, SparseSymMatrix Mat, DoubleLinearSolver *solver)

virtual void	solveCompressed (OoqpVector &rhs)

virtual void	putXDiagonal (OoqpVector &xdiag)

virtual void	putSDiagonal (OoqpVector &sdiag)

virtual void	putYDualDiagonal (OoqpVector &ydiag)

virtual void	putZDiagonal (OoqpVector &zdiag)

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

virtual void	factor (Data prob, Variables vars)

virtual	~NlpGenSparseLinsys ()

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

virtual void	setXDiagonal (OoqpVector &xdiag)

virtual void	setSDiagonal (OoqpVector &sdiag)

virtual void	setYDiagonal (OoqpVector &ydiag)

virtual void	setZDiagonal (OoqpVector &zdiag)

virtual void	setAdditiveDiagonal ()

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

	NlpGenLinsys ()

	~NlpGenLinsys ()

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	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	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	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 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	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
bool	firstXDiagUpdate

bool	firstSDiagUpdate

bool	firstYDiagUpdate

bool	firstZDiagUpdate

std::map< int, int >	xDiagIdxMap

std::map< int, int >	sDiagIdxMap

std::map< int, int >	yDiagIdxMap

std::map< int, int >	zDiagIdxMap

bool	firstQUpdate

bool	firstAUpdate

bool	firstCUpdate

std::map< int, int >	QmatIdxMap

std::map< int, int >	AmatIdxMap

std::map< int, int >	CmatIdxMap

Public Attributes inherited from NlpGenLinsys
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
SparseSymMatrixHandle	Mat

DoubleLinearSolver *	solver

Protected Attributes inherited from NlpGenLinsys
bool	fullQ

Detailed Description

implements the aspects of the solvers for sparse general NLP formulation that are specific to the sparse case.

Constructor & Destructor Documentation

NlpGenSparseLinsys::NlpGenSparseLinsys	(	NlpGen *	factory,
		NlpGenData *	data,
		LinearAlgebraPackage *	la,
		SparseSymMatrix *	Mat,
		DoubleLinearSolver *	solver
	)

NlpGenSparseLinsys::~NlpGenSparseLinsys ( )

virtual

Member Function Documentation

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

virtual

calls NlpGenLinsys::factor to assemble the augmented system matrix, then calls matrixChanged to factor it

See also: NlpGenLinsys::factor

Reimplemented from NlpGenLinsys.

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

virtual

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

Reimplemented from NlpGenLinsys.

void NlpGenSparseLinsys::putSDiagonal ( OoqpVector & xdiag )

virtual

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

Implements NlpGenLinsys.

void NlpGenSparseLinsys::putXDiagonal ( OoqpVector & xdiag )

virtual

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

Implements NlpGenLinsys.

void NlpGenSparseLinsys::putYDualDiagonal ( OoqpVector & ydiag )

virtual

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

Implements NlpGenLinsys.

void NlpGenSparseLinsys::putZDiagonal ( OoqpVector & sdiag )

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

Implements NlpGenLinsys.

void NlpGenSparseLinsys::setAdditiveDiagonal ( )

virtual

void NlpGenSparseLinsys::setSDiagonal ( OoqpVector & sdiag )

virtual

Implements NlpGenLinsys.

void NlpGenSparseLinsys::setXDiagonal ( OoqpVector & xdiag )

virtual

Implements NlpGenLinsys.

void NlpGenSparseLinsys::setYDiagonal ( OoqpVector & ydiag )

virtual

Implements NlpGenLinsys.

void NlpGenSparseLinsys::setZDiagonal ( OoqpVector & zdiag )

virtual

Implements NlpGenLinsys.

void NlpGenSparseLinsys::solveCompressed ( OoqpVector & rhs )

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

Implements NlpGenLinsys.

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

virtual

Reimplemented from NlpGenLinsys.

Member Data Documentation

std::map<int,int> NlpGenSparseLinsys::AmatIdxMap

std::map<int,int> NlpGenSparseLinsys::CmatIdxMap

bool NlpGenSparseLinsys::firstAUpdate

bool NlpGenSparseLinsys::firstCUpdate

bool NlpGenSparseLinsys::firstQUpdate

bool NlpGenSparseLinsys::firstSDiagUpdate

bool NlpGenSparseLinsys::firstXDiagUpdate

bool NlpGenSparseLinsys::firstYDiagUpdate

bool NlpGenSparseLinsys::firstZDiagUpdate

SparseSymMatrixHandle NlpGenSparseLinsys::Mat

protected

std::map<int,int> NlpGenSparseLinsys::QmatIdxMap

std::map<int,int> NlpGenSparseLinsys::sDiagIdxMap

DoubleLinearSolver* NlpGenSparseLinsys::solver

protected

std::map<int,int> NlpGenSparseLinsys::xDiagIdxMap

std::map<int,int> NlpGenSparseLinsys::yDiagIdxMap

std::map<int,int> NlpGenSparseLinsys::zDiagIdxMap

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

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

Public Member Functions

Public Attributes

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation