#include <sDummyLinsys.h>

Inheritance diagram for sDummyLinsys:

Public Member Functions
	sDummyLinsys (sFactory factory, sData prob)

virtual	~sDummyLinsys ()

virtual int	factor2 (sData prob, Variables vars)

virtual void	Lsolve (sData *prob, OoqpVector &x)

virtual void	Dsolve (sData *prob, OoqpVector &x)

virtual void	Ltsolve (sData *prob, OoqpVector &x)

virtual void	Ltsolve2 (sData *prob, StochVector &x, SimpleVector &xp)

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	setAdditiveDiagonal ()

void	joinRHS (OoqpVector &rhs_in, OoqpVector &rhs1_in, OoqpVector &rhs2_in, OoqpVector &rhs3_in)

void	separateVars (OoqpVector &x_in, OoqpVector &y_in, OoqpVector &z_in, OoqpVector &vars_in)

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

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

virtual void	addLnizi (sData *prob, OoqpVector &z0, OoqpVector &zi)

void	LniTransMult (sData *prob, OoqpVector &y, double alpha, OoqpVector &x)

void	addTermToSchurResidual (sData *prob, SimpleVector &res, SimpleVector &x)

virtual void	allocU (DenseGenMatrix **Ut, int np)

virtual void	allocV (DenseGenMatrix **V, int np)

virtual void	computeU_V (sData prob, DenseGenMatrix U, DenseGenMatrix *V)

void	sync ()

virtual void	deleteChildren ()

virtual void	UpdateMatrices (Data *prob_in, int const onlyRegPart)

virtual void	setXDiagonal (OoqpVector &xdiag)

virtual void	setSDiagonal (OoqpVector &sdiag)

virtual void	setYDiagonal (OoqpVector &ydiag)

virtual void	setZDiagonal (OoqpVector &zdiag)

virtual void	_backSolve (sData prob, OoqpVector &ParSol_, OoqpVector &Vec_, StochVector End_Par_Pos_)

virtual void	_addTargetParsLnizi (sData prob, OoqpVector &ParSol_, OoqpVector &Vec_, OoqpVector goal_Par)

virtual void	_setupColOfBordMat (sData prob, OoqpVector rhs_St, const int ColIDX, bool &allzero, const int aimlevel)

virtual void	_assembleSC (sData prob, OoqpVector rhs_St_in, const int ColIDX, const int aimlevel, DenseSymMatrix &SC)

Public Member Functions inherited from sLinsys
	sLinsys (sFactory factory, sData prob)

	sLinsys (sFactory factory, sData prob, OoqpVector dd, OoqpVector dq, OoqpVector nomegaInv, OoqpVector rhs, OoqpVector *additiveDiag_=NULL)

virtual	~sLinsys ()

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

virtual void	factor (Data prob, Variables vars)

void	joinRHS (OoqpVector &rhs_in, OoqpVector &rhs1_in, OoqpVector &rhs2_in, OoqpVector &rhs3_in)

void	separateVars (OoqpVector &x_in, OoqpVector &y_in, OoqpVector &z_in, OoqpVector &vars_in)

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

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

void	LniTransMult (sData *prob, OoqpVector &y, double alpha, OoqpVector &x)

virtual void	addTermToDenseSchurCompl (sData *prob, DenseSymMatrix &SC)

virtual void	addColsToDenseSchurCompl (sData *prob, DenseGenMatrix &out, int startcol, int endcol)

virtual void	symAddColsToDenseSchurCompl (sData prob, double out, int startcol, int endcol)

virtual int	GetNegEigVal ()

virtual void	_setupYaddLniTx (sData *prob, OoqpVector &y_, double alpha, SimpleVector &x, const int aimlevel)

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	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	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 ()

Additional Inherited Members
Public Attributes inherited from sLinsys
int	negEigVal

SymMatrix *	kkt

MPI_Comm	mpiComm

sTree *	stochNode

bool	isActive

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 Member Functions inherited from sLinsys
	sLinsys ()

Protected Attributes inherited from sLinsys
int	locnx

int	locmy

int	locmz

DoubleLinearSolver *	solver

sData *	data

Protected Attributes inherited from NlpGenLinsys
bool	fullQ

Detailed Description

DUMMY Linear system class

Constructor & Destructor Documentation

sDummyLinsys::sDummyLinsys	(	sFactory *	factory,
		sData *	prob
	)

inline

virtual sDummyLinsys::~sDummyLinsys ( )

inlinevirtual

Member Function Documentation

virtual void sDummyLinsys::_addTargetParsLnizi	(	sData *	prob,
		OoqpVector &	ParSol_,
		OoqpVector &	Vec_,
		OoqpVector *	goal_Par
	)

inlinevirtual

Reimplemented from sLinsys.

virtual void sDummyLinsys::_assembleSC	(	sData *	prob,
		OoqpVector *	rhs_St_in,
		const int	ColIDX,
		const int	aimlevel,
		DenseSymMatrix &	SC
	)

inlinevirtual

Reimplemented from sLinsys.

virtual void sDummyLinsys::_backSolve	(	sData *	prob,
		OoqpVector &	ParSol_,
		OoqpVector &	Vec_,
		StochVector *	End_Par_Pos_
	)

inlinevirtual

Reimplemented from sLinsys.

virtual void sDummyLinsys::_setupColOfBordMat	(	sData *	prob,
		OoqpVector *	rhs_St,
		const int	ColIDX,
		bool &	allzero,
		const int	aimlevel
	)

inlinevirtual

Reimplemented from sLinsys.

virtual void sDummyLinsys::addLnizi	(	sData *	prob,
		OoqpVector &	z0_,
		OoqpVector &	zi_
	)

inlinevirtual

[ R^i^T Ai^T Ci^T ] [ ] z0 -= [ 0 0 0 ] * Li\ [ zi ] [ 0 0 0 ] [ ]

if gOuterSolve>=3 && separateHandDiag==0 [ R^i^T 0 Ai^T Ci^T ] [ ] z0 -= [ 0 0 0 0 ] * Li\ [ zi ] [ 0 0 0 0 ] [ ]

Reimplemented from sLinsys.

void sDummyLinsys::addTermToSchurResidual	(	sData *	prob,
		SimpleVector &	res,
		SimpleVector &	x
	)

inlinevirtual

Used in the iterative refinement for the dense Schur complement systems Computes res += [0 A^T C^T ]*inv(KKT)*[0;A;C] x

Reimplemented from sLinsys.

virtual void sDummyLinsys::allocU	(	DenseGenMatrix **	Ut,
		int	np
	)

inlinevirtual

Methods that use dense matrices U and V to compute the terms from the Schur complement.

Reimplemented from sLinsys.

virtual void sDummyLinsys::allocV	(	DenseGenMatrix **	V,
		int	np
	)

inlinevirtual

Reimplemented from sLinsys.

virtual void sDummyLinsys::computeU_V	(	sData *	prob,
		DenseGenMatrix *	U,
		DenseGenMatrix *	V
	)

inlinevirtual

Computes U = Li^T. [ 0 0 0 ] Gi^T = [ A 0 0 ] [ C 0 0]

We have special structure here: [ 0 ] U = Li\ [ A ] , U is (nx+my+mz)-by-(np) [ C ]

V = Di

Reimplemented from sLinsys.

virtual void sDummyLinsys::deleteChildren ( )

inlinevirtual

Implements sLinsys.

virtual void sDummyLinsys::Dsolve	(	sData *	prob,
		OoqpVector &	x
	)

inlinevirtual

Implements sLinsys.

virtual int sDummyLinsys::factor2	(	sData *	prob,
		Variables *	vars
	)

inlinevirtual

Implements sLinsys.

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

inlinevirtual

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 from NlpGenLinsys.

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

inlinevirtual

Reimplemented from NlpGenLinsys.

void sDummyLinsys::LniTransMult	(	sData *	prob,
		OoqpVector &	y,
		double	alpha,
		OoqpVector &	x
	)

inline

y += alpha * Lni^T * x

virtual void sDummyLinsys::Lsolve	(	sData *	prob,
		OoqpVector &	x
	)

inlinevirtual

Implements sLinsys.

virtual void sDummyLinsys::Ltsolve	(	sData *	prob,
		OoqpVector &	x
	)

inlinevirtual

Implements sLinsys.

virtual void sDummyLinsys::Ltsolve2	(	sData *	prob,
		StochVector &	x,
		SimpleVector &	xp
	)

inlinevirtual

Implements sLinsys.

virtual void sDummyLinsys::putSDiagonal ( OoqpVector & xdiag )

inlinevirtual

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

Implements sLinsys.

virtual void sDummyLinsys::putXDiagonal ( OoqpVector & xdiag )

inlinevirtual

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

Implements sLinsys.

virtual void sDummyLinsys::putYDualDiagonal ( OoqpVector & ydiag )

inlinevirtual

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

Implements sLinsys.

virtual void sDummyLinsys::putZDiagonal ( OoqpVector & sdiag )

inlinevirtual

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 sLinsys.

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

inlinevirtual

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 from NlpGenLinsys.

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

inlinevirtual

Reimplemented from NlpGenLinsys.

virtual void sDummyLinsys::setAdditiveDiagonal ( )

inlinevirtual

Implements sLinsys.

virtual void sDummyLinsys::setSDiagonal ( OoqpVector & sdiag )

inlinevirtual

Implements NlpGenLinsys.

virtual void sDummyLinsys::setXDiagonal ( OoqpVector & xdiag )

inlinevirtual

Implements NlpGenLinsys.

virtual void sDummyLinsys::setYDiagonal ( OoqpVector & ydiag )

inlinevirtual

Implements NlpGenLinsys.

virtual void sDummyLinsys::setZDiagonal ( OoqpVector & zdiag )

inlinevirtual

Implements NlpGenLinsys.

virtual void sDummyLinsys::solveCompressed ( OoqpVector & rhs )

inlinevirtual

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

Reimplemented from sLinsys.

void sDummyLinsys::sync ( )

inlinevirtual

Implements sLinsys.

virtual void sDummyLinsys::UpdateMatrices	(	Data *	prob_in,
		int const	onlyRegPart
	)

inlinevirtual

Reimplemented from NlpGenLinsys.

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

/home/michel/git/PIPS/PIPS-NLP/Core/NlpStoch/sDummyLinsys.h

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation