#include <sLinsys.h>

Inheritance diagram for sLinsys:

Public Member Functions
	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)

virtual int	factor2 (sData prob, Variables vars)=0

virtual void	Lsolve (sData *prob, OoqpVector &x)=0

virtual void	Dsolve (sData *prob, OoqpVector &x)=0

virtual void	Ltsolve (sData *prob, OoqpVector &x)=0

virtual void	Ltsolve2 (sData *prob, StochVector &x, SimpleVector &xp)=0

virtual void	solveCompressed (OoqpVector &rhs)

virtual void	putXDiagonal (OoqpVector &xdiag_)=0

virtual void	putSDiagonal (OoqpVector &sdiag_)=0

virtual void	putYDualDiagonal (OoqpVector &ydiag_)=0

virtual void	putZDiagonal (OoqpVector &zdiag)=0

virtual void	setAdditiveDiagonal ()=0

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	sync ()=0

virtual void	deleteChildren ()=0

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

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

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

virtual int	GetNegEigVal ()

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)

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 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
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
	sLinsys ()

Protected Attributes
int	locnx

int	locmy

int	locmz

DoubleLinearSolver *	solver

sData *	data

Protected Attributes inherited from NlpGenLinsys
bool	fullQ

Constructor & Destructor Documentation

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

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

sLinsys::~sLinsys ( )

virtual

sLinsys::sLinsys ( )

inlineprotected

Member Function Documentation

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

virtual

Reimplemented in sDummyLinsys.

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

virtual

Reimplemented in sDummyLinsys.

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

virtual

Reimplemented in sDummyLinsys.

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

virtual

Reimplemented in sDummyLinsys.

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

virtual

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

virtual

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

virtual

[ 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 in sDummyLinsys.

void sLinsys::addTermToDenseSchurCompl	(	sData *	prob,
		DenseSymMatrix &	SC
	)

virtual

Method(s) that use a memory-friendly mechanism for computing the terms from the Schur Complement

Computes U = Gi * inv(H_i) * Gi^T. [ R 0 0 ] Gi^T = [ A 0 0 ] [ C 0 0]

A and C are the recourse eq. and ineq. matrices, R is the cross Hessian term.

if gOuterSolve>=3 && separateHandDiag==0 [ R 0 0 ] [ 0 0 0 ] <— for the Ineq Cons slack var Gi^T = [ A 0 0 ] [ C 0 0]

A and C are the recourse eq. and ineq. matrices, R is the cross Hessian term.

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

virtual

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 in sDummyLinsys.

void sLinsys::allocU	(	DenseGenMatrix **	Ut,
		int	np
	)

virtual

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

Reimplemented in sDummyLinsys.

void sLinsys::allocV	(	DenseGenMatrix **	V,
		int	np
	)

virtual

Reimplemented in sDummyLinsys.

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

virtual

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 in sDummyLinsys.

virtual void sLinsys::deleteChildren ( )

pure virtual

Implemented in sDummyLinsys, sLinsysLeaf, and sLinsysRoot.

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

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sLinsysRootAggregation, and sDummyLinsys.

void sLinsys::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 from NlpGenLinsys.

void sLinsys::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.

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

pure virtual

Implemented in sLinsysLeaf, sLinsysRoot, sLinsysRootAggregation, and sDummyLinsys.

virtual int sLinsys::GetNegEigVal ( )

inlinevirtual

void sLinsys::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 from NlpGenLinsys.

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

virtual

Reimplemented from NlpGenLinsys.

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

y += alpha * Lni^T * x

memopt

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

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sLinsysRootAggregation, and sDummyLinsys.

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

pure virtual

Implemented in sLinsysRoot, sLinsysLeaf, sLinsysRootAggregation, and sDummyLinsys.

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

pure virtual

Implemented in sLinsysLeaf, sLinsysRoot, and sDummyLinsys.

virtual void sLinsys::putSDiagonal ( OoqpVector & xdiag )

pure virtual

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

Implements NlpGenLinsys.

Implemented in sLinsysLeaf, sLinsysRoot, and sDummyLinsys.

virtual void sLinsys::putXDiagonal ( OoqpVector & xdiag )

pure virtual

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

Implements NlpGenLinsys.

Implemented in sLinsysLeaf, sLinsysRoot, and sDummyLinsys.

virtual void sLinsys::putYDualDiagonal ( OoqpVector & ydiag )

pure virtual

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

Implements NlpGenLinsys.

Implemented in sLinsysLeaf, sLinsysRoot, and sDummyLinsys.

virtual void sLinsys::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

Implements NlpGenLinsys.

Implemented in sLinsysLeaf, sLinsysRoot, and sDummyLinsys.

void sLinsys::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 from NlpGenLinsys.

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

virtual

Reimplemented from NlpGenLinsys.

virtual void sLinsys::setAdditiveDiagonal ( )

pure virtual

Implemented in sLinsysLeaf, sLinsysRoot, and sDummyLinsys.

void sLinsys::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

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

Implements NlpGenLinsys.

Reimplemented in sDummyLinsys.

void sLinsys::symAddColsToDenseSchurCompl	(	sData *	prob,
		double *	out,
		int	startcol,
		int	endcol
	)

virtual

code needs to consider the cross Hessian; fixme

virtual void sLinsys::sync ( )

pure virtual

Implemented in sDummyLinsys, sLinsysLeaf, and sLinsysRoot.

Member Data Documentation

sData* sLinsys::data

protected

bool sLinsys::isActive

SymMatrix* sLinsys::kkt

int sLinsys::locmy

protected

int sLinsys::locmz

protected

int sLinsys::locnx

protected

MPI_Comm sLinsys::mpiComm

int sLinsys::negEigVal

DoubleLinearSolver* sLinsys::solver

protected

sTree* sLinsys::stochNode

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

/home/michel/git/PIPS/PIPS-NLP/Core/NlpStoch/sLinsys.h
/home/michel/git/PIPS/PIPS-NLP/Core/NlpStoch/sLinsys.C

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation