#include <sLinsysLeaf.h>

Inheritance diagram for sLinsysLeaf:

Public Member Functions
template<class LINSOLVER >
	sLinsysLeaf (sFactory factory, sData prob_, OoqpVector dd_, OoqpVector dq_, OoqpVector nomegaInv_, OoqpVector rhs_, OoqpVector additiveDiag_, LINSOLVER linsolver=NULL)

virtual	~sLinsysLeaf ()

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	putXDiagonal (OoqpVector &xdiag_)

virtual void	putSDiagonal (OoqpVector &sdiag_)

virtual void	putYDualDiagonal (OoqpVector &ydiag_)

virtual void	putZDiagonal (OoqpVector &zdiag)

virtual void	setAdditiveDiagonal ()

void	sync ()

virtual void	deleteChildren ()

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)

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)

virtual void	solveCompressed (OoqpVector &rhs)

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)

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 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	firstQUpdate

bool	firstBUpdate

bool	firstDUpdate

std::map< int, int >	LocQMap

std::map< int, int >	LocBMap

std::map< int, int >	LocDMap

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

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
	sLinsysLeaf ()

Protected Member Functions inherited from sLinsys
	sLinsys ()

Static Protected Member Functions
static void	mySymAtPutSubmatrix (SymMatrix &kkt, GenMatrix &B, GenMatrix &D, int locnx, int locmy, int locmz)

Additional Inherited Members
Protected Attributes inherited from sLinsys
int	locnx

int	locmy

int	locmz

DoubleLinearSolver *	solver

sData *	data

Protected Attributes inherited from NlpGenLinsys
bool	fullQ

Detailed Description

This class solves the linear system corresponding to a leaf node. It just redirects the call to NlpGenSparseLinsys.

Constructor & Destructor Documentation

template<class LINSOLVER >

sLinsysLeaf::sLinsysLeaf	(	sFactory *	factory,
		sData *	prob_,
		OoqpVector *	dd_,
		OoqpVector *	dq_,
		OoqpVector *	nomegaInv_,
		OoqpVector *	rhs_,
		OoqpVector *	additiveDiag_,
		LINSOLVER *	linsolver = `NULL`
	)

sLinsysLeaf::~sLinsysLeaf ( )

virtual

sLinsysLeaf::sLinsysLeaf ( )

inlineprotected

Member Function Documentation

void sLinsysLeaf::deleteChildren ( )

virtual

Implements sLinsys.

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

virtual

Implements sLinsys.

int sLinsysLeaf::factor2	(	sData *	prob,
		Variables *	vars
	)

virtual

Implements sLinsys.

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

virtual

Implements sLinsys.

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

virtual

Implements sLinsys.

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

virtual

Implements sLinsys.

void sLinsysLeaf::mySymAtPutSubmatrix	(	SymMatrix &	kkt,
		GenMatrix &	B,
		GenMatrix &	D,
		int	locnx,
		int	locmy,
		int	locmz
	)

staticprotected

void sLinsysLeaf::putSDiagonal ( OoqpVector & xdiag )

virtual

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

Implements sLinsys.

void sLinsysLeaf::putXDiagonal ( OoqpVector & xdiag )

virtual

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

Implements sLinsys.

void sLinsysLeaf::putYDualDiagonal ( OoqpVector & ydiag )

virtual

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

Implements sLinsys.

void sLinsysLeaf::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 sLinsys.

void sLinsysLeaf::setAdditiveDiagonal ( )

virtual

Implements sLinsys.

void sLinsysLeaf::setSDiagonal ( OoqpVector & sdiag )

virtual

Implements NlpGenLinsys.

void sLinsysLeaf::setXDiagonal ( OoqpVector & xdiag )

virtual

Implements NlpGenLinsys.

void sLinsysLeaf::setYDiagonal ( OoqpVector & ydiag )

virtual

Implements NlpGenLinsys.

void sLinsysLeaf::setZDiagonal ( OoqpVector & zdiag )

virtual

Implements NlpGenLinsys.

void sLinsysLeaf::sync ( )

virtual

Implements sLinsys.

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

virtual

Reimplemented from NlpGenLinsys.

Member Data Documentation

bool sLinsysLeaf::firstBUpdate

bool sLinsysLeaf::firstDUpdate

bool sLinsysLeaf::firstQUpdate

bool sLinsysLeaf::firstSDiagUpdate

bool sLinsysLeaf::firstXDiagUpdate

bool sLinsysLeaf::firstYDiagUpdate

bool sLinsysLeaf::firstZDiagUpdate

std::map<int,int> sLinsysLeaf::LocBMap

std::map<int,int> sLinsysLeaf::LocDMap

std::map<int,int> sLinsysLeaf::LocQMap

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

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

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

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

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

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

Public Member Functions

Public Attributes

Protected Member Functions

Static Protected Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation