7#ifndef __IPPDFULLSPACESOLVER_HPP__
8#define __IPPDFULLSPACESOLVER_HPP__
50 const std::string& prefix
60 bool allow_inexact =
false,
61 bool improve_solution =
false
150 bool resolve_unmodified,
151 bool pretend_singular,
Base class for Solver for the augmented system.
Specialized CompoundVector class specifically for the algorithm iterates.
This class stores a list of user set options.
Number ComputeResidualRatio(const IteratesVector &rhs, const IteratesVector &res, const IteratesVector &resid)
Internal function for computing the ratio of the residual compared to the right hand side and solutio...
PDFullSpaceSolver()
Default Constructor.
Index max_refinement_steps_
Maximal number of iterative refinement performed per backsolve.
static void RegisterOptions(SmartPtr< RegisteredOptions > roptions)
Methods for IpoptType.
SmartPtr< AugSystemSolver > augSysSolver_
Pointer to the Solver for the augmented system.
bool augsys_improved_
Flag indicating if for the current matrix the solution quality of the augmented system solver has alr...
Number residual_ratio_singular_
If the residual_ratio is larger than this value after trying to improve the solution,...
bool InitializeImpl(const OptionsList &options, const std::string &prefix)
overloaded from AlgorithmStrategyObject
CachedResults< void * > dummy_cache_
A dummy cache to figure out if the deltas are still up to date.
PDFullSpaceSolver & operator=(const PDFullSpaceSolver &)
Default Assignment Operator.
Number residual_ratio_max_
Maximal allowed ratio of the norm of the residual over the norm of the right hand side and solution.
bool neg_curv_test_reg_
Do curvature test with primal regularization.
void SinvBlrmZPTdBr(Number alpha, const Vector &S, const Vector &R, const Vector &Z, const Matrix &P, const Vector &g, Vector &X)
Compute .
virtual ~PDFullSpaceSolver()
Default destructor.
virtual bool Solve(Number alpha, Number beta, const IteratesVector &rhs, IteratesVector &res, bool allow_inexact=false, bool improve_solution=false)
Solve the primal dual system, given one right hand side.
void ComputeResiduals(const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Px_L, const Matrix &Px_U, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_x, const Vector &sigma_s, Number alpha, Number beta, const IteratesVector &rhs, const IteratesVector &res, IteratesVector &resid)
Internal function for computing the residual (resid) given the right hand side (rhs) and the solution...
SmartPtr< PDPerturbationHandler > perturbHandler_
Pointer to the Perturbation Handler.
PDFullSpaceSolver(AugSystemSolver &augSysSolver, PDPerturbationHandler &perturbHandler)
Constructor that takes in the Augmented System solver that is to be used inside.
Number residual_improvement_factor_
Factor defining require improvement to consider iterative refinement successful.
bool SolveOnce(bool resolve_unmodified, bool pretend_singular, const SymMatrix &W, const Matrix &J_c, const Matrix &J_d, const Matrix &Px_L, const Matrix &Px_U, const Matrix &Pd_L, const Matrix &Pd_U, const Vector &z_L, const Vector &z_U, const Vector &v_L, const Vector &v_U, const Vector &slack_x_L, const Vector &slack_x_U, const Vector &slack_s_L, const Vector &slack_s_U, const Vector &sigma_x, const Vector &sigma_s, Number alpha, Number beta, const IteratesVector &rhs, IteratesVector &res)
Internal function for a single backsolve (which will be used for iterative refinement on the outside)...
Number neg_curv_test_tol_
Tolerance for heuristic to ignore wrong inertia.
Index min_refinement_steps_
Minimal number of iterative refinement performed per backsolve.
Class for handling the perturbation factors delta_x, delta_s, delta_c, and delta_d in the primal dual...
PDSystemSolver()
Default Constructor.
Template class for Smart Pointers.
This is the base class for all derived symmetric matrix types.
This file contains a base class for all exceptions and a set of macros to help with exceptions.
ipindex Index
Type of all indices of vectors, matrices etc.
ipnumber Number
Type of all numbers.