QPDirectKKTSolver.hxx

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#ifndef CONICBUNDLE_QPDIRECTKKTSOLVER_HXX
#define CONICBUNDLE_QPDIRECTKKTSOLVER_HXX

#include "QPKKTSolverObject.hxx"

namespace ConicBundle {


class QPDirectKKTSolver: public QPKKTSolverObject
{
private:

  //--- data describing the KKT system
  //BundleProxObject* Hp;  ///< points to the quadratic cost representation, may NOT be NULL afer init
  //QPModelBlockObject* model; ///< points to the cutting model information, may be NULL
  //const CH_Matrix_Classes::Sparsemat* A;  ///< points to a possibly present constraint matrix, may be NULL
  //const Indexmatrix* eq_indices; ///< if not NULL, these rows of A correspond to equations; needed for checking applicability of this Object

  CH_Matrix_Classes::Integer dim;   
  CH_Matrix_Classes::Integer Anr;   
  CH_Matrix_Classes::Integer bsz;   
  CH_Matrix_Classes::Integer csz;   
  const CH_Matrix_Classes::Matrix* Vp; 

  //--- data for computing and storing precomputed parts of the system
  CH_Matrix_Classes::Real Hfactor; 
  CH_Matrix_Classes::Matrix Diag_inv; 
  CH_Matrix_Classes::Symmatrix Qchol; 
  CH_Matrix_Classes::Symmatrix Schur_complement; 
  CH_Matrix_Classes::Symmatrix AQiAt_inv; 
  CH_Matrix_Classes::Symmatrix CABinvCt_inv; 
  CH_Matrix_Classes::Matrix LinvC; 
  CH_Matrix_Classes::Indexmatrix piv; 

  //--- parameters for the solution method
  bool factorize_ABC; 

  int compute_DLR_Schur_complement(CH_Matrix_Classes::Symmatrix& sc);

  int compute_dense_Schur_complement(CH_Matrix_Classes::Symmatrix& sc);

public:
  virtual void clear();

  QPDirectKKTSolver(bool in_factorize_ABC=false,CBout* cb=0,int cbinc=-1):
    QPKKTSolverObject(cb,cbinc),factorize_ABC(in_factorize_ABC)
  { clear();}

  virtual ~QPDirectKKTSolver();
  
  
  virtual int QPinit_KKTdata(QPSolverProxObject* Hp, 
                             QPModelBlockObject* model, 
                             const CH_Matrix_Classes::Sparsemat* A, 
                             const CH_Matrix_Classes::Indexmatrix* eq_indices 
                             );

  virtual int QPinit_KKTsystem(const CH_Matrix_Classes::Matrix& KKTdiagx,
                               const CH_Matrix_Classes::Matrix& KKTdiagy,
                               CH_Matrix_Classes::Real Hfactor,
                               CH_Matrix_Classes::Real prec,
                               QPSolverParameters* params);

  virtual int QPsolve_KKTsystem(CH_Matrix_Classes::Matrix& solx,
                                 CH_Matrix_Classes::Matrix& soly,
                                 const CH_Matrix_Classes::Matrix& primalrhs,
                                 const CH_Matrix_Classes::Matrix& dualrhs,
                                 CH_Matrix_Classes::Real rhsmu,
                                 CH_Matrix_Classes::Real rhscorr,
                                 CH_Matrix_Classes::Real prec,
                                 QPSolverParameters* params);

};


}

#endif