QPIterativeKKTHASolver.hxx

#ifndef CONICBUNDLE_QPITERATIVEKKTHASOLVER_HXX
#define CONICBUNDLE_QPITERATIVEKKTHASOLVER_HXX

#include "QPIterativeKKTSolver.hxx"

namespace ConicBundle {


  class QPIterativeKKTHASolver: public QPIterativeKKTSolver
{
protected:

  //--- data describing the KKT system
  //QPSolverProxObject* 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::IterativeSolverObject* solver; ///< the iterative solution method to be used, may not be NULL, deleted on destruction or replacemnt
  // QPKKTPrecondObject* precond; ///< a preconditioning routine compatible with this system AND the solver, may be NULL (no preconditioning); consistency cannot be checked here and must be guaranteed externally; deleted on destruction or replacement

  // CH_Matrix_Classes::Matrix KKTdiagx;  ///< diagonal term to be added to the H-block due to bounds on the qudratic variables
  // CH_Matrix_Classes::Matrix KKTdiagy;  ///< diagonal term to be added to the A-block due to bounds on the constraints
  
  // CH_Matrix_Classes::Matrix sysrhs;  ///< the right hand side of the system
  // CH_Matrix_Classes::Matrix sol;     ///< solution vector of the entire system
  // CH_Matrix_Classes::Matrix solmod;  ///< temporary solution part of the model variables 
  // CH_Matrix_Classes::Matrix solcstr; ///< temporary solution part of the model constraint variables

  // CH_Matrix_Classes::Matrix in_vecx;  ///< temporary storage for x part of in_vec in ItSys_mult
  // CH_Matrix_Classes::Matrix in_vecy;  ///< temporary storage for y part of in_vec in ItSys_mult
  // CH_Matrix_Classes::Matrix in_model; ///< temporary storage for model part of in_vec in ItSys_mult
  
  
public:
  // reset data to empty but keep solver and preconditioner
  //virtual void clear();

  QPIterativeKKTHASolver(CH_Matrix_Classes::IterativeSolverObject* insolver,QPKKTPrecondObject* inprecond=0,CBout* cb=0,int cbinc=-1):
    QPIterativeKKTSolver(insolver,inprecond,cb,cbinc)
  {}

  virtual ~QPIterativeKKTHASolver();
  
  
  // returns 1 if this class is not applicable in the current data situation, otherwise it stores the data pointers and these need to stay valid throught the use of the other routines but are not deleted here
  // virtual int QPinit_KKTdata(QPSolverProxObject* Hp, ///< may not be be NULL 
  //                         QPModelBlockObject* model, ///< may be NULL
  //                         const CH_Matrix_Classes::Sparsemat* A, ///< may be NULL
  //                         const CH_Matrix_Classes::Indexmatrix* eq_indices ///< if not NULL these rows of A correspond to equations
  //                         );

  // set up the primal dual KKT system for being solved for predictor and corrector rhs in QPsolve_KKTsystem
  // virtual int QPinit_KKTsystem(const CH_Matrix_Classes::Matrix& KKTdiagx,
  //                           const CH_Matrix_Classes::Matrix& KKTdiagy,
  //                           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);

  //returns the right hand side vector (dense)
  //virtual const CH_Matrix_Classes::Matrix& ItSys_rhs() 
  //{return sysrhs;}
  
  virtual int ItSys_mult(const CH_Matrix_Classes::Matrix& in_vec,CH_Matrix_Classes::Matrix& out_vec);
  
  //returns M1^{-1}*vec; default: M1=I
  //virtual int ItSys_precondM1(CH_Matrix_Classes::Matrix& vec) 
  //{return (precond?precond->precondM1(vec):0);}
  
  //returns M2^{-1}vec; default: M2=I
  //virtual int ItSys_precondM2(CH_Matrix_Classes::Matrix& vec) 
  //{return (precond?precond->precondM2(vec):0);}

  virtual CH_Matrix_Classes::Integer QPget_system_size() 
  {return KKTdiagx.rowdim()+KKTdiagy.rowdim();}
  };






}

#endif