QPIterativeKKTHAeqSolver.hxx

#ifndef CONICBUNDLE_QPITERATIVEKKTHAEQSOLVER_HXX
#define CONICBUNDLE_QPITERATIVEKKTHAEQSOLVER_HXX

#include "QPIterativeKKTSolver.hxx"

namespace ConicBundle {


  class QPIterativeKKTHAeqSolver: 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

  CH_Matrix_Classes::Matrix xrecord;      
  CH_Matrix_Classes::Integer recordstep;  

  CH_Tools::Clock clock; 
  CH_Tools::Microseconds t_itsys_mult; 
  
public:
  // reset data to empty but keep solver and preconditioner
  //virtual void clear();

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

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

  // 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()+(eq_indices?eq_indices->rowdim():0);}
  
  };






}

#endif