QPIterativeKKTSolver.hxx

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#ifndef CONICBUNDLE_QPITERATIVEKKTSOLVER_HXX
#define CONICBUNDLE_QPITERATIVEKKTSOLVER_HXX

#include "QPKKTSolverObject.hxx"
#include "QPKKTPrecondObject.hxx"
#include "IterativeSystemObject.hxx"

namespace ConicBundle {


  class QPIterativeKKTSolver: public QPKKTSolverObject, public CH_Matrix_Classes::IterativeSystemObject
{
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; 
  QPKKTPrecondObject* precond; 

  CH_Matrix_Classes::Real Hfactor; 
  CH_Matrix_Classes::Matrix KKTdiagx;  
  CH_Matrix_Classes::Matrix KKTdiagy;  
  
  CH_Matrix_Classes::Matrix sysrhs;  
  CH_Matrix_Classes::Matrix sol;     
  CH_Matrix_Classes::Matrix solmod;  
  CH_Matrix_Classes::Matrix solcstr; 

  CH_Matrix_Classes::Matrix in_vecx;  
  CH_Matrix_Classes::Matrix in_vecy;  
  CH_Matrix_Classes::Matrix in_model; 

  CH_Matrix_Classes::Integer maxit_bnd; 

  CH_Matrix_Classes::Integer nmult; 
  
public:
  virtual void clear();

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

  virtual ~QPIterativeKKTSolver();
  
  
  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);

  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);
  
  virtual int ItSys_precondM1(CH_Matrix_Classes::Matrix& vec) 
  {return (precond?precond->precondM1(vec):0);}
  
  virtual int ItSys_precondM2(CH_Matrix_Classes::Matrix& vec) 
  {return (precond?precond->precondM2(vec):0);}

  virtual CH_Matrix_Classes::Integer QPget_nmult() const
  {return nmult;}

  virtual CH_Matrix_Classes::Real QPget_condition_number();
    
  virtual CH_Matrix_Classes::Integer QPget_precond_rank() 
  {return (precond?precond->get_precond_rank():-1);}

  virtual CH_Matrix_Classes::Integer QPget_system_size() 
  {return KKTdiagx.rowdim()+KKTdiagy.rowdim()+(model?(model->dim_model()+model->dim_constraints()):0);}
  };






}

#endif