Abstract Interface for preconditioners to be used with a QPIterativeKKTSolver and a CH_Matrix_Classes::IterativeSolverObject, see Interfaces and Classes for Iterative Solvers like PCG, MINRES and PSQMR. It will depend on the system setup and the solver method which preconditioning routines are called and what requirements the preconditioners have to fulfill. Feasible combinations lie in the responsibility of the caller and are not checked for correctness. More...
#include <QPKKTPrecondObject.hxx>
Inheritance diagram for ConicBundle::QPKKTPrecondObject:
Public Member Functions | |
| virtual void | clear () |
| reset data to empty | |
| QPKKTPrecondObject (CBout *cb=0, int cbinc=-1) | |
| default constructor | |
| virtual | ~QPKKTPrecondObject () |
| virtual destructor | |
| virtual int | init_data (QPSolverProxObject *Hp, QPModelBlockObject *model, const CH_Matrix_Classes::Sparsemat *A, const CH_Matrix_Classes::Indexmatrix *eq_indices, bool SchurComplAineq)=0 |
| 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 More... | |
| virtual int | init_system (const CH_Matrix_Classes::Matrix &KKTdiagx, const CH_Matrix_Classes::Matrix &KKTdiagy, CH_Matrix_Classes::Real Hfactor, CH_Matrix_Classes::Real prec, QPSolverParameters *params)=0 |
| set up the primal dual KKT system for being solved for predictor and corrector rhs; the input objects KKTdiagx, KKTdiagy and Hfactor will not change during use of the preconditioner, so it suffices to store the address if they are need during application of the preconditioner | |
| virtual CH_Matrix_Classes::Real | get_lmin_invM1 () |
| return (an estimate of) the minimum eigenvalue of the preconditioner M1^{-1}; this is used, e.g., to correct the precission in MINRES | |
| virtual int | precondM1 (CH_Matrix_Classes::Matrix &) |
| returns M1^{-1}*vec; default: M1=I | |
| virtual int | precondM2 (CH_Matrix_Classes::Matrix &) |
| returns M2^{-1}vec; default: M2=I | |
| virtual int | precond_invG1 (CH_Matrix_Classes::Matrix &) |
| for estimating the condition number with M1=G*G^T this returns G^{-1}*vec; default: G=I | |
| virtual int | precond_invG1tran (CH_Matrix_Classes::Matrix &) |
| for estimating the condition number with M1=G*G^T this returns G^{-T}*vec; default: G=I | |
| virtual CH_Matrix_Classes::Integer | precond_size () |
| for estimating the condition number directly for the preconditioned part only; negative numbers indicate that the routine is not implemented | |
| virtual int | cond_number_mult (CH_Matrix_Classes::Matrix &, const CH_Matrix_Classes::Matrix &, const CH_Matrix_Classes::Matrix &) |
| for estimating the condition number directly for the preconditioned part only | |
| virtual CH_Matrix_Classes::Real | get_condition_number (const CH_Matrix_Classes::Matrix &KKTdiagx, const CH_Matrix_Classes::Matrix &KKTdiagy) |
| for estimating the condition number directly for the preconditioned part only | |
| virtual CH_Matrix_Classes::Integer | get_precond_rank () |
| for evaluation purposes with iterative solvers, return the rank of the precondiontioner used (or the number of n-vector multiplications per call) | |
| virtual CH_Tools::Microseconds | get_t_precond_mult () |
| for evaluation purposes with iterative solvers, return the time spent in the multiplication with the preconditioner | |
| virtual void | reset_t_precond_mult () |
| for evaluation purposes with iterative solvers, reset the time spent in the multiplication with the preconditioner to zero | |
 Public Member Functions inherited from ConicBundle::CBout | |
| virtual void | set_out (std::ostream *out=0, int print_level=1) |
| Specifies the output level (out==NULL: no output at all, out!=NULL and level=0: errors and warnings, level>0 increasingly detailed information) More... | |
| virtual void | set_cbout (const CBout *cb, int incr=-1) |
| Specifies the output level relative to the given CBout class. More... | |
| void | clear_cbout () |
| reset to default settings (out=0,print_level=1) | |
| CBout (const CBout *cb=0, int incr=-1) | |
| calls set_cbout | |
| CBout (std::ostream *outp, int pl=1) | |
| initialize correspondingly | |
| CBout (const CBout &cb, int incr=0) | |
| copy constructor | |
| virtual bool | cb_out (int pl=-1) const |
| Returns true if out!=0 and (pl<print_level), pl<0 should be used for WARNINGS and ERRORS only, pl==0 for usual output. | |
| std::ostream & | get_out () const |
| If cb_out() returned true, this returns the output stream, but it will abort if called with out==0. | |
| std::ostream * | get_out_ptr () const |
| returns the pointer to the output stream | |
| int | get_print_level () const |
| returns the print_level | |
| virtual int | mfile_data (std::ostream &out) const |
| writes problem data to the given outstream | |
Protected Attributes | |
| 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 CH_Matrix_Classes::Indexmatrix * | eq_indices |
| if not NULL, these rows of A correspond to equations; needed for checking applicability of this Object | |
| bool | SchurComplAineq |
| if true, the inequalities of A are Schur complemented into the H block | |
| CH_Matrix_Classes::Real | Hfactor |
| the prox term of Hp is multiplied by this | |
Detailed Description
Abstract Interface for preconditioners to be used with a QPIterativeKKTSolver and a CH_Matrix_Classes::IterativeSolverObject, see Interfaces and Classes for Iterative Solvers like PCG, MINRES and PSQMR. It will depend on the system setup and the solver method which preconditioning routines are called and what requirements the preconditioners have to fulfill. Feasible combinations lie in the responsibility of the caller and are not checked for correctness.
As describe for QPIterativeKKTSolver the main structure is as follows:
- init_data() is called from QPIterativeKKTSolver::QPinit_KKTdata() once at the beginning of a new QP problem to communicate the basic problem data
- init_system() is called from QPIterativeKKTSolver::QPinit_KKTsystem() once at each iteration of the interior point solver when setting when setting up the system before solving. Here the preconditioners are precomputed so that their use in precondM1() and precondM2() is efficient
- precondM1() and precondM2() are called by the actual iterative solver CH_Matrix_Classes::IterativeSolverObject
Member Function Documentation
◆ init_data()
|
pure virtual |
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
- Parameters
-
Hp may not be be NULL model may be NULL A may be NULL eq_indices if not NULL these rows of A correspond to equations SchurComplAineq if true, the inequalities of A are Schur complemented into the H block
Implemented in ConicBundle::QPKKTSubspaceHPrecond.
Referenced by QPKKTPrecondObject().
The documentation for this class was generated from the following file:
