HQP  1.9.6
Hqp_IpPardiso Class Reference

Solve the Jacobian matrix of Interior Point algorithms using the Pardiso solver. More...

#include <Hqp_IpPardiso.h>

Inherits Hqp_IpMatrix.

Public Member Functions

void init (const Hqp_Program *)
 
void update (const Hqp_Program *)
 
void factor (const Hqp_Program *, const VEC *z, const VEC *w)
 
void step (const Hqp_Program *, const VEC *z, const VEC *w, const VEC *r1, const VEC *r2, const VEC *r3, const VEC *r4, VEC *dx, VEC *dy, VEC *dz, VEC *dw)
 
const char * name ()
 
Member access methods
const char * pardiso_libname () const
 library containing solver
 
void set_pardiso_libname (const char *value)
 set library containing solver
 
const char * pardiso_funcname () const
 name of pardiso function
 
void set_pardiso_funcname (const char *value)
 set name of pardiso function
 
int nparallel () const
 number of processor cores to use
 
void set_nparallel (int value)
 set number of processor cores to use
 

Protected Member Functions

void free_pardiso ()
 
void reinit_pardiso ()
 

Protected Attributes

int _n
 
int _me
 
int _m
 
int _nnz
 dimensions
 
int _sbw
 semi band width of _J
 
Real _tol
 tolerance for fill-in vs. stability
 
PERM * _pivot
 
VEC * _scale
 
VEC * _r123
 
VEC * _xyz
 
Parameters of PARDISO solver
Hqp_DynLoad _dl
 dynamic load of solver library
 
char * _pardiso_libname
 name of library containing solver
 
char * _pardiso_funcname
 name of Pardiso function
 
pardiso_ft_pardiso_fp
 pointer to Pardiso function
 
int _nparallel
 number of processor cores to use
 
void * _pardiso_pt [64]
 
int _pardiso_parm [64]
 
int _reinit
 
IVEC * _iv
 
IVEC * _jv
 
VEC * _v
 
VEC * _v_raw
 
int _maxfct
 Maximum number of numerical factorizations.
 
int _mnum
 Which factorization to use.
 
int _msglvl
 Print statistical information in file.
 
int _error
 Initialize error flag.
 
int _mtype
 Real symmetric matrix.
 
int _nrhs
 Number of right hand sides.
 
int _phase
 solution phase of the PARDISO solver
 
int _dim
 dimension of equation system
 

Detailed Description

Solve the Jacobian matrix of Interior Point algorithms using the Pardiso solver.

The solver is loaded dynamically at runtime from the Intel Math Kernel Library per default (tested with MKL 10.2.5.035). The library containing the solver and the function name can be configured using mat_pardiso_libname and mat_pardiso_funcname, respectively.


The documentation for this class was generated from the following file: