PIPSIPMppInterface Class Reference

The main interface class for PIPS-IPM++. More...

#include <PIPSIPMppInterface.hpp>

Public Member Functions
	PIPSIPMppInterface (DistributedInputTree *tree, MPI_Comm comm=MPI_COMM_WORLD, const std::string &settings="PIPSIPMpp.opt")
	Constructor for PIPSIPMppInterface.
	~PIPSIPMppInterface ()
	Destructor.
TerminationStatus	run ()
	Runs the complete solution process (presolve, solve, postsolve).
TerminationStatus	presolve ()
	Runs the presolve step.
TerminationStatus	termination_status () const
	Gets the current termination status.
double	getObjective ()
	Gets the objective value of the solved problem.
int	n_iterations () const
	Gets the number of iterations performed by the solver.
double	getRootObjective () const
	Gets the block 0 (the root) objective value.
std::vector< double >	gatherPrimalSolution ()
	Gathers the primal solution from all processes.
std::vector< double >	gatherDualSolutionEq ()
	Gathers the dual solution for equality constraints from all processes.
std::vector< double >	gatherDualSolutionIneq ()
	Gathers the dual solution for inequality constraints from all processes.
std::vector< double >	gatherDualSolutionIneqUpp ()
	Gathers the dual solution for upper bounds on inequality constraints from all processes.
std::vector< double >	gatherDualSolutionIneqLow ()
	Gathers the dual solution for lower bounds on inequality constraints from all processes.
std::vector< double >	gatherDualSolutionVarBounds ()
	Gathers the dual solution for variable bounds from all processes.
std::vector< double >	gatherDualSolutionVarBoundsUpp ()
	Gathers the dual solution for upper bounds on variables from all processes.
std::vector< double >	gatherDualSolutionVarBoundsLow ()
	Gathers the dual solution for lower bounds on variables from all processes.
std::vector< double >	gatherSlacksInequalityUp ()
	Gathers the slack variables for upper bounds on inequality constraints from all processes.
std::vector< double >	gatherSlacksInequalityLow ()
	Gathers the slack variables for lower bounds on inequality constraints from all processes.
std::vector< double >	gatherSlacksVarsUp ()
	Gathers the slack variables for upper bounds on variables from all processes.
std::vector< double >	gatherSlacksVarsLow ()
	Gathers the slack variables for lower bounds on variables from all processes.
std::vector< double >	gatherPrimalResidsEQ ()
	Gathers the primal residuals for equality constraints from all processes.
std::vector< double >	gatherPrimalResidsIneqUp ()
	Gathers the primal residuals for upper bounds on inequality constraints from all processes.
std::vector< double >	gatherPrimalResidsIneqLow ()
	Gathers the primal residuals for lower bounds on inequality constraints from all processes.
std::vector< double >	gatherDualResids ()
	Gathers the dual residuals (gradient of the Lagrangian) from all processes.
std::vector< double >	getRootPrimalColSolution () const
	Gets the block 0 (the root) primal column solution from the current process.
std::vector< double >	getBlockPrimalColSolution (int block) const
	Gets the primal column solution for the given block from the current process.
void	allgatherBlocksizes (std::vector< unsigned int > &block_lengths_col, std::vector< unsigned int > &block_lengths_A, std::vector< unsigned int > &block_lengths_C) const
	Gathers the sizes of all blocks from all processes.
void	postsolveComputedSolution ()
	Postsolves the computed solution to obtain the solution to the original problem.
std::vector< double >	gatherEqualityConsValues ()
	Gathers the values of the equality constraints Ax-b from all processes.
std::vector< double >	gatherInequalityConsValues ()
	Gathers the values of the inequality constraints Cx-d from all processes.
void	getVarsUnscaledUnperm ()
	Gets the unscaled and unpermuted variables.
void	getResidsUnscaledUnperm ()
	Gets the unscaled and unpermuted residuals.

Static Public Member Functions
static void	reset_print ()
	Resets the printing behavior of PIPS-IPM++.
static void	print_banner (std::ostream &out)
	Prints the PIPS-IPM++ version banner.

Protected Attributes
std::unique_ptr< DistributedFactory >	factory
	Factory for creating problem-related objects.
std::unique_ptr< Problem >	presolved_problem
	The problem after presolving (possibly the same as original).
std::unique_ptr< Problem >	dataUnpermNotHier
	Data after presolve but before permutation, scaling, and hierarchical data structure creation.
std::unique_ptr< Problem >	original_problem
	The original problem data.
std::unique_ptr< Variables >	variables
	Variables of the (presolved) problem.
std::unique_ptr< Variables >	unscaleUnpermNotHierVars
	Unscaled and unpermuted variables.
std::unique_ptr< Variables >	postsolved_variables
	Variables of the original problem after postsolving.
std::unique_ptr< Residuals >	residuals
	Residuals of the (presolved) problem.
std::unique_ptr< Residuals >	unscaleUnpermNotHierResids
	Unscaled and unpermuted residuals.
std::unique_ptr< Residuals >	postsolvedResids
	Residuals after postsolving.
std::unique_ptr< Presolver >	presolver
	The presolver instance.
std::unique_ptr< Postsolver >	postsolver
	The postsolver instance.
std::unique_ptr< Scaler >	scaler
	The scaler instance.
std::unique_ptr< PIPSIPMppSolver >	solver
	The main solver instance.
MPI_Comm	comm = MPI_COMM_NULL
	The MPI communicator.
const int	my_rank = -1
	The rank of the current MPI process.
TerminationStatus	result {TerminationStatus::DID_NOT_RUN}
	The result status of the solution process.
bool	ran_solver = false
	Flag indicating whether the solver has been run.

Detailed Description

The main interface class for PIPS-IPM++.

This class provides a high-level interface for setting up and solving block structured linear optimization problems using the PIPS-IPM++ solver. It handles problem reading, presolving, solving, and postsolving.

Constructor & Destructor Documentation

PIPSIPMppInterface()

PIPSIPMppInterface::PIPSIPMppInterface	(	DistributedInputTree *	tree,
		MPI_Comm	comm = MPI_COMM_WORLD,
		const std::string &	settings = "PIPSIPMpp.opt" )

Constructor for PIPSIPMppInterface.

Parameters

tree	The distributed input tree defining the problem structure.
comm	The MPI communicator.
settings	The path to the settings file.

Member Function Documentation

allgatherBlocksizes()

void PIPSIPMppInterface::allgatherBlocksizes	(	std::vector< unsigned int > &	block_lengths_col,
		std::vector< unsigned int > &	block_lengths_A,
		std::vector< unsigned int > &	block_lengths_C ) const

Gathers the sizes of all blocks from all processes.

Parameters

[out]	block_lengths_col	Vector to store column block lengths.
[out]	block_lengths_A	Vector to store equality constraint block lengths.
[out]	block_lengths_C	Vector to store inequality constraint block lengths.

gatherDualResids()

std::vector< double > PIPSIPMppInterface::gatherDualResids

(

)

Gathers the dual residuals (gradient of the Lagrangian) from all processes.

Returns

A vector containing the dual residuals.

gatherDualSolutionEq()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionEq

(

)

Gathers the dual solution for equality constraints from all processes.

Returns

A vector containing the dual solution for equality constraints.

gatherDualSolutionIneq()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionIneq

(

)

Gathers the dual solution for inequality constraints from all processes.

Returns

A vector containing the dual solution for inequality constraints.

gatherDualSolutionIneqLow()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionIneqLow

(

)

Gathers the dual solution for lower bounds on inequality constraints from all processes.

Returns

A vector containing the duals.

gatherDualSolutionIneqUpp()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionIneqUpp

(

)

Gathers the dual solution for upper bounds on inequality constraints from all processes.

Returns

A vector containing the duals.

gatherDualSolutionVarBounds()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionVarBounds

(

)

Gathers the dual solution for variable bounds from all processes.

Returns

A vector containing the duals.

gatherDualSolutionVarBoundsLow()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionVarBoundsLow

(

)

Gathers the dual solution for lower bounds on variables from all processes.

Returns

A vector containing the duals.

gatherDualSolutionVarBoundsUpp()

std::vector< double > PIPSIPMppInterface::gatherDualSolutionVarBoundsUpp

(

)

Gathers the dual solution for upper bounds on variables from all processes.

Returns

A vector containing the duals.

gatherEqualityConsValues()

std::vector< double > PIPSIPMppInterface::gatherEqualityConsValues

(

)

Gathers the values of the equality constraints Ax-b from all processes.

Returns

A vector containing the constraint values.

gatherInequalityConsValues()

std::vector< double > PIPSIPMppInterface::gatherInequalityConsValues

(

)

Gathers the values of the inequality constraints Cx-d from all processes.

Returns

A vector containing the constraint values.

gatherPrimalResidsEQ()

std::vector< double > PIPSIPMppInterface::gatherPrimalResidsEQ

(

)

Gathers the primal residuals for equality constraints from all processes.

Returns

A vector containing the residuals.

gatherPrimalResidsIneqLow()

std::vector< double > PIPSIPMppInterface::gatherPrimalResidsIneqLow

(

)

Gathers the primal residuals for lower bounds on inequality constraints from all processes.

Returns

A vector containing the residuals.

gatherPrimalResidsIneqUp()

std::vector< double > PIPSIPMppInterface::gatherPrimalResidsIneqUp

(

)

Gathers the primal residuals for upper bounds on inequality constraints from all processes.

Returns

A vector containing the residuals.

gatherPrimalSolution()

std::vector< double > PIPSIPMppInterface::gatherPrimalSolution

(

)

Gathers the primal solution from all processes.

Returns

A vector containing the primal solution.

gatherSlacksInequalityLow()

std::vector< double > PIPSIPMppInterface::gatherSlacksInequalityLow

(

)

Gathers the slack variables for lower bounds on inequality constraints from all processes.

Returns

A vector containing the slack variables.

gatherSlacksInequalityUp()

std::vector< double > PIPSIPMppInterface::gatherSlacksInequalityUp

(

)

Gathers the slack variables for upper bounds on inequality constraints from all processes.

Returns

A vector containing the slack variables.

gatherSlacksVarsLow()

std::vector< double > PIPSIPMppInterface::gatherSlacksVarsLow

(

)

Gathers the slack variables for lower bounds on variables from all processes.

Returns

A vector containing the slack variables.

gatherSlacksVarsUp()

std::vector< double > PIPSIPMppInterface::gatherSlacksVarsUp

(

)

Gathers the slack variables for upper bounds on variables from all processes.

Returns

A vector containing the slack variables.

getBlockPrimalColSolution()

std::vector< double > PIPSIPMppInterface::getBlockPrimalColSolution ( int block ) const

nodiscard

Gets the primal column solution for the given block from the current process.

Parameters

block

The block index.

Returns

A vector containing the local part of the block solution.

getObjective()

double PIPSIPMppInterface::getObjective

(

)

Gets the objective value of the solved problem.

Returns

The objective value.

getRootObjective()

double PIPSIPMppInterface::getRootObjective ( ) const

nodiscard

Gets the block 0 (the root) objective value.

Returns

The block 0 objective value.

getRootPrimalColSolution()

std::vector< double > PIPSIPMppInterface::getRootPrimalColSolution ( ) const

nodiscard

Gets the block 0 (the root) primal column solution from the current process.

Returns

A vector containing the local part of the block 0 solution.

n_iterations()

int PIPSIPMppInterface::n_iterations ( ) const

nodiscard

Gets the number of iterations performed by the solver.

Returns

The number of iterations, or -1 if the solver did not run.

presolve()

TerminationStatus PIPSIPMppInterface::presolve

(

)

Runs the presolve step.

Returns

The termination status of the presolve step.

print_banner()

void PIPSIPMppInterface::print_banner ( std::ostream & out )

static

Prints the PIPS-IPM++ version banner.

Parameters

out	The output stream to print to.

reset_print()

void PIPSIPMppInterface::reset_print ( )

static

Resets the printing behavior of PIPS-IPM++.

Many components (such as linear solvers, linear systems ...) track via static variables that print exactly once during a run. In order to reset these, call reset_print() between PIPS-IPM++ runs.

run()

TerminationStatus PIPSIPMppInterface::run

(

)

Runs the complete solution process (presolve, solve, postsolve).

Returns

The termination status of the solver.

termination_status()

TerminationStatus PIPSIPMppInterface::termination_status

(

)

const

Gets the current termination status.

Returns

The termination status.