SmartPtr<IpoptAlgorithm>
AlgorithmBuilder::BuildBasicAlgorithm(const Journalist& jnlst,
const OptionsList& options,
const std::string& prefix)
{
DBG_START_FUN("AlgorithmBuilder::BuildBasicAlgorithm",
dbg_verbosity);
bool mehrotra_algorithm;
options.GetBoolValue("mehrotra_algorithm", mehrotra_algorithm, prefix);
// Create the convergence check
SmartPtr<ConvergenceCheck> convCheck =
new OptimalityErrorConvergenceCheck();
// Create the solvers that will be used by the main algorithm
SmartPtr<SparseSymLinearSolverInterface> SolverInterface;
std::string linear_solver;
options.GetStringValue("linear_solver", linear_solver, prefix);
bool use_custom_solver = false;
if (linear_solver=="ma27") {
#ifndef COINHSL_HAS_MA27
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma27TSolverInterface();
if (!LSL_isMA27available()) {
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear solver MA27 not available.\nTried to obtain MA27 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for MA27 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma27TSolverInterface();
#endif
}
else if (linear_solver=="ma57") {
#ifndef COINHSL_HAS_MA57
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma57TSolverInterface();
if (!LSL_isMA57available()) {
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear solver MA57 not available.\nTried to obtain MA57 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for MA57 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma57TSolverInterface();
#endif
}
else if (linear_solver=="ma77") {
#ifndef COINHSL_HAS_MA77
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma77SolverInterface();
if (!LSL_isMA77available()) {
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear solver HSL_MA77 not available.\nTried to obtain HSL_MA77 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for HSL_MA77 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma77SolverInterface();
#endif
}
else if (linear_solver=="ma86") {
#ifndef COINHSL_HAS_MA86
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma86SolverInterface();
if (!LSL_isMA86available()) {
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear solver HSL_MA86 not available.\nTried to obtain HSL_MA86 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for HSL_MA86 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma86SolverInterface();
#endif
}
else if (linear_solver=="pardiso") {
#ifndef HAVE_PARDISO
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new PardisoSolverInterface();
char buf[256];
int rc = LSL_loadPardisoLib(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear solver Pardiso not available.\nTried to obtain Pardiso from shared library \"";
errmsg += LSL_PardisoLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for Pardiso has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new PardisoSolverInterface();
#endif
}
else if (linear_solver=="ma97") {
#ifndef COINHSL_HAS_MA97
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma97SolverInterface();
if (!LSL_isMA97available()) {
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear solver HSL_MA97 not available.\nTried to obtain HSL_MA97 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for HSL_MA97 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma97SolverInterface();
#endif
}
else if (linear_solver=="wsmp") {
#ifdef HAVE_WSMP
bool wsmp_iterative;
options.GetBoolValue("wsmp_iterative", wsmp_iterative, prefix);
if (wsmp_iterative) {
SolverInterface = new IterativeWsmpSolverInterface();
}
else {
SolverInterface = new WsmpSolverInterface();
}
#else
THROW_EXCEPTION(OPTION_INVALID,
"Selected linear solver WSMP not available.");
#endif
}
else if (linear_solver=="mumps") {
#ifdef COIN_HAS_MUMPS
SolverInterface = new MumpsSolverInterface();
#else
THROW_EXCEPTION(OPTION_INVALID,
"Selected linear solver MUMPS not available.");
#endif
}
else if (linear_solver=="custom") {
ASSERT_EXCEPTION(IsValid(custom_solver_), OPTION_INVALID,
"Selected linear solver CUSTOM not available.");
use_custom_solver = true;
}
SmartPtr<AugSystemSolver> AugSolver;
if (use_custom_solver) {
AugSolver = custom_solver_;
}
else {
SmartPtr<TSymScalingMethod> ScalingMethod;
std::string linear_system_scaling;
if (!options.GetStringValue("linear_system_scaling",
linear_system_scaling, prefix)) {
// By default, don't use mc19 for non-HSL solvers, or HSL_MA97
if (linear_solver!="ma27" && linear_solver!="ma57" && linear_solver!="ma77" && linear_solver!="ma86") {
linear_system_scaling="none";
}
}
if (linear_system_scaling=="mc19") {
#ifndef COINHSL_HAS_MC19
# ifdef HAVE_LINEARSOLVERLOADER
ScalingMethod = new Mc19TSymScalingMethod();
if (!LSL_isMC19available()) {
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc) {
std::string errmsg;
errmsg = "Selected linear system scaling method MC19 not available.\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for MC19 has not been compiled into Ipopt.");
# endif
#else
ScalingMethod = new Mc19TSymScalingMethod();
#endif
}
else if (linear_system_scaling=="slack-based") {
ScalingMethod = new SlackBasedTSymScalingMethod();
}
SmartPtr<SymLinearSolver> ScaledSolver =
new TSymLinearSolver(SolverInterface, ScalingMethod);
AugSolver = new StdAugSystemSolver(*ScaledSolver);
}
Index enum_int;
options.GetEnumValue("hessian_approximation", enum_int, prefix);
HessianApproximationType hessian_approximation =
HessianApproximationType(enum_int);
if (hessian_approximation==LIMITED_MEMORY) {
std::string lm_aug_solver;
options.GetStringValue("limited_memory_aug_solver", lm_aug_solver,
prefix);
if (lm_aug_solver == "sherman-morrison") {
AugSolver = new LowRankAugSystemSolver(*AugSolver);
}
else if (lm_aug_solver == "extended") {
Index lm_history;
options.GetIntegerValue("limited_memory_max_history", lm_history,
prefix);
Index max_rank;
std::string lm_type;
options.GetStringValue("limited_memory_update_type", lm_type, prefix);
if (lm_type == "bfgs") {
max_rank = 2*lm_history;
}
else if (lm_type == "sr1") {
max_rank = lm_history;
}
else {
THROW_EXCEPTION(OPTION_INVALID, "Unknown value for option \"limited_memory_update_type\".");
}
AugSolver = new LowRankSSAugSystemSolver(*AugSolver, max_rank);
}
else {
THROW_EXCEPTION(OPTION_INVALID, "Unknown value for option \"limited_memory_aug_solver\".");
}
}
SmartPtr<PDPerturbationHandler> pertHandler;
std::string lsmethod;
options.GetStringValue("line_search_method", lsmethod, prefix);
if (lsmethod=="cg-penalty") {
pertHandler = new CGPerturbationHandler();
}
else {
pertHandler = new PDPerturbationHandler();
}
SmartPtr<PDSystemSolver> PDSolver =
new PDFullSpaceSolver(*AugSolver, *pertHandler);
// Create the object for initializing the iterates Initialization
// object. We include both the warm start and the defaut
// initializer, so that the warm start options can be activated
// without having to rebuild the algorithm
SmartPtr<EqMultiplierCalculator> EqMultCalculator =
new LeastSquareMultipliers(*AugSolver);
SmartPtr<IterateInitializer> WarmStartInitializer =
new WarmStartIterateInitializer();
SmartPtr<IterateInitializer> IterInitializer =
new DefaultIterateInitializer(EqMultCalculator, WarmStartInitializer,
AugSolver);
SmartPtr<RestorationPhase> resto_phase;
SmartPtr<RestoConvergenceCheck> resto_convCheck;
// We only need a restoration phase object if we use the filter
// line search
if (lsmethod=="filter" || lsmethod=="penalty") {
// Solver for the restoration phase
SmartPtr<AugSystemSolver> resto_AugSolver =
new AugRestoSystemSolver(*AugSolver);
SmartPtr<PDPerturbationHandler> resto_pertHandler =
new PDPerturbationHandler();
SmartPtr<PDSystemSolver> resto_PDSolver =
new PDFullSpaceSolver(*resto_AugSolver, *resto_pertHandler);
// Convergence check in the restoration phase
if (lsmethod=="filter") {
resto_convCheck = new RestoFilterConvergenceCheck();
}
else if (lsmethod=="penalty") {
resto_convCheck = new RestoPenaltyConvergenceCheck();
}
// Line search method for the restoration phase
SmartPtr<RestoRestorationPhase> resto_resto =
new RestoRestorationPhase();
SmartPtr<BacktrackingLSAcceptor> resto_LSacceptor;
std::string resto_lsacceptor;
options.GetStringValue("line_search_method", resto_lsacceptor,
"resto."+prefix);
if (resto_lsacceptor=="filter") {
resto_LSacceptor = new FilterLSAcceptor(GetRawPtr(resto_PDSolver));
}
else if (resto_lsacceptor=="cg-penalty") {
resto_LSacceptor = new CGPenaltyLSAcceptor(GetRawPtr(resto_PDSolver));
}
else if (resto_lsacceptor=="penalty") {
resto_LSacceptor = new PenaltyLSAcceptor(GetRawPtr(resto_PDSolver));
}
SmartPtr<LineSearch> resto_LineSearch =
new BacktrackingLineSearch(resto_LSacceptor, GetRawPtr(resto_resto),
GetRawPtr(resto_convCheck));
// Create the mu update that will be used by the restoration phase
// algorithm
SmartPtr<MuUpdate> resto_MuUpdate;
std::string resto_smuupdate;
if (!options.GetStringValue("mu_strategy", resto_smuupdate, "resto."+prefix)) {
// Change default for quasi-Newton option (then we use adaptive)
Index enum_int;
if (options.GetEnumValue("hessian_approximation", enum_int, prefix)) {
HessianApproximationType hessian_approximation =
HessianApproximationType(enum_int);
if (hessian_approximation==LIMITED_MEMORY) {
resto_smuupdate = "adaptive";
}
}
}
std::string resto_smuoracle;
std::string resto_sfixmuoracle;
if (resto_smuupdate=="adaptive" ) {
options.GetStringValue("mu_oracle", resto_smuoracle, "resto."+prefix);
options.GetStringValue("fixed_mu_oracle", resto_sfixmuoracle, "resto."+prefix);
}
if (resto_smuupdate=="monotone" ) {
resto_MuUpdate = new MonotoneMuUpdate(GetRawPtr(resto_LineSearch));
}
else if (resto_smuupdate=="adaptive") {
SmartPtr<MuOracle> resto_MuOracle;
if (resto_smuoracle=="loqo") {
resto_MuOracle = new LoqoMuOracle();
}
else if (resto_smuoracle=="probing") {
resto_MuOracle = new ProbingMuOracle(resto_PDSolver);
}
else if (resto_smuoracle=="quality-function") {
resto_MuOracle = new QualityFunctionMuOracle(resto_PDSolver);
}
SmartPtr<MuOracle> resto_FixMuOracle;
if (resto_sfixmuoracle=="loqo") {
resto_FixMuOracle = new LoqoMuOracle();
}
else if (resto_sfixmuoracle=="probing") {
resto_FixMuOracle = new ProbingMuOracle(resto_PDSolver);
}
else if (resto_sfixmuoracle=="quality-function") {
resto_FixMuOracle = new QualityFunctionMuOracle(resto_PDSolver);
}
else {
resto_FixMuOracle = NULL;
}
resto_MuUpdate =
new AdaptiveMuUpdate(GetRawPtr(resto_LineSearch),
resto_MuOracle, resto_FixMuOracle);
}
// Initialization of the iterates for the restoration phase
SmartPtr<EqMultiplierCalculator> resto_EqMultCalculator =
new LeastSquareMultipliers(*resto_AugSolver);
SmartPtr<IterateInitializer> resto_IterInitializer =
new RestoIterateInitializer(resto_EqMultCalculator);
// Create the object for the iteration output during restoration
SmartPtr<OrigIterationOutput> resto_OrigIterOutput = NULL;
// new OrigIterationOutput();
SmartPtr<IterationOutput> resto_IterOutput =
new RestoIterationOutput(resto_OrigIterOutput);
// Get the Hessian updater for the restoration phase
SmartPtr<HessianUpdater> resto_HessUpdater;
switch (hessian_approximation) {
case EXACT:
resto_HessUpdater = new ExactHessianUpdater();
break;
case LIMITED_MEMORY:
// ToDo This needs to be replaced!
resto_HessUpdater = new LimMemQuasiNewtonUpdater(true);
break;
}
// Put together the overall restoration phase IP algorithm
SmartPtr<SearchDirectionCalculator> resto_SearchDirCalc;
if (resto_lsacceptor=="cg-penalty") {
resto_SearchDirCalc = new CGSearchDirCalculator(GetRawPtr(resto_PDSolver));
}
else {
resto_SearchDirCalc = new PDSearchDirCalculator(GetRawPtr(resto_PDSolver));
}
SmartPtr<IpoptAlgorithm> resto_alg =
new IpoptAlgorithm(resto_SearchDirCalc,
GetRawPtr(resto_LineSearch),
GetRawPtr(resto_MuUpdate),
GetRawPtr(resto_convCheck),
resto_IterInitializer,
resto_IterOutput,
resto_HessUpdater,
resto_EqMultCalculator);
// Set the restoration phase
resto_phase =
new MinC_1NrmRestorationPhase(*resto_alg, EqMultCalculator);
}
// Create the line search to be used by the main algorithm
SmartPtr<BacktrackingLSAcceptor> LSacceptor;
if (lsmethod=="filter") {
LSacceptor = new FilterLSAcceptor(GetRawPtr(PDSolver));
}
else if (lsmethod=="cg-penalty") {
LSacceptor = new CGPenaltyLSAcceptor(GetRawPtr(PDSolver));
}
else if (lsmethod=="penalty") {
LSacceptor = new PenaltyLSAcceptor(GetRawPtr(PDSolver));
}
SmartPtr<LineSearch> lineSearch =
new BacktrackingLineSearch(LSacceptor,
GetRawPtr(resto_phase), convCheck);
// The following cross reference is not good: We have to store a
// pointer to the lineSearch object in resto_convCheck as a
// non-SmartPtr to make sure that things are properly deleted when
// the IpoptAlgorithm return by the Builder is destructed.
if (IsValid(resto_convCheck)) {
resto_convCheck->SetOrigLSAcceptor(*LSacceptor);
}
// Create the mu update that will be used by the main algorithm
SmartPtr<MuUpdate> MuUpdate;
std::string smuupdate;
if (!options.GetStringValue("mu_strategy", smuupdate, prefix)) {
// Change default for quasi-Newton option (then we use adaptive)
Index enum_int;
if (options.GetEnumValue("hessian_approximation", enum_int, prefix)) {
HessianApproximationType hessian_approximation =
HessianApproximationType(enum_int);
if (hessian_approximation==LIMITED_MEMORY) {
smuupdate = "adaptive";
}
}
if (mehrotra_algorithm)
smuupdate = "adaptive";
}
ASSERT_EXCEPTION(!mehrotra_algorithm || smuupdate=="adaptive",
OPTION_INVALID,
"If mehrotra_algorithm=yes, mu_strategy must be \"adaptive\".");
std::string smuoracle;
std::string sfixmuoracle;
if (smuupdate=="adaptive" ) {
if (!options.GetStringValue("mu_oracle", smuoracle, prefix)) {
if (mehrotra_algorithm)
smuoracle = "probing";
}
options.GetStringValue("fixed_mu_oracle", sfixmuoracle, prefix);
ASSERT_EXCEPTION(!mehrotra_algorithm || smuoracle=="probing",
OPTION_INVALID,
"If mehrotra_algorithm=yes, mu_oracle must be \"probing\".");
}
if (smuupdate=="monotone" ) {
MuUpdate = new MonotoneMuUpdate(GetRawPtr(lineSearch));
}
else if (smuupdate=="adaptive") {
SmartPtr<MuOracle> muOracle;
if (smuoracle=="loqo") {
muOracle = new LoqoMuOracle();
}
else if (smuoracle=="probing") {
muOracle = new ProbingMuOracle(PDSolver);
}
else if (smuoracle=="quality-function") {
muOracle = new QualityFunctionMuOracle(PDSolver);
}
SmartPtr<MuOracle> FixMuOracle;
if (sfixmuoracle=="loqo") {
FixMuOracle = new LoqoMuOracle();
}
else if (sfixmuoracle=="probing") {
FixMuOracle = new ProbingMuOracle(PDSolver);
}
else if (sfixmuoracle=="quality-function") {
FixMuOracle = new QualityFunctionMuOracle(PDSolver);
}
else {
FixMuOracle = NULL;
}
MuUpdate = new AdaptiveMuUpdate(GetRawPtr(lineSearch),
muOracle, FixMuOracle);
}
// Create the object for the iteration output
SmartPtr<IterationOutput> IterOutput =
new OrigIterationOutput();
// Get the Hessian updater for the main algorithm
SmartPtr<HessianUpdater> HessUpdater;
switch (hessian_approximation) {
case EXACT:
HessUpdater = new ExactHessianUpdater();
break;
case LIMITED_MEMORY:
// ToDo This needs to be replaced!
HessUpdater = new LimMemQuasiNewtonUpdater(false);
break;
}
// Create the main algorithm
SmartPtr<SearchDirectionCalculator> SearchDirCalc;
if (lsmethod=="cg-penalty") {
SearchDirCalc = new CGSearchDirCalculator(GetRawPtr(PDSolver));
}
else {
SearchDirCalc = new PDSearchDirCalculator(GetRawPtr(PDSolver));
}
SmartPtr<IpoptAlgorithm> alg =
new IpoptAlgorithm(SearchDirCalc,
GetRawPtr(lineSearch), MuUpdate,
convCheck, IterInitializer, IterOutput,
HessUpdater, EqMultCalculator);
return alg;
}
SmartPtr<SymLinearSolver> AlgorithmBuilder::SymLinearSolverFactory(
const Journalist& jnlst,
const OptionsList& options,
const std::string& prefix
)
{
SmartPtr<SparseSymLinearSolverInterface> SolverInterface;
std::string linear_solver;
options.GetStringValue("linear_solver", linear_solver, prefix);
if( linear_solver == "ma27" )
{
#ifndef COINHSL_HAS_MA27
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma27TSolverInterface();
if (!LSL_isMA27available())
{
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear solver MA27 not available.\nTried to obtain MA27 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for MA27 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma27TSolverInterface();
#endif
}
else if( linear_solver == "ma57" )
{
#ifndef COINHSL_HAS_MA57
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma57TSolverInterface();
if (!LSL_isMA57available())
{
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear solver MA57 not available.\nTried to obtain MA57 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for MA57 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma57TSolverInterface();
#endif
}
else if( linear_solver == "ma77" )
{
#ifndef COINHSL_HAS_MA77
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma77SolverInterface();
if (!LSL_isMA77available())
{
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear solver HSL_MA77 not available.\nTried to obtain HSL_MA77 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for HSL_MA77 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma77SolverInterface();
#endif
}
else if( linear_solver == "ma86" )
{
#ifndef COINHSL_HAS_MA86
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma86SolverInterface();
if (!LSL_isMA86available())
{
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear solver HSL_MA86 not available.\nTried to obtain HSL_MA86 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for HSL_MA86 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma86SolverInterface();
#endif
}
else if( linear_solver == "pardiso" )
{
#ifndef HAVE_PARDISO
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new PardisoSolverInterface();
char buf[256];
int rc = LSL_loadPardisoLib(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear solver Pardiso not available.\nTried to obtain Pardiso from shared library \"";
errmsg += LSL_PardisoLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for Pardiso has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new PardisoSolverInterface();
#endif
}
else if( linear_solver == "ma97" )
{
#ifndef COINHSL_HAS_MA97
# ifdef HAVE_LINEARSOLVERLOADER
SolverInterface = new Ma97SolverInterface();
if (!LSL_isMA97available())
{
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear solver HSL_MA97 not available.\nTried to obtain HSL_MA97 from shared library \"";
errmsg += LSL_HSLLibraryName();
errmsg += "\", but the following error occured:\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for HSL_MA97 has not been compiled into Ipopt.");
# endif
#else
SolverInterface = new Ma97SolverInterface();
#endif
}
else if( linear_solver == "wsmp" )
{
#ifdef HAVE_WSMP
bool wsmp_iterative;
options.GetBoolValue("wsmp_iterative", wsmp_iterative, prefix);
if (wsmp_iterative)
{
SolverInterface = new IterativeWsmpSolverInterface();
}
else
{
SolverInterface = new WsmpSolverInterface();
}
#else
THROW_EXCEPTION(OPTION_INVALID, "Selected linear solver WSMP not available.");
#endif
}
else if( linear_solver == "mumps" )
{
#ifdef COIN_HAS_MUMPS
SolverInterface = new MumpsSolverInterface();
#else
THROW_EXCEPTION(OPTION_INVALID, "Selected linear solver MUMPS not available.");
#endif
}
else if( linear_solver == "custom" )
{
SolverInterface = NULL;
}
SmartPtr<TSymScalingMethod> ScalingMethod;
std::string linear_system_scaling;
if( !options.GetStringValue("linear_system_scaling", linear_system_scaling, prefix) )
{
// By default, don't use mc19 for non-HSL solvers, or HSL_MA97
if( linear_solver != "ma27" && linear_solver != "ma57" && linear_solver != "ma77" && linear_solver != "ma86" )
{
linear_system_scaling = "none";
}
}
if( linear_system_scaling == "mc19" )
{
#ifndef COINHSL_HAS_MC19
# ifdef HAVE_LINEARSOLVERLOADER
ScalingMethod = new Mc19TSymScalingMethod();
if (!LSL_isMC19available())
{
char buf[256];
int rc = LSL_loadHSL(NULL, buf, 255);
if (rc)
{
std::string errmsg;
errmsg = "Selected linear system scaling method MC19 not available.\n";
errmsg += buf;
THROW_EXCEPTION(OPTION_INVALID, errmsg.c_str());
}
}
# else
THROW_EXCEPTION(OPTION_INVALID, "Support for MC19 has not been compiled into Ipopt.");
# endif
#else
ScalingMethod = new Mc19TSymScalingMethod();
#endif
}
else if( linear_system_scaling == "slack-based" )
{
ScalingMethod = new SlackBasedTSymScalingMethod();
}
SmartPtr<SymLinearSolver> ScaledSolver = new TSymLinearSolver(SolverInterface, ScalingMethod);
return ScaledSolver;
}