Description

Base class for iterative solvers aimed at solving complementarity problems arising from QP optimization problems.

The problem is described by a variational inequality VI(Z*x-d,K):

  | M -Cq'|*|q|- | f|= |0|
  | Cq -E | |l|  |-b|  |c|

with l \(\in\) Y, C \(\in\) Ny, normal cone to Y
Also Z symmetric by flipping sign of l_i:

  |M  Cq'|*| q|-| f|=|0|
  |Cq  E | |-l| |-b| |c|
  • case linear problem: all Y_i = R, Ny=0, ex. all bilaterals
  • case LCP: all Y_i = R+: c>=0, l>=0, l*c=0
  • case CCP: Y_i are friction cones

The default maximum number of iterations is 50.

The 'tolerance' threshold value used in the stopping criteria may have different meaning for different solvers (threshold on maximum constraint violation, threshold on projected residual, etc). See the GetError method for an individual iterative VI solver for details.

Diagonal preconditioning is enabled by default, but may not supported by all iterative VI solvers.

#include <ChIterativeSolverVI.h>

Inheritance diagram for chrono::ChIterativeSolverVI:
Collaboration diagram for chrono::ChIterativeSolverVI:

Public Member Functions

void SetOmega (double mval)
 Set the overrelaxation factor (default: 1.0). More...
 
void SetSharpnessLambda (double mval)
 Set the sharpness factor (default: 1.0). More...
 
void SetRecordViolation (bool mval)
 Enable/disable recording of the constraint violation history. More...
 
double GetOmega () const
 Return the current value of the overrelaxation factor.
 
double GetSharpnessLambda () const
 Return the current value of the sharpness factor.
 
virtual int GetIterations () const override
 Return the number of iterations performed during the last solve.
 
const std::vector< double > & GetViolationHistory () const
 Access the vector of constraint violation history. More...
 
const std::vector< double > & GetDeltalambdaHistory () const
 Access the vector with history of maximum change in Lagrange multipliers Note that collection of constraint violations must be enabled through SetRecordViolation.
 
- Public Member Functions inherited from chrono::ChIterativeSolver
void SetMaxIterations (int max_iterations)
 Set the maximum number of iterations.
 
void SetTolerance (double tolerance)
 Set the tolerance threshold used by the stopping criteria.
 
void EnableDiagonalPreconditioner (bool val)
 Enable/disable use of a simple diagonal preconditioner (default: true). More...
 
void EnableWarmStart (bool val)
 Enable/disable warm starting by providing an initial guess (default: false). More...
 
int GetMaxIterations () const
 Get the current maximum number of iterations.
 
double GetTolerance () const
 Get the current tolerance value.
 
virtual double GetError () const =0
 Return the tolerance error reached during the last solve.
 
- Public Member Functions inherited from chrono::ChSolver
virtual Type GetType () const
 Return type of the solver.
 
virtual double Solve (ChSystemDescriptor &sysd)=0
 Performs the solution of the problem. More...
 
virtual bool Setup (ChSystemDescriptor &sysd)
 This function does the setup operations for the solver. More...
 
void SetVerbose (bool mv)
 Set verbose output from solver.
 

Protected Member Functions

void AtIterationEnd (double mmaxviolation, double mdeltalambda, unsigned int iternum)
 This method MUST be called by all iterative methods INSIDE their iteration loops (at the end). More...
 
virtual void ArchiveOUT (ChArchiveOut &marchive) override
 Method to allow serialization of transient data to archives.
 
virtual void ArchiveIN (ChArchiveIn &marchive) override
 Method to allow de-serialization of transient data from archives.
 
virtual bool SolveRequiresMatrix () const override
 Indicate whether ot not the Solve() phase requires an up-to-date problem matrix. More...
 
- Protected Member Functions inherited from chrono::ChIterativeSolver
 ChIterativeSolver (int max_iterations, double tolerance, bool use_precond, bool warm_start)
 
void SaveMatrix (ChSystemDescriptor &sysd)
 
double CheckSolution (ChSystemDescriptor &sysd, const ChVectorDynamic<> &x)
 

Protected Attributes

int m_iterations
 total number of iterations performed by the solver
 
double m_omega
 over-relaxation factor
 
double m_shlambda
 sharpness factor
 
bool record_violation_history
 
std::vector< double > violation_history
 
std::vector< double > dlambda_history
 
- Protected Attributes inherited from chrono::ChIterativeSolver
bool m_use_precond
 use diagonal preconditioning?
 
bool m_warm_start
 use initial guesss?
 
int m_max_iterations
 maximum number of iterations
 
double m_tolerance
 tolerance threshold in stopping criteria
 
- Protected Attributes inherited from chrono::ChSolver
bool verbose
 

Additional Inherited Members

- Public Types inherited from chrono::ChSolver
enum  Type {
  Type::PSOR = 0, Type::PSSOR, Type::PJACOBI, Type::PMINRES,
  Type::BARZILAIBORWEIN, Type::APGD, Type::SPARSE_LU, Type::SPARSE_QR,
  Type::PARDISO, Type::MUMPS, Type::GMRES, Type::MINRES,
  Type::BICGSTAB, CUSTOM
}
 Available types of solvers. More...
 

Member Function Documentation

◆ AtIterationEnd()

void chrono::ChIterativeSolverVI::AtIterationEnd ( double  mmaxviolation,
double  mdeltalambda,
unsigned int  iternum 
)
protected

This method MUST be called by all iterative methods INSIDE their iteration loops (at the end).

If history recording is enabled, this function will store the current values as passed as arguments. Note: 'iternum' starts at 0 for the first iteration.

◆ GetViolationHistory()

const std::vector<double>& chrono::ChIterativeSolverVI::GetViolationHistory ( ) const
inline

Access the vector of constraint violation history.

Note that collection of constraint violations must be enabled through SetRecordViolation.

◆ SetOmega()

void chrono::ChIterativeSolverVI::SetOmega ( double  mval)

Set the overrelaxation factor (default: 1.0).

This factor may be used by PSOR-like methods. A good value for Jacobi solver is 0.2; for other iterative solvers it can be up to 1.0

◆ SetRecordViolation()

void chrono::ChIterativeSolverVI::SetRecordViolation ( bool  mval)
inline

Enable/disable recording of the constraint violation history.

If enabled, the maximum constraint violation at the end of each iteration is stored in a vector (see GetViolationHistory).

◆ SetSharpnessLambda()

void chrono::ChIterativeSolverVI::SetSharpnessLambda ( double  mval)

Set the sharpness factor (default: 1.0).

This factor may be used by PSOR-like methods with projection (see Mangasarian LCP method). A good sharpness value is in the 0.8 ... 1.0 range (lower values improve accuracy but at the cost of slower convergence)

◆ SolveRequiresMatrix()

virtual bool chrono::ChIterativeSolverVI::SolveRequiresMatrix ( ) const
inlineoverrideprotectedvirtual

Indicate whether ot not the Solve() phase requires an up-to-date problem matrix.

Typically, this is the case for iterative solvers (as the matrix is needed for the matrix-vector operations).

Implements chrono::ChSolver.


The documentation for this class was generated from the following files:
  • /builds/uwsbel/chrono/src/chrono/solver/ChIterativeSolverVI.h
  • /builds/uwsbel/chrono/src/chrono/solver/ChIterativeSolverVI.cpp