renamed HessianLowRank class and files

src/Optimization/CMakeLists.txt

@@ -8,7 +8,7 @@ set(hiopOptimization_SRC
   hiopKKTLinSys.cpp
   KktLinSysLowRank.cpp
   hiopKKTLinSysMDS.cpp 
-  hiopHessianLowRank.cpp 
+  HessianDiagPlusRowRank.cpp 
   hiopDualsUpdater.cpp 
   hiopNlpTransforms.cpp
   hiopPDPerturbation.cpp
@@ -28,7 +28,7 @@ set(hiopOptimization_INTERFACE_HEADERS
   hiopDualsUpdater.hpp
   hiopFactAcceptor.hpp
   hiopFilter.hpp
-  hiopHessianLowRank.hpp
+  HessianDiagPlusRowRank.hpp
   hiopIterate.hpp
   hiopKKTLinSys.hpp
   hiopKKTLinSysDense.hpp

src/Optimization/hiopHessianLowRank.hpp → src/Optimization/HessianDiagPlusRowRank.hpp

@@ -88,11 +88,11 @@ namespace hiop
  * Parallel computations: Dk, B0 are distributed vectors, M is distributed 
  * column-wise, and N is local (stored on all processors).
  */
-class hiopHessianLowRank : public hiopMatrix
+class HessianDiagPlusRowRank : public hiopMatrix
 {
 public:
-  hiopHessianLowRank(hiopNlpDenseConstraints* nlp_in, int max_memory_length);
-  virtual ~hiopHessianLowRank();
+  HessianDiagPlusRowRank(hiopNlpDenseConstraints* nlp_in, int max_memory_length);
+  virtual ~HessianDiagPlusRowRank();
 
   /// Updates Hessian if hereditary positive definitness is maintained and returns true, otherwise false.
   virtual bool update(const hiopIterate& x_curr,
@@ -282,9 +282,9 @@ class hiopHessianLowRank : public hiopMatrix
   void solveWithV(hiopVector& rhs_s, hiopVector& rhs_y);
   void solveWithV(hiopMatrixDense& rhs);
 private:
-  hiopHessianLowRank() {};
-  hiopHessianLowRank(const hiopHessianLowRank&) {};
-  hiopHessianLowRank& operator=(const hiopHessianLowRank&) {return *this;};
+  HessianDiagPlusRowRank() {};
+  HessianDiagPlusRowRank(const HessianDiagPlusRowRank&) {};
+  HessianDiagPlusRowRank& operator=(const HessianDiagPlusRowRank&) {return *this;};
 
   /* methods that need to be implemented as the class inherits from hiopMatrix*/
 public:

src/Optimization/KktLinSysLowRank.cpp

@@ -87,7 +87,7 @@ bool KktLinSysLowRank::update(const hiopIterate* iter,
                               const hiopVector* grad_f,
                               const hiopMatrixDense* Jac_c,
                               const hiopMatrixDense* Jac_d,
-                              hiopHessianLowRank* hess_low_rank)
+                              HessianDiagPlusRowRank* hess_low_rank)
 {
   nlp_->runStats.tmSolverInternal.start();
 
@@ -133,7 +133,7 @@ bool KktLinSysLowRank::update(const hiopIterate* iter,
  * and then solving for dx from
  *  dx = - (H+Dx)^{-1}*(Jc^T*dyc+Jd^T*dyd - rx)
  *
- * Note that ops H+Dx are provided by hiopHessianLowRank
+ * Note that ops H+Dx are provided by HessianDiagPlusRowRank
  */
 bool KktLinSysLowRank::solveCompressed(hiopVector& rx,
                                        hiopVector& ryc,
@@ -160,7 +160,7 @@ bool KktLinSysLowRank::solveCompressed(hiopVector& rx,
   J.copyRowsFrom(*Jac_c_de, nlp_->m_eq(), 0); //!opt
   J.copyRowsFrom(*Jac_d_de, nlp_->m_ineq(), nlp_->m_eq());//!opt
 
-  auto* hess_low_rank = dynamic_cast<hiopHessianLowRank*>(Hess_);
+  auto* hess_low_rank = dynamic_cast<HessianDiagPlusRowRank*>(Hess_);
 
   //N =  J*(Hess\J')
   //Hess->symmetricTimesMat(0.0, *N, 1.0, J);
@@ -460,7 +460,7 @@ double KktLinSysLowRank::errorCompressedLinsys(const hiopVector& rx,
                                                const hiopVector& dyd)
 {
   nlp_->log->printf(hovLinAlgScalars, "KktLinSysLowRank::errorCompressedLinsys residuals norm:\n");
-  auto* hess_low_rank = dynamic_cast<hiopHessianLowRank*>(Hess_);
+  auto* hess_low_rank = dynamic_cast<HessianDiagPlusRowRank*>(Hess_);
 
   double derr = -1.;
   double aux;

src/Optimization/KktLinSysLowRank.hpp

@@ -68,8 +68,8 @@ namespace hiop
  * by low-rank matrix plus a multiple of identity and the number of the constraints is not
  * too large. 
  * 
- * It works with Hessian being a HessianLowRank class and the constraints Jacobian being
- * hiopMatrixDense. 
+ * It works with Hessian being a HessianDiagPlusLowRank class and the constraints Jacobian 
+ * being hiopMatrixDense. 
  *
  * This class solves the XYcYd compression of the full KKT. See solveCompressed method 
  * for details on the approach used to solve the linear system. 
@@ -90,7 +90,7 @@ class KktLinSysLowRank : public hiopKKTLinSysCompressedXYcYd
   {
     const hiopMatrixDense* Jac_c_ = dynamic_cast<const hiopMatrixDense*>(Jac_c);
     const hiopMatrixDense* Jac_d_ = dynamic_cast<const hiopMatrixDense*>(Jac_d);
-    hiopHessianLowRank* Hess_ = dynamic_cast<hiopHessianLowRank*>(Hess);
+    HessianDiagPlusRowRank* Hess_ = dynamic_cast<HessianDiagPlusRowRank*>(Hess);
     if(Jac_c_==nullptr || Jac_d_==nullptr || Hess_==nullptr) {
       assert(false);
       return false;
@@ -103,7 +103,7 @@ class KktLinSysLowRank : public hiopKKTLinSysCompressedXYcYd
 		      const hiopVector* grad_f,
 		      const hiopMatrixDense* Jac_c,
                       const hiopMatrixDense* Jac_d,
-		      hiopHessianLowRank* Hess);
+		      HessianDiagPlusRowRank* Hess);
 
   virtual bool build_kkt_matrix(const hiopPDPerturbation& pdreg)
   {
@@ -148,7 +148,7 @@ class KktLinSysLowRank : public hiopKKTLinSysCompressedXYcYd
   /// @brief perform y=beta*y+alpha*H*x without the log barrier term from H
   void HessianTimesVec_noLogBarrierTerm(double beta, hiopVector& y, double alpha, const hiopVector& x)
   {
-    hiopHessianLowRank* hesslowrank = dynamic_cast<hiopHessianLowRank*>(Hess_);
+    HessianDiagPlusRowRank* hesslowrank = dynamic_cast<HessianDiagPlusRowRank*>(Hess_);
     assert(nullptr != hesslowrank);
     hesslowrank->times_vec_no_logbar_term(beta, y, alpha, x);
   }

src/Optimization/hiopAlgFilterIPM.cpp

@@ -971,7 +971,7 @@ hiopSolveStatus hiopAlgFilterIPMQuasiNewton::run()
   resetSolverStatus();
 
   //types of linear algebra objects are known now
-  hiopHessianLowRank* Hess = dynamic_cast<hiopHessianLowRank*>(_Hess_Lagr);
+  auto* Hess = dynamic_cast<HessianDiagPlusRowRank*>(_Hess_Lagr);
 
   nlp->runStats.initialize();
   nlp->runStats.kkt.initialize();
@@ -1599,7 +1599,7 @@ void hiopAlgFilterIPMQuasiNewton::save_state_to_sidre_group(::axom::sidre::Group
   SidreHelper::copy_iterate_to_views(group, "alg_iterate_", *it_curr);
 
   //state of quasi-Newton Hessian approximation
-  hiopHessianLowRank& hqn = dynamic_cast<hiopHessianLowRank&>(*_Hess_Lagr);
+  HessianDiagPlusRowRank& hqn = dynamic_cast<HessianDiagPlusRowRank&>(*_Hess_Lagr);
   const double hqn_params[] = {(double)hqn.l_max_,
                                (double)hqn.l_curr_,
                                hqn.sigma_,
@@ -1712,7 +1712,7 @@ void hiopAlgFilterIPMQuasiNewton::load_state_from_sidre_group(const sidre::Group
   //
   //state of quasi-Newton Hessian approximation
   //
-  hiopHessianLowRank& hqn = dynamic_cast<hiopHessianLowRank&>(*_Hess_Lagr);
+  HessianDiagPlusRowRank& hqn = dynamic_cast<HessianDiagPlusRowRank&>(*_Hess_Lagr);
   //!!!note: nparams needs to match the # of params from save_state_to_sidre_group
   const int nhqn_params = 5;
   double hqn_params[nhqn_params];

src/Optimization/hiopAlgFilterIPM.hpp

@@ -60,7 +60,7 @@
 #include "hiopIterate.hpp"
 #include "hiopResidual.hpp"
 #include "hiopFilter.hpp"
-#include "hiopHessianLowRank.hpp"
+#include "HessianDiagPlusRowRank.hpp"
 #include "hiopKKTLinSys.hpp"
 #include "hiopLogBarProblem.hpp"
 #include "hiopDualsUpdater.hpp"

src/Optimization/hiopIterate.hpp

@@ -166,7 +166,7 @@ class hiopIterate
   friend class hiopKKTLinSysDenseXYcYd;
   friend class hiopKKTLinSysDenseXDYcYd;
   friend class KktLinSysLowRank;
-  friend class hiopHessianLowRank;
+  friend class HessianDiagPlusRowRank;
   friend class hiopKKTLinSysCompressedMDSXYcYd;
   friend class hiopHessianInvLowRank_obsolette;
   friend class hiopKKTLinSysSparse;

src/Optimization/hiopKKTLinSys.hpp

@@ -51,7 +51,7 @@
 
 #include "hiopIterate.hpp"
 #include "hiopResidual.hpp"
-#include "hiopHessianLowRank.hpp"
+#include "HessianDiagPlusRowRank.hpp"
 #include "hiopPDPerturbation.hpp"
 #include "hiopLinSolver.hpp"
 #include "hiopFactAcceptor.hpp"

src/Optimization/hiopNlpFormulation.cpp

@@ -54,7 +54,7 @@
  */
 
 #include "hiopNlpFormulation.hpp"
-#include "hiopHessianLowRank.hpp"
+#include "HessianDiagPlusRowRank.hpp"
 #include "hiopVector.hpp"
 #include "LinAlgFactory.hpp"
 #include "hiopLogger.hpp"
@@ -1636,7 +1636,7 @@ hiopMatrixDense* hiopNlpDenseConstraints::alloc_Jac_cons()
 
 hiopMatrix* hiopNlpDenseConstraints::alloc_Hess_Lagr()
 {
-  return new hiopHessianLowRank(this, this->options->GetInteger("secant_memory_len"));
+  return new HessianDiagPlusRowRank(this, this->options->GetInteger("secant_memory_len"));
 }
 
 hiopMatrixDense* hiopNlpDenseConstraints::alloc_multivector_primal(int nrows, int maxrows/*=-1*/) const

src/Optimization/hiopNlpFormulation.hpp

@@ -461,7 +461,7 @@ class hiopNlpDenseConstraints : public hiopNlpFormulation
   virtual hiopMatrixDense* alloc_Jac_c();
   virtual hiopMatrixDense* alloc_Jac_d();
   virtual hiopMatrixDense* alloc_Jac_cons();
-  //returns hiopHessianLowRank which (fakely) inherits from hiopMatrix
+  //returns HessianDiagPlusRowRank which (fakely) inherits from hiopMatrix
   virtual hiopMatrix* alloc_Hess_Lagr();
 
   /* this is in general for a dense matrix with n_vars cols and a small number of 

src/Utils/hiopLogger.cpp

@@ -50,7 +50,7 @@
 
 #include "hiopVector.hpp"
 #include "hiopResidual.hpp"
-#include "hiopHessianLowRank.hpp"
+#include "HessianDiagPlusRowRank.hpp"
 #include "hiopFilter.hpp"
 #include "hiopOptions.hpp"
 
@@ -97,7 +97,10 @@ void hiopLogger::write(const char* msg, const hiopIterate& it, hiopOutVerbosity
 }
 
 #ifdef HIOP_DEEPCHECKS
-void hiopLogger::write(const char* msg, const hiopHessianLowRank& Hess, hiopOutVerbosity v, int loggerid/*=0*/)
+void hiopLogger::write(const char* msg,
+                       const HessianDiagPlusRowRank& Hess,
+                       hiopOutVerbosity v,
+                       int loggerid/*=0*/)
 {
   if(master_rank_ != my_rank_) return;
   hiopOutVerbosity _verb = (hiopOutVerbosity) options_->GetInteger("verbosity_level");
@@ -106,7 +109,7 @@ void hiopLogger::write(const char* msg, const hiopHessianLowRank& Hess, hiopOutV
 }
 #endif
 
-void hiopLogger::write(const char* msg, const hiopOptions& options,     hiopOutVerbosity v, int loggerid/*=0*/)
+void hiopLogger::write(const char* msg, const hiopOptions& options, hiopOutVerbosity v, int loggerid/*=0*/)
 {
   if(master_rank_ != my_rank_) return;
   hiopOutVerbosity _verb = (hiopOutVerbosity) options_->GetInteger("verbosity_level");

src/Utils/hiopLogger.hpp

@@ -62,7 +62,7 @@ class hiopVector;
 class hiopResidual;
 class hiopIterate;
 class hiopMatrix;
-class hiopHessianLowRank;
+class HessianDiagPlusRowRank;
 class hiopNlpFormulation;
 class hiopOptions;
 class hiopFilter;
@@ -105,7 +105,7 @@ class hiopLogger
   void write(const char* msg, const hiopIterate& r,           hiopOutVerbosity v, int loggerid=0);
   void write(const char* msg, const hiopMatrix& M,            hiopOutVerbosity v, int loggerid=0);
 #ifdef HIOP_DEEPCHECKS
-  void write(const char* msg, const hiopHessianLowRank& Hess, hiopOutVerbosity v, int loggerid=0);
+  void write(const char* msg, const HessianDiagPlusRowRank& Hess, hiopOutVerbosity v, int loggerid=0);
 #endif
   void write(const char* msg, const hiopNlpFormulation& nlp,  hiopOutVerbosity v, int loggerid=0);
   void write(const char* msg, const hiopOptions& options,     hiopOutVerbosity v, int loggerid=0);