SPxSteepPR Class Reference

Steepest edge pricer.Class SPxSteepPR implements a steepest edge pricer to be used with SoPlex. More...

#include <spxsteeppr.h>

Inheritance diagram for SPxSteepPR:

Public Types
Types
enum	Setup { EXACT, DEFAULT }
	How to setup the direction multipliers. More...
Public Types inherited from SPxPricer
enum	ViolationType { NOT_VIOLATED = 0, VIOLATED = 1, VIOLATED_AND_CHECKED = 2 }

Public Member Functions
void	setupWeights (SPxSolver::Type type)
	setup steepest edge weights
Construction / destruction
	SPxSteepPR (const char *name="Steep", Setup mode=DEFAULT)
	SPxSteepPR (const SPxSteepPR &old)
	copy constructor
SPxSteepPR &	operator= (const SPxSteepPR &rhs)
	assignment operator
virtual	~SPxSteepPR ()
	destructor
virtual SPxPricer *	clone () const
	clone function for polymorphism
Access / modification
virtual void	load (SPxSolver *base)
	sets the solver
virtual void	clear ()
	clear solver and preferences
virtual void	setType (SPxSolver::Type)
	set entering/leaving algorithm
virtual void	setRep (SPxSolver::Representation rep)
	set row/column representation
virtual int	selectLeave ()
virtual void	left4 (int n, SPxId id)
virtual SPxId	selectEnter ()
virtual void	entered4 (SPxId id, int n)
virtual void	addedVecs (int n)
	n vectors have been added to loaded LP.
virtual void	addedCoVecs (int n)
	n covectors have been added to loaded LP.
virtual void	removedVec (int i)
	the i'th vector has been removed from the loaded LP.
virtual void	removedCoVec (int i)
	the i'th covector has been removed from the loaded LP.
virtual void	removedVecs (const int perm[])
	n vectors have been removed from loaded LP.
virtual void	removedCoVecs (const int perm[])
	n covectors have been removed from loaded LP.
Consistency check
virtual bool	isConsistent () const
Public Member Functions inherited from SPxPricer
virtual const char *	getName () const
	get name of pricer.
virtual SPxSolver *	solver () const
	returns loaded SPxSolver object.
virtual Real	epsilon () const
	returns violation bound theeps.
virtual void	setEpsilon (Real eps)
	sets violation bound.
virtual void	removedVecs (const int *)
	vectors given by perm have been removed from loaded LP.
virtual void	removedCoVecs (const int *)
	covectors given by perm have been removed from loaded LP.
virtual void	getNdualNorms (int &nrows, int &ncols) const
	get number of available norms
virtual bool	getDualNorms (int &nrows, int &ncols, Real *norms) const
	export norms from pricer
virtual bool	setDualNorms (int nrows, int ncols, Real *norms)
	import norms into pricer
	SPxPricer (const char *p_name)
	constructor
	SPxPricer (const SPxPricer &old)
	copy constructor
SPxPricer &	operator= (const SPxPricer &rhs)
	assignment operator
virtual	~SPxPricer ()
	destructor.

Private Member Functions
int	buildBestPriceVectorLeave (Real feastol)
	prepare data structures for hyper sparse pricing
int	selectLeaveX (Real tol)
	implementation of full pricing
int	selectLeaveSparse (Real tol)
	implementation of sparse pricing in the leaving Simplex
int	selectLeaveHyper (Real tol)
	implementation of hyper sparse pricing in the leaving Simplex
SPxId	buildBestPriceVectorEnterDim (Real &best, Real feastol)
	build up vector of pricing values for later use
SPxId	buildBestPriceVectorEnterCoDim (Real &best, Real feastol)
SPxId	selectEnterX (Real tol)
	choose the best entering index among columns and rows but prefer sparsity
SPxId	selectEnterSparseDim (Real &best, Real tol)
	implementation of sparse pricing for the entering Simplex (slack variables)
SPxId	selectEnterSparseCoDim (Real &best, Real tol)
	implementation of sparse pricing for the entering Simplex
SPxId	selectEnterDenseDim (Real &best, Real tol)
	implementation of selectEnter() in dense case (slack variables)
SPxId	selectEnterDenseCoDim (Real &best, Real tol)
	implementation of selectEnter() in dense case
SPxId	selectEnterHyperDim (Real &best, Real feastol)
	implementation of hyper sparse pricing in the entering Simplex
SPxId	selectEnterHyperCoDim (Real &best, Real feastol)
	implementation of hyper sparse pricing in the entering Simplex
Preferences
void	setupPrefsX (Real mult, Real, Real, Real shift, Real coshift)
void	setupPrefs (SPxSolver::Type)

Private Attributes
Data
SSVector	workVec
	working vector
SSVector	workRhs
	working vector
DataArray< IdxElement >	prices
	temporary array of precomputed pricing values
DataArray< IdxElement >	pricesCo
	temporary array of precomputed pricing values
DIdxSet	bestPrices
	array of best pricing candidates
DIdxSet	bestPricesCo
	array of best pricing candidates
Real	pi_p
int	prefSetup
DataArray< Real >	coPref
	preference multiplier for selecting as pivot
DataArray< Real >	pref
	preference multiplier for selecting as pivot
DataArray< Real >	leavePref
Setup	setup
	setup type.
bool	refined
	has a refinement step already been tried?

Additional Inherited Members
Protected Attributes inherited from SPxPricer
IdxCompare	compare
const char *	m_name
	name of the pricer
SPxSolver *	thesolver
	the solver
Real	theeps
	violation bound
DVector	weights
	vector to store pricing weights or norms
DVector	coWeights
bool	weightsAreSetup
	are the weights already set up?

Detailed Description

Steepest edge pricer.

Class SPxSteepPR implements a steepest edge pricer to be used with SoPlex.

See SPxPricer for a class documentation.

Definition at line 41 of file spxsteeppr.h.

Member Enumeration Documentation

enum Setup

How to setup the direction multipliers.

Possible settings are EXACT for starting with exactly computed values, or DEFAULT for starting with multipliers set to 1. The latter is the default.

Enumerator
EXACT	starting with exactly computed values
DEFAULT	starting with multipliers set to 1

Definition at line 53 of file spxsteeppr.h.

Constructor & Destructor Documentation

SPxSteepPR	(	const char *	name = "Steep",
		Setup	mode = DEFAULT
	)

Definition at line 136 of file spxsteeppr.h.

References SPxSteepPR::isConsistent().

Referenced by SPxSteepPR::clone().

SPxSteepPR

(

const SPxSteepPR &

old

)

copy constructor

Definition at line 148 of file spxsteeppr.h.

References SPxSteepPR::isConsistent().

virtual ~SPxSteepPR ( )

virtual

destructor

Definition at line 184 of file spxsteeppr.h.

Member Function Documentation

void addedCoVecs ( int  n )

virtual

n covectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 1128 of file spxsteeppr.cpp.

References SPxSteepPR::coPref, SPxPricer::coWeights, VectorBase< R >::dim(), SPxSolver::dim(), SPxSteepPR::leavePref, SPxSteepPR::prefSetup, DVectorBase< R >::reDim(), SSVectorBase< R >::reDim(), DataArray< T >::reSize(), SPxSteepPR::setupPrefs(), SPxPricer::thesolver, SPxSolver::type(), and SPxSteepPR::workVec.

Referenced by SPxHybridPR::addedCoVecs().

void addedVecs ( int  n )

virtual

n vectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 1113 of file spxsteeppr.cpp.

References SPxSolver::coDim(), VectorBase< R >::dim(), SPxSolver::ENTER, SPxSteepPR::pref, SPxSteepPR::prefSetup, DVectorBase< R >::reDim(), DataArray< T >::reSize(), SPxSteepPR::setupPrefs(), SPxPricer::thesolver, SPxSolver::type(), and SPxPricer::weights.

Referenced by SPxHybridPR::addedVecs().

SPxId buildBestPriceVectorEnterCoDim ( Real &  best, Real  feastol  )

private

Definition at line 700 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), DataArray< T >::append(), SPxSteepPR::bestPricesCo, IdxSet::clear(), DataArray< T >::clear(), SPxPricer::compare, SPxPricer::IdxCompare::elements, DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), DataArray< T >::get_ptr(), HYPERPRICINGSIZE, SPxSolver::id(), IdxSet::index(), SPxSolver::infeasibilitiesCo, SPxSolver::isInfeasibleCo, SPxPricer::NOT_VIOLATED, SPxSteepPR::pref, SPxSteepPR::pricesCo, IdxSet::remove(), IdxSet::size(), DataArray< T >::size(), soplex::SPxQuicksortPart(), SPxSolver::test(), SPxPricer::thesolver, SPxPricer::VIOLATED, SPxPricer::VIOLATED_AND_CHECKED, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

SPxId buildBestPriceVectorEnterDim ( Real &  best, Real  feastol  )

private

build up vector of pricing values for later use

Definition at line 646 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), DataArray< T >::append(), SPxSteepPR::bestPrices, IdxSet::clear(), DataArray< T >::clear(), SPxSolver::coId(), SPxPricer::compare, SPxSteepPR::coPref, SPxSolver::coTest(), SPxPricer::coWeights, SPxPricer::IdxCompare::elements, DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), DataArray< T >::get_ptr(), HYPERPRICINGSIZE, IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, SPxSteepPR::prices, IdxSet::remove(), IdxSet::size(), DataArray< T >::size(), soplex::SPxQuicksortPart(), SPxPricer::thesolver, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectEnterX().

int buildBestPriceVectorLeave ( Real  feastol )

private

prepare data structures for hyper sparse pricing

Definition at line 311 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), DataArray< T >::append(), SPxSteepPR::bestPrices, IdxSet::clear(), DataArray< T >::clear(), SPxPricer::compare, SPxPricer::coWeights, SPxPricer::IdxCompare::elements, SPxSolver::fTest(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), DataArray< T >::get_ptr(), HYPERPRICINGSIZE, IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxSteepPR::leavePref, SPxSteepPR::prices, IdxSet::size(), DataArray< T >::size(), soplex::SPxQuicksortPart(), SPxPricer::thesolver, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectLeave().

void clear ( )

virtual

clear solver and preferences

Reimplemented from SPxPricer.

Definition at line 33 of file spxsteeppr.cpp.

References SPxSteepPR::prefSetup, SPxPricer::thesolver, and SPxPricer::weightsAreSetup.

Referenced by SPxHybridPR::clear(), and SPxAutoPR::clear().

virtual SPxPricer* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer.

Reimplemented in SPxSteepExPR.

Definition at line 187 of file spxsteeppr.h.

References SPxSteepPR::SPxSteepPR().

void entered4 ( SPxId  id, int  n  )

virtual

Reimplemented from SPxPricer.

Definition at line 582 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSolver::coPvec(), SPxPricer::coWeights, UpdateVector::delta(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::fVec(), VectorBase< R >::get_const_ptr(), VectorBase< R >::get_ptr(), UpdateVector::idx(), IdxSet::index(), soplex::infinity, SPxBasis::iteration(), SPxSteepPR::pi_p, SPxSolver::pVec(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::type(), SSVectorBase< R >::values(), SPxSolver::vector(), SPxPricer::weights, and SPxSteepPR::workVec.

bool isConsistent ( ) const

virtual

Reimplemented from SPxPricer.

Definition at line 1186 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSolver::coDim(), SPxBasis::coSolve(), SPxPricer::coWeights, SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSteepPR::EXACT, SPxSolver::LEAVE, SPxSolver::leavetol(), VectorBase< R >::length2(), MSG_ERROR, MSGinconsistent, SPxSteepPR::setup, SPxPricer::thesolver, SPxSolver::type(), SPxSolver::unitVector(), and SPxPricer::weights.

Referenced by SPxHybridPR::isConsistent(), SPxSteepExPR::operator=(), SPxSteepPR::operator=(), SPxSteepPR::selectEnter(), SPxSteepPR::selectLeave(), SPxSteepExPR::SPxSteepExPR(), and SPxSteepPR::SPxSteepPR().

void left4 ( int  n, SPxId  id  )

virtual

Reimplemented from SPxPricer.

Definition at line 261 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSteepPR::coPref, SPxSolver::coPvec(), SPxPricer::coWeights, UpdateVector::delta(), SPxSolver::fVec(), VectorBase< R >::get_const_ptr(), VectorBase< R >::get_ptr(), UpdateVector::idx(), soplex::infinity, SPxSolver::isCoId(), SPxSolver::isId(), SPxBasis::iteration(), SPxSolver::LEAVE, SPxSteepPR::leavePref, SSVectorBase< R >::length2(), MSG_ERROR, SPxLPBase< R >::number(), SPxSteepPR::pref, IdxSet::size(), soplex::spxAbs(), SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::type(), SSVectorBase< R >::values(), and SPxSteepPR::workVec.

void load ( SPxSolver *  base )

virtual

sets the solver

Reimplemented from SPxPricer.

Definition at line 40 of file spxsteeppr.cpp.

References SSVectorBase< R >::clear(), SPxSolver::coDim(), SPxSteepPR::coPref, SPxSolver::dim(), SPxSteepPR::leavePref, SPxSteepPR::pref, SPxSteepPR::prefSetup, SSVectorBase< R >::reDim(), DataArray< T >::reSize(), SPxPricer::thesolver, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxHybridPR::load(), and SPxAutoPR::load().

SPxSteepPR& operator=

(

const SPxSteepPR &

rhs

)

assignment operator

Definition at line 163 of file spxsteeppr.h.

References SPxSteepPR::coPref, SPxSteepPR::isConsistent(), SPxSteepPR::leavePref, SPxPricer::operator=(), SPxSteepPR::pi_p, SPxSteepPR::pref, SPxSteepPR::prefSetup, SPxSteepPR::refined, SPxSteepPR::setup, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepExPR::operator=().

void removedCoVec ( int  i )

virtual

the i'th covector has been removed from the loaded LP.

Reimplemented from SPxPricer.

Definition at line 1166 of file spxsteeppr.cpp.

References SPxPricer::coWeights, VectorBase< R >::dim(), SPxSolver::dim(), SPxSteepPR::prefSetup, DVectorBase< R >::reDim(), and SPxPricer::thesolver.

void removedCoVecs ( const int  perm[] )

virtual

n covectors have been removed from loaded LP.

Definition at line 1174 of file spxsteeppr.cpp.

References SPxPricer::coWeights, VectorBase< R >::dim(), SPxSolver::dim(), SPxSteepPR::prefSetup, DVectorBase< R >::reDim(), and SPxPricer::thesolver.

void removedVec ( int  i )

virtual

the i'th vector has been removed from the loaded LP.

Reimplemented from SPxPricer.

Definition at line 1143 of file spxsteeppr.cpp.

References SPxSolver::coDim(), VectorBase< R >::dim(), SPxSteepPR::prefSetup, DVectorBase< R >::reDim(), SPxPricer::thesolver, and SPxPricer::weights.

void removedVecs ( const int  perm[] )

virtual

n vectors have been removed from loaded LP.

Definition at line 1151 of file spxsteeppr.cpp.

References SPxSolver::coDim(), VectorBase< R >::dim(), SPxSolver::ENTER, SPxSteepPR::prefSetup, DVectorBase< R >::reDim(), SPxPricer::thesolver, SPxSolver::type(), and SPxPricer::weights.

SPxId selectEnter ( )

virtual

Implements SPxPricer.

Definition at line 754 of file spxsteeppr.cpp.

References SPxSolver::basis(), UpdateVector::delta(), SPxSolver::fVec(), SPxSteepPR::isConsistent(), SPxId::isValid(), SSVectorBase< R >::length2(), MSG_INFO3, SPxSteepPR::pi_p, SPxSteepPR::refined, SPxSteepPR::selectEnterX(), SPxSolver::setup4coSolve(), SSVectorBase< R >::setup_and_assign(), SPxBasis::solve4update(), SPxSolver::spxout, STEEP_REFINETOL, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::vector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

SPxId selectEnterDenseCoDim ( Real &  best, Real  tol  )

private

implementation of selectEnter() in dense case

Definition at line 1085 of file spxsteeppr.cpp.

References SPxSolver::coDim(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), SPxSolver::id(), SPxSteepPR::pref, SPxSolver::test(), SPxPricer::thesolver, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterDenseDim ( Real &  best, Real  tol  )

private

implementation of selectEnter() in dense case (slack variables)

Definition at line 1058 of file spxsteeppr.cpp.

References SPxSolver::coId(), SPxSteepPR::coPref, SPxSolver::coTest(), SPxPricer::coWeights, SPxSolver::dim(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterHyperCoDim ( Real &  best, Real  feastol  )

private

implementation of hyper sparse pricing in the entering Simplex

Definition at line 900 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), SPxSteepPR::bestPricesCo, DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), SPxSolver::id(), IdxSet::index(), soplex::infinity, SPxSolver::isInfeasibleCo, SPxPricer::NOT_VIOLATED, SPxSteepPR::pref, IdxSet::remove(), IdxSet::size(), SPxSolver::test(), SPxPricer::thesolver, SPxSolver::updateViolsCo, SPxPricer::VIOLATED, SPxPricer::VIOLATED_AND_CHECKED, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterHyperDim ( Real &  best, Real  feastol  )

private

implementation of hyper sparse pricing in the entering Simplex

Definition at line 820 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), SPxSteepPR::bestPrices, SPxSolver::coId(), SPxSteepPR::coPref, SPxSolver::coTest(), SPxPricer::coWeights, DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), IdxSet::index(), soplex::infinity, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::updateViols, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterSparseCoDim ( Real &  best, Real  tol  )

private

implementation of sparse pricing for the entering Simplex

Definition at line 1019 of file spxsteeppr.cpp.

References DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), SPxSolver::id(), IdxSet::index(), SPxSolver::infeasibilitiesCo, SPxSolver::isInfeasibleCo, SPxPricer::NOT_VIOLATED, SPxSteepPR::pref, IdxSet::remove(), IdxSet::size(), SPxSolver::test(), SPxPricer::thesolver, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterSparseDim ( Real &  best, Real  tol  )

private

implementation of sparse pricing for the entering Simplex (slack variables)

Definition at line 980 of file spxsteeppr.cpp.

References SPxSolver::coId(), SPxSteepPR::coPref, SPxSolver::coTest(), SPxPricer::coWeights, DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterX ( Real  tol )

private

choose the best entering index among columns and rows but prefer sparsity

Definition at line 784 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSteepPR::bestPrices, SPxSteepPR::bestPricesCo, SPxSteepPR::buildBestPriceVectorEnterCoDim(), SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSolver::hyperPricingEnter, soplex::infinity, SPxId::isValid(), SPxBasis::lastUpdate(), SPxSteepPR::refined, SPxSteepPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterDenseDim(), SPxSteepPR::selectEnterHyperCoDim(), SPxSteepPR::selectEnterHyperDim(), SPxSteepPR::selectEnterSparseCoDim(), SPxSteepPR::selectEnterSparseDim(), IdxSet::size(), SPxSolver::sparsePricingEnter, SPxSolver::sparsePricingEnterCo, SPARSITY_TRADEOFF, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnter().

int selectLeave ( )

virtual

Implements SPxPricer.

Definition at line 358 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSteepPR::bestPrices, SPxSteepPR::buildBestPriceVectorLeave(), SPxSolver::coPvec(), SPxBasis::coSolve(), UpdateVector::delta(), SPxSolver::hyperPricingLeave, SPxSteepPR::isConsistent(), SSVectorBase< R >::isConsistent(), SPxBasis::lastUpdate(), MSG_INFO3, SPxSteepPR::refined, SPxSteepPR::selectLeaveHyper(), SPxSteepPR::selectLeaveSparse(), SPxSteepPR::selectLeaveX(), SPxSolver::setup4solve(), SSVectorBase< R >::setup_and_assign(), IdxSet::size(), SPxSolver::sparsePricingLeave, SPxSolver::spxout, STEEP_REFINETOL, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::unitVector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

int selectLeaveHyper ( Real  tol )

private

implementation of hyper sparse pricing in the leaving Simplex

Definition at line 490 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), SPxSteepPR::bestPrices, SPxPricer::coWeights, SPxSolver::fTest(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), IdxSet::index(), soplex::infinity, SPxSolver::isInfeasible, SPxSteepPR::leavePref, MSG_WARNING, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::updateViols, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectLeave().

int selectLeaveSparse ( Real  tol )

private

implementation of sparse pricing in the leaving Simplex

Definition at line 445 of file spxsteeppr.cpp.

References SPxPricer::coWeights, SPxSolver::fTest(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), IdxSet::index(), SPxSolver::infeasibilities, soplex::infinity, SPxSolver::isInfeasible, SPxSteepPR::leavePref, MSG_WARNING, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxPricer::thesolver, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectLeave().

int selectLeaveX ( Real  tol )

private

implementation of full pricing

Todo:

this was an assert! is an assertion correct?

Definition at line 402 of file spxsteeppr.cpp.

References SPxPricer::coWeights, SPxSolver::dim(), SPxSolver::fTest(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), soplex::infinity, SPxSteepPR::leavePref, MSG_WARNING, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectLeave().

void setRep ( SPxSolver::Representation  rep )

virtual

set row/column representation

Reimplemented from SPxPricer.

Definition at line 248 of file spxsteeppr.cpp.

References SSVectorBase< R >::clear(), SPxPricer::coWeights, SSVectorBase< R >::dim(), SPxSolver::dim(), SSVectorBase< R >::reDim(), SPxPricer::thesolver, SPxPricer::weights, and SPxSteepPR::workVec.

Referenced by SPxHybridPR::setRep(), and SPxAutoPR::setRep().

void setType ( SPxSolver::Type  type )

virtual

set entering/leaving algorithm

Reimplemented from SPxPricer.

Definition at line 58 of file spxsteeppr.cpp.

References SPxSteepPR::bestPrices, SPxSteepPR::bestPricesCo, IdxSet::clear(), SSVectorBase< R >::clear(), SPxSolver::coDim(), SPxSteepPR::coPref, SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::hyperPricingEnter, SPxSolver::hyperPricingLeave, SPxSolver::LEAVE, SPxSteepPR::pref, SPxSteepPR::prices, SPxSteepPR::pricesCo, SPxSteepPR::refined, DataArray< T >::reMax(), DataArray< T >::reSize(), SSVectorBase< R >::setEpsilon(), DIdxSet::setMax(), SPxSteepPR::setupPrefs(), SPxSteepPR::setupWeights(), SPxSolver::sparsePricingEnter, SPxSolver::sparsePricingEnterCo, SPxSolver::sparsePricingLeave, SPxPricer::thesolver, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

void setupPrefs ( SPxSolver::Type  tp )

private

Definition at line 233 of file spxsteeppr.cpp.

References SPxSolver::coDim(), SPxSolver::dim(), SPxSolver::ENTER, SPxSteepPR::prefSetup, SPxSteepPR::setupPrefsX(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::addedVecs(), and SPxSteepPR::setType().

void setupPrefsX ( Real  mult, Real  , Real  , Real  shift, Real  coshift  )

private

Definition at line 178 of file spxsteeppr.cpp.

References SPxSolver::COLUMN, SPxSteepPR::coPref, SPxLPBase< R >::nCols(), SPxLPBase< R >::nRows(), SPxSteepPR::pref, SPxSolver::rep(), DataArray< T >::size(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::setupPrefs().

void setupWeights

(

SPxSolver::Type

type

)

setup steepest edge weights

Definition at line 92 of file spxsteeppr.cpp.

References SPxBasis::baseId(), SPxSolver::basis(), SPxSolver::coDim(), SPxSteepPR::coPref, SPxBasis::coSolve(), SPxPricer::coWeights, SPxSteepPR::DEFAULT, VectorBase< R >::dim(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::isId(), SPxSolver::LEAVE, SPxSteepPR::leavePref, VectorBase< R >::length2(), SVectorBase< R >::length2(), MSG_INFO1, SPxLPBase< R >::number(), SPxSteepPR::pref, DVectorBase< R >::reDim(), SPxSteepPR::setup, SPxSolver::spxout, SPxPricer::thesolver, SPxSolver::unitVector(), SPxSolver::vector(), SPxPricer::weights, and SPxPricer::weightsAreSetup.

Referenced by SPxSteepPR::setType().

Member Data Documentation

DIdxSet bestPrices

private

array of best pricing candidates

Definition at line 75 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSteepPR::buildBestPriceVectorLeave(), SPxSteepPR::selectEnterHyperDim(), SPxSteepPR::selectEnterX(), SPxSteepPR::selectLeave(), SPxSteepPR::selectLeaveHyper(), and SPxSteepPR::setType().

DIdxSet bestPricesCo

private

array of best pricing candidates

Definition at line 77 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterCoDim(), SPxSteepPR::selectEnterHyperCoDim(), SPxSteepPR::selectEnterX(), and SPxSteepPR::setType().

DataArray< Real > coPref

private

preference multiplier for selecting as pivot

Definition at line 83 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSteepPR::left4(), SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::selectEnterDenseDim(), SPxSteepPR::selectEnterHyperDim(), SPxSteepPR::selectEnterSparseDim(), SPxSteepPR::setType(), SPxSteepPR::setupPrefsX(), and SPxSteepPR::setupWeights().

DataArray< Real > leavePref

private

Definition at line 87 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::buildBestPriceVectorLeave(), SPxSteepPR::left4(), SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::selectLeaveHyper(), SPxSteepPR::selectLeaveSparse(), SPxSteepPR::selectLeaveX(), and SPxSteepPR::setupWeights().

Real pi_p

private

Definition at line 79 of file spxsteeppr.h.

Referenced by SPxSteepPR::entered4(), SPxSteepPR::operator=(), and SPxSteepPR::selectEnter().

DataArray< Real > pref

private

preference multiplier for selecting as pivot

Definition at line 85 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedVecs(), SPxSteepPR::buildBestPriceVectorEnterCoDim(), SPxSteepPR::left4(), SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterHyperCoDim(), SPxSteepPR::selectEnterSparseCoDim(), SPxSteepPR::setType(), SPxSteepPR::setupPrefsX(), and SPxSteepPR::setupWeights().

int prefSetup

private

Definition at line 81 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::addedVecs(), SPxSteepPR::clear(), SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::removedCoVec(), SPxSteepPR::removedCoVecs(), SPxSteepPR::removedVec(), SPxSteepPR::removedVecs(), and SPxSteepPR::setupPrefs().

DataArray<IdxElement> prices

private

temporary array of precomputed pricing values

Definition at line 71 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSteepPR::buildBestPriceVectorLeave(), and SPxSteepPR::setType().

DataArray<IdxElement> pricesCo

private

temporary array of precomputed pricing values

Definition at line 73 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterCoDim(), and SPxSteepPR::setType().

bool refined

private

has a refinement step already been tried?

Definition at line 91 of file spxsteeppr.h.

Referenced by SPxSteepPR::operator=(), SPxSteepPR::selectEnter(), SPxSteepPR::selectEnterX(), SPxSteepPR::selectLeave(), and SPxSteepPR::setType().

Setup setup

private

setup type.

Definition at line 89 of file spxsteeppr.h.

Referenced by SPxSteepPR::isConsistent(), SPxSteepPR::operator=(), and SPxSteepPR::setupWeights().

SSVector workRhs

private

working vector

Definition at line 69 of file spxsteeppr.h.

Referenced by SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::selectEnter(), SPxSteepPR::selectLeave(), and SPxSteepPR::setType().

SSVector workVec

private

working vector

Definition at line 67 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::entered4(), SPxSteepPR::left4(), SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::selectEnter(), SPxSteepPR::selectLeave(), SPxSteepPR::setRep(), and SPxSteepPR::setType().