Devex pricer.The Devex Pricer for SoPlex implements an approximate steepest edge pricing, that does without solving an extra linear system and computing the scalar products. More...

#include <spxdevexpr.h>

Inheritance diagram for SPxDevexPR:

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Public Member Functions
Construction / destruction
	SPxDevexPR ()
	default constructor

	SPxDevexPR (const SPxDevexPR &old)
	copy constructor

SPxDevexPR &	operator= (const SPxDevexPR &rhs)
	assignment operator

virtual	~SPxDevexPR ()
	destructor

virtual SPxPricer *	clone () const
	clone function for polymorphism

Access / modification
virtual void	load (SPxSolver *base)
	sets the solver

virtual void	setType (SPxSolver::Type)
	set entering/leaving algorithm

virtual void	setRep (SPxSolver::Representation)
	set row/column representation

virtual int	selectLeave ()

virtual SPxId	selectEnter ()

virtual void	left4 (int n, SPxId id)

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.

Consistency check
virtual bool	isConsistent () const
	consistency check

Public Member Functions inherited from SPxPricer
virtual const char *	getName () const
	get name of pricer.

virtual void	clear ()
	unloads LP.

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	removedVec (int)
	vector `i` was removed from loaded LP.

virtual void	removedVecs (const int *)
	vectors given by `perm` have been removed from loaded LP.

virtual void	removedCoVec (int)
	covector `i` was removed from loaded LP.

virtual void	removedCoVecs (const int *)
	covectors given by `perm` have been removed from loaded LP.

	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
Private helpers
void	init (SPxSolver::Type)
	set entering/leaving algorithm

int	selectLeaveX (Real &best, Real feastol, int start=0, int incr=1)
	internal implementation of SPxPricer::selectLeave()

int	selectLeavePart (Real &best, Real feastol)
	implementation of partial pricing

int	selectLeaveSparse (Real &best, Real feastol)
	implementation of sparse pricing in the leaving Simplex

void	left4X (int n, const SPxId &id, int start, int incr)
	internal implementation of SPxPricer::left4()

SPxId	selectEnterX (Real tol)
	choose the best entering index among columns and rows but prefer sparsity

SPxId	selectEnterSparseDim (Real &best, Real feastol)
	implementation of sparse pricing in the entering Simplex (slack variables)

SPxId	selectEnterSparseCoDim (Real &best, Real feastol)
	implementation of sparse pricing in the entering Simplex

SPxId	selectEnterDenseDim (Real &best, Real feastol, int start=0, int incr=1)
	SPxPricer::selectEnter() in dense case (slack variabels)

SPxId	selectEnterDenseCoDim (Real &best, Real feastol, int start=0, int incr=1)
	SPxPricer::selectEnter() in dense case.

void	entered4X (SPxId id, int n, int start1, int incr1, int start2, int incr2)
	internal implementation of SPxPricer::entered4()

Private Attributes
Data
Real	last
	penalty, selected at last iteration.

DVector	penalty
	vector of pricing penalties.

DVector	coPenalty
	vector of pricing penalties.

bool	refined
	has a refinement step already been tried?

Additional Inherited Members
Protected Attributes inherited from SPxPricer
const char *	m_name
	name of the pricer

SPxSolver *	thesolver
	the solver

Real	theeps
	violation bound

Detailed Description

Devex pricer.

The Devex Pricer for SoPlex implements an approximate steepest edge pricing, that does without solving an extra linear system and computing the scalar products.

See SPxPricer for a class documentation.

Todo:: There seem to be problems with this pricer especially on the greenbe[ab] problems with the entering algorithm (row representation?).

Definition at line 43 of file spxdevexpr.h.

Constructor & Destructor Documentation

SPxDevexPR ( )

default constructor

Definition at line 90 of file spxdevexpr.h.

Referenced by SPxDevexPR::clone().

SPxDevexPR ( const SPxDevexPR & old )

copy constructor

Definition at line 95 of file spxdevexpr.h.

virtual ~SPxDevexPR ( )

virtual

destructor

Definition at line 117 of file spxdevexpr.h.

Member Function Documentation

void addedCoVecs ( int n )

virtual

n covectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 525 of file spxdevexpr.cpp.

References SPxDevexPR::coPenalty, Vector::dim(), SPxSolver::dim(), SPxSolver::ENTER, DVector::reDim(), SPxPricer::thesolver, and SPxSolver::type().

Referenced by SPxHybridPR::addedCoVecs(), and SPxDevexPR::setRep().

void addedVecs ( int n )

virtual

n vectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 516 of file spxdevexpr.cpp.

References SPxSolver::coDim(), Vector::dim(), SPxSolver::ENTER, SPxDevexPR::penalty, DVector::reDim(), SPxPricer::thesolver, and SPxSolver::type().

Referenced by SPxHybridPR::addedVecs(), and SPxDevexPR::setRep().

virtual SPxPricer* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer.

Definition at line 120 of file spxdevexpr.h.

References SPxDevexPR::SPxDevexPR().

void entered4	(	SPxId	id,
		int	n
	)

virtual

Reimplemented from SPxPricer.

Definition at line 466 of file spxdevexpr.cpp.

References SPxDevexPR::entered4X().

void entered4X	(	SPxId	id,
		int	n,
		int	start1,
		int	incr1,
		int	start2,
		int	incr2
	)

private

internal implementation of SPxPricer::entered4()

Todo:: suspicious: the pricer should be informed, that variable id has entered the basis at position n, but the id is not used here (this is true for all pricers)

Definition at line 475 of file spxdevexpr.cpp.

References SPxDevexPR::coPenalty, SPxSolver::coPvec(), UpdateVector::delta(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::fVec(), UpdateVector::idx(), IdxSet::index(), SPxDevexPR::init(), SPxDevexPR::last, SPxDevexPR::penalty, SPxSolver::pVec(), IdxSet::size(), SPxPricer::thesolver, and SSVector::values().