LP simplifier for removing uneccessary row/columns.This SPxSimplifier is mainly based on the paper "Presolving in linear programming" by E. Andersen and K. Andersen (Mathematical Programming, 1995). It implements all proposed methods and some other preprocessing techniques for removing redundant rows and columns and bounds. Also infeasibility and unboundness may be detected. More...

#include <spxmainsm.h>

Inheritance diagram for SPxMainSM:

[legend]

Classes
class	DoubletonEquationPS
	Postsolves doubleton equations combined with a column singleton. More...

class	DuplicateColsPS
	Postsolves duplicate columns. More...

class	DuplicateRowsPS
	Postsolves duplicate rows. More...

struct	ElementCompare
	comparator for class SVector::Element: compare nonzeros according to value More...

class	EmptyConstraintPS
	Postsolves empty constraints. More...

class	FixBoundsPS
	Postsolves variable bound fixing. More...

class	FixVariablePS
	Postsolves variable fixing. More...

class	ForceConstraintPS
	Postsolves forcing constraints. More...

class	FreeColSingletonPS
	Postsolves free column singletons. More...

class	FreeConstraintPS
	Postsolves unconstraint constraints. More...

class	FreeZeroObjVariablePS
	Postsolves the case when constraints are removed due to a variable with zero objective that is free in one direction. More...

struct	IdxCompare
	comparator for class SVector::Element: compare nonzeros according to index More...

class	PostStep
	Base class for postsolving operations.Class PostStep is an abstract base class providing the interface for operations in the postsolving process. More...

class	RowSingletonPS
	Postsolves row singletons. More...

class	ZeroObjColSingletonPS
	Postsolves column singletons with zero objective. More...

Public Member Functions

	SPxMainSM ()
	default constructor.

	SPxMainSM (const SPxMainSM &old)
	copy constructor.

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

virtual	~SPxMainSM ()
	destructor.

virtual SPxSimplifier *	clone () const
	clone function for polymorphism


virtual Result	simplify (SPxLP &lp, Real eps, Real delta)
	simplify SPxLP `lp` with identical primal and dual feasibility tolerance.

virtual Result	simplify (SPxLP &lp, Real eps, Real feastol, Real opttol)
	simplify SPxLP `lp` with independent primal and dual feasibility tolerance.

virtual void	unsimplify (const Vector &x, const Vector &y, const Vector &s, const Vector &r, const SPxSolver::VarStatus rows[], const SPxSolver::VarStatus cols[])
	reconstructs an optimal solution for the unsimplified LP.

virtual bool	isUnsimplified () const
	specifies whether an optimal solution has already been unsimplified.

virtual const Vector &	unsimplifiedPrimal ()
	returns a reference to the unsimplified primal solution.

virtual const Vector &	unsimplifiedDual ()
	returns a reference to the unsimplified dual solution.

virtual const Vector &	unsimplifiedSlacks ()
	returns a reference to the unsimplified slack values.

virtual const Vector &	unsimplifiedRedCost ()
	returns a reference to the unsimplified reduced costs.

virtual SPxSolver::VarStatus	getBasisRowStatus (int i) const
	gets basis status for a single row.

virtual SPxSolver::VarStatus	getBasisColStatus (int j) const
	gets basis status for a single column.

virtual void	getBasis (SPxSolver::VarStatus rows[], SPxSolver::VarStatus cols[]) const
	get optimal basis.

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

virtual Real	timeUsed () const

virtual Real	getObjoffset () const
	get objective offset.

virtual void	addObjoffset (const Real val)
	add objective offset.

virtual bool	isConsistent () const
	consistency check

	SPxSimplifier (const char *p_name)
	constructor

	SPxSimplifier (const SPxSimplifier &old)
	copy constructor

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

virtual	~SPxSimplifier ()
	destructor.

Private Types

enum	SimpleStep { EMPTY_ROW = 0, FREE_ROW = 1, SINGLETON_ROW = 2, FORCE_ROW = 3, EMPTY_COL = 4, FIX_COL = 5, FREE_ZOBJ_COL = 6, ZOBJ_SINGLETON_COL = 7, DOUBLETON_ROW = 8, FREE_SINGLETON_COL = 9, DOMINATED_COL = 10, WEAKLY_DOMINATED_COL = 11, DUPLICATE_ROW = 12, FIX_DUPLICATE_COL = 13, SUB_DUPLICATE_COL = 14 }
	Different simplification steps. More...

Private Member Functions

void	handleExtremes (SPxLP &lp)
	handles extreme values by setting them to zero or infinity.

Result	removeEmpty (SPxLP &lp)
	removed empty rows and empty columns.

Result	removeRowSingleton (SPxLP &lp, const SVector &row, int &i)
	remove row singletons.

Result	simplifyRows (SPxLP &lp, bool &again)
	performs simplification steps on the rows of the LP.

Result	simplifyCols (SPxLP &lp, bool &again)
	performs simplification steps on the columns of the LP.

Result	simplifyDual (SPxLP &lp, bool &again)
	performs simplification steps on the LP based on dual concepts.

Result	duplicateRows (SPxLP &lp, bool &again)
	removes duplicate rows.

Result	duplicateCols (SPxLP &lp, bool &again)
	removes duplicate columns

void	fixColumn (SPxLP &lp, int i, bool correctIdx=true)
	handles the fixing of a variable. correctIdx is true iff the index mapping has to be updated.

void	removeRow (SPxLP &lp, int i)
	removes a row in the LP.

void	removeCol (SPxLP &lp, int j)
	removes a column in the LP.

int	rIdx (int i) const
	returns for a given row index of the (reduced) LP the corresponding row index in the unsimplified LP.

int	cIdx (int j) const
	returns for a given column index of the (reduced) LP the corresponding column index in the unsimplified LP.

Real	epsZero () const

Real	feastol () const

Real	opttol () const

Private Attributes

DVector	m_prim
	unsimplified primal solution vector.

DVector	m_slack
	unsimplified slack vector.

DVector	m_dual
	unsimplified dual solution vector.

DVector	m_redCost
	unsimplified reduced cost vector.

DataArray< SPxSolver::VarStatus >	m_cBasisStat
	basis status of columns.

DataArray< SPxSolver::VarStatus >	m_rBasisStat
	basis status of rows.

DataArray< int >	m_cIdx
	column index vector in original LP.

DataArray< int >	m_rIdx
	row index vector in original LP.

DataArray< PostStep * >	m_hist
	vector of presolve history.

bool	m_postsolved
	status of postsolving.

Real	m_epsilon
	epsilon zero.

Real	m_feastol
	primal feasibility tolerance.

Real	m_opttol
	dual feasibility tolerance.

DataArray< int >	m_stat
	preprocessing history.

SPxLP::SPxSense	m_thesense
	optimization sense.

Friends
class	FreeConstraintPS

class	EmptyConstraintPS

class	RowSingletonPS

class	ForceConstraintPS

class	FixVariablePS

class	FixBoundsPS

class	FreeZeroObjVariablePS

class	ZeroObjColSingletonPS

class	FreeColSingletonPS

class	DoubletonEquationPS

class	DuplicateRowsPS

class	DuplicateColsPS

Additional Inherited Members
Public Types inherited from SPxSimplifier
enum	Result { OKAY = 0, INFEASIBLE = 1, DUAL_INFEASIBLE = 2, UNBOUNDED = 3, VANISHED = 4 }
	Result of the simplification. More...

Protected Attributes inherited from SPxSimplifier
const char *	m_name
	name of the simplifier

Timer	m_timeUsed
	user time used for simplification

int	m_remRows
	number of removed rows

int	m_remCols
	number of removed columns

int	m_remNzos
	number of removed nonzero coefficients

int	m_chgBnds
	number of changed bounds

int	m_chgLRhs
	number of change right-hand sides

Real	m_objoffset
	objective offset

Detailed Description

LP simplifier for removing uneccessary row/columns.

This SPxSimplifier is mainly based on the paper "Presolving in linear programming" by E. Andersen and K. Andersen (Mathematical Programming, 1995). It implements all proposed methods and some other preprocessing techniques for removing redundant rows and columns and bounds. Also infeasibility and unboundness may be detected.

Removed are:

empty rows / columns
unconstraint rows
row singletons
forcing rows
zero objective column singletons
(implied) free column singletons
doubleton equations combined with a column singleton
(implicitly) fixed columns
redundant lhs / rhs
redundant variable bounds
variables that are free in one direction
(weakly) dominated columns
duplicate rows / columns

Definition at line 60 of file spxmainsm.h.

Member Enumeration Documentation

enum SimpleStep

private

Different simplification steps.

Enumerator
EMPTY_ROW
FREE_ROW
SINGLETON_ROW
FORCE_ROW
EMPTY_COL
FIX_COL
FREE_ZOBJ_COL
ZOBJ_SINGLETON_COL
DOUBLETON_ROW
FREE_SINGLETON_COL
DOMINATED_COL
WEAKLY_DOMINATED_COL
DUPLICATE_ROW
FIX_DUPLICATE_COL
SUB_DUPLICATE_COL

Definition at line 965 of file spxmainsm.h.

Constructor & Destructor Documentation

SPxMainSM ( )

default constructor.

Definition at line 1082 of file spxmainsm.h.

Referenced by SPxMainSM::clone().

SPxMainSM ( const SPxMainSM & old )

copy constructor.

Definition at line 1087 of file spxmainsm.h.

References SPxMainSM::m_hist.

virtual ~SPxMainSM ( )

virtual

destructor.

Definition at line 1157 of file spxmainsm.h.

References SPxMainSM::m_hist.

Member Function Documentation

int cIdx ( int j ) const

private

returns for a given column index of the (reduced) LP the corresponding column index in the unsimplified LP.

Definition at line 1055 of file spxmainsm.h.

References SPxMainSM::m_cIdx.

Referenced by SPxMainSM::ForceConstraintPS::execute(), and SPxMainSM::DuplicateColsPS::execute().

virtual SPxSimplifier* clone ( ) const

virtual

clone function for polymorphism

Implements SPxSimplifier.

Definition at line 1167 of file spxmainsm.h.

References SPxMainSM::SPxMainSM().

SPxSimplifier::Result duplicateCols	(	SPxLP &	lp,
		bool &	again
	)

private

removes duplicate columns

Definition at line 3121 of file spxmainsm.cpp.

References ASSERT_WARN, SPxLP::changeLower(), SPxLP::changeUpper(), Array< T >::clear(), SPxLP::colVector(), SPxMainSM::DuplicateColsPS, SPxMainSM::epsZero(), soplex::EQrel(), SPxMainSM::feastol(), SPxMainSM::FIX_DUPLICATE_COL, SPxMainSM::fixColumn(), soplex::GErel(), SVector::index(), soplex::infinity, soplex::isNotZero(), soplex::isZero(), soplex::LErel(), SPxLP::lower(), SPxMainSM::m_cIdx, SPxMainSM::m_hist, SPxSimplifier::m_remCols, SPxSimplifier::m_remNzos, SPxMainSM::m_stat, SPxLP::maxObj(), METHOD, MSG_INFO2, MSG_INFO3, SPxLP::nCols(), soplex::NErel(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxLP::removeCols(), SPxMainSM::removeEmpty(), SPxLP::rowVector(), SVector::size(), soplex::sorter_qsort(), soplex::spx_alloc(), soplex::spx_free(), soplex::spxout, SPxMainSM::SUB_DUPLICATE_COL, SPxSimplifier::UNBOUNDED, SPxLP::upper(), and SVector::value().

Referenced by SPxMainSM::simplify().

SPxSimplifier::Result duplicateRows	(	SPxLP &	lp,
		bool &	again
	)

private

removes duplicate rows.

Definition at line 2770 of file spxmainsm.cpp.

References ASSERT_WARN, SPxLP::changeRange(), Array< T >::clear(), SPxLP::colVector(), SPxMainSM::DUPLICATE_ROW, SPxMainSM::DuplicateRowsPS, SPxMainSM::PostStep::eps(), SPxMainSM::epsZero(), soplex::EQrel(), SPxMainSM::feastol(), SVector::index(), SPxSimplifier::INFEASIBLE, soplex::infinity, soplex::isNotZero(), SPxLP::lhs(), soplex::LTrel(), SPxMainSM::m_hist, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_rIdx, SPxMainSM::m_stat, METHOD, MSG_INFO2, MSG_INFO3, SPxLP::nCols(), soplex::NErel(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxMainSM::removeEmpty(), SPxLP::removeRows(), SPxMainSM::removeRowSingleton(), SPxLP::rhs(), SPxLP::rowVector(), SVector::size(), soplex::sorter_qsort(), soplex::spx_alloc(), soplex::spx_free(), soplex::spxout, and SVector::value().

Referenced by SPxMainSM::simplify().

Real epsZero ( ) const

private

Definition at line 1060 of file spxmainsm.h.

References SPxMainSM::m_epsilon.

Referenced by SPxMainSM::duplicateCols(), SPxMainSM::duplicateRows(), SPxMainSM::fixColumn(), SPxMainSM::handleExtremes(), SPxMainSM::removeEmpty(), SPxMainSM::removeRowSingleton(), SPxMainSM::simplifyCols(), SPxMainSM::simplifyDual(), SPxMainSM::simplifyRows(), and SPxMainSM::unsimplify().

Real feastol ( ) const

private

Definition at line 1065 of file spxmainsm.h.

References SPxMainSM::m_feastol.

Referenced by SPxMainSM::duplicateCols(), SPxMainSM::duplicateRows(), SPxMainSM::fixColumn(), SPxMainSM::handleExtremes(), SPxMainSM::removeEmpty(), SPxMainSM::removeRowSingleton(), SPxMainSM::simplify(), SPxMainSM::simplifyCols(), SPxMainSM::simplifyDual(), and SPxMainSM::simplifyRows().

void fixColumn	(	SPxLP &	lp,
		int	i,
		bool	correctIdx = `true`
	)

private

handles the fixing of a variable. correctIdx is true iff the index mapping has to be updated.

Definition at line 3492 of file spxmainsm.cpp.

References SPxLP::changeLhs(), SPxLP::changeRhs(), SPxLP::colVector(), SPxMainSM::epsZero(), soplex::EQrel(), SPxMainSM::feastol(), SPxMainSM::FixVariablePS, SVector::index(), soplex::infinity, soplex::isNotZero(), soplex::isZero(), SPxLP::lhs(), SPxLP::lower(), SPxMainSM::m_hist, soplex::maxAbs(), METHOD, MSG_INFO3, soplex::NE(), SPxLP::rhs(), SVector::size(), soplex::spxout, SPxLP::upper(), and SVector::value().

Referenced by SPxMainSM::duplicateCols(), SPxMainSM::simplifyCols(), and SPxMainSM::simplifyDual().

virtual void getBasis	(	SPxSolver::VarStatus	rows[],
		SPxSolver::VarStatus	cols[]
	)		const

virtual

get optimal basis.

Implements SPxSimplifier.

Definition at line 1230 of file spxmainsm.h.

References SPxMainSM::m_cBasisStat, SPxMainSM::m_postsolved, and SPxMainSM::m_rBasisStat.

virtual SPxSolver::VarStatus getBasisColStatus ( int j ) const

virtual

gets basis status for a single column.

Implements SPxSimplifier.

Definition at line 1224 of file spxmainsm.h.

References SPxMainSM::m_cBasisStat, and SPxMainSM::m_postsolved.

virtual SPxSolver::VarStatus getBasisRowStatus ( int i ) const

virtual

gets basis status for a single row.

Implements SPxSimplifier.

Definition at line 1218 of file spxmainsm.h.

References SPxMainSM::m_postsolved, and SPxMainSM::m_rBasisStat.

void handleExtremes ( SPxLP & lp )

private

handles extreme values by setting them to zero or infinity.

Definition at line 1219 of file spxmainsm.cpp.

References SPxLP::changeLhs(), SPxLP::changeLower(), SPxLP::changeObj(), SPxLP::changeRhs(), SPxLP::changeUpper(), SPxLP::colVector_w(), SPxMainSM::epsZero(), SPxMainSM::feastol(), SPxMainSM::FREE_ROW, SPxMainSM::FreeConstraintPS, SVector::index(), soplex::infinity, SPxLP::isConsistent(), soplex::isZero(), SPxLP::lhs(), SPxLP::lower(), SPxSimplifier::m_chgBnds, SPxSimplifier::m_chgLRhs, SPxMainSM::m_hist, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_stat, METHOD, MSG_INFO2, MSG_INFO3, MSG_WARNING, SPxLP::nCols(), soplex::NE(), SPxLP::nRows(), SVector::number(), SPxLP::obj(), SVector::remove(), SPxMainSM::removeRow(), SPxLP::rhs(), SPxLP::rowVector_w(), SVector::size(), soplex::spxout, SPxLP::upper(), and SVector::value().

Referenced by SPxMainSM::simplify().

virtual bool isUnsimplified ( ) const

virtual

specifies whether an optimal solution has already been unsimplified.

Reimplemented from SPxSimplifier.

Definition at line 1189 of file spxmainsm.h.

References SPxMainSM::m_postsolved.

SPxMainSM& operator= ( const SPxMainSM & rhs )

assignment operator

Definition at line 1115 of file spxmainsm.h.

References SPxMainSM::m_cBasisStat, SPxMainSM::m_cIdx, SPxMainSM::m_dual, SPxMainSM::m_epsilon, SPxMainSM::m_feastol, SPxMainSM::m_hist, SPxMainSM::m_opttol, SPxMainSM::m_postsolved, SPxMainSM::m_prim, SPxMainSM::m_rBasisStat, SPxMainSM::m_redCost, SPxMainSM::m_rIdx, SPxMainSM::m_slack, SPxMainSM::m_stat, SPxMainSM::m_thesense, and SPxSimplifier::operator=().

Real opttol ( ) const

private

Definition at line 1070 of file spxmainsm.h.

References SPxMainSM::m_opttol.

Referenced by SPxMainSM::simplify(), and SPxMainSM::simplifyDual().

void removeCol	(	SPxLP &	lp,
		int	j
	)

private

removes a column in the LP.

Definition at line 1044 of file spxmainsm.h.

References SPxMainSM::m_cIdx, SPxLP::nCols(), and SPxLP::removeCol().

Referenced by SPxMainSM::removeEmpty(), SPxMainSM::simplifyCols(), and SPxMainSM::simplifyDual().

SPxSimplifier::Result removeEmpty ( SPxLP & lp )

private

removed empty rows and empty columns.

Definition at line 1405 of file spxmainsm.cpp.

References ASSERT_WARN, SPxLP::colVector(), SPxMainSM::EMPTY_COL, SPxMainSM::EMPTY_ROW, SPxMainSM::epsZero(), SPxMainSM::feastol(), SPxMainSM::FixVariablePS, soplex::GT(), SPxSimplifier::INFEASIBLE, soplex::infinity, soplex::isZero(), SPxLP::lhs(), SPxLP::lower(), soplex::LT(), SPxMainSM::m_hist, SPxSimplifier::m_remCols, SPxSimplifier::m_remRows, SPxMainSM::m_stat, SPxLP::maxObj(), METHOD, MSG_INFO2, MSG_INFO3, SPxLP::nCols(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxMainSM::removeCol(), SPxMainSM::removeRow(), SPxLP::rhs(), SPxLP::rowVector(), SVector::size(), soplex::spxout, SPxSimplifier::UNBOUNDED, and SPxLP::upper().

Referenced by SPxMainSM::duplicateCols(), and SPxMainSM::duplicateRows().

void removeRow	(	SPxLP &	lp,
		int	i
	)

private

removes a row in the LP.

Definition at line 1038 of file spxmainsm.h.

References SPxMainSM::m_rIdx, SPxLP::nRows(), and SPxLP::removeRow().

Referenced by SPxMainSM::handleExtremes(), SPxMainSM::removeEmpty(), SPxMainSM::removeRowSingleton(), SPxMainSM::simplifyCols(), SPxMainSM::simplifyDual(), and SPxMainSM::simplifyRows().

SPxSimplifier::Result removeRowSingleton	(	SPxLP &	lp,
		const SVector &	row,
		int &	i
	)

private

remove row singletons.

Definition at line 1508 of file spxmainsm.cpp.

References SPxLP::changeLower(), SPxLP::changeUpper(), SPxMainSM::epsZero(), SPxMainSM::feastol(), soplex::GT(), soplex::GTrel(), SVector::index(), SPxSimplifier::INFEASIBLE, soplex::infinity, soplex::isZero(), SPxLP::lhs(), SPxLP::lower(), soplex::LT(), soplex::LTrel(), SPxMainSM::m_hist, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_stat, MSG_INFO3, SPxSimplifier::OKAY, SPxMainSM::removeRow(), SPxLP::rhs(), SPxMainSM::RowSingletonPS, SPxMainSM::SINGLETON_ROW, SVector::size(), soplex::spxout, SPxLP::upper(), and SVector::value().

Referenced by SPxMainSM::duplicateRows(), and SPxMainSM::simplifyRows().

int rIdx ( int i ) const

private

returns for a given row index of the (reduced) LP the corresponding row index in the unsimplified LP.

Definition at line 1050 of file spxmainsm.h.

References SPxMainSM::m_rIdx.

Referenced by SPxMainSM::FreeZeroObjVariablePS::execute(), and SPxMainSM::DuplicateRowsPS::execute().

virtual Result simplify	(	SPxLP &	lp,
		Real	eps,
		Real	delta
	)

virtual

simplify SPxLP lp with identical primal and dual feasibility tolerance.

Implements SPxSimplifier.

Definition at line 1177 of file spxmainsm.h.

SPxSimplifier::Result simplify	(	SPxLP &	lp,
		Real	eps,
		Real	feastol,
		Real	opttol
	)

virtual

simplify SPxLP lp with independent primal and dual feasibility tolerance.

Implements SPxSimplifier.

Definition at line 3567 of file spxmainsm.cpp.

References SPxMainSM::DOMINATED_COL, SPxMainSM::DOUBLETON_ROW, SPxMainSM::DUPLICATE_ROW, SPxMainSM::duplicateCols(), SPxMainSM::duplicateRows(), SPxMainSM::EMPTY_COL, SPxMainSM::EMPTY_ROW, SPxMainSM::feastol(), SPxMainSM::FIX_COL, SPxMainSM::FIX_DUPLICATE_COL, SPxMainSM::FORCE_ROW, SPxMainSM::FREE_ROW, SPxMainSM::FREE_SINGLETON_COL, SPxMainSM::FREE_ZOBJ_COL, SPxMainSM::handleExtremes(), SPxMainSM::m_cBasisStat, SPxSimplifier::m_chgBnds, SPxSimplifier::m_chgLRhs, SPxMainSM::m_cIdx, SPxMainSM::m_dual, SPxMainSM::m_epsilon, SPxMainSM::m_feastol, SPxMainSM::m_hist, SPxMainSM::m_opttol, SPxMainSM::m_postsolved, SPxMainSM::m_prim, SPxMainSM::m_rBasisStat, SPxMainSM::m_redCost, SPxSimplifier::m_remCols, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_rIdx, SPxMainSM::m_slack, SPxMainSM::m_stat, SPxMainSM::m_thesense, SPxSimplifier::m_timeUsed, METHOD, MSG_INFO1, MSG_INFO2, SPxLP::nCols(), SPxLP::nNzos(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxMainSM::opttol(), DVector::reDim(), Timer::reset(), DataArray< T >::reSize(), SPxMainSM::simplifyCols(), SPxMainSM::simplifyDual(), SPxMainSM::simplifyRows(), SPxMainSM::SINGLETON_ROW, DataArray< T >::size(), soplex::spxout, SPxLP::spxSense(), Timer::start(), Timer::stop(), SPxMainSM::SUB_DUPLICATE_COL, SPxSimplifier::VANISHED, SPxMainSM::WEAKLY_DOMINATED_COL, and SPxMainSM::ZOBJ_SINGLETON_COL.

SPxSimplifier::Result simplifyCols	(	SPxLP &	lp,
		bool &	again
	)

private

performs simplification steps on the columns of the LP.

Definition at line 2023 of file spxmainsm.cpp.

References ASSERT_WARN, SPxLP::changeBounds(), SPxLP::changeLower(), SPxLP::changeObj(), SPxLP::changeRange(), SPxLP::changeUpper(), SPxLP::colVector(), SPxMainSM::DOUBLETON_ROW, SPxMainSM::DoubletonEquationPS, SPxMainSM::EMPTY_COL, SPxMainSM::epsZero(), soplex::EQrel(), SPxMainSM::feastol(), SPxMainSM::FIX_COL, SPxMainSM::fixColumn(), SPxMainSM::FixVariablePS, SPxMainSM::FREE_ROW, SPxMainSM::FREE_SINGLETON_COL, SPxMainSM::FREE_ZOBJ_COL, SPxMainSM::FreeColSingletonPS, SPxMainSM::FreeConstraintPS, SPxMainSM::FreeZeroObjVariablePS, soplex::GT(), soplex::GTrel(), SVector::index(), SPxSimplifier::INFEASIBLE, soplex::infinity, soplex::isNotZero(), soplex::isZero(), SPxLP::lhs(), SPxLP::lower(), soplex::LT(), soplex::LTrel(), SPxSimplifier::m_chgBnds, SPxMainSM::m_hist, SPxSimplifier::m_remCols, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_stat, soplex::maxAbs(), SPxLP::maxObj(), METHOD, MSG_INFO2, MSG_INFO3, SPxLP::nCols(), soplex::NErel(), SPxLP::obj(), SPxSimplifier::OKAY, SPxMainSM::removeCol(), SPxMainSM::removeRow(), SPxLP::rhs(), SPxLP::rowVector(), SVector::size(), soplex::sorter_qsort(), soplex::spxout, SPxSimplifier::UNBOUNDED, SPxLP::upper(), SVector::value(), and SPxMainSM::ZOBJ_SINGLETON_COL.

Referenced by SPxMainSM::simplify().

SPxSimplifier::Result simplifyDual	(	SPxLP &	lp,
		bool &	again
	)

private

performs simplification steps on the LP based on dual concepts.

Definition at line 2529 of file spxmainsm.cpp.

References ASSERT_WARN, SPxLP::changeLower(), SPxLP::changeUpper(), SPxLP::colVector(), SPxMainSM::DOMINATED_COL, SPxSimplifier::DUAL_INFEASIBLE, SPxMainSM::epsZero(), soplex::EQrel(), SPxMainSM::feastol(), SPxMainSM::FIX_COL, SPxMainSM::fixColumn(), SPxMainSM::FREE_ROW, soplex::GTrel(), SVector::index(), soplex::infinity, soplex::isNotZero(), SPxLP::lhs(), SPxLP::lower(), soplex::LTrel(), SPxMainSM::m_hist, SPxSimplifier::m_remCols, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_stat, SPxLP::maxObj(), METHOD, MSG_INFO2, MSG_INFO3, SPxLP::nCols(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxMainSM::opttol(), SPxMainSM::removeCol(), SPxMainSM::removeRow(), SPxLP::rhs(), SPxLP::rowVector(), SVector::size(), soplex::spxout, SPxSimplifier::UNBOUNDED, SPxLP::upper(), SVector::value(), and SPxMainSM::WEAKLY_DOMINATED_COL.

Referenced by SPxMainSM::simplify().

SPxSimplifier::Result simplifyRows	(	SPxLP &	lp,
		bool &	again
	)

private

performs simplification steps on the rows of the LP.

Definition at line 1579 of file spxmainsm.cpp.

References ASSERT_WARN, SPxLP::changeLhs(), SPxLP::changeLower(), SPxLP::changeRhs(), SPxLP::changeUpper(), SPxMainSM::EMPTY_ROW, Param::epsilon(), SPxMainSM::epsZero(), soplex::EQrel(), SPxMainSM::feastol(), SPxMainSM::FORCE_ROW, SPxMainSM::ForceConstraintPS, SPxMainSM::FREE_ROW, soplex::GErel(), soplex::GT(), soplex::GTrel(), SVector::index(), SPxSimplifier::INFEASIBLE, soplex::infinity, soplex::isNotZero(), soplex::isZero(), soplex::LErel(), SPxLP::lhs(), SPxLP::lower(), soplex::LT(), soplex::LTrel(), SPxSimplifier::m_chgBnds, SPxSimplifier::m_chgLRhs, SPxMainSM::m_epsilon, SPxMainSM::m_hist, SPxSimplifier::m_remNzos, SPxSimplifier::m_remRows, SPxMainSM::m_stat, soplex::maxAbs(), METHOD, MSG_INFO2, MSG_INFO3, soplex::NErel(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxMainSM::removeRow(), SPxMainSM::removeRowSingleton(), SPxLP::rhs(), SPxLP::rowVector(), SVector::size(), soplex::spxout, SPxLP::upper(), and SVector::value().

Referenced by SPxMainSM::simplify().

virtual const Vector& unsimplifiedDual ( )

virtual

returns a reference to the unsimplified dual solution.

Implements SPxSimplifier.

Definition at line 1200 of file spxmainsm.h.

References SPxMainSM::m_dual, and SPxMainSM::m_postsolved.

virtual const Vector& unsimplifiedPrimal ( )

virtual

returns a reference to the unsimplified primal solution.

Implements SPxSimplifier.

Definition at line 1194 of file spxmainsm.h.

References SPxMainSM::m_postsolved, and SPxMainSM::m_prim.

virtual const Vector& unsimplifiedRedCost ( )

virtual

returns a reference to the unsimplified reduced costs.

Implements SPxSimplifier.

Definition at line 1212 of file spxmainsm.h.

References SPxMainSM::m_postsolved, and SPxMainSM::m_redCost.

virtual const Vector& unsimplifiedSlacks ( )

virtual

returns a reference to the unsimplified slack values.

Implements SPxSimplifier.

Definition at line 1206 of file spxmainsm.h.

References SPxMainSM::m_postsolved, and SPxMainSM::m_slack.

void unsimplify	(	const Vector &	x,
		const Vector &	y,
		const Vector &	s,
		const Vector &	r,
		const SPxSolver::VarStatus	rows[],
		const SPxSolver::VarStatus	cols[]
	)