Sequential object-oriented SimPlex.SPxSolver is an LP solver class using the revised Simplex algorithm. It provids two basis representations, namely a column basis and a row basis (see Representation). For both representations, a primal and dual algorithm is available (see Type). More...

#include <spxsolver.h>

Inheritance diagram for SPxSolver:

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Public Types
Data Types
enum	Representation { ROW = -1, COLUMN = 1 }
	LP basis representation. More...

enum	Type { ENTER = -1, LEAVE = 1 }
	Algorithmic type. More...

enum	Pricing { FULL, PARTIAL }
	Pricing type. More...

enum	VarStatus { ON_UPPER, ON_LOWER, FIXED, ZERO, BASIC, UNDEFINED }

enum	Status { ERROR = -13, NO_RATIOTESTER = -12, NO_PRICER = -11, NO_SOLVER = -10, NOT_INIT = -9, ABORT_CYCLING = -8, ABORT_TIME = -7, ABORT_ITER = -6, ABORT_VALUE = -5, SINGULAR = -4, NO_PROBLEM = -3, REGULAR = -2, RUNNING = -1, UNKNOWN = 0, OPTIMAL = 1, UNBOUNDED = 2, INFEASIBLE = 3 }

Public Types inherited from SPxLP
enum	SPxSense { MAXIMIZE = 1, MINIMIZE = -1 }
	optimization sense. More...

Public Member Functions
UpdateVector &	fVec () const
	feasibility vector.

const Vector &	fRhs () const
	right-hand side vector for fVec

const Vector &	ubBound () const
	upper bound for fVec.

Vector &	ubBound ()
	upper bound for fVec, writable.

const Vector &	lbBound () const
	lower bound for fVec.

Vector &	lbBound ()
	lower bound for fVec, writable.

const Vector &	fTest () const
	Violations of fVec.

UpdateVector &	coPvec () const
	copricing vector.

const Vector &	coPrhs () const
	Right-hand side vector for coPvec.

const Vector &	ucBound () const

Vector &	ucBound ()
	upper bound for coPvec.

const Vector &	lcBound () const

Vector &	lcBound ()
	lower bound for coPvec.

const Vector &	coTest () const
	violations of coPvec.

UpdateVector &	pVec () const
	pricing vector.

const Vector &	upBound () const

Vector &	upBound ()
	upper bound for pVec.

const Vector &	lpBound () const

Vector &	lpBound ()
	lower bound for pVec.

const Vector &	test () const
	Violations of pVec.

Real	computePvec (int i)
	compute and return pVec()[i].

void	computePvec ()
	compute entire pVec().

Real	computeTest (int i)
	compute and return test()[i] in ENTERing Simplex.

void	computeTest ()
	compute test vector in ENTERing Simplex.

void	testVecs ()

Access
int	version () const
	return the version of SPxSolver as number like 123 for 1.2.3

int	subversion () const
	return the internal subversion of SPxSolver as number

Representation	rep () const
	return the current basis representation.

Type	type () const
	return current Type.

Pricing	pricing () const
	return current Pricing.

SPxStarter *	starter () const
	return current starter.

Setup
Before solving an LP with an instance of SPxSolver, the following steps must be performed: Load the LP by copying an external LP or reading it from an input stream. Setup the pricer to use by loading an SPxPricer object (if not already done in a previous call). Setup the ratio test method to use by loading an SPxRatioTester object (if not already done in a previous call). Setup the linear system solver to use by loading an SLinSolver object (if not already done in a previous call). Optionally setup an start basis generation method by loading an SPxStarter object. Optionally setup a start basis by loading a SPxBasis::Desc object. Optionally switch to another basis Representation by calling method setRep(). Optionally switch to another algorithm Type by calling method setType(). Now the solver is ready for execution. If the loaded LP is to be solved again from scratch, this can be done with method reLoad(). Finally, clear() removes the LP from the solver.
virtual bool	read (std::istream &in, NameSet rowNames=0, NameSet colNames=0, DIdxSet *intVars=0)
	read LP from input stream.

virtual void	loadLP (const SPxLP &LP)
	copy LP.

virtual void	setSolver (SLinSolver *slu, const bool destroy=false)
	setup linear solver to use. If `destroy` is true, `slusolver` will be freed in destructor.

virtual void	setPricer (SPxPricer *pricer, const bool destroy=false)
	setup pricer to use. If `destroy` is true, `pricer` will be freed in destructor.

virtual void	setTester (SPxRatioTester *tester, const bool destroy=false)
	setup ratio-tester to use. If `destroy` is true, `tester` will be freed in destructor.

virtual void	setStarter (SPxStarter *starter, const bool destroy=false)
	setup starting basis generator to use. If `destroy` is true, `starter` will be freed in destructor.

virtual void	loadBasis (const SPxBasis::Desc &)
	set a start basis.

void	initRep (Representation p_rep)
	initialize ROW or COLUMN representation.

void	setRep (Representation p_rep)
	switch to ROW or COLUMN representation if not already used.

void	setType (Type tp)
	set LEAVE or ENTER algorithm.

void	setPricing (Pricing pr)
	set FULL or PARTIAL pricing.

virtual void	reLoad ()
	reload LP.

virtual void	clear ()
	clear all data in solver.

virtual bool	readBasisFile (const char filename, const NameSet rowNames, const NameSet *colNames)

virtual bool	writeBasisFile (const char filename, const NameSet rowNames, const NameSet *colNames) const

virtual bool	writeState (const char filename, const NameSet rowNames=NULL, const NameSet *colNames=NULL) const

Solving LPs
virtual Status	solve ()
	solve loaded LP.

Status	status () const
	Status of solution process.

virtual Real	value () const
	current objective value.

virtual Status	getPrimal (Vector &vector) const
	get solution vector for primal variables.

virtual Status	getSlacks (Vector &vector) const
	get vector of slack variables.

virtual Status	getDual (Vector &vector) const
	get current solution vector for dual variables.

virtual Status	getRedCost (Vector &vector) const
	get vector of reduced costs.

virtual Status	getPrimalray (Vector &vector) const
	get primal ray in case of unboundedness.

virtual Status	getDualfarkas (Vector &vector) const
	get dual farkas proof of infeasibility.

virtual bool	terminate ()
	Termination criterion.

Control Parameters
Real	epsilon () const
	values $\|x\| < \epsilon$ are considered to be 0.

Real	entertol () const
	feasibility tolerance maintained by ratio test during ENTER algorithm.

Real	leavetol () const
	feasibility tolerance maintained by ratio test during LEAVE algorithm.

Real	feastol () const
	allowed primal feasibility tolerance.

Real	opttol () const
	allowed optimality, i.e., dual feasibility tolerance.

Real	delta () const
	guaranteed primal and dual bound violation for optimal solution, returning the maximum of feastol() and opttol(), i.e., the less tight tolerance.

Real	irthreshold () const
	iterative refinement threshold: if feastol() or opttol() are below this value, iterative refinement is applied.

void	setFeastol (Real d)
	set parameter `feastol`.

void	setOpttol (Real d)
	set parameter `opttol`.

void	setDelta (Real d)
	set parameter `delta`, i.e., set `feastol` and `opttol` to same value.

void	setIrthreshold (Real d)
	set parameter `irthreshold`.

int	maxCycle () const
	maximum number of degenerate simplex steps before we detect cycling.

int	numCycle () const
	actual number of degenerate simplex steps encountered so far.

Modification
virtual void	changeObj (const Vector &newObj)

virtual void	changeObj (int i, Real newVal)

virtual void	changeObj (SPxColId p_id, Real p_newVal)

virtual void	changeLower (const Vector &newLower)

virtual void	changeLower (int i, Real newLower)

virtual void	changeLower (SPxColId p_id, Real p_newLower)

virtual void	changeUpper (const Vector &newUpper)

virtual void	changeUpper (int i, Real newUpper)

virtual void	changeUpper (SPxColId p_id, Real p_newUpper)

virtual void	changeBounds (const Vector &newLower, const Vector &newUpper)

virtual void	changeBounds (int i, Real newLower, Real newUpper)

virtual void	changeBounds (SPxColId p_id, Real p_newLower, Real p_newUpper)

virtual void	changeLhs (const Vector &newLhs)

virtual void	changeLhs (int i, Real newLhs)

virtual void	changeLhs (SPxRowId p_id, Real p_newLhs)

virtual void	changeRhs (const Vector &newRhs)

virtual void	changeRhs (int i, Real newRhs)

virtual void	changeRhs (SPxRowId p_id, Real p_newRhs)

virtual void	changeRange (const Vector &newLhs, const Vector &newRhs)

virtual void	changeRange (int i, Real newLhs, Real newRhs)

virtual void	changeRange (SPxRowId p_id, Real p_newLhs, Real p_newRhs)

virtual void	changeRow (int i, const LPRow &newRow)

virtual void	changeRow (SPxRowId p_id, const LPRow &p_newRow)

virtual void	changeCol (int i, const LPCol &newCol)

virtual void	changeCol (SPxColId p_id, const LPCol &p_newCol)

virtual void	changeElement (int i, int j, Real val)

virtual void	changeElement (SPxRowId rid, SPxColId cid, Real val)

virtual void	changeSense (SPxSense sns)

Dimension and codimension
int	dim () const
	dimension of basis matrix.

int	coDim () const
	codimension.

Variables and Covariables
Class SPxLP introduces SPxIds to identify row or column data of an LP. SPxSolver uses this concept to access data with respect to the chosen representation.
SPxId	id (int i) const
	id of `i` 'th vector.

SPxId	coId (int i) const
	id of `i` 'th covector.

int	isId (const SPxId &p_id) const
	Is `p_id` an SPxId ?

int	isCoId (const SPxId &p_id) const
	Is `p_id` a CoId.

Vectors and Covectors
const SVector &	vector (int i) const
	`i` 'th vector.

const SVector &	vector (const SPxRowId &rid) const

const SVector &	vector (const SPxColId &cid) const

const SVector &	vector (const SPxId &p_id) const
	vector associated to `p_id`.

const SVector &	coVector (int i) const
	`i` 'th covector of LP.

const SVector &	coVector (const SPxRowId &rid) const

const SVector &	coVector (const SPxColId &cid) const

const SVector &	coVector (const SPxId &p_id) const
	coVector associated to `p_id`.

const SVector &	unitVector (int i) const
	return `i` 'th unit vector.

Variable status
The Simplex basis assigns a Status to each variable and covariable. Depending on the representation, the status indicates that the corresponding vector is in the basis matrix or not.
SPxBasis::Desc::Status	varStatus (int i) const
	Status of `i` 'th variable.

SPxBasis::Desc::Status	covarStatus (int i) const
	Status of `i` 'th covariable.

int	isBasic (SPxBasis::Desc::Status stat) const
	does `stat` describe a basic index ?

int	isBasic (const SPxId &p_id) const
	is the `p_id` 'th vector basic ?

int	isBasic (const SPxRowId &rid) const
	is the `rid` 'th vector basic ?

int	isBasic (const SPxColId &cid) const
	is the `cid` 'th vector basic ?

int	isRowBasic (int i) const
	is the `i` 'th row vector basic ?

int	isColBasic (int i) const
	is the `i` 'th column vector basic ?

int	isBasic (int i) const
	is the `i` 'th vector basic ?

int	isCoBasic (int i) const
	is the `i` 'th covector basic ?

Shifting
The task of the ratio test (implemented in SPxRatioTester classes) is to select a variable for the basis update, such that the basis remains priced (i.e. both, the pricing and copricing vectors satisfy their bounds) or feasible (i.e. the feasibility vector satisfies its bounds). However, this can lead to numerically instable basis matrices or – after accumulation of various errors – even to a singular basis matrix. The key to overcome this problem is to allow the basis to become "a bit" infeasible or unpriced, in order provide a better choice for the ratio test to select a stable variable. This is equivalent to enlarging the bounds by a small amount. This is referred to as shifting. These methods serve for shifting feasibility bounds, either in order to maintain numerical stability or initially for computation of phase 1. The sum of all shifts applied to any bound is stored in theShift. The following methods are used to shift individual bounds. They are mainly intended for stable implenentations of SPxRatioTester.
void	shiftFvec ()
	Perform initial shifting to optain an feasible or pricable basis.

void	shiftPvec ()
	Perform initial shifting to optain an feasible or pricable basis.

void	shiftUBbound (int i, Real to)
	shift `i` 'th ubBound to `to`.

void	shiftLBbound (int i, Real to)
	shift `i` 'th lbBound to `to`.

void	shiftUPbound (int i, Real to)
	shift `i` 'th upBound to `to`.

void	shiftLPbound (int i, Real to)
	shift `i` 'th lpBound to `to`.

void	shiftUCbound (int i, Real to)
	shift `i` 'th ucBound to `to`.

void	shiftLCbound (int i, Real to)
	shift `i` 'th lcBound to `to`.

void	testBounds () const

virtual Real	shift () const
	total current shift amount.

virtual void	unShift (void)
	remove shift as much as possible.

virtual void	qualConstraintViolation (Real &maxviol, Real &sumviol) const
	get violation of constraints.

virtual void	qualBoundViolation (Real &maxviol, Real &sumviol) const
	get violations of bounds.

virtual void	qualSlackViolation (Real &maxviol, Real &sumviol) const
	get the residuum \|Ax-b\|.

virtual void	qualRedCostViolation (Real &maxviol, Real &sumviol) const
	get violation of optimality criterion.


SPxRowId	rowId (int i) const
	RowId of `i` 'th inequality.

SPxColId	colId (int i) const
	ColId of `i` 'th column.


	SPxSolver (Type type=LEAVE, Representation rep=ROW)
	default constructor.

virtual	~SPxSolver ()


bool	isConsistent () const
	check consistency.


SPxSolver &	operator= (const SPxSolver &base)
	assignment operator

	SPxSolver (const SPxSolver &base)
	copy constructor

Public Member Functions inherited from SPxLP
int	nRows () const
	returns number of rows in LP.

int	nCols () const
	returns number of columns in LP.

int	nNzos () const
	number of nonzeros in LP.

Real	minAbsNzo () const
	absolute smallest non-zero element in LP.

Real	maxAbsNzo () const
	absolute biggest non-zero element in LP.

void	getRow (int i, LPRow &row) const
	gets `i` 'th row.

void	getRow (const SPxRowId &id, LPRow &row) const
	gets row with identifier `id`.

void	getRows (int start, int end, LPRowSet &set) const
	gets rows `start`, ... `end`.

const SVector &	rowVector (int i) const
	gets row vector of row `i`.

const SVector &	rowVector (const SPxRowId &id) const
	gets row vector of row with identifier `id`.

const Vector &	rhs () const
	returns right hand side vector.

Real	rhs (int i) const

Real	rhs (const SPxRowId &id) const
	returns right hand side of row with identifier `id`.

const Vector &	lhs () const
	returns left hand side vector.

Real	lhs (int i) const

Real	lhs (const SPxRowId &id) const
	returns left hand side of row with identifier `id`.

LPRow::Type	rowType (int i) const
	returns the inequality type of the `i'th` LPRow.

LPRow::Type	rowType (const SPxRowId &id) const
	returns the inequality type of the row with identifier `key`.

void	getCol (int i, LPCol &column) const
	gets `i` 'th column.

void	getCol (const SPxColId &id, LPCol &col) const
	gets column with identifier `id`.

void	getCols (int start, int end, LPColSet &set) const
	gets columns `start`, ..., `end`.

const SVector &	colVector (int i) const
	returns column vector of column `i`.

const SVector &	colVector (const SPxColId &id) const
	returns column vector of column with identifier `id`.

void	getObj (Vector &obj) const
	gets objective vector.

Real	obj (int i) const
	returns objective value of column `i`.

Real	obj (const SPxColId &id) const
	returns objective value of column with identifier `id`.

const Vector &	maxObj () const
	returns objective vector for maximization problem.

Real	maxObj (int i) const
	returns objective value of column `i` for maximization problem.

Real	maxObj (const SPxColId &id) const
	returns objective value of column with identifier `id` for maximization problem.

const Vector &	upper () const
	returns upper bound vector.

Real	upper (int i) const
	returns upper bound of column `i`.

Real	upper (const SPxColId &id) const
	returns upper bound of column with identifier `id`.

const Vector &	lower () const
	returns lower bound vector.

Real	lower (int i) const
	returns lower bound of column `i`.

Real	lower (const SPxColId &id) const
	returns lower bound of column with identifier `id`.

SPxSense	spxSense () const
	returns the optimization sense.

int	number (const SPxRowId &id) const
	returns the row number of the row with identifier `id`.

int	number (const SPxColId &id) const
	returns the column number of the column with identifier `id`.

int	number (const SPxId &id) const
	returns the row or column number for identifier `id`.

SPxRowId	rId (int n) const
	returns the row identifier for row `n`.

SPxColId	cId (int n) const
	returns the column identifier for column `n`.

virtual void	addRow (const LPRow &row)

virtual void	addRow (SPxRowId &id, const LPRow &row)
	adds `row` to LPRowSet.

virtual void	addRows (const LPRowSet &pset)

virtual void	addRows (SPxRowId id[], const LPRowSet &set)
	adds all LPRows of `pset` to LPRowSet.

virtual void	addCol (const LPCol &col)

virtual void	addCol (SPxColId &id, const LPCol &col)
	adds `col` to LPColSet.

virtual void	addCols (const LPColSet &pset)

virtual void	addCols (SPxColId id[], const LPColSet &set)
	adds all LPCols of `set` to LPColSet.

virtual void	removeRow (int i)
	removes `i` 'th row.

virtual void	removeRow (SPxRowId id)
	removes row with identifier `id`.

virtual void	removeRows (int perm[])
	removes multiple rows.

virtual void	removeRows (SPxRowId id[], int n, int perm[]=0)

virtual void	removeRows (int nums[], int n, int perm[]=0)
	removes `n` LPRows.

virtual void	removeRowRange (int start, int end, int perm[]=0)
	removes rows from `start` to `end` (including both).

virtual void	removeCol (int i)
	removes `i` 'th column.

virtual void	removeCol (SPxColId id)
	removes column with identifier `id`.

virtual void	removeCols (int perm[])
	removes multiple columns.

virtual void	removeCols (SPxColId id[], int n, int perm[]=0)

virtual void	removeCols (int nums[], int n, int perm[]=0)
	removes `n` LPCols.

virtual void	removeColRange (int start, int end, int perm[]=0)
	removes columns from `start` to `end` (including both).

virtual bool	readLPF (std::istream &in, NameSet rowNames=0, NameSet colNames=0, DIdxSet *intVars=0)
	reads a file in LP format from `in`.

virtual bool	readFile (const char filename, NameSet rowNames=0, NameSet colNames=0, DIdxSet intVars=0)
	reads a file from a file.

virtual void	writeLPF (std::ostream &out, const NameSet rowNames, const NameSet colNames, const DIdxSet *p_intvars=0) const
	Write LP in "LPF File Format".

virtual void	writeFile (const char filename, const NameSet rowNames=0, const NameSet colNames=0, const DIdxSet p_intvars=0) const
	Write loaded LP to `filename`.

virtual bool	readMPS (std::istream &in, NameSet rowNames=0, NameSet colNames=0, DIdxSet *intVars=0)
	Reads a file in MPS format from `in`.

virtual void	writeMPS (std::ostream &out, const NameSet rowNames, const NameSet colNames, const DIdxSet *p_intvars=0) const
	Writes a file in MPS format to `out`.

virtual DVector_exact	computePrimalActivity (const Vector_exact &primal) const
	compute activity of the rows for a given primal vector exactly.

virtual DVector_exact	computeDualActivity (const Vector_exact &dual) const
	compute "dual" activity of the columns for a given dual vector, i.e., y^T A, exactly

bool	isConsistent () const
	consistency check.

	SPxLP ()
	default constructor.

virtual	~SPxLP ()
	destructor.

	SPxLP (const SPxLP &old)
	copy constructor.

SPxLP &	operator= (const SPxLP &old)
	assignment operator

Public Attributes
DIdxSet	infeasibilities

DIdxSet	infeasibilitiesCo

Array< bool >	isInfeasible
	belongs to infeasibilities in the leaving and entering Simplex

Array< bool >	isInfeasibleCo
	belongs to infeasibilitiesCo in the entering Simplex

bool	sparsePricingLeave
	These values enable or disable sparse pricing.

bool	sparsePricingEnter
	true if sparsePricing is turned on in the entering Simplex for slack variables

bool	sparsePricingEnterCo
	true if sparsePricing is turned on in the entering Simplex

int	remainingRoundsLeave
	number of dense rounds/refactorizations until sparsePricing is enabled again

int	remainingRoundsEnter

int	remainingRoundsEnterCo

int	sparsityThresholdLeave
	maximum number of infeasibilities that is considered sparse for leaving Simplex

int	sparsityThresholdEnter
	maximum number of infeasibilities that is considered sparse for entering Simplex (dim)

int	sparsityThresholdEnterCo
	maximum number of infeasibilities that is considered sparse for entering Simplex (coDim)

Protected Member Functions
Precision
virtual bool	precisionReached (Real &newpricertol) const
	is the solution precise enough, or should we increase delta() ?

Protected helpers
virtual void	addedRows (int n)

virtual void	addedCols (int n)

virtual void	doRemoveRow (int i)

virtual void	doRemoveRows (int perm[])

virtual void	doRemoveCol (int i)

virtual void	doRemoveCols (int perm[])


void	clearDualBounds (SPxBasis::Desc::Status, Real &, Real &) const

void	setDualColBounds ()

void	setDualRowBounds ()

void	setPrimalBounds ()
	setup feasibility bounds for entering algorithm

void	setEnterBound4Col (int, int)

void	setEnterBound4Row (int, int)

virtual void	setEnterBounds ()

void	setLeaveBound4Row (int i, int n)

void	setLeaveBound4Col (int i, int n)

virtual void	setLeaveBounds ()

Protected Member Functions inherited from SPxLP
Real &	rhs_w (int i)
	returns right hand side of row `i`.

Real &	lhs_w (int i)
	returns left hand side of row `i`.

Real &	maxObj_w (int i)
	returns objective value of column `i` for maximization problem.

Real &	upper_w (int i)
	returns upper bound of column `i`.

Real &	lower_w (int i)
	returns lower bound of column `i`.

const LPRowSet *	lprowset () const
	returns the LP as an LPRowSet.

const LPColSet *	lpcolset () const
	returns the LP as an LPColSet.

void	added2Set (SVSet &set, const SVSet &add, int n)

Protected Member Functions inherited from LPRowSet
int	num () const
	returns the number of LPRows in LPRowSet.

int	max () const
	returns the maximum number of LPRows that fit.

const Vector &	lhs () const
	returns the vector of lhs values.

Vector &	lhs_w ()
	returns the vector of lhs values.

Real	lhs (int i) const
	returns the lhs of the `i` 'th LPRow.

Real &	lhs_w (int i)
	returns the lhs of the `i` 'th LPRow.

Real	lhs (const DataKey &k) const
	returns the lhs of the LPRow with DataKey `k` in LPRowSet.

Real &	lhs_w (const DataKey &k)
	returns the lhs of the LPRow with DataKey `k` in LPRowSet.

const Vector &	rhs () const
	returns the vector of rhs values.

Vector &	rhs_w ()
	returns the vector of rhs values (writeable).

Real	rhs (int i) const
	returns the rhs of the `i` 'th LPRow.

Real &	rhs_w (int i)
	returns the rhs of the `i` 'th LPRow (writeable).

Real	rhs (const DataKey &k) const
	returns the rhs of the LPRow with DataKey `k` in LPRowSet.

Real &	rhs_w (const DataKey &k)
	returns the rhs of the LPRow with DataKey `k` in LPRowSet (writeable).

SVector &	rowVector_w (int i)
	returns a writable rowVector of the `i` 'th LPRow.

const SVector &	rowVector (int i) const
	returns the rowVector of the `i` 'th LPRow.

SVector &	rowVector_w (const DataKey &k)
	returns a writable rowVector of the LPRow with DataKey `k`.

const SVector &	rowVector (const DataKey &k) const
	returns the rowVector of the LPRow with DataKey `k`.

LPRow::Type	type (int i) const
	returns the inequalitiy type of the `i` 'th LPRow.

LPRow::Type	type (const DataKey &k) const
	returns the inequality type of the LPRow with DataKey `k`.

void	setType (int i, LPRow::Type type)
	changes the inequality type of row `i` to `type`.

Real	value (int i) const
	returns the value of the `i'th` LPRow.

Real	value (const DataKey &k) const
	returns the value of the LPRow with DataKey `k`.

DataKey	key (int i) const
	returns the DataKey of the `i` 'th LPRow in LPRowSet.

int	number (const DataKey &k) const
	returns the number of the LPRow with DataKey `k` in LPRowSet.

bool	has (const DataKey &k) const
	does DataKey `k` belong to LPRowSet ?

void	add (const LPRow &row)

void	add (DataKey &pkey, const LPRow &prow)
	adds `row` to LPRowSet.

void	add (Real plhs, const SVector &prowVector, Real prhs)
	adds LPRow consisting of left hand side `lhs`, row vector `rowVector`, and right hand side `rhs` to LPRowSet.

void	add (DataKey &key, Real lhs, const SVector &rowVector, Real rhs)
	adds LPRow consisting of left hand side `lhs`, row vector `rowVector`, and right hand side `rhs` to LPRowSet, with DataKey `key`.

void	add (const LPRowSet &set)

void	add (DataKey key[], const LPRowSet &set)
	adds all LPRows of `set` to LPRowSet.

void	xtend (int n, int newmax)
	extends row `n` to fit `newmax` nonzeros.

void	xtend (const DataKey &pkey, int pnewmax)
	extend row with DataKey `key` to fit `newmax` nonzeros.

void	add2 (const DataKey &k, int n, const int idx[], const Real val[])
	adds `n` nonzero (`idx`, `val`)-pairs to rowVector with DataKey `k`.

void	add2 (int i, int n, const int idx[], const Real val[])
	adds `n` nonzero (`idx`, `val`)-pairs to `i` 'th rowVector.

SVector &	create (int pnonzeros=0, Real plhs=0, Real prhs=1)
	creates new LPRow with specified parameters and returns a reference to its row vector.

SVector &	create (DataKey &nkey, int nonzeros=0, Real lhs=0, Real rhs=1)
	creates new LPRow with specified parameters and returns a reference to its row vector.

void	remove (int i)
	removes `i` 'th LPRow.

void	remove (const DataKey &k)
	removes LPRow with DataKey `k`.

void	remove (int perm[])
	removes multiple LPRows.

void	remove (const int nums[], int n)
	removes `n` LPRows with row numbers given by `nums`.

void	remove (const int nums[], int n, int *perm)
	removes `n` LPRows with row numbers given by `nums`, Stores permutation of row indices in `perm`.

void	clear ()
	removes all LPRows.

void	reMax (int newmax=0)
	reallocates memory to be able to store `newmax` LPRows.

int	memSize () const
	returns number of used nonzero entries.

int	memMax () const
	returns length of nonzero memory.

void	memRemax (int newmax)
	reallocates memory to be able to store `newmax` nonzeros.

void	memPack ()
	garbage collection in nonzero memory.

bool	isConsistent () const
	check consistency.

	LPRowSet (int pmax=-1, int pmemmax=-1)
	default constructor.

LPRowSet &	operator= (const LPRowSet &rs)
	assignment operator.

	LPRowSet (const LPRowSet &rs)
	copy constructor.

	~LPRowSet ()
	destructor

const SVSet *	rowSet () const
	return the complete SVSet.

Protected Member Functions inherited from LPColSet
int	num () const
	returns the number of LPCols currently in LPColSet.

int	max () const
	returns maximum number of LPCols currently fitting into LPColSet.

const Vector &	maxObj () const

Vector &	maxObj_w ()
	returns vector of objective values w.r.t. maximization.

Real	maxObj (int i) const

Real &	maxObj_w (int i)
	returns objective value (w.r.t. maximization) of `i` 'th LPCol in LPColSet.

Real	maxObj (const DataKey &k) const

Real &	maxObj_w (const DataKey &k)
	returns objective value (w.r.t. maximization) of LPCol with DataKey `k` in LPColSet.

const Vector &	lower () const

Vector &	lower_w ()
	returns vector of lower bound values.

Real	lower (int i) const

Real &	lower_w (int i)
	returns lower bound of `i` 'th LPCol in LPColSet.

Real	lower (const DataKey &k) const

Real &	lower_w (const DataKey &k)
	returns lower bound of LPCol with DataKey `k` in LPColSet.

const Vector &	upper () const

Vector &	upper_w ()
	returns vector of upper bound values.

Real	upper (int i) const

Real &	upper_w (int i)
	returns upper bound of `i` 'th LPCol in LPColSet.

Real	upper (const DataKey &k) const

Real &	upper_w (const DataKey &k)
	returns upper bound of LPCol with DataKey `k` in LPColSet.

SVector &	colVector_w (int i)

const SVector &	colVector (int i) const
	returns colVector of `i` 'th LPCol in LPColSet.

SVector &	colVector_w (const DataKey &k)
	returns writeable colVector of LPCol with DataKey `k` in LPColSet.

const SVector &	colVector (const DataKey &k) const
	returns colVector of LPCol with DataKey `k` in LPColSet.

DataKey	key (int i) const
	returns DataKey of `i` 'th LPCol in LPColSet.

int	number (const DataKey &k) const
	returns number of LPCol with DataKey `k` in LPColSet.

bool	has (const DataKey &k) const
	does DataKey `k` belong to LPColSet ?

void	add (const LPCol &pcol)

void	add (DataKey &pkey, const LPCol &pcol)
	adds p pcol to LPColSet.

void	add (Real pobj, Real plower, const SVector &pcolVector, Real pupper)

void	add (DataKey &key, Real obj, Real lower, const SVector &colVector, Real upper)
	adds LPCol consisting of objective value `obj`, lower bound `lower`, column vector `colVector` and upper bound `upper` to LPColSet.

void	add (const LPColSet &set)

void	add (DataKey key[], const LPColSet &set)
	adds all LPCols of `set` to LPColSet.

void	xtend (int n, int newmax)
	extends column `n` to fit `newmax` nonzeros.

void	xtend (const DataKey &pkey, int pnewmax)
	extend column with DataKey `key` to fit `newmax` nonzeros.

void	add2 (const DataKey &k, int n, const int idx[], const Real val[])

void	add2 (int i, int n, const int idx[], const Real val[])
	adds `n` nonzero (`idx`, `val`)-pairs to `i` 'th colVector.

SVector &	create (int pnonzeros=0, Real pobj=1, Real plw=0, Real pupp=1)

SVector &	create (DataKey &nkey, int nonzeros=0, Real obj=1, Real low=0, Real up=1)
	creates new LPCol with specified arguments and returns a reference to its column vector.

void	remove (int i)
	removes `i` 'th LPCol.

void	remove (const DataKey &k)
	removes LPCol with DataKey `k`.

void	remove (int perm[])
	removes multiple elements.

void	remove (const int nums[], int n)
	removes LPCols with numbers `nums`, where `n` is the length of the array `nums`

void	remove (const int nums[], int n, int *perm)
	removes LPCols with numbers `nums`, where `n` is the length of the array `nums`, and stores the index permutation in array `perm`.

void	clear ()
	removes all LPCols from the set.

void	reMax (int newmax=0)
	reallocates memory to be able to store `newmax` LPCols.

int	memSize () const
	returns used nonzero memory.

int	memMax () const
	returns length of nonzero memory.

void	memRemax (int newmax)
	resets length of nonzero memory.

void	memPack ()
	garbage collection in nonzero memory.

bool	isConsistent () const

	LPColSet (int pmax=-1, int pmemmax=-1)
	default constructor.

LPColSet &	operator= (const LPColSet &rs)
	assignment operator.

	LPColSet (const LPColSet &rs)
	copy constructor.

	~LPColSet ()
	destructor

const SVSet *	colSet () const
	return the complete SVSet.

Protected Member Functions inherited from SPxBasis
SPxStatus	status () const
	returns current SPxStatus.

void	setStatus (SPxStatus stat)
	sets basis SPxStatus to `stat`.

void	setMaxUpdates (int maxUp)
	change maximum number of iterations until a refactorization is performed

int	getMaxUpdates ()
	returns maximum number of updates before a refactorization is performed

const Desc &	desc () const

Desc &	desc ()
	returns current basis Descriptor.

Desc::Status	dualColStatus (int i) const
	dual Status for the `i'th` column variable of the loaded LP.

Desc::Status	dualStatus (const SPxColId &id) const
	dual Status for the column variable with ID `id` of the loaded LP.

Desc::Status	dualRowStatus (int i) const
	dual Status for the `i'th` row variable of the loaded LP.

Desc::Status	dualStatus (const SPxRowId &id) const
	dual Status for the row variable with ID `id` of the loaded LP.

Desc::Status	dualStatus (const SPxId &id) const
	dual Status for the variable with ID `id` of the loaded LP.

SPxId &	baseId (int i)

SPxId	baseId (int i) const
	returns the Id of the `i'th` basis vector.

const SVector &	baseVec (int i) const
	returns the `i'th` basic vector.

SPxId	lastEntered () const
	returns SPxId of last vector included to the basis.

SPxId	lastLeft () const
	returns SPxId of last vector that left the basis.

int	lastIndex () const
	returns index in basis where last update was done.

int	lastUpdate () const
	returns number of basis changes since last refactorization.

int	iteration () const
	returns number of basis changes since last load().

SPxSolver *	solver () const
	returns loaded solver.

Vector &	multBaseWith (Vector &x) const
	Basis-vector product.

Vector &	multWithBase (Vector &x) const
	Vector-basis product.

Real	stability () const
	returns the stability of the basis matrix.

void	solve (Vector &x, const Vector &rhs)

void	solve (SSVector &x, const SVector &rhs)

void	solve4update (SSVector &x, const SVector &rhs)
	solves linear system with basis matrix.

void	solve4update (SSVector &x, Vector &y, const SVector &rhsx, SSVector &rhsy)
	solves two systems in one call.

void	solve4update (SSVector &x, Vector &y, Vector &y2, const SVector &rhsx, SSVector &rhsy, SSVector &rhsy2)
	solves three systems in one call.

void	coSolve (Vector &x, const Vector &rhs)
	Cosolves linear system with basis matrix.

void	coSolve (SSVector &x, const SVector &rhs)

void	coSolve (SSVector &x, Vector &y, const SVector &rhsx, SSVector &rhsy)
	solves two systems in one call.

void	addedRows (int n)
	inform SPxBasis, that `n` new rows had been added.

void	removedRow (int i)
	inform SPxBasis that row `i` had been removed.

void	removedRows (const int perm[])
	inform SPxBasis that rows in `perm` with negative entry were removed.

void	addedCols (int n)
	inform SPxBasis that `n` new columns had been added.

void	removedCol (int i)
	inform SPxBasis that column `i` had been removed.

void	removedCols (const int perm[])
	inform SPxBasis that columns in `perm` with negative entry were removed.

void	changedRow (int)
	inform SPxBasis that a row had been changed.

void	changedCol (int)
	inform SPxBasis that a column had been changed.

void	changedElement (int, int)
	inform SPxBasis that a matrix entry had been changed.

virtual void	change (int i, SPxId &id, const SVector enterVec, const SSVector eta=0)
	performs basis update.

virtual bool	readBasis (std::istream &in, const NameSet rowNames, const NameSet colNames)

virtual void	writeBasis (std::ostream &os, const NameSet rownames, const NameSet colnames) const

virtual void	printMatrix () const

void	printMatrixMTX (int number)

virtual bool	isDescValid (const Desc &ds)
	checks if a Descriptor is valid for the current LP w.r.t. its bounds

virtual void	loadDesc (const Desc &)
	sets up basis.

virtual void	loadSolver (SLinSolver *solver, const bool destroy=false)
	sets up linear solver to use.

virtual void	load (SPxSolver *lp)
	loads the LP `lp` to the basis.

virtual void	unLoad ()
	unloads the LP from the basis.

void	invalidate ()
	invalidates actual basis.

void	restoreInitialBasis ()
	Restores initial basis.

void	dump ()
	output basis entries.

bool	isConsistent () const
	consistency check.

Real	getTotalUpdateTime () const
	time spent in updates

int	getTotalUpdateCount () const
	number of updates performed

std::string	statistics () const
	returns statistical information in form of a string.

	SPxBasis ()
	default constructor.

	SPxBasis (const SPxBasis &old)
	copy constructor

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

virtual	~SPxBasis ()
	destructor.

void	loadMatrixVecs ()
	loads matrix according to the SPxIds stored in theBaseId.

void	reDim ()
	resizes internal arrays.

void	setRep ()
	sets descriptor representation according to loaded LP.

Protected Attributes
Protected data
Array< UnitVector >	unitVecs
	array of unit vectors

const SVSet *	thevectors
	the LP vectors according to representation

const SVSet *	thecovectors
	the LP coVectors according to representation

DVector	primRhs
	rhs vector for computing the primal vector

UpdateVector	primVec
	primal vector

DVector	dualRhs
	rhs vector for computing the dual vector

UpdateVector	dualVec
	dual vector

UpdateVector	addVec
	storage for thePvec = &addVec

DVector	theURbound
	Upper Row Feasibility bound.

DVector	theLRbound
	Lower Row Feasibility bound.

DVector	theUCbound
	Upper Column Feasibility bound.

DVector	theLCbound
	Lower Column Feasibility bound.

DVector	theUBbound
	Upper Basic Feasibility bound.

DVector	theLBbound
	Lower Basic Feasibility bound.

DVector *	theFrhs

UpdateVector *	theFvec

DVector *	theCoPrhs

UpdateVector *	theCoPvec

UpdateVector *	thePvec

UpdateVector *	theRPvec
	row pricing vector

UpdateVector *	theCPvec
	column pricing vector

DVector *	theUbound
	Upper bound for vars.

DVector *	theLbound
	Lower bound for vars.

DVector *	theCoUbound
	Upper bound for covars.

DVector *	theCoLbound
	Lower bound for covars.

DVector	theCoTest

DVector	theTest

DSVector	primalRay
	stores primal ray in case of unboundedness

DSVector	dualFarkas
	stores dual farkas proof in case of infeasibility

int	leaveCount
	number of LEAVE iterations

int	enterCount
	number of ENTER iterations

int	boundflips
	number of performed bound flips

int	totalboundflips
	total number of bound flips

SPxPricer *	thepricer

SPxRatioTester *	theratiotester

SPxStarter *	thestarter

Private Member Functions
Private helpers
Status	fpsolve ()
	solve loaded LP using floating point arithmetic.

void	localAddRows (int start)

void	localAddCols (int start)

bool	refine (Real irfeastol, Real iropttol, Vector_exact &primal_ex, Vector_exact &slack_ex, Vector_exact &dual_ex, Vector_exact &redcost_ex, int maxitersround)
	apply iterative refinement until irfeastol and iropttol are reached or modified problem is not solved to optimality; returns true if and only if precision has been reached

void	setPrimal (Vector &p_vector)

void	setSlacks (Vector &p_vector)

void	setDual (Vector &p_vector)

void	setRedCost (Vector &p_vector)

Perturbation
void	perturbMin (const UpdateVector &vec, Vector &low, Vector &up, Real eps, Real delta, int start=0, int incr=1)

void	perturbMax (const UpdateVector &vec, Vector &low, Vector &up, Real eps, Real delta, int start=0, int incr=1)

Real	perturbMin (const UpdateVector &uvec, Vector &low, Vector &up, Real eps, Real delta, const SPxBasis::Desc::Status *stat, int start, int incr) const

Real	perturbMax (const UpdateVector &uvec, Vector &low, Vector &up, Real eps, Real delta, const SPxBasis::Desc::Status *stat, int start, int incr) const

Private Attributes
Private data
Type	theType
	entering or leaving algortihm.

Pricing	thePricing
	full or partial pricing.

Representation	theRep
	row or column representation.

Timer	theTime
	time spent in last call to method solve()

Real	theCumulativeTime
	cumulative time spent in all calls to method solve()

int	maxIters
	maximum allowed iterations.

int	maxRefines
	maximum allowed refinement rounds.

Real	maxTime
	maximum allowed time.

Real	objLimit
	objective value limit.

Status	m_status
	status of algorithm.

Real	m_entertol
	feasibility tolerance maintained during entering algorithm

Real	m_leavetol
	feasibility tolerance maintained during leaving algorithm

Real	m_irthreshold
	iterative refinement threshold

Real	theShift
	sum of all shifts applied to any bound.

Real	lastShift
	for forcing feasibility.

int	m_maxCycle
	maximum steps before cycling is detected.

int	m_numCycle
	actual number of degenerate steps so far.

bool	initialized
	true, if all vectors are setup.

Vector *	solveVector2
	when 2 systems are to solve at a time

SSVector *	solveVector2rhs
	when 2 systems are to solve at a time

Vector *	solveVector3
	when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

SSVector *	solveVector3rhs
	when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Vector *	coSolveVector2
	when 2 systems are to solve at a time

SSVector *	coSolveVector2rhs
	when 2 systems are to solve at a time

bool	freePricer
	true iff thepricer should be freed inside of object

bool	freeRatioTester
	true iff theratiotester should be freed inside of object

bool	freeStarter
	true iff thestarter should be freed inside of object

int	instableLeaveNum

bool	instableLeave

Real	instableLeaveVal

Friends
class	SPxFastRT

class	SPxBoundFlippingRT

The Simplex Loop
We now present a set of methods that may be usefull when implementing own SPxPricer or SPxRatioTester classes. Here is, how SPxSolver will call methods from its loaded SPxPricer and SPxRatioTester. For the entering Simplex: SPxPricer::selectEnter() SPxRatioTester::selectLeave() SPxPricer::entered4() For the leaving Simplex: SPxPricer::selectLeave() SPxRatioTester::selectEnter() SPxPricer::left4()
virtual void	factorize ()
	Factorize basis matrix.

void	setup4solve (Vector p_y, SSVector p_rhs)
	Setup vectors to be solved within Simplex loop.

void	setup4solve2 (Vector p_y2, SSVector p_rhs2)
	Setup vectors to be solved within Simplex loop.

void	setup4coSolve (Vector p_y, SSVector p_rhs)
	Setup vectors to be cosolved within Simplex loop.

virtual Real	maxInfeas () const
	maximal infeasibility of basis

const SPxBasis &	basis () const
	Return current basis.

SPxBasis &	basis ()

const SPxPricer *	pricer () const
	return loaded SPxPricer.

const SLinSolver *	slinSolver () const
	return loaded SLinSolver.

const SPxRatioTester *	ratiotester () const
	return loaded SPxRatioTester.

bool	leave (int i)

bool	enter (SPxId &id)

Real	coTest (int i, SPxBasis::Desc::Status stat) const
	test coVector `i` with status `stat`.

void	computeCoTest ()
	compute coTest vector.

void	updateCoTest ()
	recompute coTest vector.

Real	test (int i, SPxBasis::Desc::Status stat) const
	test vector `i` with status `stat`.

void	updateTest ()
	recompute test vector.

void	computeFtest ()
	compute basis feasibility test vector.

void	updateFtest ()
	update basis feasibility test vector.

Parallelization
In this section we present the methods, that are provided in order to allow a parallel version to be implemented as a derived class, thereby inheriting most of the code of SPxSolver. Initialization These methods are used to setup all the vectors used in the Simplex loop, that where described in the previous sectios.
bool	isInitialized () const
	has the internal data been initialized?

virtual void	unInit ()
	unintialize data structures.

virtual void	reinitializeVecs ()
	setup all vecs fresh

virtual void	reDim ()
	reset dimensions of vectors according to loaded LP.

void	computeFrhs ()
	compute feasibility vector from scratch.

virtual void	computeFrhsXtra ()

virtual void	computeFrhs1 (const Vector &, const Vector &)

void	computeFrhs2 (const Vector &, const Vector &)

virtual void	computeEnterCoPrhs ()
	compute theCoPrhs for entering Simplex.

void	computeEnterCoPrhs4Row (int i, int n)

void	computeEnterCoPrhs4Col (int i, int n)

virtual void	computeLeaveCoPrhs ()
	compute theCoPrhs for leaving Simplex.

void	computeLeaveCoPrhs4Row (int i, int n)

void	computeLeaveCoPrhs4Col (int i, int n)

Real	nonbasicValue () const
	Compute part of objective value.

virtual const SVector *	enterVector (const SPxId &p_id)
	Get pointer to the `id` 'th vector.

virtual void	getLeaveVals (int i, SPxBasis::Desc::Status &leaveStat, SPxId &leaveId, Real &leaveMax, Real &leavebound, int &leaveNum)

virtual void	getLeaveVals2 (Real leaveMax, SPxId enterId, Real &enterBound, Real &newUBbound, Real &newLBbound, Real &newCoPrhs)

virtual void	getEnterVals (SPxId id, Real &enterTest, Real &enterUB, Real &enterLB, Real &enterVal, Real &enterMax, Real &enterPric, SPxBasis::Desc::Status &enterStat, Real &enterRO)

virtual void	getEnterVals2 (int leaveIdx, Real enterMax, Real &leaveBound)

virtual void	ungetEnterVal (SPxId enterId, SPxBasis::Desc::Status enterStat, Real leaveVal, const SVector &vec)

virtual void	rejectEnter (SPxId enterId, Real enterTest, SPxBasis::Desc::Status enterStat)

virtual void	rejectLeave (int leaveNum, SPxId leaveId, SPxBasis::Desc::Status leaveStat, const SVector *newVec=0)

virtual void	setupPupdate (void)

virtual void	doPupdate (void)

virtual void	clearUpdateVecs (void)

virtual void	perturbMinEnter (void)

virtual void	perturbMaxEnter (void)
	perturb basis bounds.

virtual void	perturbMinLeave (void)

virtual void	perturbMaxLeave (void)
	perturb nonbasic bounds.

virtual void	init ()
	intialize data structures.

VarStatus	basisStatusToVarStatus (SPxBasis::Desc::Status stat) const
	converts basis status to VarStatus

SPxBasis::Desc::Status	varStatusToBasisStatusRow (int row, VarStatus stat) const
	converts VarStatus to basis status for rows

SPxBasis::Desc::Status	varStatusToBasisStatusCol (int col, VarStatus stat) const
	converts VarStatus to basis status for columns

virtual void	setTerminationTime (Real time=infinity)
	set time limit.

virtual Real	terminationTime () const
	return time limit.

virtual void	setTerminationIter (int iteration=-1)
	set iteration limit.

virtual int	terminationIter () const
	return iteration limit.

virtual void	setMaxRefinements (int p_maxrefinements)
	set refinement limit.

virtual int	maxRefinements () const
	return refinement limit.

virtual void	setTerminationValue (Real value=infinity)
	set objective limit.

virtual Real	terminationValue () const
	return objective limit.

virtual Real	objValue () const
	get objective value of current solution.

Status	getResult (Real value=0, Vector primal=0, Vector slacks=0, Vector dual=0, Vector *reduCost=0) const
	get all results of last solve.

VarStatus	getBasisRowStatus (int row) const
	gets basis status for a single row

VarStatus	getBasisColStatus (int col) const
	gets basis status for a single column

Status	getBasis (VarStatus rows[], VarStatus cols[]) const
	get current basis, and return solver status.

SPxBasis::SPxStatus	getBasisStatus () const
	gets basis status

bool	isBasisValid (DataArray< VarStatus > rows, DataArray< VarStatus > cols)
	check a given basis for validity.

void	setBasis (const VarStatus rows[], const VarStatus cols[])
	set the lp solver's basis.

void	setBasisStatus (SPxBasis::SPxStatus stat)
	set the lp solver's basis status.

void	resetCumulativeTime ()
	reset cumulative time counter to zero.

int	iterations () const
	get number of iterations of current solution.

Real	time () const
	time spent in last call to method solve().

Real	cumulativeTime () const
	cumulative time spent in all calls to method solve().

const LPRowSet &	rows () const
	return const lp's rows if available.

const LPColSet &	cols () const
	return const lp's cols if available.

void	getLower (Vector &p_low) const
	copy lower bound vector to `p_low`.

void	getUpper (Vector &p_up) const
	copy upper bound vector to `p_up`.

void	getLhs (Vector &p_lhs) const
	copy lhs value vector to `p_lhs`.

void	getRhs (Vector &p_rhs) const
	copy rhs value vector to `p_rhs`.

SPxSense	sense () const
	optimization sense.

std::string	statistics () const
	returns statistical information in form of a string.

Additional Inherited Members
Protected Types inherited from SPxBasis
enum	SPxStatus { NO_PROBLEM = -2, SINGULAR = -1, REGULAR = 0, DUAL = 1, PRIMAL = 2, OPTIMAL = 3, UNBOUNDED = 4, INFEASIBLE = 5 }
	basis status. More...

Detailed Description

Sequential object-oriented SimPlex.

SPxSolver is an LP solver class using the revised Simplex algorithm. It provids two basis representations, namely a column basis and a row basis (see Representation). For both representations, a primal and dual algorithm is available (see Type).

In addition, SPxSolver can be custumized with various respects:

pricing algorithms using SPxPricer
ratio test using class SPxRatioTester
computation of a start basis using class SPxStarter
preprocessing of the LP using class SPxSimplifier
termination criteria by overriding

SPxSolver is derived from SPxLP that is used to store the LP to be solved. Hence, the LPs solved with SPxSolver have the general format

$\begin{array}{rl} \hbox{max} & \mbox{maxObj}^T x \\ \hbox{s.t.} & \mbox{lhs} \le Ax \le \mbox{rhs} \\ & \mbox{low} \le x \le \mbox{up} \end{array}$

Also, SPxLP provide all manipulation methods for the LP. They allow SPxSolver to be used within cutting plane algorithms.

Definition at line 82 of file spxsolver.h.

Member Enumeration Documentation

enum Pricing

Pricing type.

In case of the ENTERing Simplex algorithm, for performance reasons it may be advisable not to compute and maintain up to date vectors pVec() and test() and instead compute only some of its elements explicitely. This is controled by the Pricing type.

Enumerator

FULL

Full pricing.

If FULL pricing in selected for the ENTERing Simplex, vectors pVec() and test() are kept up to date by SPxSolver. An SPxPricer only needs to select an Id such that the test() or coTest() value is < 0.

PARTIAL

Partial pricing.

When PARTIAL pricing in selected for the ENTERing Simplex, vectors pVec() and test() are not set up and updated by SPxSolver. However, vectors coPvec() and coTest() are still kept up to date by SPxSolver. An SPxPricer object needs to compute the values for pVec() and test() itself in order to select an appropriate pivot with test() < 0. Methods computePvec(i) and computeTest(i) will assist the used to do so. Note that it may be feasible for a pricer to return an Id with test() > 0; such will be rejected by SPxSolver.

Definition at line 149 of file spxsolver.h.

enum Representation

LP basis representation.

Solving LPs with the Simplex algorithm requires the definition of a basis. A basis can be defined as a set of column vectors or a set of row vectors building a nonsingular matrix. We will refer to the first case as the columnwise representation and the latter case will be called the rowwise representation.

Type Representation determines the representation of SPxSolver, i.e. a columnwise (COLUMN == 1) or rowwise (ROW == -1) one.

Enumerator
ROW	rowwise representation.
COLUMN	columnwise representation.

Definition at line 102 of file spxsolver.h.

enum Status

Todo:: In spxchange, change the status to if (m_status > 0) m_status = REGULAR;

Enumerator
ERROR	an error occured.
NO_RATIOTESTER	No ratiotester loaded.
NO_PRICER	No pricer loaded.
NO_SOLVER	No linear solver loaded.
NOT_INIT	not initialised error
ABORT_CYCLING	solve() aborted due to detection of cycling.
ABORT_TIME	solve() aborted due to time limit.
ABORT_ITER	solve() aborted due to iteration limit.
ABORT_VALUE	solve() aborted due to objective limit.
SINGULAR	Basis is singular, numerical troubles?
NO_PROBLEM	No Problem has been loaded.
REGULAR	LP has a usable Basis (maybe LP is changed).
RUNNING	algorithm is running
UNKNOWN	nothing known on loaded problem.
OPTIMAL	LP has been solved to optimality.
UNBOUNDED	LP has been proven to be primal unbounded.
INFEASIBLE	LP has been proven to be primal infeasible.

Definition at line 187 of file spxsolver.h.

enum Type

Algorithmic type.

SPxSolver uses the reviesed Simplex algorithm to solve LPs. Mathematically, one distinguishes the primal from the dual algorihm. Algorithmically, these relate to the two types ENTER or LEAVE. How they relate, depends on the chosen basis representation. This is desribed by the following table:

	ENTER	LEAVE
ROW	DUAL	PRIMAL
COLUMN	PRIMAL	DUAL

Enumerator

ENTER

Entering Simplex.

The Simplex loop for the entering Simplex can be sketched as follows:

Pricing : Select a variable to ENTER the basis.
Ratio-Test : Select variable to LEAVE the basis such that the basis remains feasible.
Perform the basis update.

LEAVE

Leaving Simplex.

The Simplex loop for the leaving Simplex can be sketched as follows:

Pricing: Select a variable to LEAVE the basis.
Ratio-Test: Select variable to ENTER the basis such that the basis remains priced.
Perform the basis update.

Definition at line 121 of file spxsolver.h.

enum VarStatus

Enumerator
ON_UPPER	variable set to its upper bound.
ON_LOWER	variable set to its lower bound.
FIXED	variable fixed to identical bounds.
ZERO	free variable fixed to zero.
BASIC	variable is basic.
UNDEFINED	nothing known about basis status (possibly due to a singular basis in transformed problem)

Definition at line 174 of file spxsolver.h.

Constructor & Destructor Documentation

SPxSolver	(	Type	type = `LEAVE`,
		Representation	rep = `ROW`
	)

explicit

default constructor.

Constructors / destructors

Definition at line 846 of file spxsolver.cpp.

References DEFAULT_BND_VIOL, SPxSolver::initRep(), METHOD, SPxSolver::setDelta(), SPxSolver::setIrthreshold(), and SPxBasis::theLP.

~SPxSolver ( )

virtual

Definition at line 897 of file spxsolver.cpp.

References SPxSolver::freePricer, SPxSolver::freeRatioTester, SPxSolver::freeStarter, SPxSolver::thepricer, SPxSolver::theratiotester, and SPxSolver::thestarter.

SPxSolver ( const SPxSolver & base )

copy constructor

Definition at line 1083 of file spxsolver.cpp.

References SPxSolver::addVec, SPxRatioTester::clear(), SPxPricer::clear(), SPxStarter::clone(), SPxRatioTester::clone(), SPxPricer::clone(), LPColSet::colSet(), SPxSolver::COLUMN, SPxSolver::dualRhs, SPxSolver::dualVec, SPxSolver::freePricer, SPxSolver::freeRatioTester, SPxSolver::freeStarter, SPxSolver::isConsistent(), SPxRatioTester::load(), SPxPricer::load(), METHOD, SPxSolver::primRhs, SPxSolver::primVec, SPxSolver::ROW, LPRowSet::rowSet(), SPxSolver::theCoLbound, SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theCoUbound, SPxSolver::thecovectors, SPxSolver::theCPvec, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::theLbound, SPxSolver::theLCbound, SPxBasis::theLP, SPxSolver::theLRbound, SPxSolver::thepricer, SPxSolver::thePvec, SPxSolver::theratiotester, SPxSolver::theRep, SPxSolver::theRPvec, SPxSolver::thestarter, SPxSolver::theUbound, SPxSolver::theUCbound, SPxSolver::theURbound, and SPxSolver::thevectors.

Member Function Documentation

void addedCols ( int n )

protectedvirtual

Reimplemented from SPxLP.

Definition at line 423 of file changesoplex.cpp.

References SPxBasis::addedCols(), SPxLP::addedCols(), METHOD, SPxBasis::NO_PROBLEM, SPxSolver::reDim(), SPxBasis::status(), and SPxSolver::unInit().

void addedRows ( int n )

protectedvirtual

Reimplemented from SPxLP.

Definition at line 209 of file changesoplex.cpp.

References SPxBasis::addedRows(), SPxLP::addedRows(), METHOD, SPxBasis::NO_PROBLEM, SPxSolver::reDim(), SPxBasis::status(), and SPxSolver::unInit().

const SPxBasis& basis ( ) const

Return current basis.

Note: The basis can be used to solve linear systems or use any other of its (const) methods. It is, however, encuraged to use methods setup4solve() and setup4coSolve() for solving systems, since this is likely to have perfomance advantages.

Definition at line 1514 of file spxsolver.h.

Referenced by SPxWeightPR::computeLeavePenalty(), SPxSteepPR::entered4(), SPxSolver::factorize(), SPxBoundFlippingRT::flipAndUpdate(), SPxSolver::fpsolve(), SPxSteepPR::isConsistent(), SoPlex::iteration(), SPxSolver::leave(), SPxSteepPR::left4(), SPxSolver::refine(), SPxWeightPR::selectEnter(), SPxSteepPR::selectEnter(), SPxFastRT::selectEnter(), SPxBoundFlippingRT::selectEnter(), SPxSteepPR::selectLeave(), SPxFastRT::selectLeave(), SPxSteepPR::selectLeavePart(), SPxSteepPR::selectLeaveSparse(), soplex::setDualStatus(), SPxSteepPR::setupWeights(), SoPlex::solve(), and SPxSolver::solve().

SPxBasis& basis ( )

Definition at line 1519 of file spxsolver.h.

SPxSolver::VarStatus basisStatusToVarStatus ( SPxBasis::Desc::Status stat ) const

protected

converts basis status to VarStatus

Todo:: put the following basis methods near the variable status methods!

Definition at line 1389 of file spxsolver.cpp.

References SPxSolver::BASIC, SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxSolver::FIXED, METHOD, MSG_ERROR, SPxSolver::ON_LOWER, SPxSolver::ON_UPPER, SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, soplex::spxout, and SPxSolver::ZERO.

Referenced by SPxSolver::getBasis(), SPxSolver::getBasisColStatus(), and SPxSolver::getBasisRowStatus().

void changeBounds	(	const Vector &	newLower,
		const Vector &	newUpper
	)

virtual

Reimplemented from SPxLP.

Definition at line 844 of file changesoplex.cpp.

References SPxSolver::changeLower(), SPxSolver::changeUpper(), and METHOD.

Referenced by SPxSolver::refine().

void changeBounds	(	int	i,
		Real	newLower,
		Real	newUpper
	)

virtual

Reimplemented from SPxLP.

Definition at line 852 of file changesoplex.cpp.

References SPxSolver::changeLower(), SPxSolver::changeUpper(), and METHOD.

virtual void changeBounds	(	SPxColId	p_id,
		Real	p_newLower,
		Real	p_newUpper
	)

virtual

Reimplemented from SPxLP.

Definition at line 789 of file spxsolver.h.

void changeCol	(	int	i,
		const LPCol &	newCol
	)

virtual

Reimplemented from SPxLP.

Definition at line 1043 of file changesoplex.cpp.

References SPxLP::changeCol(), SPxBasis::changedCol(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), and SPxSolver::unInit().

virtual void changeCol	(	SPxColId	p_id,
		const LPCol &	p_newCol
	)

virtual

Reimplemented from SPxLP.

Definition at line 832 of file spxsolver.h.

void changeElement	(	int	i,
		int	j,
		Real	val
	)

virtual

Reimplemented from SPxLP.

Definition at line 1053 of file changesoplex.cpp.

References SPxBasis::changedElement(), SPxLP::changeElement(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), and SPxSolver::unInit().

virtual void changeElement	(	SPxRowId	rid,
		SPxColId	cid,
		Real	val
	)

virtual

Reimplemented from SPxLP.

Definition at line 839 of file spxsolver.h.

void changeLhs ( const Vector & newLhs )

virtual

Reimplemented from SPxLP.

Definition at line 904 of file changesoplex.cpp.

References SPxLP::changeLhs(), soplex::changeLhsStatus(), METHOD, SPxBasis::NO_PROBLEM, and SPxBasis::status().

Referenced by SPxSolver::solve().

void changeLhs	(	int	i,
		Real	newLhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 919 of file changesoplex.cpp.

References SPxLP::changeLhs(), soplex::changeLhsStatus(), SPxBasis::desc(), METHOD, SPxBasis::NO_PROBLEM, SPxLP::rhs(), SPxBasis::status(), and SPxSolver::unInit().

virtual void changeLhs	(	SPxRowId	p_id,
		Real	p_newLhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 799 of file spxsolver.h.

void changeLower ( const Vector & newLower )

virtual

Reimplemented from SPxLP.

Definition at line 737 of file changesoplex.cpp.

References SPxLP::changeLower(), soplex::changeLowerStatus(), Vector::dim(), METHOD, SPxBasis::NO_PROBLEM, and SPxBasis::status().

Referenced by SPxSolver::changeBounds().

void changeLower	(	int	i,
		Real	newLower
	)

virtual

Reimplemented from SPxLP.

Definition at line 752 of file changesoplex.cpp.

References SPxLP::changeLower(), soplex::changeLowerStatus(), SPxBasis::desc(), SPxLP::lower(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), SPxSolver::unInit(), and SPxLP::upper().

virtual void changeLower	(	SPxColId	p_id,
		Real	p_newLower
	)

virtual

Reimplemented from SPxLP.

Definition at line 771 of file spxsolver.h.

void changeObj ( const Vector & newObj )

virtual

Todo:: Factorization remains valid, we do not need a reDim() pricing vectors should be recomputed.

Reimplemented from SPxLP.

Definition at line 670 of file changesoplex.cpp.

References SPxLP::changeObj(), METHOD, and SPxSolver::unInit().

Referenced by SPxSolver::refine().

void changeObj	(	int	i,
		Real	newVal
	)

virtual

Todo:: Factorization remains valid, we do not need a reDim() pricing vectors should be recomputed.

Reimplemented from SPxLP.

Definition at line 682 of file changesoplex.cpp.

References SPxLP::changeObj(), METHOD, and SPxSolver::unInit().

virtual void changeObj	(	SPxColId	p_id,
		Real	p_newVal
	)

virtual

Reimplemented from SPxLP.

Definition at line 762 of file spxsolver.h.

void changeRange	(	const Vector &	newLhs,
		const Vector &	newRhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 1002 of file changesoplex.cpp.

References SPxLP::changeLhs(), soplex::changeLhsStatus(), SPxLP::changeRhs(), soplex::changeRhsStatus(), SPxBasis::desc(), SPxLP::lhs(), METHOD, SPxBasis::NO_PROBLEM, SPxLP::nRows(), SPxLP::rhs(), SPxBasis::status(), and SPxSolver::unInit().

Referenced by SPxSolver::refine().

void changeRange	(	int	i,
		Real	newLhs,
		Real	newRhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 1018 of file changesoplex.cpp.

References SPxLP::changeLhs(), soplex::changeLhsStatus(), SPxLP::changeRhs(), soplex::changeRhsStatus(), SPxBasis::desc(), SPxLP::lhs(), METHOD, SPxBasis::NO_PROBLEM, SPxLP::rhs(), SPxBasis::status(), and SPxSolver::unInit().

virtual void changeRange	(	SPxRowId	p_id,
		Real	p_newLhs,
		Real	p_newRhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 817 of file spxsolver.h.

void changeRhs ( const Vector & newRhs )

virtual

Reimplemented from SPxLP.

Definition at line 975 of file changesoplex.cpp.

References SPxLP::changeRhs(), soplex::changeRhsStatus(), METHOD, SPxBasis::NO_PROBLEM, and SPxBasis::status().

Referenced by SPxSolver::solve().

void changeRhs	(	int	i,
		Real	newRhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 989 of file changesoplex.cpp.

References SPxLP::changeRhs(), soplex::changeRhsStatus(), SPxBasis::desc(), SPxLP::lhs(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), and SPxSolver::unInit().

virtual void changeRhs	(	SPxRowId	p_id,
		Real	p_newRhs
	)

virtual

Reimplemented from SPxLP.

Definition at line 808 of file spxsolver.h.

void changeRow	(	int	i,
		const LPRow &	newRow
	)

virtual

Reimplemented from SPxLP.

Definition at line 1033 of file changesoplex.cpp.

References SPxBasis::changedRow(), SPxLP::changeRow(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), and SPxSolver::unInit().

virtual void changeRow	(	SPxRowId	p_id,
		const LPRow &	p_newRow
	)

virtual

Reimplemented from SPxLP.

Definition at line 825 of file spxsolver.h.

void changeSense ( SPxSense sns )

virtual

Reimplemented from SPxLP.

Definition at line 1063 of file changesoplex.cpp.

References SPxLP::changeSense(), METHOD, and SPxSolver::unInit().

void changeUpper ( const Vector & newUpper )

virtual

Reimplemented from SPxLP.

Definition at line 813 of file changesoplex.cpp.

References SPxLP::changeUpper(), soplex::changeUpperStatus(), SPxBasis::Desc::colStatus(), SPxBasis::desc(), Vector::dim(), SPxLP::lower(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), and SPxSolver::unInit().

Referenced by SPxSolver::changeBounds().

void changeUpper	(	int	i,
		Real	newUpper
	)

virtual

Reimplemented from SPxLP.

Definition at line 828 of file changesoplex.cpp.

References SPxLP::changeUpper(), soplex::changeUpperStatus(), SPxBasis::desc(), SPxLP::lower(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::status(), SPxSolver::unInit(), and SPxLP::upper().

virtual void changeUpper	(	SPxColId	p_id,
		Real	p_newUpper
	)

virtual

Reimplemented from SPxLP.

Definition at line 780 of file spxsolver.h.

void clear ( )

virtual

clear all data in solver.

Reimplemented from SPxLP.

Definition at line 464 of file spxsolver.cpp.

References SPxSolver::addVec, UpdateVector::clear(), Array< T >::clear(), IdxSet::clear(), Vector::clear(), SPxLP::clear(), SPxSolver::dualRhs, SPxSolver::dualVec, SPxSolver::infeasibilities, SPxSolver::infeasibilitiesCo, SPxSolver::isInfeasible, SPxSolver::isInfeasibleCo, METHOD, SPxBasis::NO_PROBLEM, SPxSolver::primRhs, SPxSolver::primVec, SPxBasis::reDim(), SPxSolver::setBasisStatus(), SPxSolver::theCoTest, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theTest, SPxSolver::theUCbound, SPxSolver::theURbound, SPxSolver::unInit(), and SPxSolver::unitVecs.

Referenced by SPxSolver::loadLP(), and SPxSolver::read().

void clearDualBounds	(	SPxBasis::Desc::Status	stat,
		Real &	upp,
		Real &	lw
	)		const

protected

The following methods serve for initializing the bounds for dual or primal Simplex algorithm of entering or leaving type.

Seting up the basis for dual simplex requires to install upper and lower feasibility bounds for dual variables (|Lbound| and |Ubound|). Here is a list of how these must be set for inequalities of type $l \le a^Tx \le u$ :

$\begin{tabular}{cccc} $l$ & $u$ & |Lbound| & |Ubound| \\ \hline $-\infty=l$ & $u=\infty$ & 0 & 0 \\ $-\infty<l$ & $u=\infty$ & 0 & $\infty$ \\ $-\infty=l$ & $u<\infty$ & $-\infty$ & 0 \\ \multicolumn{2}{c}{ $-\infty<l \ne u<\infty$} & 0 & 0 \\ \multicolumn{2}{c}{ $-\infty<l = u<\infty$} & $-\infty$ & $\infty$ \\ \end{tabular}$

The case $l = -\infty$ , $u = \infty$ occurs for unbounded primal variables. Such must be treated differently from the general case.

Given possible upper and lower bounds to a dual variable with |Status stat|, this function clears the bounds according to |stat| by setting them to $\infty$ or $-\infty$ , respectively.

Definition at line 79 of file spxbounds.cpp.

References SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, soplex::infinity, METHOD, SPxBasis::Desc::P_ON_LOWER, and SPxBasis::Desc::P_ON_UPPER.

Referenced by SPxSolver::setDualColBounds(), SPxSolver::setDualRowBounds(), and SPxSolver::unShift().

void clearUpdateVecs ( void )

protectedvirtual

Definition at line 492 of file spxsolver.cpp.

References UpdateVector::clearUpdate(), SPxSolver::coSolveVector2, METHOD, SPxSolver::solveVector2, SPxSolver::solveVector3, SPxSolver::theCoPvec, SPxSolver::theFvec, and SPxSolver::thePvec.

Referenced by SPxSolver::fpsolve().

int coDim ( ) const

SPxId coId ( int i ) const

id of i 'th covector.

The i 'th coId() is the i 'th SPxColId for a rowwise and the i 'th SPxRowId for a columnwise basis represenation. Hence, 0 <= i < dim().

Definition at line 894 of file spxsolver.h.

References SPxLP::cId().

Referenced by SPxWeightST::generate(), SPxBoundFlippingRT::getData(), SPxFastRT::maxDelta(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minSelect(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), SPxParMultPR::selectEnter(), SPxDantzigPR::selectEnterDenseDim(), SPxDevexPR::selectEnterDenseDim(), SPxSteepPR::selectEnterDenseDim(), SPxDantzigPR::selectEnterSparseDim(), SPxDevexPR::selectEnterSparseDim(), SPxSteepPR::selectEnterSparseDim(), and SPxSolver::shiftPvec().

SPxColId colId ( int i ) const

ColId of i 'th column.

Definition at line 1878 of file spxsolver.h.

Referenced by SPxBasis::readBasis().

const LPColSet& cols ( ) const

return const lp's cols if available.

Definition at line 1823 of file spxsolver.h.

void computeCoTest ( )

private

compute coTest vector.

Definition at line 219 of file enter.cpp.

References DIdxSet::addIdx(), IdxSet::clear(), SPxBasis::Desc::coStatus(), SPxSolver::coTest(), DENSEROUNDS, SPxBasis::desc(), SPxSolver::dim(), SPxSolver::infeasibilities, SPxSolver::isBasic(), SPxSolver::isInfeasible, SPxSolver::leavetol(), IdxSet::max(), METHOD, MSG_INFO2, SPxSolver::remainingRoundsEnter, IdxSet::size(), SPxSolver::sparsePricingEnter, SPxSolver::sparsityThresholdEnter, soplex::spxout, and SPxSolver::theCoTest.

Referenced by SPxSolver::factorize(), SPxSolver::init(), SPxSolver::reinitializeVecs(), and SPxSolver::setPricing().

void computeEnterCoPrhs ( )

protectedvirtual

compute theCoPrhs for entering Simplex.

Definition at line 367 of file spxvecs.cpp.

References SPxBasis::baseId(), SPxSolver::computeEnterCoPrhs4Col(), SPxSolver::computeEnterCoPrhs4Row(), SPxSolver::dim(), SPxSolver::ENTER, SPxId::isSPxRowId(), METHOD, SPxLP::number(), and SPxSolver::type().

Referenced by SPxSolver::init(), SPxSolver::reinitializeVecs(), and SPxSolver::terminate().

void computeEnterCoPrhs4Col	(	int	i,
		int	n
	)

protected

Definition at line 328 of file spxvecs.cpp.

References SPxBasis::baseId(), SPxSolver::COLUMN, SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxBasis::desc(), soplex::infinity, SPxLP::lower(), SPxLP::maxObj(), METHOD, SPxLP::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxSolver::ROW, and SPxLP::upper().

Referenced by SPxSolver::computeEnterCoPrhs().

void computeEnterCoPrhs4Row	(	int	i,
		int	n
	)

protected

Computing the right hand side vector for |theCoPvec| depends on the type of the simplex algorithm. In entering algorithms, the values are taken from the inequality's right handside or the column's objective value.

In contrast to this leaving algorithms take the values from vectors |theURbound| and so on.

We reflect this difference by providing two pairs of methods |computeEnterCoPrhs(n, stat)| and |computeLeaveCoPrhs(n, stat)|. The first pair operates for entering algorithms, while the second one is intended for leaving algorithms. The return value of these methods is the right hand side value for the $n$ -th row or column id, respectively, if it had the passed |Status| for both.

Definition at line 296 of file spxvecs.cpp.

References SPxBasis::baseId(), SPxBasis::desc(), soplex::infinity, SPxLP::lhs(), METHOD, SPxLP::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxLP::rhs(), and SPxSolver::ROW.

Referenced by SPxSolver::computeEnterCoPrhs().

void computeFrhs ( )

protected

compute feasibility vector from scratch.

Initialize Vectors

Computing the right hand side vector for the feasibility vector depends on the chosen representation and type of the basis.

In columnwise case, |theFvec| = $x_B = A_B^{-1} (- A_N x_N)$ , where $x_N$ are either upper or lower bounds for the nonbasic variables (depending on the variables |Status|). If these values remain unchanged throughout the simplex algorithm, they may be taken directly from LP. However, in the entering type algorith they are changed and, hence, retreived from the column or row upper or lower bound vectors.

In rowwise case, |theFvec| = $\pi^T_B = (c^T - 0^T A_N) A_B^{-1}$ . However, this applies only to leaving type algorithm, where no bounds on dual variables are altered. In entering type algorithm they are changed and, hence, retreived from the column or row upper or lower bound vectors.

Definition at line 42 of file spxvecs.cpp.

References Vector::clear(), SPxSolver::COLUMN, SPxSolver::computeFrhs1(), SPxSolver::computeFrhs2(), SPxSolver::computeFrhsXtra(), SPxBasis::desc(), SPxSolver::ENTER, soplex::infinity, SPxSolver::isBasic(), SPxSolver::LEAVE, SPxLP::lhs(), SPxLP::maxObj(), METHOD, MSG_ERROR, SPxLP::nRows(), SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxLP::rhs(), SPxSolver::ROW, SPxBasis::Desc::rowStatus(), soplex::spxout, SPxSolver::theCoLbound, SPxSolver::theCoUbound, SPxSolver::theFrhs, SPxSolver::theLbound, SPxSolver::theUbound, and SPxSolver::type().

Referenced by SPxSolver::factorize(), SPxSolver::init(), SPxSolver::reinitializeVecs(), and SPxSolver::terminate().

void computeFrhs1	(	const Vector &	ufb,
		const Vector &	lfb
	)

protectedvirtual

This methods subtracts $A_N x_N$ or $\pi_N^T A_N$ from |theFrhs| as specified by the |Status| of all nonbasic variables. The values of $x_N$ or $\pi_N$ are taken from the passed arrays.

Parameters

ufb	upper feasibility bound for variables
lfb	lower feasibility bound for variables

Definition at line 163 of file spxvecs.cpp.

References SPxSolver::coDim(), SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxBasis::desc(), soplex::infinity, SPxSolver::isBasic(), METHOD, MSG_ERROR, Vector::multAdd(), SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, soplex::spxout, SPxBasis::Desc::status(), SPxSolver::theFrhs, and SPxSolver::vector().

Referenced by SPxSolver::computeFrhs().

void computeFrhs2	(	const Vector &	coufb,
		const Vector &	colfb
	)

protected

This methods subtracts $A_N x_N$ or $\pi_N^T A_N$ from |theFrhs| as specified by the |Status| of all nonbasic variables. The values of $x_N$ or $\pi_N$ are taken from the passed arrays.

Parameters

coufb	upper feasibility bound for covariables
colfb	lower feasibility bound for covariables

Definition at line 220 of file spxvecs.cpp.

References SPxBasis::Desc::coStatus(), SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxBasis::desc(), SPxSolver::dim(), soplex::infinity, SPxSolver::isBasic(), METHOD, MSG_ERROR, MSG_WARNING, SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, and soplex::spxout.

Referenced by SPxSolver::computeFrhs().

void computeFrhsXtra ( )

protectedvirtual

Definition at line 112 of file spxvecs.cpp.

References SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxBasis::desc(), soplex::infinity, SPxSolver::isBasic(), SPxSolver::LEAVE, SPxLP::lower(), METHOD, MSG_ERROR, Vector::multAdd(), SPxLP::nCols(), SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), soplex::spxout, SPxSolver::theFrhs, SPxSolver::type(), SPxLP::upper(), and SPxSolver::vector().

Referenced by SPxSolver::computeFrhs().

void computeFtest ( )

private

compute basis feasibility test vector.

Definition at line 39 of file leave.cpp.

References DIdxSet::addIdx(), IdxSet::clear(), DENSEROUNDS, SPxSolver::dim(), SPxSolver::entertol(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxSolver::LEAVE, IdxSet::max(), METHOD, MSG_INFO2, SPxOut::precision(), SPxSolver::remainingRoundsLeave, IdxSet::size(), SPxSolver::sparsePricingLeave, SPxSolver::sparsityThresholdLeave, soplex::spxout, SPxSolver::theCoTest, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theUBbound, and SPxSolver::type().

Referenced by SPxSolver::factorize(), SPxSolver::init(), and SPxSolver::reinitializeVecs().

void computeLeaveCoPrhs ( )

protectedvirtual

compute theCoPrhs for leaving Simplex.

Definition at line 443 of file spxvecs.cpp.

References SPxBasis::baseId(), SPxSolver::computeLeaveCoPrhs4Col(), SPxSolver::computeLeaveCoPrhs4Row(), SPxSolver::dim(), SPxId::isSPxRowId(), SPxSolver::LEAVE, METHOD, SPxLP::number(), and SPxSolver::type().

Referenced by SPxSolver::init(), SPxSolver::reinitializeVecs(), and SPxSolver::terminate().

void computeLeaveCoPrhs4Col	(	int	i,
		int	n
	)

protected

Definition at line 412 of file spxvecs.cpp.

References SPxBasis::baseId(), SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxBasis::desc(), soplex::infinity, SPxLP::maxObj(), METHOD, SPxLP::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::theLCbound, and SPxSolver::theUCbound.

Referenced by SPxSolver::computeLeaveCoPrhs().

void computeLeaveCoPrhs4Row	(	int	i,
		int	n
	)

protected

Definition at line 382 of file spxvecs.cpp.

References SPxBasis::baseId(), SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::desc(), soplex::infinity, METHOD, SPxLP::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::theLRbound, and SPxSolver::theURbound.

Referenced by SPxSolver::computeLeaveCoPrhs().

Real computePvec ( int i )

compute and return pVec()[i].

Definition at line 161 of file enter.cpp.

References METHOD, SPxSolver::thePvec, and SPxSolver::vector().

Referenced by SPxParMultPR::selectEnter().

void computePvec ( )

compute entire pVec().

When computing the copricing vector, we expect the pricing vector to be setup correctly. Then computing the copricing vector is nothing but computing all scalar products of the pricing vector with the vectors of the LPs constraint matrix.

Definition at line 464 of file spxvecs.cpp.

References SPxSolver::coDim(), METHOD, SPxSolver::thePvec, and SPxSolver::vector().

Referenced by SPxSolver::factorize(), SPxSolver::init(), SPxSolver::qualRedCostViolation(), SPxSolver::reinitializeVecs(), SPxSolver::setPricing(), and SPxSolver::terminate().

Real computeTest ( int i )

compute and return test()[i] in ENTERing Simplex.

Definition at line 168 of file enter.cpp.

References SPxBasis::desc(), SPxSolver::isBasic(), METHOD, SPxBasis::Desc::status(), SPxSolver::test(), and SPxSolver::theTest.

Referenced by SPxParMultPR::selectEnter().

void computeTest ( )

compute test vector in ENTERing Simplex.

Definition at line 105 of file enter.cpp.

References DIdxSet::addIdx(), IdxSet::clear(), SPxSolver::coDim(), DENSEROUNDS, SPxBasis::desc(), SPxSolver::infeasibilitiesCo, SPxSolver::isBasic(), SPxSolver::isInfeasibleCo, SPxSolver::leavetol(), IdxSet::max(), METHOD, MSG_INFO2, SPxOut::precision(), SPxSolver::remainingRoundsEnterCo, IdxSet::size(), SPxSolver::sparsePricingEnterCo, SPxSolver::sparsityThresholdEnterCo, soplex::spxout, SPxBasis::Desc::status(), SPxSolver::test(), and SPxSolver::theTest.

Referenced by SPxSolver::factorize(), SPxSolver::init(), SPxSolver::qualRedCostViolation(), SPxSolver::reinitializeVecs(), SPxSolver::setPricing(), and SPxSolver::terminate().

const Vector& coPrhs ( ) const

Right-hand side vector for coPvec.

The vector coPvec is computed by solving a linear system with the basis matrix and coPrhs as the right-hand side vector. For column basis representation, coPrhs is build up of the objective vector elements of all basic variables. For a row basis, it consists of the thight bounds of all basic constraints.

Definition at line 1188 of file spxsolver.h.

Referenced by SPxSolver::factorize(), and SPxSolver::value().

UpdateVector& coPvec ( ) const

copricing vector.

The copricing vector coPvec along with the pricing vector pVec are used for pricing in the ENTERing Simplex algorithm, i.e. one variable is selected, that violates its bounds. In contrast to this, the LEAVEing Simplex algorithm keeps both vectors within their bounds.

Definition at line 1175 of file spxsolver.h.

Referenced by SPxSteepPR::entered4(), SPxDevexPR::entered4X(), SPxSolver::factorize(), SPxBoundFlippingRT::flipAndUpdate(), SPxBoundFlippingRT::getData(), SPxSolver::getDual(), SPxSolver::getPrimal(), SPxSolver::leave(), SPxSteepPR::left4(), SPxDevexPR::left4X(), SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), SPxFastRT::selectEnter(), SPxBoundFlippingRT::selectEnter(), SPxSteepPR::selectLeave(), SPxSteepPR::selectLeavePart(), SPxSteepPR::selectLeaveSparse(), SPxSolver::setDual(), SPxSolver::setPrimal(), SPxFastRT::shortEnter(), and SPxSolver::value().

const Vector& coTest ( ) const

violations of coPvec.

In entering Simplex pricing selects checks vectors coPvec() and pVec() for violation of its bounds. coTest() contains the violations for coPvec() which are indicated by a negative value. That is, if coTest()[i] < 0, the i 'th element of coPvec() is violated by -coTest()[i].

Definition at line 1242 of file spxsolver.h.

Referenced by SPxSolver::computeCoTest(), SPxSolver::qualRedCostViolation(), SPxParMultPR::selectEnter(), SPxWeightPR::selectEnter(), SPxDantzigPR::selectEnterDenseDim(), SPxDevexPR::selectEnterDenseDim(), SPxSteepPR::selectEnterDenseDim(), SPxDantzigPR::selectEnterSparseDim(), SPxDevexPR::selectEnterSparseDim(), SPxSteepPR::selectEnterSparseDim(), and SPxSolver::updateCoTest().

Real coTest	(	int	i,
		SPxBasis::Desc::Status	stat
	)		const

private

test coVector i with status stat.

Definition at line 182 of file enter.cpp.

References SPxSolver::COLUMN, SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxSolver::ENTER, SPxSolver::isBasic(), SPxLP::lower(), METHOD, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxSolver::ROW, SPxSolver::theCoPvec, SPxSolver::type(), and SPxLP::upper().

SPxBasis::Desc::Status covarStatus ( int i ) const

Status of i 'th covariable.

Definition at line 1034 of file spxsolver.h.

const SVector& coVector ( int i ) const

i 'th covector of LP.

Returns: a reference to the i 'th, 0 <= i < dim(), covector of the loaded LP (with respect to the chosen representation).

Definition at line 978 of file spxsolver.h.

Referenced by SPxWeightST::generate().

const SVector& coVector ( const SPxRowId & rid ) const

Definition at line 983 of file spxsolver.h.

const SVector& coVector ( const SPxColId & cid ) const

Definition at line 991 of file spxsolver.h.

const SVector& coVector ( const SPxId & p_id ) const

coVector associated to p_id.

Returns: a reference to the covector of the loaded LP corresponding to p_id (with respect to the chosen representation). If p_id is a coid, a covector of the constraint matrix is returned, otherwise the corresponding unit vector is returned.

Definition at line 1005 of file spxsolver.h.

Real cumulativeTime ( ) const

cumulative time spent in all calls to method solve().

Definition at line 1812 of file spxsolver.h.

Real delta ( ) const

guaranteed primal and dual bound violation for optimal solution, returning the maximum of feastol() and opttol(), i.e., the less tight tolerance.

Definition at line 649 of file spxsolver.h.

Referenced by SPxHarrisRT::degenerateEps(), SoPlex::delta(), SPxSolver::enter(), SPxSolver::leave(), SPxSolver::perturbMax(), SPxSolver::perturbMin(), and SPxSolver::writeState().

int dim ( ) const

dimension of basis matrix.

Definition at line 852 of file spxsolver.h.

Referenced by SPxDevexPR::addedCoVecs(), SPxSteepPR::addedCoVecs(), SPxSolver::computeCoTest(), SPxSolver::computeEnterCoPrhs(), SPxSolver::computeFrhs2(), SPxSolver::computeFtest(), SPxSolver::computeLeaveCoPrhs(), SPxBasis::dump(), SPxSolver::enter(), SPxBoundFlippingRT::flipAndUpdate(), SPxSolver::fpsolve(), SPxWeightST::generate(), SPxSolver::getPrimal(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), SPxSolver::init(), SPxSolver::isBasisValid(), SPxDevexPR::isConsistent(), SPxSteepPR::isConsistent(), SPxBasis::isConsistent(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxParMultPR::load(), SPxSteepPR::load(), SPxBasis::loadDesc(), SPxBasis::loadMatrixVecs(), SPxSolver::maxInfeas(), SPxBasis::multBaseWith(), SPxBasis::multWithBase(), SPxSolver::qualRedCostViolation(), SPxBasis::reDim(), SPxSolver::reDim(), SPxBasis::removedCol(), SPxSteepPR::removedCoVec(), SPxSteepPR::removedCoVecs(), SPxBasis::removedRow(), SPxParMultPR::selectEnter(), SPxDantzigPR::selectEnterDenseDim(), SPxSteepPR::selectEnterDenseDim(), SPxDantzigPR::selectLeave(), SPxParMultPR::selectLeave(), SPxWeightPR::selectLeave(), SPxSteepPR::selectLeave(), SPxDantzigPR::selectLeavePart(), SPxSteepPR::selectLeavePart(), SPxSolver::setEnterBounds(), SPxSolver::setLeaveBounds(), SPxSolver::setPrimal(), SPxSolver::setRedCost(), SPxDevexPR::setRep(), SPxSteepPR::setRep(), SPxSolver::setSlacks(), SPxHybridPR::setType(), SPxWeightPR::setType(), SPxSteepPR::setType(), SPxSteepPR::setupPrefs(), SPxSteepPR::setupWeights(), SPxSolver::shiftFvec(), SPxSolver::shiftPvec(), SPxSolver::terminate(), SPxSolver::testBounds(), SPxSolver::testVecs(), and SPxSolver::unShift().

void doPupdate ( void )

protectedvirtual

Definition at line 494 of file spxvecs.cpp.

References SPxSolver::FULL, METHOD, SPxSolver::pricing(), SPxSolver::theCoPvec, SPxSolver::thePvec, and UpdateVector::update().

Referenced by SPxSolver::enter(), and SPxSolver::leave().

void doRemoveCol ( int i )

protectedvirtual

Reimplemented from SPxLP.

Definition at line 556 of file changesoplex.cpp.

References SPxSolver::COLUMN, SPxLP::doRemoveCol(), SPxBasis::DUAL, SPxSolver::ENTER, SPxSolver::isInitialized(), METHOD, SPxLP::nCols(), SPxBasis::NO_PROBLEM, SPxBasis::OPTIMAL, SPxBasis::PRIMAL, SPxSolver::reDim(), SPxBasis::REGULAR, SPxBasis::removedCol(), SPxPricer::removedVec(), SPxSolver::rep(), SPxSolver::setBasisStatus(), SPxBasis::status(), SPxSolver::theLCbound, SPxSolver::thepricer, SPxSolver::theTest, SPxSolver::type(), SPxBasis::UNBOUNDED, and SPxSolver::unInit().

void doRemoveCols ( int perm[] )

protectedvirtual

Reimplemented from SPxLP.

Definition at line 605 of file changesoplex.cpp.

References SPxSolver::COLUMN, SPxLP::doRemoveCols(), SPxBasis::DUAL, SPxSolver::ENTER, SPxSolver::isInitialized(), METHOD, SPxLP::nCols(), SPxBasis::NO_PROBLEM, SPxBasis::OPTIMAL, SPxBasis::PRIMAL, SPxSolver::reDim(), SPxBasis::REGULAR, SPxBasis::removedCols(), SPxPricer::removedVecs(), SPxSolver::rep(), SPxSolver::setBasisStatus(), SPxBasis::status(), SPxSolver::theLCbound, SPxSolver::thepricer, SPxSolver::theTest, SPxSolver::type(), SPxBasis::UNBOUNDED, and SPxSolver::unInit().

void doRemoveRow ( int i )

protectedvirtual

void doRemoveRows ( int perm[] )

protectedvirtual

bool enter ( SPxId & id )

private

let id enter the basis and manage leaving of another one.

Returns: false if LP is unbounded/infeasible.

Todo:: if shift() is not zero, we must not conclude primal unboundedness

Definition at line 885 of file enter.cpp.

References DSVector::add(), SPxBasis::baseId(), SPxBasis::baseVec(), SPxBasis::change(), SVector::clear(), SPxSolver::COLUMN, SPxBasis::coSolve(), SPxSolver::coSolveVector2, SPxSolver::coSolveVector2rhs, SPxBasis::Desc::D_FREE, UpdateVector::delta(), SPxSolver::delta(), SPxBasis::desc(), SPxSolver::dim(), SPxSolver::doPupdate(), SPxSolver::dualFarkas, SPxSolver::ENTER, SPxSolver::entertol(), SPxSolver::enterVector(), SPxSolver::epsilon(), SPxSolver::factorize(), SPxSolver::FULL, SPxSolver::fVec(), SPxSolver::getEnterVals(), SPxSolver::getEnterVals2(), SPxBasis::INFEASIBLE, soplex::infinity, SPxSolver::initialized, UpdateVector::isConsistent(), SSVector::isSetup(), SPxId::isSPxColId(), SPxId::isSPxRowId(), SPxId::isValid(), SPxBasis::lastUpdate(), SPxSolver::leavetol(), Vector::length(), SPxSolver::m_maxCycle, SPxSolver::m_numCycle, METHOD, MSG_DEBUG, MSG_INFO2, MSG_INFO3, Vector::multAdd(), SPxBasis::multBaseWith(), SPxLP::number(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxSolver::perturbMaxEnter(), SPxSolver::perturbMinEnter(), SPxSolver::pricing(), SPxSolver::primalRay, REAL, SPxSolver::rejectEnter(), SPxSolver::rep(), SPxSolver::ROW, SPxRatioTester::selectLeave(), SPxSolver::setBasisStatus(), DSVector::setMax(), SPxSolver::setupPupdate(), SSVector::size(), DataArray< T >::size(), SPxBasis::solve4update(), soplex::spxout, SPxSolver::theCoPvec, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::thePvec, SPxSolver::theratiotester, SPxSolver::theUBbound, SPxSolver::type(), SPxBasis::UNBOUNDED, SPxSolver::ungetEnterVal(), SPxSolver::unitVecs, UpdateVector::update(), SPxSolver::updateCoTest(), SPxSolver::updateTest(), UpdateVector::value(), and SPxSolver::value().

Referenced by SPxSolver::fpsolve().

Real entertol ( ) const

feasibility tolerance maintained by ratio test during ENTER algorithm.

Definition at line 619 of file spxsolver.h.

Referenced by SPxSolver::computeFtest(), SPxSolver::enter(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSolver::leave(), SPxSolver::perturbMaxEnter(), SPxSolver::perturbMinEnter(), SPxSolver::shiftFvec(), SPxSolver::terminate(), SPxSolver::testBounds(), SPxSolver::testVecs(), SPxSolver::unShift(), and SPxSolver::updateFtest().

virtual const SVector* enterVector ( const SPxId & p_id )

protectedvirtual

Get pointer to the id 'th vector.

Definition at line 1645 of file spxsolver.h.

Referenced by SPxSolver::enter(), and SPxSolver::leave().

Real epsilon ( ) const

values $|x| < \epsilon$ are considered to be 0.

if you want another value for epsilon, use Param::setEpsilon().

Definition at line 614 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSteepPR::entered4(), SPxDevexPR::entered4X(), SPxSolver::fpsolve(), SPxSteepPR::isConsistent(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::perturbMax(), SPxSolver::perturbMaxEnter(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMin(), SPxSolver::perturbMinEnter(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), SPxDefaultRT::selectLeave(), SPxHarrisRT::selectLeave(), SPxFastRT::selectLeave(), SPxWeightST::setPrimalStatus(), SPxSteepPR::setType(), SPxSteepPR::setupWeights(), SPxVectorST::setupWeights(), SPxWeightST::setupWeights(), SPxSolver::shiftFvec(), SPxSolver::shiftPvec(), SoPlex::solve(), SPxSolver::terminate(), SPxSolver::updateCoTest(), and SPxSolver::updateTest().

void factorize ( )

protectedvirtual

Factorize basis matrix.

Exceptions

SPxStatusException if loaded matrix is singular

Reimplemented from SPxBasis.

Definition at line 507 of file spxsolver.cpp.

References SPxSolver::basis(), SPxSolver::computeCoTest(), SPxSolver::computeFrhs(), SPxSolver::computeFtest(), SPxSolver::computePvec(), SPxSolver::computeTest(), SPxSolver::coPrhs(), SPxSolver::coPvec(), SPxBasis::coSolve(), DEFAULT_BND_VIOL, SPxSolver::ENTER, SPxBasis::factorize(), SPxSolver::feastol(), SPxSolver::fRhs(), SPxSolver::FULL, SPxSolver::fVec(), SPxSolver::isInitialized(), SPxBasis::iteration(), SPxBasis::lastUpdate(), SPxSolver::LEAVE, Vector::length(), SPxSolver::m_status, METHOD, MSG_DEBUG, MSG_ERROR, MSG_INFO1, SPxBasis::multBaseWith(), SPxBasis::multWithBase(), SPxSolver::opttol(), SPxSolver::pricing(), SPxSolver::pVec(), SPxBasis::REGULAR, SPxBasis::SINGULAR, SPxSolver::SINGULAR, SPxBasis::solve(), soplex::spxout, SPxBasis::status(), SPxSolver::testVecs(), SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::type(), and SPxSolver::value().

Referenced by SPxSolver::enter(), SPxSolver::fpsolve(), SPxSolver::leave(), SPxSolver::qualRedCostViolation(), and SPxSolver::terminate().

Real feastol ( ) const

allowed primal feasibility tolerance.

Definition at line 633 of file spxsolver.h.

Referenced by SPxSolver::factorize(), SoPlex::feastol(), SPxSolver::fpsolve(), SPxSolver::initRep(), SPxSolver::precisionReached(), SPxSolver::refine(), SoPlex::solve(), SPxSolver::solve(), and SPxSolver::writeState().

SPxSolver::Status fpsolve ( )

private

solve loaded LP using floating point arithmetic.

Solves the loaded LP by processing the Simplex iteration until the termination criteria is fullfilled (see terminate()). The SPxStatus of the solver will indicate the reason for termination.

Exceptions

SPxStatusException if either no problem, solver, pricer or ratiotester loaded or if solve is still running when it shouldn't be

Todo:: != REGULAR is not enough. Also OPTIMAL/DUAL/PRIMAL should be tested and acted accordingly.

Todo:: technically it would be ok to finish already when (priced && maxinfeas + shift() <= entertol()) is satisfied; maybe at least in the case when SoPlex keeps jumping back between ENTER and LEAVE always shifting (looping), we may relax this condition here; note also that unShift may increase shift() slightly due to roundoff errors

Todo:: technically it would be ok to finish already when (priced && maxinfeas + shift() <= entertol()) is satisfied; maybe at least in the case when SoPlex keeps jumping back between ENTER and LEAVE always shifting (looping), we may relax this condition here; note also that unShift may increase shift() slightly due to roundoff errors

Definition at line 80 of file spxsolve.cpp.

References SPxSolver::ABORT_CYCLING, SPxSolver::ABORT_ITER, SPxBasis::baseId(), SPxSolver::basis(), SPxSolver::boundflips, SPxSolver::clearUpdateVecs(), SPxSolver::coDim(), SPxSolver::coSolveVector2, SPxBasis::desc(), SPxSolver::dim(), SPxBasis::DUAL, SPxSolver::ENTER, SPxSolver::enter(), SPxSolver::enterCount, SPxPricer::entered4(), SPxSolver::entertol(), SPxPricer::epsilon(), SPxSolver::epsilon(), SPxSolver::ERROR, SPxSolver::factorize(), SPxSolver::feastol(), SPxSolver::fRhs(), SPxSolver::fTest(), SPxSolver::fVec(), SPxStarter::generate(), SPxRatioTester::getDelta(), SPxSolver::getPrimal(), soplex::GT(), SVector::index(), soplex::infinity, SPxSolver::init(), SPxSolver::instableLeave, SPxSolver::instableLeaveNum, SPxSolver::isColBasic(), SPxSolver::isInitialized(), SPxSolver::isRowBasic(), SPxId::isSPxColId(), SPxId::isSPxRowId(), SPxId::isValid(), SPxBasis::iteration(), soplex::iterationInterval, SPxSolver::iterations(), SPxBasis::iterCount, SPxBasis::lastEntered(), SPxBasis::lastIndex(), SPxBasis::lastLeft(), SPxBasis::lastUpdate(), SPxSolver::LEAVE, SPxSolver::leave(), SPxSolver::leaveCount, SPxSolver::leavetol(), SPxPricer::left4(), SPxLP::lhs(), SPxBasis::load(), SPxSolver::loadBasis(), SPxLP::lower(), soplex::LT(), SPxSolver::m_entertol, SPxSolver::m_leavetol, SPxSolver::m_numCycle, SPxSolver::m_status, SPxBasis::matrixIsSetup, MAXCYCLES, SPxSolver::maxInfeas(), SPxSolver::maxIters, MAXREFACPIVOTS, MAXSTALLRECOVERS, MAXSTALLS, METHOD, MSG_DEBUG, MSG_ERROR, MSG_INFO1, MSG_INFO2, MSG_INFO3, MSG_WARNING, SPxLP::nCols(), SPxSolver::NO_PRICER, SPxSolver::NO_PROBLEM, SPxSolver::NO_RATIOTESTER, SPxSolver::NO_SOLVER, SPxLP::nRows(), SPxLP::number(), SPxBasis::OPTIMAL, SPxSolver::OPTIMAL, SPxSolver::opttol(), SPxSolver::precisionReached(), SPxBasis::PRIMAL, SPxBasis::REGULAR, SPxSolver::REGULAR, SPxLP::rhs(), SPxLP::rowVector(), SPxSolver::RUNNING, SPxPricer::selectEnter(), SPxPricer::selectLeave(), SPxSolver::setBasisStatus(), SPxRatioTester::setDelta(), SPxPricer::setEpsilon(), SPxPricer::setType(), SPxRatioTester::setType(), SPxSolver::setType(), SPxSolver::shift(), SPxBasis::SINGULAR, SPxSolver::SINGULAR, SVector::size(), SPxSolver::slinSolver(), SPxRatioTester::solver(), SPxPricer::solver(), SPxSolver::solveVector2, SPxSolver::solveVector3, soplex::spxout, SPxBasis::status(), SPxSolver::status(), SPxSolver::terminate(), SPxSolver::testBounds(), SPxSolver::thepricer, SPxSolver::theratiotester, SPxSolver::thestarter, SPxSolver::totalboundflips, SPxSolver::type(), SPxSolver::UNKNOWN, SPxSolver::unShift(), SPxLP::upper(), SVector::value(), and SPxSolver::value().

Referenced by SPxSolver::refine(), and SPxSolver::solve().

const Vector& fRhs ( ) const

right-hand side vector for fVec

The feasibility vector is computed by solving a linear system with the basis matrix. The right-hand side vector of this system is referred to as feasibility, right-hand side vector fRhs().

For a row basis, fRhs() is the objective vector (ignoring shifts). For a column basis, it is the sum of all nonbasic vectors scaled by the factor of their bound.

Definition at line 1113 of file spxsolver.h.

Referenced by SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::leave(), and SPxSolver::value().

const Vector& fTest ( ) const

Violations of fVec.

For the leaving Simplex algorithm, pricing involves selecting a variable from fVec that violates its bounds that is to leave the basis. When a SPxPricer is called to select such a leaving variable, fTest() contains the vector of violations: For fTest()[i] < 0, the i 'th basic variable violates one of its bounds by the given value. Otherwise no bound is violated.

Definition at line 1162 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::qualRedCostViolation(), SPxBoundFlippingRT::selectEnter(), SPxDantzigPR::selectLeave(), SPxParMultPR::selectLeave(), SPxWeightPR::selectLeave(), SPxSteepPR::selectLeave(), SPxDantzigPR::selectLeavePart(), SPxDevexPR::selectLeavePart(), SPxSteepPR::selectLeavePart(), SPxDantzigPR::selectLeaveSparse(), SPxDevexPR::selectLeaveSparse(), SPxSteepPR::selectLeaveSparse(), SPxDevexPR::selectLeaveX(), and SPxSolver::updateFtest().

UpdateVector& fVec ( ) const

feasibility vector.

This method return the feasibility vector. If it satisfies its bound, the basis is called feasible (independently of the chosen representation). The feasibility vector has dimension dim().

For the entering Simplex, fVec is kept within its bounds. In contrast to this, the pricing of the leaving Simplex selects an element of fVec, that violates its bounds.

Definition at line 1100 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSteepPR::entered4(), SPxDevexPR::entered4X(), SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::getDual(), SPxSolver::getPrimal(), SPxSolver::getRedCost(), SPxSolver::leave(), SPxSteepPR::left4(), SPxDevexPR::left4X(), SPxFastRT::maxDelta(), SPxFastRT::maxReLeave(), SPxFastRT::maxSelect(), SPxFastRT::maxShortLeave(), SPxFastRT::minDelta(), SPxFastRT::minReLeave(), SPxFastRT::minSelect(), SPxFastRT::minShortLeave(), SPxSolver::perturbMaxEnter(), SPxSolver::perturbMinEnter(), SPxSteepPR::selectEnter(), SPxDefaultRT::selectLeave(), SPxHarrisRT::selectLeave(), SPxFastRT::selectLeave(), SPxSolver::setDual(), SPxSolver::setPrimal(), SPxSolver::setRedCost(), and SPxSolver::value().

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

get current basis, and return solver status.

Definition at line 1563 of file spxsolver.cpp.

References SPxSolver::basisStatusToVarStatus(), SPxBasis::Desc::colStatus(), SPxBasis::desc(), METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxBasis::Desc::rowStatus(), and SPxSolver::status().

Referenced by SoPlex::getBasis(), and SoPlex::unsimplify().

SPxSolver::VarStatus getBasisColStatus ( int col ) const

gets basis status for a single column

Definition at line 1556 of file spxsolver.cpp.

References SPxSolver::basisStatusToVarStatus(), SPxBasis::desc(), METHOD, and SPxLP::nCols().

Referenced by SoPlex::getBasisColStatus().

SPxSolver::VarStatus getBasisRowStatus ( int row ) const

gets basis status for a single row

Definition at line 1549 of file spxsolver.cpp.

References SPxSolver::basisStatusToVarStatus(), SPxBasis::desc(), METHOD, and SPxLP::nRows().

Referenced by SoPlex::getBasisRowStatus().

SPxBasis::SPxStatus getBasisStatus ( ) const

gets basis status

Definition at line 1776 of file spxsolver.h.

Referenced by SoPlex::getBasis(), SoPlex::getBasisColStatus(), and SoPlex::getBasisRowStatus().

SPxSolver::Status getDual ( Vector & vector ) const

virtual

get current solution vector for dual variables.

This method returns the Status of the basis. If it is REGULAR or better, the vector of dual variables of the current basis will be copied to the argument vector. Hence, vector must be of dimension nRows().

Warning

Even though mathematically, each range constraint would account for two dual variables (one for each inequaility), only nRows() dual variables are setup via the following construction: Given a range constraint, there are three possible situations:

None of its inequalities is tight: The dual variables for both are 0. However, when shifting (see below) occurs, it may be set to a value other than 0, which models a perturbed objective vector.
Both of its inequalities are tight: In this case the range constraint models an equality and we adopt the standard definition.
One of its inequalities is tight while the other is not: In this case only the dual variable for the tight constraint is given with the standard definition, while the other constraint is implicitely set to 0.

Exceptions

SPxStatusException if no problem loaded

Definition at line 1938 of file spxsolve.cpp.

References SPxBasis::baseId(), Vector::clear(), SPxSolver::coPvec(), SPxSolver::fVec(), SPxSolver::isInitialized(), METHOD, SPxLP::nCols(), SPxSolver::NO_PROBLEM, SPxLP::number(), SPxSolver::rep(), SPxSolver::ROW, SPxLP::spxSense(), and SPxSolver::status().

Referenced by SoPlex::getDual(), SPxSolver::getResult(), SPxSolver::refine(), SPxSolver::solve(), and SoPlex::unsimplify().

SPxSolver::Status getDualfarkas ( Vector & vector ) const

virtual

get dual farkas proof of infeasibility.

Exceptions

SPxStatusException if no problem loaded

Definition at line 2033 of file spxsolve.cpp.

References Vector::clear(), SPxSolver::dualFarkas, SPxBasis::INFEASIBLE, SPxSolver::isInitialized(), METHOD, SPxBasis::status(), and SPxSolver::status().

Referenced by SoPlex::getDualfarkas().

void getEnterVals	(	SPxId	id,
		Real &	enterTest,
		Real &	enterUB,
		Real &	enterLB,
		Real &	enterVal,
		Real &	enterMax,
		Real &	enterPric,
		SPxBasis::Desc::Status &	enterStat,
		Real &	enterRO
	)

protectedvirtual

void getEnterVals2	(	int	leaveIdx,
		Real	enterMax,
		Real &	leaveBound
	)

protectedvirtual

Definition at line 633 of file enter.cpp.

References SPxBasis::Desc::colStatus(), SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxId::isSPxColId(), SPxId::isSPxRowId(), METHOD, MSG_DEBUG, MSG_ERROR, SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxBasis::Desc::rowStatus(), and soplex::spxout.

Referenced by SPxSolver::enter(), and SPxSolver::getEnterVals().

void getLeaveVals	(	int	i,
		SPxBasis::Desc::Status &	leaveStat,
		SPxId &	leaveId,
		Real &	leaveMax,
		Real &	leavebound,
		int &	leaveNum
	)

protectedvirtual

Definition at line 128 of file leave.cpp.

References SPxBasis::baseId(), SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::desc(), SPxBasis::dualColStatus(), SPxBasis::dualRowStatus(), soplex::infinity, SPxSolver::isBasic(), SPxId::isSPxColId(), SPxId::isSPxRowId(), SPxLP::lhs(), SPxLP::lower(), METHOD, MSG_DEBUG, SPxLP::number(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxLP::rhs(), SPxSolver::ROW, SPxBasis::Desc::rowStatus(), soplex::spxout, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theUBbound, SPxSolver::theUCbound, SPxSolver::theURbound, and SPxLP::upper().

Referenced by SPxSolver::leave().

void getLeaveVals2	(	Real	leaveMax,
		SPxId	enterId,
		Real &	enterBound,
		Real &	newUBbound,
		Real &	newLBbound,
		Real &	newCoPrhs
	)

protectedvirtual

void getLhs ( Vector & p_lhs ) const

copy lhs value vector to p_lhs.

Definition at line 1840 of file spxsolver.h.

void getLower ( Vector & p_low ) const

copy lower bound vector to p_low.

Definition at line 1829 of file spxsolver.h.

SPxSolver::Status getPrimal ( Vector & vector ) const

virtual

get solution vector for primal variables.

This method returns the Status of the basis. If it is REGULAR or better, the primal solution vector of the current basis will be copied to the argument vector. Hence, vector must be of dimension nCols().

Exceptions

SPxStatusException if not initialized

Definition at line 1888 of file spxsolve.cpp.

References SPxBasis::baseId(), SPxBasis::Desc::colStatus(), SPxSolver::coPvec(), SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxBasis::desc(), SPxSolver::dim(), SPxSolver::fVec(), SPxSolver::isInitialized(), SPxId::isSPxColId(), SPxLP::lower(), METHOD, SPxLP::nCols(), SPxSolver::NO_PROBLEM, SPxLP::number(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxSolver::ROW, SPxSolver::status(), and SPxLP::upper().

Referenced by SPxSolver::fpsolve(), SoPlex::getPrimal(), SPxSolver::getResult(), SPxSolver::qualBoundViolation(), SPxSolver::qualConstraintViolation(), SPxSolver::qualSlackViolation(), SPxSolver::refine(), SPxSolver::solve(), and SoPlex::unsimplify().

SPxSolver::Status getPrimalray ( Vector & vector ) const

virtual

get primal ray in case of unboundedness.

Exceptions

SPxStatusException if no problem loaded

Definition at line 2014 of file spxsolve.cpp.

References Vector::clear(), SPxSolver::isInitialized(), METHOD, SPxSolver::primalRay, SPxBasis::status(), SPxSolver::status(), and SPxBasis::UNBOUNDED.

Referenced by SoPlex::getPrimalray().

SPxSolver::Status getRedCost ( Vector & vector ) const

virtual

get vector of reduced costs.

This method returns the Status of the basis. If it is REGULAR or better, the vector of reduced costs of the current basis will be copied to the argument vector. Hence, vector must be of dimension nCols().

Let d denote the vector of dual variables, as defined above, and A the LPs constraint matrix. Then the reduced cost vector r is defined as $r^T = c^T - d^TA$ .

Exceptions

SPxStatusException if no problem loaded

Definition at line 1970 of file spxsolve.cpp.

References SPxBasis::baseId(), Vector::clear(), SPxSolver::dim(), SPxSolver::fVec(), SPxSolver::isInitialized(), SPxLP::maxObj(), METHOD, SPxLP::MINIMIZE, SPxLP::number(), SPxSolver::pVec(), SPxSolver::rep(), SPxSolver::ROW, SPxLP::spxSense(), and SPxSolver::status().

Referenced by SoPlex::getRedCost(), SPxSolver::getResult(), SPxSolver::solve(), and SoPlex::unsimplify().

SPxSolver::Status getResult	(	Real *	value = `0`,
		Vector *	primal = `0`,
		Vector *	slacks = `0`,
		Vector *	dual = `0`,
		Vector *	reduCost = `0`
	)		const

get all results of last solve.

Definition at line 2262 of file spxsolve.cpp.

References SPxSolver::getDual(), SPxSolver::getPrimal(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), METHOD, SPxSolver::status(), and SPxSolver::value().

void getRhs ( Vector & p_rhs ) const

copy rhs value vector to p_rhs.

Definition at line 1846 of file spxsolver.h.

SPxSolver::Status getSlacks ( Vector & vector ) const

virtual

get vector of slack variables.

This method returns the Status of the basis. If it is REGULAR or better, the slack variables of the current basis will be copied to the argument vector. Hence, vector must be of dimension nRows().

Warning: Because SPxSolver supports range constraints as its default, slack variables are defined in a nonstandard way: Let x be the current solution vector and A the constraint matrix. Then the vector of slack variables is defined as .

Exceptions

SPxStatusException if no problem loaded

Definition at line 2052 of file spxsolve.cpp.

References SPxBasis::baseId(), SPxSolver::COLUMN, SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, SPxBasis::desc(), SPxSolver::dim(), SPxSolver::isInitialized(), SPxLP::lhs(), METHOD, SPxLP::nRows(), SPxLP::number(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::pVec(), SPxSolver::rep(), SPxLP::rhs(), SPxBasis::Desc::rowStatus(), and SPxSolver::status().

Referenced by SPxSolver::getResult(), SoPlex::getSlacks(), SPxSolver::qualSlackViolation(), SPxSolver::solve(), and SoPlex::unsimplify().

void getUpper ( Vector & p_up ) const

copy upper bound vector to p_up.

Definition at line 1834 of file spxsolver.h.

SPxId id ( int i ) const

id of i 'th vector.

The i 'th Id is the i 'th SPxRowId for a rowwise and the i 'th SPxColId for a columnwise basis represenation. Hence, 0 <= i < coDim().

Definition at line 875 of file spxsolver.h.

References SPxLP::rId().

Referenced by SPxBoundFlippingRT::getData(), SPxFastRT::maxDelta(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minSelect(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), SPxParMultPR::selectEnter(), SPxDantzigPR::selectEnterDenseCoDim(), SPxDevexPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterDenseCoDim(), SPxDantzigPR::selectEnterSparseCoDim(), SPxDevexPR::selectEnterSparseCoDim(), and SPxSteepPR::selectEnterSparseCoDim().

void init ( )

virtual

intialize data structures.

If SPxSolver is not initialized, the method solve() calls init() to setup all vectors and internal data structures. Most of the other methods within this section are called by init().

Derived classes should add the initialization of additional data structures by overriding this method. Don't forget, however, to call SPxSolver::init().

Definition at line 311 of file spxsolver.cpp.

References SPxSolver::coDim(), SPxSolver::COLUMN, SPxSolver::computeCoTest(), SPxSolver::computeEnterCoPrhs(), SPxSolver::computeFrhs(), SPxSolver::computeFtest(), SPxSolver::computeLeaveCoPrhs(), SPxSolver::computePvec(), SPxSolver::computeTest(), SPxBasis::coSolve(), SPxBasis::desc(), SPxSolver::dim(), SPxBasis::DUAL, SPxSolver::ENTER, SPxSolver::entertol(), SPxSolver::infeasibilities, SPxSolver::infeasibilitiesCo, SPxSolver::initialized, SPxSolver::isInfeasible, SPxSolver::isInfeasibleCo, SPxSolver::lastShift, SPxSolver::leavetol(), SPxRatioTester::load(), SPxPricer::load(), SPxBasis::load(), SPxBasis::loadDesc(), SPxSolver::m_numCycle, SPxBasis::matrixIsSetup, METHOD, SPxBasis::NO_PROBLEM, SPxBasis::PRIMAL, SPxSolver::reDim(), SPxSolver::rep(), Array< T >::reSize(), SPxSolver::ROW, SPxSolver::setBasisStatus(), SPxRatioTester::setDelta(), SPxSolver::setDualColBounds(), SPxSolver::setDualRowBounds(), SPxSolver::setEnterBounds(), SPxSolver::setLeaveBounds(), DIdxSet::setMax(), SPxSolver::setPrimalBounds(), SPxSolver::shiftFvec(), SPxSolver::shiftPvec(), SPxBasis::SINGULAR, SPxBasis::solve(), SPxBasis::solver(), SPARSITYTHRESHOLD, SPxSolver::sparsityThresholdEnter, SPxSolver::sparsityThresholdEnterCo, SPxSolver::sparsityThresholdLeave, SPxBasis::status(), SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::thepricer, SPxSolver::theratiotester, SPxSolver::theShift, and SPxSolver::type().

Referenced by SPxSolver::fpsolve(), SPxWeightST::generate(), and SPxSolver::solve().

void initRep ( Representation p_rep )

initialize ROW or COLUMN representation.

Definition at line 198 of file spxsolver.cpp.

Referenced by SPxSolver::setRep(), and SPxSolver::SPxSolver().

Real irthreshold ( ) const

iterative refinement threshold: if feastol() or opttol() are below this value, iterative refinement is applied.

Definition at line 657 of file spxsolver.h.

Referenced by SoPlex::irthreshold(), and SPxSolver::solve().

int isBasic ( SPxBasis::Desc::Status stat ) const

int isBasic ( const SPxId & p_id ) const

is the p_id 'th vector basic ?

Definition at line 1046 of file spxsolver.h.

int isBasic ( const SPxRowId & rid ) const

is the rid 'th vector basic ?

Definition at line 1055 of file spxsolver.h.

int isBasic ( const SPxColId & cid ) const

is the cid 'th vector basic ?

Definition at line 1061 of file spxsolver.h.

int isBasic ( int i ) const

is the i 'th vector basic ?

Definition at line 1079 of file spxsolver.h.

bool isBasisValid	(	DataArray< VarStatus >	rows,
		DataArray< VarStatus >	cols
	)

check a given basis for validity.

Definition at line 1580 of file spxsolver.cpp.

References SPxSolver::BASIC, SPxSolver::dim(), SPxSolver::FIXED, soplex::infinity, SPxLP::lhs(), SPxLP::lower(), METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxSolver::ON_LOWER, SPxSolver::ON_UPPER, SPxLP::rhs(), DataArray< T >::size(), SPxSolver::UNDEFINED, and SPxLP::upper().

Referenced by SoPlex::solve().

int isCoBasic ( int i ) const

is the i 'th covector basic ?

Definition at line 1085 of file spxsolver.h.

Referenced by SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxBoundFlippingRT::selectEnter(), and SPxSolver::testVecs().

int isCoId ( const SPxId & p_id ) const

Is p_id a CoId.

This method returns wheather or not p_id identifies a coVector with respect to the chosen representation.

Definition at line 921 of file spxsolver.h.

Referenced by SPxSteepPR::left4(), SPxFastRT::maxReEnter(), SPxFastRT::minReEnter(), SPxFastRT::selectEnter(), and SPxFastRT::shortEnter().

int isColBasic ( int i ) const

is the i 'th column vector basic ?

Definition at line 1073 of file spxsolver.h.

Referenced by SPxSolver::fpsolve().

bool isConsistent ( ) const

check consistency.

Miscellaneous

Definition at line 1220 of file spxsolver.cpp.

Referenced by SPxSolver::operator=(), and SPxSolver::SPxSolver().

int isId ( const SPxId & p_id ) const

Is p_id an SPxId ?

This method returns wheather or not p_id identifies a vector with respect to the chosen representation.

Definition at line 912 of file spxsolver.h.

Referenced by SPxSteepPR::left4(), SPxFastRT::maxReEnter(), SPxFastRT::minReEnter(), SPxSolver::rejectEnter(), SPxParMultPR::selectEnter(), SPxSteepPR::setupWeights(), and SPxFastRT::shortEnter().

bool isInitialized ( ) const

protected

has the internal data been initialized?

As long as an instance of SPxSolver is not initialized, no member contains setup data. Initialization is performed via method init(). Afterwards all data structures are kept up to date (even for all manipulation methods), until unInit() is called. However, some manipulation methods call unInit() themselfs.

Definition at line 1603 of file spxsolver.h.

Referenced by SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::getDual(), SPxSolver::getDualfarkas(), SPxSolver::getPrimal(), SPxSolver::getPrimalray(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), SPxSolver::reDim(), SPxSolver::setDual(), SPxSolver::setPricer(), SPxSolver::setPrimal(), SPxSolver::setRedCost(), SPxSolver::setSlacks(), SPxSolver::setTester(), SPxSolver::unShift(), and SPxSolver::value().

int isRowBasic ( int i ) const

is the i 'th row vector basic ?

Definition at line 1067 of file spxsolver.h.

Referenced by SPxSolver::fpsolve().

int iterations ( ) const

get number of iterations of current solution.

Definition at line 1801 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::refine(), and SPxSolver::solve().

const Vector& lbBound ( ) const

lower bound for fVec.

Definition at line 1136 of file spxsolver.h.

Referenced by SPxFastRT::maxDelta(), SPxFastRT::maxReLeave(), SPxFastRT::maxSelect(), SPxFastRT::maxShortLeave(), SPxFastRT::minDelta(), SPxFastRT::minReLeave(), SPxFastRT::minSelect(), SPxFastRT::minShortLeave(), SPxSolver::perturbMaxEnter(), SPxSolver::perturbMinEnter(), SPxDefaultRT::selectLeave(), and SPxHarrisRT::selectLeave().

Vector& lbBound ( )

lower bound for fVec, writable.

This method returns the lower bound for the feasibility vector. It may only be called for the ENTERing Simplex.

For the ENTERing Simplex algorithms, the feasibility vector is maintained to fullfill its bounds. As fVec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1149 of file spxsolver.h.

const Vector& lcBound ( ) const

Definition at line 1215 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), and SPxBoundFlippingRT::selectEnter().

Vector& lcBound ( )

lower bound for coPvec.

This method returns the lower bound for coPvec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms coPvec is maintained to fullfill its bounds. As coPvec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1229 of file spxsolver.h.

bool leave ( int i )

private

let index i leave the basis and manage entering of another one.

Returns: false if LP is unbounded/infeasible.

Todo:: if shift() is not zero we must not conclude unboundedness

Definition at line 550 of file leave.cpp.

References DSVector::add(), SPxBasis::baseId(), SPxBasis::baseVec(), SPxSolver::basis(), SPxSolver::boundflips, SPxBasis::change(), SVector::clear(), SSVector::clear(), SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxSolver::coPvec(), SPxBasis::coSolve(), SPxBasis::Desc::D_FREE, UpdateVector::delta(), SPxSolver::delta(), SPxBasis::desc(), SPxSolver::dim(), SPxSolver::doPupdate(), SPxSolver::dualFarkas, SPxSolver::entertol(), SPxSolver::enterVector(), SPxSolver::epsilon(), SPxSolver::factorize(), SPxSolver::fRhs(), SPxSolver::fVec(), SPxSolver::getLeaveVals(), SPxSolver::getLeaveVals2(), SPxBasis::INFEASIBLE, soplex::infinity, SPxSolver::initialized, SPxSolver::instableLeave, SPxSolver::instableLeaveNum, SPxSolver::instableLeaveVal, SPxSolver::isBasic(), UpdateVector::isConsistent(), Vector::isConsistent(), SSVector::isSetup(), SPxId::isSPxRowId(), SPxId::isValid(), SPxBasis::iteration(), SPxBasis::lastUpdate(), SPxSolver::LEAVE, SPxSolver::leavetol(), Vector::length(), SSVector::length(), SPxSolver::m_maxCycle, SPxSolver::m_numCycle, METHOD, MSG_DEBUG, MSG_INFO2, MSG_INFO3, Vector::multAdd(), SPxBasis::multBaseWith(), SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxSolver::primalRay, SPxSolver::primVec, soplex::reject_leave_tol, SPxSolver::rejectLeave(), SPxSolver::rep(), SPxSolver::ROW, SPxBasis::Desc::rowStatus(), SPxRatioTester::selectEnter(), SPxSolver::setBasisStatus(), DSVector::setMax(), SPxSolver::setupPupdate(), SSVector::size(), DataArray< T >::size(), SPxBasis::solve(), SPxBasis::solve4update(), SPxSolver::solveVector2, SPxSolver::solveVector2rhs, SPxSolver::solveVector3, SPxSolver::solveVector3rhs, soplex::spxout, SPxSolver::theCoPvec, SPxSolver::theCoTest, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::thePvec, SPxSolver::theratiotester, SPxSolver::theUBbound, SPxSolver::theUCbound, SPxSolver::theURbound, SPxSolver::totalboundflips, SPxSolver::type(), SPxBasis::UNBOUNDED, SPxSolver::unitVecs, UpdateVector::update(), SPxSolver::updateFtest(), UpdateVector::value(), and SPxSolver::value().

Referenced by SPxSolver::fpsolve().

Real leavetol ( ) const

feasibility tolerance maintained by ratio test during LEAVE algorithm.

Definition at line 626 of file spxsolver.h.

Referenced by SPxSolver::computeCoTest(), SPxSolver::computeTest(), SPxSolver::enter(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSteepPR::isConsistent(), SPxSolver::leave(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxSolver::shiftPvec(), SPxSolver::terminate(), SPxSolver::testBounds(), SPxSolver::testVecs(), and SPxSolver::unShift().

void loadBasis ( const SPxBasis::Desc & p_desc )

virtual

set a start basis.

Definition at line 89 of file spxsolver.cpp.

References SPxBasis::load(), SPxBasis::loadDesc(), METHOD, SPxBasis::NO_PROBLEM, SPxBasis::REGULAR, SPxSolver::setBasisStatus(), SPxBasis::status(), and SPxSolver::unInit().

Referenced by SPxSolver::fpsolve(), SPxWeightST::generate(), SPxSolver::refine(), SPxSolver::setBasis(), SoPlex::solve(), and SPxSolver::solve().

void loadLP ( const SPxLP & LP )

virtual

copy LP.

Definition at line 68 of file spxsolver.cpp.

References SPxRatioTester::clear(), SPxPricer::clear(), SPxSolver::clear(), SPxBasis::load(), METHOD, SPxLP::operator=(), SPxSolver::reDim(), SPxSolver::thepricer, SPxSolver::theratiotester, SPxSolver::unInit(), and SPxBasis::unLoad().

Referenced by SoPlex::readBasisFile(), and SoPlex::solve().

void localAddCols ( int start )

private

void localAddRows ( int start )

private

const Vector& lpBound ( ) const

Definition at line 1281 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), and SPxBoundFlippingRT::selectEnter().

Vector& lpBound ( )

lower bound for pVec.

This method returns the lower bound for pVec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms pVec is maintained to fullfill its bounds. As pVec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1295 of file spxsolver.h.

int maxCycle ( ) const

maximum number of degenerate simplex steps before we detect cycling.

SPxSolver considers a Simplex step as degenerate if the steplength does not exceed epsilon(). Cycling occurs if only degenerate steps are taken. To prevent this situation, SPxSolver perturbs the problem such that nondegenerate steps are ensured.

maxCycle() controls how agressive such perturbation is performed, since no more than maxCycle() degenerate steps are accepted before perturbing the LP. The current number of consecutive degenerate steps is counted by numCycle().

Definition at line 683 of file spxsolver.h.

Referenced by SPxHarrisRT::degenerateEps().

Real maxInfeas ( ) const

virtual

maximal infeasibility of basis

This method is called before concluding optimality. Since it is possible that some stable implementation of class SPxRatioTester yielded a slightly infeasible (or unpriced) basis, this must be checked before terminating with an optimal solution.

Definition at line 605 of file spxsolver.cpp.

References SPxSolver::coDim(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::LEAVE, MAXIMUM, METHOD, SPxSolver::theCoLbound, SPxSolver::theCoPvec, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theLbound, SPxSolver::thePvec, SPxSolver::theUBbound, and SPxSolver::type().

Referenced by SPxSolver::fpsolve(), and SPxSolver::terminate().

int maxRefinements ( ) const

virtual

return refinement limit.

Definition at line 1364 of file spxsolver.cpp.

References SPxSolver::maxRefines, and METHOD.

Real nonbasicValue ( ) const

protected

Compute part of objective value.

This method is called from value() in order to compute the part of the objective value resulting form nonbasic variables for COLUMN Representation.

Definition at line 643 of file spxsolver.cpp.

References SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::desc(), SPxSolver::ENTER, SPxSolver::LEAVE, SPxLP::lhs(), SPxLP::lower(), SPxLP::maxObj(), METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxLP::rhs(), SPxSolver::ROW, SPxBasis::Desc::rowStatus(), SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theUCbound, SPxSolver::theURbound, SPxSolver::type(), and SPxLP::upper().

Referenced by SPxSolver::value().

int numCycle ( ) const

actual number of degenerate simplex steps encountered so far.

Definition at line 688 of file spxsolver.h.

Referenced by SPxHarrisRT::degenerateEps().

virtual Real objValue ( ) const

virtual

get objective value of current solution.

Definition at line 1740 of file spxsolver.h.

SPxSolver & operator= ( const SPxSolver & base )

assignment operator

assignment operator and copy constructor

Definition at line 923 of file spxsolver.cpp.

References SPxSolver::addVec, SPxStarter::clone(), SPxRatioTester::clone(), SPxPricer::clone(), LPColSet::colSet(), SPxSolver::COLUMN, SPxSolver::dualFarkas, SPxSolver::dualRhs, SPxSolver::dualVec, SPxSolver::enterCount, SPxSolver::freePricer, SPxSolver::freeRatioTester, SPxSolver::freeStarter, SPxSolver::infeasibilities, SPxSolver::infeasibilitiesCo, SPxSolver::initialized, SPxSolver::instableLeave, SPxSolver::instableLeaveNum, SPxSolver::isConsistent(), SPxSolver::isInfeasible, SPxSolver::isInfeasibleCo, SPxSolver::lastShift, SPxSolver::leaveCount, SPxRatioTester::load(), SPxPricer::load(), SPxSolver::m_entertol, SPxSolver::m_irthreshold, SPxSolver::m_leavetol, SPxSolver::m_maxCycle, SPxSolver::m_numCycle, SPxSolver::m_status, SPxSolver::maxIters, SPxSolver::maxRefines, SPxSolver::maxTime, METHOD, SPxSolver::objLimit, SPxLP::operator=(), SPxBasis::operator=(), SPxSolver::primalRay, SPxSolver::primRhs, SPxSolver::primVec, SPxSolver::remainingRoundsEnter, SPxSolver::remainingRoundsEnterCo, SPxSolver::remainingRoundsLeave, SPxSolver::ROW, LPRowSet::rowSet(), SPxSolver::sparsePricingEnter, SPxSolver::sparsePricingEnterCo, SPxSolver::sparsePricingLeave, SPxSolver::sparsityThresholdEnter, SPxSolver::sparsityThresholdEnterCo, SPxSolver::sparsityThresholdLeave, SPxSolver::theCoLbound, SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theCoTest, SPxSolver::theCoUbound, SPxSolver::thecovectors, SPxSolver::theCPvec, SPxSolver::theCumulativeTime, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theLbound, SPxSolver::theLCbound, SPxBasis::theLP, SPxSolver::theLRbound, SPxSolver::thepricer, SPxSolver::thePricing, SPxSolver::thePvec, SPxSolver::theratiotester, SPxSolver::theRep, SPxSolver::theRPvec, SPxSolver::theShift, SPxSolver::thestarter, SPxSolver::theTest, SPxSolver::theTime, SPxSolver::theType, SPxSolver::theUBbound, SPxSolver::theUbound, SPxSolver::theUCbound, SPxSolver::theURbound, SPxSolver::thevectors, and SPxSolver::unitVecs.

Real opttol ( ) const

allowed optimality, i.e., dual feasibility tolerance.

Definition at line 641 of file spxsolver.h.

Referenced by SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::initRep(), SoPlex::opttol(), SPxSolver::precisionReached(), SPxSolver::refine(), SoPlex::solve(), SPxSolver::solve(), SPxSolver::terminate(), and SPxSolver::writeState().

void perturbMax	(	const UpdateVector &	vec,
		Vector &	low,
		Vector &	up,
		Real	eps,
		Real	delta,
		int	start = `0`,
		int	incr = `1`
	)

private

Definition at line 219 of file spxshift.cpp.

References UpdateVector::delta(), SPxSolver::delta(), Vector::dim(), SPxSolver::epsilon(), Vector::get_const_ptr(), IdxSet::index(), SSVector::indices(), METHOD, SSVector::size(), SPxSolver::theShift, and SSVector::values().

Referenced by SPxSolver::perturbMaxEnter(), and SPxSolver::perturbMaxLeave().

Real perturbMax	(	const UpdateVector &	uvec,
		Vector &	low,
		Vector &	up,
		Real	eps,
		Real	delta,
		const SPxBasis::Desc::Status *	stat,
		int	start,
		int	incr
	)		const

private

Definition at line 372 of file spxshift.cpp.

References UpdateVector::delta(), Vector::dim(), Vector::get_const_ptr(), IdxSet::index(), SSVector::indices(), METHOD, SPxSolver::rep(), SSVector::size(), and SSVector::values().

void perturbMaxEnter ( void )

protectedvirtual

perturb basis bounds.

Definition at line 294 of file spxshift.cpp.

References UpdateVector::delta(), SPxSolver::entertol(), SPxSolver::epsilon(), SPxSolver::fVec(), SPxBasis::iteration(), SPxSolver::lbBound(), METHOD, MSG_DEBUG, SPxSolver::perturbMax(), SSVector::setup(), SPxSolver::shift(), soplex::spxout, and SPxSolver::ubBound().

Referenced by SPxSolver::enter().

void perturbMaxLeave ( void )

protectedvirtual

perturb nonbasic bounds.

Definition at line 455 of file spxshift.cpp.

References SPxSolver::coPvec(), UpdateVector::delta(), SPxBasis::desc(), SPxSolver::epsilon(), SPxBasis::iteration(), SPxSolver::lcBound(), SPxSolver::leavetol(), SPxSolver::lpBound(), METHOD, MSG_DEBUG, SPxSolver::perturbMax(), SPxSolver::pVec(), SSVector::setup(), SPxSolver::shift(), soplex::spxout, SPxSolver::status(), SPxSolver::theShift, SPxSolver::ucBound(), and SPxSolver::upBound().

Referenced by SPxSolver::leave().

void perturbMin	(	const UpdateVector &	vec,
		Vector &	low,
		Vector &	up,
		Real	eps,
		Real	delta,
		int	start = `0`,
		int	incr = `1`
	)

private

Definition at line 151 of file spxshift.cpp.

References UpdateVector::delta(), SPxSolver::delta(), Vector::dim(), SPxSolver::epsilon(), Vector::get_const_ptr(), IdxSet::index(), SSVector::indices(), METHOD, SSVector::size(), SPxSolver::theShift, and SSVector::values().

Referenced by SPxSolver::perturbMinEnter(), and SPxSolver::perturbMinLeave().

Real perturbMin	(	const UpdateVector &	uvec,
		Vector &	low,
		Vector &	up,
		Real	eps,
		Real	delta,
		const SPxBasis::Desc::Status *	stat,
		int	start,
		int	incr
	)		const

private

Definition at line 304 of file spxshift.cpp.

References UpdateVector::delta(), Vector::dim(), Vector::get_const_ptr(), IdxSet::index(), SSVector::indices(), METHOD, SPxSolver::rep(), SSVector::size(), and SSVector::values().

void perturbMinEnter ( void )

protectedvirtual

Definition at line 284 of file spxshift.cpp.

References UpdateVector::delta(), SPxSolver::entertol(), SPxSolver::epsilon(), SPxSolver::fVec(), SPxBasis::iteration(), SPxSolver::lbBound(), METHOD, MSG_DEBUG, SPxSolver::perturbMin(), SSVector::setup(), SPxSolver::shift(), soplex::spxout, and SPxSolver::ubBound().

Referenced by SPxSolver::enter().

void perturbMinLeave ( void )

protectedvirtual

Definition at line 441 of file spxshift.cpp.

References SPxSolver::coPvec(), UpdateVector::delta(), SPxBasis::desc(), SPxSolver::epsilon(), SPxBasis::iteration(), SPxSolver::lcBound(), SPxSolver::leavetol(), SPxSolver::lpBound(), METHOD, MSG_DEBUG, SPxSolver::perturbMin(), SPxSolver::pVec(), SSVector::setup(), SPxSolver::shift(), soplex::spxout, SPxSolver::status(), SPxSolver::theShift, SPxSolver::ucBound(), and SPxSolver::upBound().

Referenced by SPxSolver::leave().

bool precisionReached ( Real & newpricertol ) const

protectedvirtual

is the solution precise enough, or should we increase delta() ?

Todo:: check separately for ENTER and LEAVE algorithm

Definition at line 43 of file spxsolve.cpp.

References SPxPricer::epsilon(), SPxSolver::feastol(), MSG_INFO3, SPxSolver::opttol(), SPxSolver::qualBoundViolation(), SPxSolver::qualConstraintViolation(), SPxSolver::qualRedCostViolation(), soplex::spxout, and SPxSolver::thepricer.

Referenced by SPxSolver::fpsolve().

const SPxPricer* pricer ( ) const

return loaded SPxPricer.

Definition at line 1524 of file spxsolver.h.

Referenced by SPxSolver::writeState().

Pricing pricing ( ) const

return current Pricing.

Definition at line 381 of file spxsolver.h.

Referenced by SPxSolver::doPupdate(), SPxSolver::enter(), SPxSolver::factorize(), SoPlex::pricing(), SPxParMultPR::selectEnter(), and SPxSolver::terminate().

UpdateVector& pVec ( ) const

pricing vector.

The pricing vector pVec is the product of coPvec with the constraint matrix. As coPvec, also pVec is maintained within its bound for the leaving Simplex algorithm, while the bounds are tested for the entering Simplex. pVec is of dimension coDim(). Vector pVec() is only up to date for LEAVEing Simplex or FULL pricing in ENTERing Simplex.

Definition at line 1255 of file spxsolver.h.

Referenced by SPxSteepPR::entered4(), SPxDevexPR::entered4X(), SPxSolver::factorize(), SPxBoundFlippingRT::flipAndUpdate(), SPxWeightST::generate(), SPxBoundFlippingRT::getData(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), SPxFastRT::selectEnter(), SPxBoundFlippingRT::selectEnter(), SPxSolver::setRedCost(), SPxSolver::setSlacks(), and SPxFastRT::shortEnter().

void qualBoundViolation	(	Real &	maxviol,
		Real &	sumviol
	)		const

virtual

get violations of bounds.

Definition at line 60 of file spxquality.cpp.

References SPxSolver::getPrimal(), SPxLP::lower(), SPxLP::nCols(), and SPxLP::upper().

Referenced by SPxSolver::precisionReached().

void qualConstraintViolation	(	Real &	maxviol,
		Real &	sumviol
	)		const

virtual

get violation of constraints.

Definition at line 25 of file spxquality.cpp.

References SPxSolver::getPrimal(), SVector::index(), SPxLP::lhs(), SPxLP::nCols(), SPxLP::nRows(), SPxLP::rhs(), SPxLP::rowVector(), SVector::size(), and SVector::value().

Referenced by SPxSolver::precisionReached().

void qualRedCostViolation	(	Real &	maxviol,
		Real &	sumviol
	)		const

virtual

get violation of optimality criterion.

Definition at line 118 of file spxquality.cpp.

References SPxSolver::coDim(), SPxSolver::computePvec(), SPxSolver::computeTest(), SPxSolver::coTest(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::factorize(), SPxSolver::fTest(), SPxBasis::lastUpdate(), SPxSolver::LEAVE, SPxSolver::test(), and SPxSolver::type().

Referenced by SPxSolver::precisionReached().

void qualSlackViolation	(	Real &	maxviol,
		Real &	sumviol
	)		const

virtual

get the residuum |Ax-b|.

Definition at line 89 of file spxquality.cpp.

References SPxSolver::getPrimal(), SPxSolver::getSlacks(), SVector::index(), SPxLP::nCols(), SPxLP::nRows(), SPxLP::rowVector(), SVector::size(), and SVector::value().

const SPxRatioTester* ratiotester ( ) const

return loaded SPxRatioTester.

Definition at line 1534 of file spxsolver.h.

Referenced by SPxSolver::writeState().

bool read	(	std::istream &	in,
		NameSet *	rowNames = `0`,
		NameSet *	colNames = `0`,
		DIdxSet *	intVars = `0`
	)

virtual

read LP from input stream.

Reimplemented from SPxLP.

Definition at line 34 of file spxsolver.cpp.

References SPxRatioTester::clear(), SPxPricer::clear(), SPxSolver::clear(), SPxBasis::load(), METHOD, SPxLP::read(), SPxSolver::thepricer, SPxSolver::theratiotester, SPxSolver::unInit(), and SPxBasis::unLoad().

bool readBasisFile	(	const char *	filename,
		const NameSet *	rowNames,
		const NameSet *	colNames
	)

virtual

Load basis from filename in MPS format. If rowNames and colNames are NULL, default names are used for the constraints and variables.

Definition at line 26 of file spxfileio.cpp.

References METHOD, and SPxBasis::readBasis().

Referenced by SoPlex::readBasisFile().

void reDim ( )

protectedvirtual

reset dimensions of vectors according to loaded LP.

Definition at line 429 of file spxsolver.cpp.

References SPxSolver::coDim(), SPxSolver::dim(), SPxSolver::isInitialized(), METHOD, SPxLP::nCols(), SPxLP::nRows(), DVector::reDim(), UpdateVector::reDim(), SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theCoTest, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::thePvec, SPxSolver::theTest, SPxSolver::theUBbound, SPxSolver::theUCbound, SPxSolver::theURbound, and SPxSolver::unitVecs.

Referenced by SPxSolver::addedCols(), SPxSolver::addedRows(), SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::init(), SPxSolver::initRep(), and SPxSolver::loadLP().

bool refine	(	Real	irfeastol,
		Real	iropttol,
		Vector_exact &	primal_ex,
		Vector_exact &	slack_ex,
		Vector_exact &	dual_ex,
		Vector_exact &	redcost_ex,
		int	maxitersround
	)

private

apply iterative refinement until irfeastol and iropttol are reached or modified problem is not solved to optimality; returns true if and only if precision has been reached

Parameters

irfeastol	primal feasibility tolerance
iropttol	dual feasibility tolerance
primal_ex	buffer to return refined primal solution values
slack_ex	buffer to return refined slack values
dual_ex	buffer to return refined dual solution values
redcost_ex	buffer to return refined reduced cost values
maxitersround	iteration limit per refinement round

Definition at line 1284 of file spxsolve.cpp.

References SPxSolver::basis(), SPxSolver::changeBounds(), SPxSolver::changeObj(), SPxSolver::changeRange(), SPxBasis::Desc::colStatus(), SPxLP::computeDualActivity(), SPxLP::computePrimalActivity(), SPxBasis::desc(), SPxSolver::feastol(), SPxSolver::fpsolve(), SPxSolver::getDual(), SPxLP::getObj(), SPxSolver::getPrimal(), SPxBasis::isDescValid(), SPxSolver::iterations(), SPxBasis::iterCount, SPxLP::lhs(), SPxSolver::loadBasis(), SPxLP::lower(), SPxLP::MAXIMIZE, SPxSolver::maxRefines, METHOD, SPxLP::MINIMIZE, MSG_DEBUG, MSG_INFO1, MSG_INFO3, SPxLP::nCols(), SPxLP::nRows(), SPxBasis::OPTIMAL, SPxSolver::OPTIMAL, SPxSolver::opttol(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxLP::rhs(), SPxSolver::setTerminationIter(), soplex::spxout, SPxLP::spxSense(), SPxSolver::status(), SPxSolver::terminationIter(), SPxLP::upper(), and SPxException::what().

Referenced by SPxSolver::solve().

void reinitializeVecs ( )

protectedvirtual

void rejectEnter	(	SPxId	enterId,
		Real	enterTest,
		SPxBasis::Desc::Status	enterStat
	)

protectedvirtual

Definition at line 865 of file enter.cpp.

References SPxBasis::Desc::coStatus(), SPxBasis::desc(), SPxSolver::isId(), METHOD, SPxLP::number(), SPxBasis::Desc::status(), SPxSolver::theCoTest, and SPxSolver::theTest.

Referenced by SPxSolver::enter().

void rejectLeave	(	int	leaveNum,
		SPxId	leaveId,
		SPxBasis::Desc::Status	leaveStat,
		const SVector *	newVec = `0`
	)

protectedvirtual

Definition at line 508 of file leave.cpp.

References SPxBasis::Desc::colStatus(), SPxBasis::Desc::D_ON_BOTH, SPxBasis::desc(), SPxId::isSPxRowId(), METHOD, MSG_DEBUG, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxBasis::Desc::rowStatus(), soplex::spxout, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theUCbound, and SPxSolver::theURbound.

Referenced by SPxSolver::leave().

void reLoad ( )

virtual

reload LP.

Definition at line 56 of file spxsolver.cpp.

References SPxRatioTester::clear(), SPxPricer::clear(), METHOD, SPxBasis::theLP, SPxSolver::thepricer, SPxSolver::theratiotester, SPxSolver::unInit(), and SPxBasis::unLoad().

Referenced by SoPlex::clearBasis().

Representation rep ( ) const

return the current basis representation.

Definition at line 369 of file spxsolver.h.

Referenced by SPxBasis::addedCols(), SPxBasis::addedRows(), SPxSolver::computeEnterCoPrhs4Col(), SPxSolver::computeEnterCoPrhs4Row(), SPxSolver::computeFrhs(), SPxSolver::computeFrhsXtra(), SPxSolver::coTest(), SPxBasis::Desc::Desc(), SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::enter(), SPxBoundFlippingRT::flipAndUpdate(), SPxWeightST::generate(), SPxSolver::getDual(), SPxSolver::getLeaveVals(), SPxSolver::getLeaveVals2(), SPxSolver::getPrimal(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), SPxSolver::init(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxDevexPR::load(), SPxSolver::nonbasicValue(), SPxSolver::perturbMax(), SPxSolver::perturbMin(), SPxSolver::reinitializeVecs(), SPxBasis::removedCol(), SPxBasis::removedCols(), SPxBasis::removedRow(), SPxBasis::removedRows(), SoPlex::rep(), SPxBasis::restoreInitialBasis(), SPxWeightPR::selectEnter(), SPxBoundFlippingRT::selectEnter(), SPxWeightPR::selectLeave(), SPxSolver::setDual(), SPxSolver::setDualColBounds(), SPxSolver::setDualRowBounds(), SPxSolver::setLeaveBound4Row(), SPxSolver::setPrimal(), SPxSolver::setPrimalBounds(), SPxSolver::setRedCost(), SPxBasis::setRep(), SPxSolver::setSlacks(), SPxSteepPR::setupPrefsX(), SPxWeightST::setupWeights(), SPxSolver::terminate(), SPxSolver::test(), SPxSolver::unShift(), SPxSolver::value(), and SPxSolver::writeState().

void resetCumulativeTime ( )

reset cumulative time counter to zero.

Definition at line 1795 of file spxsolver.h.

SPxRowId rowId ( int i ) const

RowId of i 'th inequality.

Mapping between numbers and Ids

Definition at line 1873 of file spxsolver.h.

Referenced by SPxBasis::readBasis().

const LPRowSet& rows ( ) const

return const lp's rows if available.

Definition at line 1817 of file spxsolver.h.

SPxSense sense ( ) const

optimization sense.

Definition at line 1852 of file spxsolver.h.

void setBasis	(	const VarStatus	rows[],
		const VarStatus	cols[]
	)

set the lp solver's basis.

Definition at line 1635 of file spxsolver.cpp.

References SPxBasis::Desc::colStatus(), SPxBasis::desc(), SPxBasis::load(), SPxSolver::loadBasis(), METHOD, SPxLP::nCols(), SPxBasis::NO_PROBLEM, SPxLP::nRows(), SPxBasis::Desc::rowStatus(), SPxBasis::status(), SPxSolver::varStatusToBasisStatusCol(), and SPxSolver::varStatusToBasisStatusRow().

Referenced by SoPlex::solve().

void setBasisStatus ( SPxBasis::SPxStatus stat )

set the lp solver's basis status.

Definition at line 1788 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::enter(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSolver::leave(), SPxSolver::loadBasis(), SoPlex::solve(), and SPxSolver::solve().

void setDelta ( Real d )

set parameter delta, i.e., set feastol and opttol to same value.

Definition at line 819 of file spxsolver.cpp.

References DEFAULT_BND_VIOL, SPxSolver::m_entertol, SPxSolver::m_leavetol, METHOD, MpqRealIsExact, MSG_WARNING, and soplex::spxout.

Referenced by SoPlex::setDelta(), and SPxSolver::SPxSolver().

void setDual ( Vector & p_vector )

private

Definition at line 2125 of file spxsolve.cpp.

References SPxBasis::baseId(), SPxSolver::coPvec(), SPxSolver::fVec(), SPxSolver::isInitialized(), SPxLP::MAXIMIZE, METHOD, SPxLP::MINIMIZE, SPxLP::nCols(), SPxLP::number(), SPxSolver::rep(), SPxSolver::ROW, and SPxLP::spxSense().

Referenced by SPxSolver::solve().

void setDualColBounds ( )

protected

Definition at line 107 of file spxbounds.cpp.

References SPxSolver::clearDualBounds(), SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxBasis::desc(), SPxLP::maxObj(), METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxSolver::rep(), SPxBasis::Desc::rowStatus(), SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theUCbound, and SPxSolver::theURbound.

Referenced by SPxSolver::init(), and SPxSolver::reinitializeVecs().

void setDualRowBounds ( )

protected

Definition at line 138 of file spxbounds.cpp.

References SPxSolver::clearDualBounds(), SPxBasis::dualColStatus(), SPxBasis::dualRowStatus(), METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxSolver::rep(), SPxSolver::ROW, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theUCbound, and SPxSolver::theURbound.

Referenced by SPxSolver::init(), and SPxSolver::reinitializeVecs().

void setEnterBound4Col	(	int	i,
		int	n
	)

protected

Definition at line 194 of file spxbounds.cpp.

References SPxBasis::baseId(), SPxBasis::desc(), soplex::infinity, METHOD, SPxLP::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::theLBbound, SPxSolver::theLCbound, SPxSolver::theUBbound, and SPxSolver::theUCbound.

Referenced by SPxSolver::setEnterBounds().

void setEnterBound4Row	(	int	i,
		int	n
	)

protected

Definition at line 171 of file spxbounds.cpp.

References SPxBasis::baseId(), SPxBasis::desc(), soplex::infinity, METHOD, SPxLP::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::theLBbound, SPxSolver::theLRbound, SPxSolver::theUBbound, and SPxSolver::theURbound.

Referenced by SPxSolver::setEnterBounds().

void setEnterBounds ( )

protectedvirtual

Definition at line 217 of file spxbounds.cpp.

References SPxBasis::baseId(), SPxSolver::dim(), SPxId::isSPxRowId(), METHOD, SPxLP::number(), SPxSolver::setEnterBound4Col(), and SPxSolver::setEnterBound4Row().

Referenced by SPxSolver::init(), and SPxSolver::reinitializeVecs().

void setFeastol ( Real d )

set parameter feastol.

Definition at line 781 of file spxsolver.cpp.

References SPxSolver::COLUMN, DEFAULT_BND_VIOL, SPxSolver::m_entertol, SPxSolver::m_leavetol, METHOD, MpqRealIsExact, MSG_WARNING, soplex::spxout, and SPxSolver::theRep.

Referenced by SPxSolver::initRep(), SoPlex::setFeastol(), and SPxSolver::solve().

void setIrthreshold ( Real d )

set parameter irthreshold.

Definition at line 836 of file spxsolver.cpp.

References SPxSolver::m_irthreshold, and METHOD.

Referenced by SoPlex::setIrthreshold(), and SPxSolver::SPxSolver().

void setLeaveBound4Col	(	int	i,
		int	n
	)

protected

Definition at line 270 of file spxbounds.cpp.

References SPxBasis::baseId(), SPxBasis::desc(), soplex::infinity, SPxLP::lower(), METHOD, SPxLP::number(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::theLBbound, SPxSolver::theUBbound, and SPxLP::upper().

Referenced by SPxSolver::setLeaveBounds().

void setLeaveBound4Row	(	int	i,
		int	n
	)

protected

Definition at line 238 of file spxbounds.cpp.

References SPxBasis::baseId(), SPxSolver::COLUMN, SPxBasis::desc(), soplex::infinity, SPxLP::lhs(), METHOD, SPxLP::number(), SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxLP::rhs(), SPxSolver::theLBbound, and SPxSolver::theUBbound.

Referenced by SPxSolver::setLeaveBounds().

void setLeaveBounds ( )

protectedvirtual

Definition at line 302 of file spxbounds.cpp.

References SPxBasis::baseId(), SPxSolver::dim(), SPxId::isSPxRowId(), METHOD, SPxLP::number(), SPxSolver::setLeaveBound4Col(), and SPxSolver::setLeaveBound4Row().

Referenced by SPxSolver::init(), and SPxSolver::reinitializeVecs().

void setMaxRefinements ( int p_maxrefinements )

virtual

set refinement limit.

Definition at line 1356 of file spxsolver.cpp.

References SPxSolver::maxRefines, and METHOD.

void setOpttol ( Real d )

set parameter opttol.

Definition at line 800 of file spxsolver.cpp.

References SPxSolver::COLUMN, DEFAULT_BND_VIOL, SPxSolver::m_entertol, SPxSolver::m_leavetol, METHOD, MpqRealIsExact, MSG_WARNING, soplex::spxout, and SPxSolver::theRep.

Referenced by SPxSolver::initRep(), SoPlex::setOpttol(), and SPxSolver::solve().

void setPricer	(	SPxPricer *	pricer,
		const bool	destroy = `false`
	)

virtual

setup pricer to use. If destroy is true, pricer will be freed in destructor.

Definition at line 99 of file spxsolver.cpp.

References SPxPricer::clear(), SPxSolver::freePricer, SPxSolver::FULL, SPxSolver::isInitialized(), SPxPricer::load(), METHOD, SPxSolver::setPricing(), and SPxSolver::thepricer.

Referenced by SoPlex::setPricer(), and SoPlex::SoPlex().

void setPricing ( Pricing pr )

set FULL or PARTIAL pricing.

Definition at line 413 of file spxsolver.cpp.

References SPxSolver::computeCoTest(), SPxSolver::computePvec(), SPxSolver::computeTest(), SPxSolver::ENTER, SPxSolver::initialized, METHOD, SPxSolver::thePricing, and SPxSolver::type().

Referenced by SPxSolver::setPricer(), SoPlex::setPricing(), SPxHybridPR::setType(), and SPxParMultPR::setType().

void setPrimal ( Vector & p_vector )

private

Definition at line 2104 of file spxsolve.cpp.

References SPxBasis::baseId(), SPxSolver::coPvec(), SPxSolver::dim(), SPxSolver::fVec(), SPxSolver::isInitialized(), SPxId::isSPxColId(), METHOD, SPxLP::number(), SPxSolver::rep(), and SPxSolver::ROW.

Referenced by SPxSolver::solve().

void setPrimalBounds ( )

protected

setup feasibility bounds for entering algorithm

Setting up the feasiblity bound for normal primal variables is straightforward. However, slack variables need some more details on how we treate them. This is slightly different from usual textbook versions. Let $l_i \le A_i^T x \le u_i$ . This can be transformed to $A_i^Tx + s_i = 0$ , with $-u_i \le s_i \le -l_i$ . Hence, with this definition of slack variables $s_i$ , we can directly use vectors $l$ and $u$ as feasibility bounds.

Definition at line 34 of file spxbounds.cpp.

References SPxLP::lhs(), SPxLP::lower(), METHOD, SPxSolver::rep(), SPxLP::rhs(), SPxSolver::ROW, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::theUCbound, SPxSolver::theURbound, and SPxLP::upper().

Referenced by SPxSolver::init(), and SPxSolver::reinitializeVecs().

void setRedCost ( Vector & p_vector )

private

Definition at line 2157 of file spxsolve.cpp.

References SPxBasis::baseId(), SPxSolver::dim(), SPxSolver::fVec(), SPxSolver::isInitialized(), SPxLP::maxObj(), METHOD, SPxLP::MINIMIZE, SPxLP::number(), SPxSolver::pVec(), SPxSolver::rep(), SPxSolver::ROW, and SPxLP::spxSense().

Referenced by SPxSolver::solve().

void setRep ( Representation p_rep )

switch to ROW or COLUMN representation if not already used.

Definition at line 255 of file spxsolver.cpp.

References SPxSolver::initRep(), METHOD, and SPxSolver::theRep.

Referenced by SoPlex::setRep().

void setSlacks ( Vector & p_vector )

private

Definition at line 2192 of file spxsolve.cpp.

References SPxBasis::baseId(), SPxSolver::COLUMN, SPxSolver::dim(), SPxSolver::isInitialized(), METHOD, SPxLP::number(), SPxSolver::pVec(), and SPxSolver::rep().

Referenced by SPxSolver::solve().

void setSolver	(	SLinSolver *	slu,
		const bool	destroy = `false`
	)

virtual

setup linear solver to use. If destroy is true, slusolver will be freed in destructor.

Definition at line 83 of file spxsolver.cpp.

References SPxBasis::loadSolver(), and METHOD.

Referenced by SoPlex::operator=(), and SoPlex::SoPlex().

void setStarter	(	SPxStarter *	starter,
		const bool	destroy = `false`
	)

virtual

setup starting basis generator to use. If destroy is true, starter will be freed in destructor.

Definition at line 154 of file spxsolver.cpp.

References SPxSolver::freeStarter, METHOD, and SPxSolver::thestarter.

Referenced by SoPlex::setStarter(), and SoPlex::SoPlex().

void setTerminationIter ( int iteration = -1 )

virtual

set iteration limit.

Definition at line 1342 of file spxsolver.cpp.

References SPxSolver::maxIters, and METHOD.

Referenced by SPxSolver::refine(), SoPlex::setTerminationIter(), and SPxSolver::solve().

void setTerminationTime ( Real time = infinity )

virtual

set time limit.

Limits and status inquiry

Definition at line 1328 of file spxsolver.cpp.

References soplex::infinity, SPxSolver::maxTime, and METHOD.

Referenced by SoPlex::setTerminationTime().

void setTerminationValue ( Real p_value = infinity )

virtual

set objective limit.

Todo:: A first version for the termination value is implemented. Currently we check if no bound violations (shifting) is present. It might be even possible to use this termination value in case of bound violations (shifting) but in this case it is quite difficult to determine if we already reached the limit.

Definition at line 1376 of file spxsolver.cpp.

References METHOD, and SPxSolver::objLimit.

Referenced by SoPlex::setTerminationValue().

void setTester	(	SPxRatioTester *	tester,
		const bool	destroy = `false`
	)

virtual

setup ratio-tester to use. If destroy is true, tester will be freed in destructor.

Definition at line 127 of file spxsolver.cpp.

References SPxRatioTester::clear(), SPxSolver::freeRatioTester, SPxSolver::isInitialized(), SPxRatioTester::load(), METHOD, and SPxSolver::theratiotester.

Referenced by SoPlex::setTester(), and SoPlex::SoPlex().

void setType ( Type tp )

set LEAVE or ENTER algorithm.

Definition at line 170 of file spxsolver.cpp.

References SPxBasis::factorized, SPxSolver::LEAVE, SPxBasis::load(), SPxSolver::m_numCycle, SPxBasis::matrixIsSetup, METHOD, MSG_DEBUG, soplex::spxout, SPxSolver::theType, and SPxSolver::unInit().

Referenced by SPxSolver::fpsolve(), and SoPlex::setType().

void setup4coSolve	(	Vector *	p_y,
		SSVector *	p_rhs
	)

Setup vectors to be cosolved within Simplex loop.

Load vector y to be coSolved with the basis matrix during the ENTER Simplex. The system will be solved after SPxSolver's call to SPxRatioTester. The system will be solved along with another system. Solving two linear system at a time has performance advantages over solving the two linear systems seperately.

Definition at line 1493 of file spxsolver.h.

Referenced by SPxSteepPR::selectEnter().

void setup4solve	(	Vector *	p_y,
		SSVector *	p_rhs
	)

Setup vectors to be solved within Simplex loop.

Load vector y to be solved with the basis matrix during the LEAVE Simplex. The system will be solved after SPxSolver's call to SPxRatioTester. The system will be solved along with another system. Solving two linear system at a time has performance advantages over solving the two linear systems seperately.

Definition at line 1465 of file spxsolver.h.

Referenced by SPxSteepPR::selectLeave(), SPxSteepPR::selectLeavePart(), and SPxSteepPR::selectLeaveSparse().

void setup4solve2	(	Vector *	p_y2,
		SSVector *	p_rhs2
	)

Setup vectors to be solved within Simplex loop.

Load a second additional vector y2 to be solved with the basis matrix during the LEAVE Simplex. The system will be solved after SPxSolver's call to SPxRatioTester. The system will be solved along with at least one other system. Solving several linear system at a time has performance advantages over solving them seperately.

Definition at line 1479 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::flipAndUpdate().

void setupPupdate ( void )

protectedvirtual

Definition at line 473 of file spxvecs.cpp.

References SSVector::assign2product(), SSVector::assign2product4setup(), SSVector::assign2productAndSetup(), UpdateVector::delta(), Vector::dim(), SSVector::isSetup(), METHOD, SSVector::setup(), SSVector::size(), SPxSolver::theCoPvec, SPxSolver::thecovectors, SPxSolver::thePvec, and SPxSolver::thevectors.

Referenced by SPxSolver::enter(), and SPxSolver::leave().

virtual Real shift ( ) const

virtual

total current shift amount.

Definition at line 1398 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::perturbMaxEnter(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinEnter(), SPxSolver::perturbMinLeave(), SPxHarrisRT::selectEnter(), SPxHarrisRT::selectLeave(), and SPxSolver::terminate().

void shiftFvec ( )

Perform initial shifting to optain an feasible or pricable basis.

Definition at line 27 of file spxshift.cpp.

References SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::entertol(), SPxSolver::epsilon(), METHOD, MSG_DEBUG, SPxSolver::shiftLBbound(), SPxSolver::shiftUBbound(), soplex::spxout, SPxSolver::testBounds(), SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theUBbound, and SPxSolver::type().

Referenced by SPxSolver::init().

void shiftLBbound	(	int	i,
		Real	to
	)

shift i 'th lbBound to to.

Definition at line 1360 of file spxsolver.h.

Referenced by SPxFastRT::maxReLeave(), SPxHarrisRT::selectLeave(), and SPxSolver::shiftFvec().

void shiftLCbound	(	int	i,
		Real	to
	)

shift i 'th lcBound to to.

Definition at line 1388 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxHarrisRT::selectEnter(), and SPxSolver::shiftPvec().

void shiftLPbound	(	int	i,
		Real	to
	)

shift i 'th lpBound to to.

Definition at line 1374 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxHarrisRT::selectEnter(), and SPxSolver::shiftPvec().

void shiftPvec ( )

Perform initial shifting to optain an feasible or pricable basis.

Definition at line 81 of file spxshift.cpp.

References SPxSolver::coDim(), SPxSolver::coId(), SPxSolver::dim(), SPxSolver::epsilon(), SPxSolver::isBasic(), SPxSolver::LEAVE, SPxSolver::leavetol(), METHOD, MSG_DEBUG, SPxSolver::shiftLCbound(), SPxSolver::shiftLPbound(), SPxSolver::shiftUCbound(), SPxSolver::shiftUPbound(), soplex::spxout, SPxSolver::testBounds(), SPxSolver::theCoLbound, SPxSolver::theCoPvec, SPxSolver::theCoUbound, SPxSolver::theLbound, SPxSolver::thePvec, SPxSolver::theUbound, and SPxSolver::type().

Referenced by SPxSolver::init().

void shiftUBbound	(	int	i,
		Real	to
	)

shift i 'th ubBound to to.

Definition at line 1353 of file spxsolver.h.

Referenced by SPxFastRT::maxReLeave(), SPxHarrisRT::selectLeave(), and SPxSolver::shiftFvec().

void shiftUCbound	(	int	i,
		Real	to
	)

shift i 'th ucBound to to.

Definition at line 1381 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxHarrisRT::selectEnter(), and SPxSolver::shiftPvec().

void shiftUPbound	(	int	i,
		Real	to
	)

shift i 'th upBound to to.

Definition at line 1367 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxHarrisRT::selectEnter(), and SPxSolver::shiftPvec().

const SLinSolver* slinSolver ( ) const

return loaded SLinSolver.

Definition at line 1529 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), and SPxSolver::writeState().

SPxSolver::Status solve ( )

virtual

solve loaded LP.

Solves the loaded LP by calling the floating point routine fpsolve(). If feastol() or opttol() are below irtol(), iterative refinement is applied.

Todo:: make objLimit consistent in SPxSolver

Todo:: use only one DVector as buffer

Todo:: make debug messages

Definition at line 885 of file spxsolve.cpp.

References LPColSet::add(), SPxLP::addCols(), SPxSolver::basis(), SPxSolver::changeLhs(), SPxSolver::changeRhs(), SPxBasis::Desc::colStatus(), LPColSet::colVector(), SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxBasis::Desc::D_UNDEFINED, DEFAULT_BND_VIOL, SPxBasis::desc(), SPxSolver::feastol(), SPxSolver::fpsolve(), SPxSolver::getDual(), SPxSolver::getPrimal(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), SVector::index(), soplex::infinity, SPxSolver::init(), SPxSolver::irthreshold(), SPxBasis::isDescValid(), SPxSolver::iterations(), SPxBasis::iterCount, Vector::length(), SPxLP::lhs(), SPxSolver::loadBasis(), SPxLP::lower(), SPxSolver::m_status, METHOD, MpqRealIsExact, MSG_DEBUG, MSG_INFO1, MSG_INFO3, MSG_WARNING, SPxLP::nCols(), SPxBasis::NO_PROBLEM, SPxLP::nRows(), LPColSet::num(), SPxSolver::objLimit, SPxBasis::OPTIMAL, SPxSolver::OPTIMAL, SPxSolver::opttol(), SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, DVector_exact::reDim(), SPxSolver::refine(), SPxLP::removeColRange(), Timer::reset(), SPxBasis::Desc::reSize(), SPxLP::rhs(), SPxBasis::Desc::rowStatus(), SPxSolver::setBasisStatus(), SPxSolver::setDual(), SPxSolver::setFeastol(), SPxSolver::setOpttol(), SPxSolver::setPrimal(), SPxSolver::setRedCost(), SPxSolver::setSlacks(), SPxSolver::setTerminationIter(), soplex::spxout, Timer::start(), SPxBasis::status(), SPxSolver::status(), Timer::stop(), SPxSolver::terminationIter(), SPxSolver::theCumulativeTime, SPxSolver::theTime, SPxSolver::time(), SPxSolver::unitVecs, SPxLP::upper(), and SPxException::what().

Referenced by SoPlex::solve().

SPxStarter* starter ( ) const

return current starter.

Definition at line 387 of file spxsolver.h.

Referenced by SPxSolver::writeState().

std::string statistics ( ) const

returns statistical information in form of a string.

Definition at line 1858 of file spxsolver.h.

Referenced by SoPlex::statistics().

SPxSolver::Status status ( void ) const

Status of solution process.

Definition at line 2215 of file spxsolve.cpp.

References SPxSolver::ABORT_CYCLING, SPxSolver::ABORT_ITER, SPxSolver::ABORT_TIME, SPxSolver::ABORT_VALUE, SPxBasis::DUAL, SPxSolver::ERROR, SPxBasis::INFEASIBLE, SPxSolver::INFEASIBLE, SPxSolver::m_status, METHOD, SPxSolver::NO_PRICER, SPxBasis::NO_PROBLEM, SPxSolver::NO_PROBLEM, SPxSolver::NO_RATIOTESTER, SPxSolver::NO_SOLVER, SPxSolver::NOT_INIT, SPxBasis::OPTIMAL, SPxSolver::OPTIMAL, SPxBasis::PRIMAL, SPxBasis::REGULAR, SPxSolver::REGULAR, SPxSolver::RUNNING, SPxBasis::SINGULAR, SPxSolver::SINGULAR, SPxBasis::status(), SPxBasis::UNBOUNDED, SPxSolver::UNBOUNDED, and SPxSolver::UNKNOWN.

Referenced by SPxSolver::fpsolve(), SoPlex::getBasis(), SPxSolver::getBasis(), SoPlex::getDual(), SPxSolver::getDual(), SPxSolver::getDualfarkas(), SoPlex::getPrimal(), SPxSolver::getPrimal(), SPxSolver::getPrimalray(), SoPlex::getRedCost(), SPxSolver::getRedCost(), SPxSolver::getResult(), SoPlex::getSlacks(), SPxSolver::getSlacks(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxSolver::refine(), SPxSolver::solve(), and SoPlex::status().

int subversion ( ) const

return the internal subversion of SPxSolver as number

Definition at line 364 of file spxsolver.h.

bool terminate ( )

virtual

Termination criterion.

This method is called in each Simplex iteration to determine, if the algorithm is to terminate. In this case a nonzero value is returned.

This method is declared virtual to allow for implementation of other stopping criteria or using it as callback method within the Simplex loop, by overriding the method in a derived class. However, all implementations must terminate with the statement return SPxSolver::terminate(), if no own termination criteria is encountered.

Note, that the Simplex loop stopped even when terminate() returns 0, if the LP has been solved to optimality (i.e. no further pricing succeeds and no shift is present).

Definition at line 1770 of file spxsolve.cpp.

References SPxSolver::ABORT_TIME, SPxSolver::ABORT_VALUE, SPxSolver::computeEnterCoPrhs(), SPxSolver::computeFrhs(), SPxSolver::computeLeaveCoPrhs(), SPxSolver::computePvec(), SPxSolver::computeTest(), SPxBasis::coSolve(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::entertol(), SPxSolver::epsilon(), SPxSolver::factorize(), SPxSolver::FULL, soplex::infinity, SPxBasis::iteration(), SPxSolver::leavetol(), Vector::length(), SPxSolver::m_status, SPxSolver::maxInfeas(), SPxSolver::maxTime, METHOD, MSG_DEBUG, MSG_INFO2, MSG_INFO3, MSG_WARNING, SPxSolver::objLimit, SPxBasis::OPTIMAL, SPxSolver::opttol(), SPxSolver::pricing(), SPxSolver::rep(), SPxSolver::shift(), SPxBasis::SINGULAR, SPxBasis::solve(), soplex::spxout, SPxLP::spxSense(), SPxBasis::status(), SPxSolver::testVecs(), SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::time(), SPxSolver::type(), SPxSolver::UNKNOWN, SPxSolver::unShift(), SPxBasis::updateCount, and SPxSolver::value().

Referenced by SPxSolver::fpsolve(), and SoPlex::terminate().

int terminationIter ( ) const

virtual

return iteration limit.

Definition at line 1350 of file spxsolver.cpp.

References SPxSolver::maxIters, and METHOD.

Referenced by SPxSolver::refine(), SPxSolver::solve(), and SoPlex::terminationIter().

Real terminationTime ( ) const

virtual

return time limit.

Definition at line 1336 of file spxsolver.cpp.

References SPxSolver::maxTime, and METHOD.

Referenced by SoPlex::terminationTime().

Real terminationValue ( ) const

virtual

return objective limit.

Definition at line 1382 of file spxsolver.cpp.

References METHOD, and SPxSolver::objLimit.

Referenced by SoPlex::terminationValue().

const Vector& test ( ) const

Violations of pVec.

In entering Simplex pricing selects checks vectors coPvec() and pVec() for violation of its bounds. Vector test() contains the violations for pVec(), i.e., if test()[i] < 0, the i'th element of pVec() is violated by test()[i]. Vector test() is only up to date for FULL pricing.

Definition at line 1308 of file spxsolver.h.

Referenced by SPxSolver::computeTest(), SPxSolver::qualRedCostViolation(), SPxParMultPR::selectEnter(), SPxWeightPR::selectEnter(), SPxDantzigPR::selectEnterDenseCoDim(), SPxDevexPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterDenseCoDim(), SPxDantzigPR::selectEnterSparseCoDim(), SPxDevexPR::selectEnterSparseCoDim(), SPxSteepPR::selectEnterSparseCoDim(), and SPxSolver::updateTest().

Real test	(	int	i,
		SPxBasis::Desc::Status	stat
	)		const

private

test vector i with status stat.

Definition at line 65 of file enter.cpp.

References SPxSolver::COLUMN, SPxBasis::Desc::D_FREE, SPxBasis::Desc::D_ON_BOTH, SPxBasis::Desc::D_ON_LOWER, SPxBasis::Desc::D_ON_UPPER, SPxSolver::ENTER, SPxSolver::isBasic(), SPxLP::lhs(), SPxLP::maxObj(), METHOD, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxSolver::rep(), SPxLP::rhs(), SPxSolver::ROW, SPxSolver::thePvec, and SPxSolver::type().

void testBounds ( ) const

void testVecs ( )

Todo:: Error message "this shalt not be": shalt this be an assert (also below)?

Definition at line 1699 of file spxsolve.cpp.

References Vector::clear(), SPxSolver::coDim(), SPxBasis::coSolve(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::entertol(), SPxSolver::isBasic(), SPxSolver::isCoBasic(), SPxBasis::iteration(), SPxSolver::leavetol(), Vector::length(), METHOD, MSG_ERROR, MSG_INFO3, SPxBasis::multBaseWith(), SPxBasis::multWithBase(), SPxBasis::SINGULAR, SPxBasis::solve(), soplex::spxout, SPxBasis::status(), SPxSolver::theCoPrhs, SPxSolver::theCoPvec, SPxSolver::theCoTest, SPxSolver::theFrhs, SPxSolver::theFvec, SPxSolver::theTest, and SPxSolver::type().

Referenced by SPxSolver::factorize(), and SPxSolver::terminate().

Real time ( ) const

time spent in last call to method solve().

Definition at line 1807 of file spxsolver.h.

Referenced by SPxSolver::solve(), and SPxSolver::terminate().

Type type ( ) const

return current Type.

Definition at line 375 of file spxsolver.h.

Referenced by SPxDevexPR::addedCoVecs(), SPxSteepPR::addedCoVecs(), SPxDevexPR::addedVecs(), SPxSteepPR::addedVecs(), SPxSolver::computeEnterCoPrhs(), SPxSolver::computeFrhs(), SPxSolver::computeFrhsXtra(), SPxSolver::computeFtest(), SPxSolver::computeLeaveCoPrhs(), SPxSolver::coTest(), SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::enter(), SPxSteepPR::entered4(), SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSteepPR::isConsistent(), SPxSolver::leave(), SPxSteepPR::left4(), SPxHybridPR::load(), SPxFastRT::load(), SPxSolver::maxInfeas(), SPxSolver::nonbasicValue(), SPxSolver::qualRedCostViolation(), SPxSolver::reinitializeVecs(), SPxSteepPR::removedVecs(), SPxSolver::setPricing(), SPxWeightST::setupWeights(), SPxSolver::shiftFvec(), SPxSolver::shiftPvec(), SPxSolver::terminate(), SPxSolver::test(), SPxSolver::testBounds(), SPxSolver::testVecs(), SoPlex::type(), SPxSolver::unShift(), SPxSolver::updateFtest(), SPxSolver::value(), and SPxSolver::writeState().

const Vector& ubBound ( ) const

upper bound for fVec.

Definition at line 1118 of file spxsolver.h.

Referenced by SPxFastRT::maxDelta(), SPxFastRT::maxReLeave(), SPxFastRT::maxSelect(), SPxFastRT::maxShortLeave(), SPxFastRT::minDelta(), SPxFastRT::minReLeave(), SPxFastRT::minSelect(), SPxFastRT::minShortLeave(), SPxSolver::perturbMaxEnter(), SPxSolver::perturbMinEnter(), SPxDefaultRT::selectLeave(), and SPxHarrisRT::selectLeave().

Vector& ubBound ( )

upper bound for fVec, writable.

This method returns the upper bound for the feasibility vector. It may only be called for the ENTERing Simplex.

For the ENTERing Simplex algorithms, the feasibility vector is maintained to fullfill its bounds. As fVec itself, also its bounds depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1131 of file spxsolver.h.

const Vector& ucBound ( ) const

Definition at line 1194 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), and SPxBoundFlippingRT::selectEnter().

Vector& ucBound ( )

upper bound for coPvec.

This method returns the upper bound for coPvec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms coPvec is maintained to fullfill its bounds. As coPvec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1208 of file spxsolver.h.

void ungetEnterVal	(	SPxId	enterId,
		SPxBasis::Desc::Status	enterStat,
		Real	leaveVal,
		const SVector &	vec
	)

protectedvirtual

Definition at line 829 of file enter.cpp.

References SPxBasis::Desc::colStatus(), SPxId::isSPxColId(), SPxId::isSPxRowId(), METHOD, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, and SPxBasis::Desc::rowStatus().

Referenced by SPxSolver::enter().

virtual void unInit ( )

protectedvirtual

const SVector& unitVector ( int i ) const

return i 'th unit vector.

Definition at line 1013 of file spxsolver.h.

Referenced by SPxSteepPR::isConsistent(), SPxSteepPR::selectLeave(), SPxSteepPR::selectLeavePart(), SPxSteepPR::selectLeaveSparse(), and SPxSteepPR::setupWeights().

void unShift ( void )

virtual

remove shift as much as possible.

Definition at line 469 of file spxshift.cpp.

References SPxBasis::baseId(), SPxSolver::clearDualBounds(), SPxId::COL_ID, SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxBasis::desc(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::entertol(), SPxSolver::isBasic(), SPxSolver::isInitialized(), SPxSolver::LEAVE, SPxSolver::leavetol(), SPxLP::lhs(), SPxLP::lower(), SPxLP::maxObj(), METHOD, MSG_INFO3, SPxLP::nCols(), SPxLP::nRows(), SPxLP::number(), SPxSolver::rep(), SPxLP::rhs(), SPxSolver::ROW, SPxId::ROW_ID, SPxBasis::Desc::rowStatus(), soplex::spxout, SPxSolver::theCoPvec, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxSolver::thePvec, SPxSolver::theShift, SPxSolver::theUBbound, SPxSolver::theUCbound, SPxSolver::theURbound, SPxId::type(), SPxSolver::type(), and SPxLP::upper().

Referenced by SPxSolver::fpsolve(), and SPxSolver::terminate().

const Vector& upBound ( ) const

Definition at line 1260 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxFastRT::maxDelta(), SPxFastRT::maxReEnter(), SPxFastRT::maxSelect(), SPxFastRT::minDelta(), SPxFastRT::minReEnter(), SPxFastRT::minSelect(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMinLeave(), SPxDefaultRT::selectEnter(), SPxHarrisRT::selectEnter(), and SPxBoundFlippingRT::selectEnter().

Vector& upBound ( )

upper bound for pVec.

This method returns the upper bound for pVec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms pVec is maintained to fullfill its bounds. As pVec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1274 of file spxsolver.h.

void updateCoTest ( )

private

recompute coTest vector.

Definition at line 309 of file enter.cpp.

References DIdxSet::addIdx(), SPxBasis::Desc::coStatus(), SPxSolver::coTest(), UpdateVector::delta(), SPxBasis::desc(), SPxSolver::epsilon(), UpdateVector::idx(), IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isBasic(), SPxSolver::isInfeasible, METHOD, SPxSolver::remainingRoundsEnter, SSVector::setup(), IdxSet::size(), SPxSolver::sparsePricingEnter, SPxSolver::theCoPvec, and SPxSolver::theCoTest.

Referenced by SPxSolver::enter().

void updateFtest ( )

private

update basis feasibility test vector.

Definition at line 94 of file leave.cpp.

References DIdxSet::addIdx(), SPxSolver::entertol(), SPxSolver::fTest(), UpdateVector::idx(), IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxSolver::LEAVE, METHOD, SPxSolver::remainingRoundsLeave, IdxSet::size(), SPxSolver::sparsePricingLeave, SPxSolver::theCoTest, SPxSolver::theFvec, SPxSolver::theLBbound, SPxSolver::theUBbound, and SPxSolver::type().

Referenced by SPxSolver::leave().

void updateTest ( )

private

recompute test vector.

Definition at line 276 of file enter.cpp.

References DIdxSet::addIdx(), UpdateVector::delta(), SPxBasis::desc(), SPxSolver::epsilon(), UpdateVector::idx(), IdxSet::index(), SPxSolver::infeasibilitiesCo, SPxSolver::isBasic(), SPxSolver::isInfeasibleCo, METHOD, SPxSolver::remainingRoundsEnterCo, SSVector::setup(), IdxSet::size(), SPxSolver::sparsePricingEnterCo, SPxBasis::Desc::status(), SPxSolver::test(), SPxSolver::thePvec, and SPxSolver::theTest.

Referenced by SPxSolver::enter().

Real value ( ) const

virtual

current objective value.

Returns: Objective value of the current solution vector (see getPrimal()).

Definition at line 757 of file spxsolver.cpp.

References SPxSolver::coPrhs(), SPxSolver::coPvec(), SPxSolver::fRhs(), SPxSolver::fVec(), soplex::infinity, SPxSolver::isInitialized(), SPxSolver::LEAVE, METHOD, SPxSolver::nonbasicValue(), SPxSolver::rep(), SPxSolver::ROW, SPxLP::spxSense(), and SPxSolver::type().

Referenced by SPxSolver::enter(), SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::getResult(), SPxSolver::leave(), SPxFastRT::selectLeave(), and SPxSolver::terminate().

SPxBasis::Desc::Status varStatus ( int i ) const

Status of i 'th variable.

Definition at line 1028 of file spxsolver.h.

SPxBasis::Desc::Status varStatusToBasisStatusCol	(	int	col,
		SPxSolver::VarStatus	stat
	)		const

protected

converts VarStatus to basis status for columns

Definition at line 1484 of file spxsolver.cpp.

References SPxSolver::BASIC, SPxBasis::dualColStatus(), SPxSolver::FIXED, soplex::infinity, SPxLP::lower(), SPxLP::maxObj(), METHOD, MSG_ERROR, SPxSolver::ON_LOWER, SPxSolver::ON_UPPER, SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, soplex::spxout, SPxLP::upper(), and SPxSolver::ZERO.

Referenced by SPxSolver::setBasis().

SPxBasis::Desc::Status varStatusToBasisStatusRow	(	int	row,
		SPxSolver::VarStatus	stat
	)		const

protected

converts VarStatus to basis status for rows

Definition at line 1424 of file spxsolver.cpp.

References SPxSolver::BASIC, SPxBasis::dualRowStatus(), SPxSolver::FIXED, soplex::infinity, SPxLP::lhs(), METHOD, MSG_ERROR, SPxSolver::ON_LOWER, SPxSolver::ON_UPPER, SPxBasis::Desc::P_FIXED, SPxBasis::Desc::P_FREE, SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxLP::rhs(), soplex::spxout, and SPxSolver::ZERO.

Referenced by SPxSolver::setBasis().

const SVector& vector ( int i ) const

i 'th vector.

Returns: a reference to the i 'th, 0 <= i < coDim(), vector of the loaded LP (with respect to the chosen representation).

Definition at line 934 of file spxsolver.h.

Referenced by SPxSolver::computeFrhs1(), SPxSolver::computeFrhsXtra(), SPxSolver::computePvec(), SPxSteepPR::entered4(), SPxBoundFlippingRT::flipAndUpdate(), SPxWeightST::generate(), SPxBoundFlippingRT::getData(), SPxBasis::loadDesc(), SPxBasis::loadMatrixVecs(), SPxFastRT::maxReEnter(), SPxFastRT::minReEnter(), SPxBasis::removedCol(), SPxBasis::removedRow(), SPxHarrisRT::selectEnter(), SPxSteepPR::selectEnter(), SPxBoundFlippingRT::selectEnter(), and SPxSteepPR::setupWeights().

const SVector& vector ( const SPxRowId & rid ) const

Definition at line 940 of file spxsolver.h.

const SVector& vector ( const SPxColId & cid ) const

Definition at line 948 of file spxsolver.h.

const SVector& vector ( const SPxId & p_id ) const

vector associated to p_id.

Returns: Returns a reference to the vector of the loaded LP corresponding to id (with respect to the chosen representation). If p_id is an id, a vector of the constraint matrix is returned, otherwise the corresponding unit vector (of the slack variable or bound inequality) is returned.

Todo:: The implementation does not exactly look like it will do what is promised in the describtion.

Definition at line 965 of file spxsolver.h.

int version ( ) const

return the version of SPxSolver as number like 123 for 1.2.3

Definition at line 359 of file spxsolver.h.

bool writeBasisFile	(	const char *	filename,
		const NameSet *	rowNames,
		const NameSet *	colNames
	)		const

virtual

Write basis to filename in MPS format. If rowNames and colNames are NULL, default names are used for the constraints and variables.

Definition at line 42 of file spxfileio.cpp.

References METHOD.

Referenced by SPxSolver::writeState().

bool writeState	(	const char *	filename,
		const NameSet *	rowNames = `NULL`,
		const NameSet *	colNames = `NULL`
	)		const

virtual

Write current LP, basis, and parameter settings. LP is written in MPS format to "\p filename".mps, basis is written in "\p filename".bas, and parameters are written to "\p filename".set. If rowNames and colNames are NULL, default names are used for the constraints and variables.

Definition at line 31 of file spxwritestate.cpp.

References SPxSolver::delta(), SPxSolver::ENTER, Param::epsilon(), Param::epsilonFactorization(), Param::epsilonUpdate(), SPxSolver::feastol(), SPxRatioTester::getName(), SPxPricer::getName(), SLinSolver::getName(), SPxStarter::getName(), MAX_PRICING_CANDIDATES, METHOD, SPxSolver::opttol(), SPxSolver::pricer(), SPxSolver::ratiotester(), SPxSolver::rep(), SPxSolver::ROW, SPxSolver::slinSolver(), SPxSolver::starter(), SPxSolver::type(), Param::verbose(), SPxSolver::writeBasisFile(), and SPxLP::writeMPS().

Referenced by SoPlex::writeState().

Friends And Related Function Documentation

friend class SPxBoundFlippingRT

friend

Definition at line 85 of file spxsolver.h.

friend class SPxFastRT

friend

Definition at line 84 of file spxsolver.h.

Member Data Documentation

UpdateVector addVec

protected

storage for thePvec = &addVec

Definition at line 268 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

int boundflips

protected

number of performed bound flips

Definition at line 310 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::leave(), and SPxBoundFlippingRT::selectEnter().

Vector* coSolveVector2

private

when 2 systems are to solve at a time

Definition at line 240 of file spxsolver.h.

Referenced by SPxSolver::clearUpdateVecs(), SPxSolver::enter(), and SPxSolver::fpsolve().

SSVector* coSolveVector2rhs

private

when 2 systems are to solve at a time

Definition at line 241 of file spxsolver.h.

Referenced by SPxSolver::enter().

DSVector dualFarkas

protected

stores dual farkas proof in case of infeasibility

Definition at line 305 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSolver::getDualfarkas(), SPxSolver::leave(), and SPxSolver::operator=().

DVector dualRhs

protected

rhs vector for computing the dual vector

Definition at line 266 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

UpdateVector dualVec

protected

dual vector

Definition at line 267 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

int enterCount

protected

number of ENTER iterations

Definition at line 308 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), and SPxSolver::operator=().

bool freePricer

private

true iff thepricer should be freed inside of object

Definition at line 243 of file spxsolver.h.

Referenced by SPxSolver::operator=(), SPxSolver::setPricer(), SPxSolver::SPxSolver(), and SPxSolver::~SPxSolver().

bool freeRatioTester

private

true iff theratiotester should be freed inside of object

Definition at line 244 of file spxsolver.h.

Referenced by SPxSolver::operator=(), SPxSolver::setTester(), SPxSolver::SPxSolver(), and SPxSolver::~SPxSolver().

bool freeStarter

private

true iff thestarter should be freed inside of object

Definition at line 245 of file spxsolver.h.

Referenced by SPxSolver::operator=(), SPxSolver::setStarter(), SPxSolver::SPxSolver(), and SPxSolver::~SPxSolver().

DIdxSet infeasibilities

For the leaving Simplex algorithm this vector contains the indices of infeasible basic variables; for the entering Simplex algorithm this vector contains the indices of infeasible slack variables.

Definition at line 330 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::computeCoTest(), SPxSolver::computeFtest(), SPxSolver::init(), SPxSolver::operator=(), SPxDantzigPR::selectEnterSparseDim(), SPxDevexPR::selectEnterSparseDim(), SPxSteepPR::selectEnterSparseDim(), SPxDantzigPR::selectLeaveSparse(), SPxDevexPR::selectLeaveSparse(), SPxSteepPR::selectLeaveSparse(), SPxSolver::updateCoTest(), and SPxSolver::updateFtest().

DIdxSet infeasibilitiesCo

For the entering Simplex algorithm these vectors contains the indices of infeasible basic variables.

Definition at line 333 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::computeTest(), SPxSolver::init(), SPxSolver::operator=(), SPxDantzigPR::selectEnterSparseCoDim(), SPxDevexPR::selectEnterSparseCoDim(), SPxSteepPR::selectEnterSparseCoDim(), and SPxSolver::updateTest().

bool initialized

private

true, if all vectors are setup.

Definition at line 234 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSolver::init(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::operator=(), SPxSolver::reinitializeVecs(), and SPxSolver::setPricing().

bool instableLeave

private

Definition at line 251 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::leave(), SPxSolver::operator=(), SPxFastRT::selectEnter(), and SPxBoundFlippingRT::selectEnter().

int instableLeaveNum

private

Definition at line 250 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::leave(), SPxSolver::operator=(), and SPxBoundFlippingRT::selectEnter().

Real instableLeaveVal

private

Definition at line 252 of file spxsolver.h.

Referenced by SPxSolver::leave(), and SPxBoundFlippingRT::selectEnter().

Array<bool> isInfeasible

belongs to infeasibilities in the leaving and entering Simplex

Binary vectors to store whether basic indices are infeasible the i-th entry equals false, if the i-th basic variable is not infeasible the i-th entry equals true, if the i-th basic variable is infeasible

Definition at line 339 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::computeCoTest(), SPxSolver::computeFtest(), SPxSolver::init(), SPxSolver::operator=(), SPxDantzigPR::selectEnterSparseDim(), SPxDevexPR::selectEnterSparseDim(), SPxSteepPR::selectEnterSparseDim(), SPxDantzigPR::selectLeaveSparse(), SPxDevexPR::selectLeaveSparse(), SPxSteepPR::selectLeaveSparse(), SPxSolver::updateCoTest(), and SPxSolver::updateFtest().

Array<bool> isInfeasibleCo

belongs to infeasibilitiesCo in the entering Simplex

Definition at line 340 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::computeTest(), SPxSolver::init(), SPxSolver::operator=(), SPxDantzigPR::selectEnterSparseCoDim(), SPxDevexPR::selectEnterSparseCoDim(), SPxSteepPR::selectEnterSparseCoDim(), and SPxSolver::updateTest().

Real lastShift

private

for forcing feasibility.

Definition at line 231 of file spxsolver.h.

Referenced by SPxSolver::init(), SPxSolver::operator=(), and SPxSolver::reinitializeVecs().

int leaveCount

protected

number of LEAVE iterations

Definition at line 307 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::operator=(), and SPxBoundFlippingRT::selectEnter().

Real m_entertol

private

feasibility tolerance maintained during entering algorithm

Definition at line 227 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::operator=(), SPxSolver::setDelta(), SPxSolver::setFeastol(), and SPxSolver::setOpttol().

Real m_irthreshold

private

iterative refinement threshold

Definition at line 229 of file spxsolver.h.

Referenced by SPxSolver::operator=(), and SPxSolver::setIrthreshold().

Real m_leavetol

private

feasibility tolerance maintained during leaving algorithm

Definition at line 228 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::operator=(), SPxSolver::setDelta(), SPxSolver::setFeastol(), and SPxSolver::setOpttol().

int m_maxCycle

private

maximum steps before cycling is detected.

Definition at line 232 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSolver::leave(), and SPxSolver::operator=().

int m_numCycle

private

actual number of degenerate steps so far.

Definition at line 233 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSolver::leave(), SPxSolver::operator=(), and SPxSolver::setType().

Status m_status

private

status of algorithm.

Definition at line 225 of file spxsolver.h.

Referenced by SPxSolver::factorize(), SPxSolver::fpsolve(), SPxSolver::operator=(), SPxSolver::solve(), SPxSolver::status(), and SPxSolver::terminate().

int maxIters

private

maximum allowed iterations.

Definition at line 221 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::operator=(), SPxSolver::setTerminationIter(), and SPxSolver::terminationIter().

int maxRefines

private

maximum allowed refinement rounds.

Definition at line 222 of file spxsolver.h.

Referenced by SPxSolver::maxRefinements(), SPxSolver::operator=(), SPxSolver::refine(), and SPxSolver::setMaxRefinements().

Real maxTime

private

maximum allowed time.

Definition at line 223 of file spxsolver.h.

Referenced by SPxSolver::operator=(), SPxSolver::setTerminationTime(), SPxSolver::terminate(), and SPxSolver::terminationTime().

Real objLimit

private

objective value limit.

Definition at line 224 of file spxsolver.h.

Referenced by SPxSolver::operator=(), SPxSolver::setTerminationValue(), SPxSolver::solve(), SPxSolver::terminate(), and SPxSolver::terminationValue().

DSVector primalRay

protected

stores primal ray in case of unboundedness

Definition at line 304 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSolver::getPrimalray(), SPxSolver::leave(), and SPxSolver::operator=().

DVector primRhs

protected

rhs vector for computing the primal vector

Definition at line 264 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxBoundFlippingRT::flipAndUpdate(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

UpdateVector primVec

protected

primal vector

Definition at line 265 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

int remainingRoundsEnter

Definition at line 348 of file spxsolver.h.

Referenced by SPxSolver::computeCoTest(), SPxSolver::operator=(), and SPxSolver::updateCoTest().

int remainingRoundsEnterCo

Definition at line 349 of file spxsolver.h.

Referenced by SPxSolver::computeTest(), SPxSolver::operator=(), and SPxSolver::updateTest().

int remainingRoundsLeave

number of dense rounds/refactorizations until sparsePricing is enabled again

Definition at line 347 of file spxsolver.h.

Referenced by SPxSolver::computeFtest(), SPxSolver::operator=(), and SPxSolver::updateFtest().

Vector* solveVector2

private

when 2 systems are to solve at a time

Definition at line 236 of file spxsolver.h.

Referenced by SPxSolver::clearUpdateVecs(), SPxSolver::fpsolve(), and SPxSolver::leave().

SSVector* solveVector2rhs

private

when 2 systems are to solve at a time

Definition at line 237 of file spxsolver.h.

Referenced by SPxSolver::leave().

Vector* solveVector3

private

when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Definition at line 238 of file spxsolver.h.

Referenced by SPxSolver::clearUpdateVecs(), SPxSolver::fpsolve(), and SPxSolver::leave().

SSVector* solveVector3rhs

private

when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Definition at line 239 of file spxsolver.h.

Referenced by SPxSolver::leave().

bool sparsePricingEnter

true if sparsePricing is turned on in the entering Simplex for slack variables

Definition at line 344 of file spxsolver.h.

Referenced by SPxSolver::computeCoTest(), SPxSolver::operator=(), SPxDantzigPR::selectEnterX(), SPxDevexPR::selectEnterX(), SPxSteepPR::selectEnterX(), and SPxSolver::updateCoTest().

bool sparsePricingEnterCo

true if sparsePricing is turned on in the entering Simplex

Definition at line 345 of file spxsolver.h.

Referenced by SPxSolver::computeTest(), SPxSolver::operator=(), SPxDantzigPR::selectEnterX(), SPxDevexPR::selectEnterX(), SPxSteepPR::selectEnterX(), and SPxSolver::updateTest().

bool sparsePricingLeave

These values enable or disable sparse pricing.

true if sparsePricing is turned on in the leaving Simplex

Definition at line 343 of file spxsolver.h.

Referenced by SPxSolver::computeFtest(), SPxSolver::operator=(), SPxDantzigPR::selectLeave(), SPxDevexPR::selectLeave(), SPxSteepPR::selectLeave(), and SPxSolver::updateFtest().

int sparsityThresholdEnter

maximum number of infeasibilities that is considered sparse for entering Simplex (dim)

Definition at line 352 of file spxsolver.h.

Referenced by SPxSolver::computeCoTest(), SPxSolver::init(), and SPxSolver::operator=().

int sparsityThresholdEnterCo

maximum number of infeasibilities that is considered sparse for entering Simplex (coDim)

Definition at line 353 of file spxsolver.h.

Referenced by SPxSolver::computeTest(), SPxSolver::init(), and SPxSolver::operator=().

int sparsityThresholdLeave

maximum number of infeasibilities that is considered sparse for leaving Simplex

Definition at line 351 of file spxsolver.h.

Referenced by SPxSolver::computeFtest(), SPxSolver::init(), and SPxSolver::operator=().

DVector* theCoLbound

protected

Lower bound for covars.

Definition at line 298 of file spxsolver.h.

Referenced by SPxSolver::computeFrhs(), SPxBoundFlippingRT::flipAndUpdate(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::maxInfeas(), SPxSolver::operator=(), SPxSolver::shiftPvec(), SPxSolver::SPxSolver(), and SPxSolver::testBounds().

DVector* theCoPrhs

protected

Definition at line 286 of file spxsolver.h.

Referenced by SPxSolver::factorize(), SPxSolver::init(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), SPxSolver::reDim(), SPxSolver::reinitializeVecs(), SPxSolver::SPxSolver(), SPxSolver::terminate(), and SPxSolver::testVecs().

DVector theCoTest

protected

Definition at line 301 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::computeCoTest(), SPxSolver::computeFtest(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::operator=(), SPxSolver::reDim(), SPxSolver::rejectEnter(), SPxSolver::testVecs(), SPxSolver::updateCoTest(), and SPxSolver::updateFtest().

DVector* theCoUbound

protected

Upper bound for covars.

Definition at line 297 of file spxsolver.h.

Referenced by SPxSolver::computeFrhs(), SPxBoundFlippingRT::flipAndUpdate(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), SPxSolver::shiftPvec(), SPxSolver::SPxSolver(), and SPxSolver::testBounds().

const SVSet* thecovectors

protected

the LP coVectors according to representation

Definition at line 262 of file spxsolver.h.

Referenced by SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), SPxSolver::setupPupdate(), and SPxSolver::SPxSolver().

UpdateVector* theCPvec

protected

column pricing vector

Definition at line 291 of file spxsolver.h.

Referenced by SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

Real theCumulativeTime

private

cumulative time spent in all calls to method solve()

Definition at line 220 of file spxsolver.h.

Referenced by SPxSolver::operator=(), and SPxSolver::solve().

DVector* theFrhs

protected

Definition at line 283 of file spxsolver.h.

Referenced by SPxSolver::computeFrhs(), SPxSolver::computeFrhs1(), SPxSolver::computeFrhsXtra(), SPxSolver::enter(), SPxSolver::factorize(), SPxSolver::init(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::operator=(), SPxSolver::reDim(), SPxSolver::reinitializeVecs(), SPxSolver::SPxSolver(), SPxSolver::terminate(), and SPxSolver::testVecs().

DVector theLBbound

protected

Lower Basic Feasibility bound.

Definition at line 281 of file spxsolver.h.

Referenced by SPxSolver::computeFtest(), SPxSolver::enter(), SPxSolver::getLeaveVals(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::maxInfeas(), SPxSolver::operator=(), SPxSolver::reDim(), SPxSolver::setEnterBound4Col(), SPxSolver::setEnterBound4Row(), SPxSolver::setLeaveBound4Col(), SPxSolver::setLeaveBound4Row(), SPxSolver::shiftFvec(), SPxSolver::testBounds(), SPxSolver::unShift(), and SPxSolver::updateFtest().

DVector* theLbound

protected

Lower bound for vars.

Definition at line 296 of file spxsolver.h.

Referenced by SPxSolver::computeFrhs(), SPxBoundFlippingRT::flipAndUpdate(), SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::maxInfeas(), SPxSolver::operator=(), SPxSolver::shiftPvec(), SPxSolver::SPxSolver(), and SPxSolver::testBounds().

DVector theLCbound

protected

DVector theLRbound

protected

SPxPricer* thepricer

protected

Definition at line 313 of file spxsolver.h.

Referenced by SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSolver::initRep(), SPxSolver::loadLP(), SPxSolver::operator=(), SPxSolver::precisionReached(), SPxSolver::read(), SPxSolver::reLoad(), SPxSolver::setPricer(), SPxSolver::SPxSolver(), and SPxSolver::~SPxSolver().

Pricing thePricing

private

full or partial pricing.

Definition at line 217 of file spxsolver.h.

Referenced by SPxSolver::operator=(), and SPxSolver::setPricing().

UpdateVector* thePvec

protected

SPxRatioTester* theratiotester

protected

Definition at line 314 of file spxsolver.h.

Referenced by SPxSolver::enter(), SPxSolver::fpsolve(), SPxSolver::init(), SPxSolver::leave(), SPxSolver::loadLP(), SPxSolver::operator=(), SPxSolver::read(), SPxSolver::reLoad(), SPxSolver::setTester(), SPxSolver::SPxSolver(), and SPxSolver::~SPxSolver().

Representation theRep

private

row or column representation.

Definition at line 218 of file spxsolver.h.

Referenced by SPxSolver::initRep(), SPxSolver::operator=(), SPxSolver::setFeastol(), SPxSolver::setOpttol(), SPxSolver::setRep(), and SPxSolver::SPxSolver().

UpdateVector* theRPvec

protected

row pricing vector

Definition at line 290 of file spxsolver.h.

Referenced by SPxSolver::initRep(), SPxSolver::isConsistent(), SPxSolver::operator=(), and SPxSolver::SPxSolver().

Real theShift

private

sum of all shifts applied to any bound.

Definition at line 230 of file spxsolver.h.

Referenced by SPxBoundFlippingRT::getData(), SPxSolver::init(), SPxFastRT::maxReEnter(), SPxFastRT::minReEnter(), SPxFastRT::minReLeave(), SPxSolver::operator=(), SPxSolver::perturbMax(), SPxSolver::perturbMaxLeave(), SPxSolver::perturbMin(), SPxSolver::perturbMinLeave(), SPxSolver::reinitializeVecs(), and SPxSolver::unShift().

SPxStarter* thestarter

protected

Definition at line 315 of file spxsolver.h.

Referenced by SPxSolver::fpsolve(), SPxSolver::operator=(), SPxSolver::setStarter(), SPxSolver::SPxSolver(), and SPxSolver::~SPxSolver().

DVector theTest

protected

Definition at line 302 of file spxsolver.h.

Referenced by SPxSolver::clear(), SPxSolver::computeTest(), SPxSolver::doRemoveCol(), SPxSolver::doRemoveCols(), SPxSolver::doRemoveRow(), SPxSolver::doRemoveRows(), SPxSolver::isConsistent(), SPxSolver::operator=(), SPxSolver::reDim(), SPxSolver::rejectEnter(), SPxSolver::testVecs(), and SPxSolver::updateTest().

Timer theTime

private

time spent in last call to method solve()

Definition at line 219 of file spxsolver.h.

Referenced by SPxSolver::operator=(), and SPxSolver::solve().

Type theType

private

entering or leaving algortihm.

Definition at line 216 of file spxsolver.h.

Referenced by SPxSolver::operator=(), and SPxSolver::setType().

DVector theUBbound

protected

Upper Basic Feasibility bound.

In entering Simplex algorithm, the ratio test must ensure that all basic variables remain within their feasibility bounds. To give fast acces to them, the bounds of basic variables are copied into the following two vectors.

Definition at line 280 of file spxsolver.h.

Referenced by SPxSolver::computeFtest(), SPxSolver::enter(), SPxSolver::getLeaveVals(), SPxSolver::isConsistent(), SPxSolver::leave(), SPxSolver::maxInfeas(), SPxSolver::operator=(), SPxSolver::reDim(), SPxSolver::setEnterBound4Col(), SPxSolver::setEnterBound4Row(), SPxSolver::setLeaveBound4Col(), SPxSolver::setLeaveBound4Row(), SPxSolver::shiftFvec(), SPxSolver::testBounds(), SPxSolver::unShift(), and SPxSolver::updateFtest().