SPxSteepPR Class Reference

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

#include <spxsteeppr.h>

Inheritance diagram for SPxSteepPR:

Public Types
Types
enum	Setup { EXACT, DEFAULT }
	How to setup the direction multipliers. More...

Public Member Functions
void	setupWeights (SPxSolver::Type type)
	setup steepest edge weights
Construction / destruction
	SPxSteepPR (const char *name="Steep", Setup mode=DEFAULT)
	SPxSteepPR (const SPxSteepPR &old)
	copy constructor
SPxSteepPR &	operator= (const SPxSteepPR &rhs)
	assignment operator
virtual	~SPxSteepPR ()
	destructor
virtual SPxPricer *	clone () const
	clone function for polymorphism
Access / modification
virtual void	load (SPxSolver *base)
	sets the solver
virtual void	clear ()
	clear solver and preferences
virtual void	setType (SPxSolver::Type)
	set entering/leaving algorithm
virtual void	setRep (SPxSolver::Representation rep)
	set row/column representation
virtual int	selectLeave ()
int	selectLeavePart ()
	implementation of partial pricing
int	selectLeaveSparse ()
	implementation of sparse pricing in the leaving Simplex
virtual void	left4 (int n, SPxId id)
virtual SPxId	selectEnter ()
SPxId	selectEnterX ()
	choose the best entering index among columns and rows but prefer sparsity
SPxId	selectEnterSparseDim (Real &best, SPxId enterId)
	implementation of sparse pricing for the entering Simplex (slack variables)
SPxId	selectEnterSparseCoDim (Real &best, SPxId enterId)
	implementation of sparse pricing for the entering Simplex
SPxId	selectEnterDenseDim (Real &best, SPxId enterId)
	implementation of selectEnter() in dense case (slack variables)
SPxId	selectEnterDenseCoDim (Real &best, SPxId enterId)
	implementation of selectEnter() in dense case
virtual void	entered4 (SPxId id, int n)
virtual void	addedVecs (int n)
	n vectors have been added to loaded LP.
virtual void	addedCoVecs (int n)
	n covectors have been added to loaded LP.
virtual void	removedVec (int i)
	the i'th vector has been removed from the loaded LP.
virtual void	removedCoVec (int i)
	the i'th covector has been removed from the loaded LP.
virtual void	removedVecs (const int perm[])
	n vectors have been removed from loaded LP.
virtual void	removedCoVecs (const int perm[])
	n covectors have been removed from loaded LP.
Consistency check
virtual bool	isConsistent () const
Public Member Functions inherited from SPxPricer
virtual const char *	getName () const
	get name of pricer.
virtual SPxSolver *	solver () const
	returns loaded SPxSolver object.
virtual Real	epsilon () const
	returns violation bound theeps.
virtual void	setEpsilon (Real eps)
	sets violation bound.
virtual void	removedVecs (const int *)
	vectors given by perm have been removed from loaded LP.
virtual void	removedCoVecs (const int *)
	covectors given by perm have been removed from loaded LP.
	SPxPricer (const char *p_name)
	constructor
	SPxPricer (const SPxPricer &old)
	copy constructor
SPxPricer &	operator= (const SPxPricer &rhs)
	assignment operator
virtual	~SPxPricer ()
	destructor.

Private Member Functions
Preferences
void	setupPrefsX (Real mult, Real, Real, Real shift, Real coshift)
void	setupPrefs (SPxSolver::Type)

Private Attributes
Data
DVector	penalty
	vector of pricing penalties
DVector	coPenalty
	vector of pricing penalties
DVector	workVec
	working vector
SSVector	workRhs
	working vector
Real	pi_p
int	prefSetup
DataArray< Real >	coPref
	preference multiplier for selecting as pivot
DataArray< Real >	pref
	preference multiplier for selecting as pivot
DataArray< Real >	leavePref
Setup	setup
	setup type.
Real	accuracy
	accuracy for computing steepest directions.
int	startpricing
	index at which partial pricing should start

Additional Inherited Members
Protected Attributes inherited from SPxPricer
const char *	m_name
	name of the pricer
SPxSolver *	thesolver
	the solver
Real	theeps
	violation bound

Detailed Description

Steepest edge pricer.

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

See SPxPricer for a class documentation.

Definition at line 41 of file spxsteeppr.h.

Member Enumeration Documentation

enum Setup

How to setup the direction multipliers.

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

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

Definition at line 53 of file spxsteeppr.h.

Constructor & Destructor Documentation

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

Definition at line 108 of file spxsteeppr.h.

References SPxSteepPR::isConsistent().

Referenced by SPxSteepPR::clone().

SPxSteepPR

(

const SPxSteepPR &

old

)

copy constructor

Definition at line 118 of file spxsteeppr.h.

References SPxSteepPR::isConsistent().

virtual ~SPxSteepPR ( )

virtual

destructor

Definition at line 160 of file spxsteeppr.h.

Member Function Documentation

void addedCoVecs ( int  n )

virtual

n covectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 736 of file spxsteeppr.cpp.

References SPxSteepPR::coPenalty, SPxSteepPR::coPref, Vector::dim(), SPxSolver::dim(), SPxSteepPR::leavePref, SPxSteepPR::prefSetup, DVector::reDim(), DataArray< T >::reSize(), SPxSteepPR::setupPrefs(), SPxPricer::thesolver, SPxSolver::type(), and SPxSteepPR::workVec.

Referenced by SPxHybridPR::addedCoVecs().

void addedVecs ( int  n )

virtual

n vectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 721 of file spxsteeppr.cpp.

References SPxSolver::coDim(), Vector::dim(), SPxSolver::ENTER, SPxSteepPR::penalty, SPxSteepPR::pref, SPxSteepPR::prefSetup, DVector::reDim(), DataArray< T >::reSize(), SPxSteepPR::setupPrefs(), SPxPricer::thesolver, and SPxSolver::type().

Referenced by SPxHybridPR::addedVecs().

void clear ( )

virtual

clear solver and preferences

Reimplemented from SPxPricer.

Definition at line 30 of file spxsteeppr.cpp.

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

Referenced by SPxHybridPR::clear().

virtual SPxPricer* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer.

Reimplemented in SPxSteepExPR.

Definition at line 163 of file spxsteeppr.h.

References SPxSteepPR::SPxSteepPR().

void entered4 ( SPxId  id, int  n  )

virtual

Reimplemented from SPxPricer.

Definition at line 481 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSteepPR::coPenalty, SPxSolver::coPvec(), UpdateVector::delta(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::fVec(), Vector::get_const_ptr(), Vector::get_ptr(), UpdateVector::idx(), IdxSet::index(), soplex::infinity, SPxBasis::iteration(), SPxSteepPR::penalty, SPxSteepPR::pi_p, SPxSolver::pVec(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::type(), SSVector::values(), SPxSolver::vector(), and SPxSteepPR::workVec.

bool isConsistent ( ) const

virtual

Reimplemented from SPxPricer.

Definition at line 794 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSolver::coDim(), SPxSteepPR::coPenalty, SPxBasis::coSolve(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSteepPR::EXACT, SPxSolver::LEAVE, SPxSolver::leavetol(), Vector::length2(), MSG_ERROR, MSGinconsistent, SPxSteepPR::penalty, SPxSteepPR::setup, soplex::spxout, SPxPricer::thesolver, SPxSolver::type(), and SPxSolver::unitVector().

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

void left4 ( int  n, SPxId  id  )

virtual

Reimplemented from SPxPricer.

Definition at line 208 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSteepPR::coPenalty, SPxSteepPR::coPref, SPxSolver::coPvec(), UpdateVector::delta(), SPxSolver::fVec(), Vector::get_const_ptr(), Vector::get_ptr(), UpdateVector::idx(), soplex::infinity, SPxSolver::isCoId(), SPxSolver::isId(), SPxBasis::iteration(), SPxSolver::LEAVE, SPxSteepPR::leavePref, SSVector::length2(), MSG_ERROR, SPxLP::number(), SPxSteepPR::pref, IdxSet::size(), soplex::spxout, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::type(), SSVector::values(), and SPxSteepPR::workVec.

void load ( SPxSolver *  base )

virtual

sets the solver

Reimplemented from SPxPricer.

Definition at line 36 of file spxsteeppr.cpp.

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

Referenced by SPxHybridPR::load().

SPxSteepPR& operator=

(

const SPxSteepPR &

rhs

)

assignment operator

Definition at line 136 of file spxsteeppr.h.

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

Referenced by SPxSteepExPR::operator=().

void removedCoVec ( int  i )

virtual

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

Reimplemented from SPxPricer.

Definition at line 774 of file spxsteeppr.cpp.

References SPxSteepPR::coPenalty, Vector::dim(), SPxSolver::dim(), SPxSteepPR::prefSetup, DVector::reDim(), and SPxPricer::thesolver.

void removedCoVecs ( const int  perm[] )

virtual

n covectors have been removed from loaded LP.

Definition at line 782 of file spxsteeppr.cpp.

References SPxSteepPR::coPenalty, Vector::dim(), SPxSolver::dim(), SPxSteepPR::prefSetup, DVector::reDim(), and SPxPricer::thesolver.

void removedVec ( int  i )

virtual

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

Reimplemented from SPxPricer.

Definition at line 751 of file spxsteeppr.cpp.

References SPxSolver::coDim(), Vector::dim(), SPxSteepPR::penalty, SPxSteepPR::prefSetup, DVector::reDim(), and SPxPricer::thesolver.

void removedVecs ( const int  perm[] )

virtual

n vectors have been removed from loaded LP.

Definition at line 759 of file spxsteeppr.cpp.

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

SPxId selectEnter ( )

virtual

Implements SPxPricer.

Definition at line 544 of file spxsteeppr.cpp.

References SPxSteepPR::accuracy, SPxSolver::basis(), UpdateVector::delta(), SPxSolver::fVec(), SPxSteepPR::isConsistent(), SPxId::isValid(), SSVector::length2(), SPxSteepPR::pi_p, SPxSteepPR::selectEnterX(), SSVector::setEpsilon(), SPxSolver::setup4coSolve(), SSVector::setup_and_assign(), SPxBasis::solve4update(), SPxPricer::thesolver, SPxSolver::vector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

SPxId selectEnterDenseCoDim	(	Real &	best,
		SPxId	enterId
	)

implementation of selectEnter() in dense case

Definition at line 694 of file spxsteeppr.cpp.

References SPxSolver::coDim(), DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), SPxSolver::id(), SPxSteepPR::penalty, SPxSteepPR::pref, SPxSolver::test(), SPxPricer::theeps, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterDenseDim	(	Real &	best,
		SPxId	enterId
	)

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

Definition at line 668 of file spxsteeppr.cpp.

References SPxSolver::coId(), SPxSteepPR::coPenalty, SPxSteepPR::coPref, SPxSolver::coTest(), SPxSolver::dim(), DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), SPxPricer::theeps, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterSparseCoDim	(	Real &	best,
		SPxId	enterId
	)

implementation of sparse pricing for the entering Simplex

Definition at line 628 of file spxsteeppr.cpp.

References DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), SPxSolver::id(), IdxSet::index(), SPxSolver::infeasibilitiesCo, SPxSolver::isInfeasibleCo, SPxSteepPR::penalty, SPxSteepPR::pref, IdxSet::remove(), IdxSet::size(), SPxSolver::test(), SPxPricer::theeps, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterSparseDim	(	Real &	best,
		SPxId	enterId
	)

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

Definition at line 588 of file spxsteeppr.cpp.

References SPxSolver::coId(), SPxSteepPR::coPenalty, SPxSteepPR::coPref, SPxSolver::coTest(), DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, IdxSet::remove(), IdxSet::size(), SPxPricer::theeps, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

SPxId selectEnterX

(

)

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

Definition at line 568 of file spxsteeppr.cpp.

References soplex::infinity, SPxId::isValid(), SPxSteepPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterDenseDim(), SPxSteepPR::selectEnterSparseCoDim(), SPxSteepPR::selectEnterSparseDim(), SPxSolver::sparsePricingEnter, SPxSolver::sparsePricingEnterCo, SPARSITY_TRADEOFF, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnter().

int selectLeave ( )

virtual

Todo:

this was an assert! is an assertion correct?

Implements SPxPricer.

Definition at line 258 of file spxsteeppr.cpp.

References SPxSteepPR::accuracy, SPxSolver::basis(), SPxSteepPR::coPenalty, SPxSolver::coPvec(), SPxBasis::coSolve(), UpdateVector::delta(), SPxSolver::dim(), SPxSolver::fTest(), DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), soplex::infinity, SPxSteepPR::isConsistent(), SSVector::isConsistent(), SPxSteepPR::leavePref, MSG_WARNING, SPxSteepPR::selectLeavePart(), SPxSteepPR::selectLeaveSparse(), SSVector::setEpsilon(), SPxSolver::setup4solve(), SSVector::setup_and_assign(), SPxSolver::sparsePricingLeave, soplex::spxout, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::unitVector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

int selectLeavePart

(

)

implementation of partial pricing

Definition at line 321 of file spxsteeppr.cpp.

References SPxSteepPR::accuracy, SPxSolver::basis(), SPxSteepPR::coPenalty, SPxSolver::coPvec(), SPxBasis::coSolve(), UpdateVector::delta(), SPxSolver::dim(), SPxSolver::fTest(), DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), IMPROVEMENT_STEPLENGTH, IMPROVEMENT_THRESHOLD, soplex::infinity, SSVector::isConsistent(), SPxSteepPR::leavePref, MAX_PRICING_CANDIDATES, MSG_WARNING, SSVector::setEpsilon(), SPxSolver::setup4solve(), SSVector::setup_and_assign(), soplex::spxout, SPxSteepPR::startpricing, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::unitVector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::selectLeave().

int selectLeaveSparse

(

)

implementation of sparse pricing in the leaving Simplex

Definition at line 418 of file spxsteeppr.cpp.

References SPxSteepPR::accuracy, SPxSolver::basis(), SPxSteepPR::coPenalty, SPxSolver::coPvec(), SPxBasis::coSolve(), UpdateVector::delta(), SPxSolver::fTest(), DataArray< T >::get_const_ptr(), Vector::get_const_ptr(), IdxSet::index(), SPxSolver::infeasibilities, soplex::infinity, SSVector::isConsistent(), SPxSolver::isInfeasible, SPxSteepPR::leavePref, MSG_WARNING, IdxSet::remove(), SSVector::setEpsilon(), SPxSolver::setup4solve(), SSVector::setup_and_assign(), IdxSet::size(), soplex::spxout, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::unitVector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::selectLeave().

void setRep ( SPxSolver::Representation  rep )

virtual

set row/column representation

Reimplemented from SPxPricer.

Definition at line 195 of file spxsteeppr.cpp.

References Vector::clear(), SPxSteepPR::coPenalty, Vector::dim(), SPxSolver::dim(), SPxSteepPR::penalty, DVector::reDim(), SPxPricer::thesolver, and SPxSteepPR::workVec.

Referenced by SPxHybridPR::setRep().

void setType ( SPxSolver::Type  type )

virtual

set entering/leaving algorithm

Reimplemented from SPxPricer.

Definition at line 54 of file spxsteeppr.cpp.

References Vector::clear(), SSVector::clear(), SPxSolver::coDim(), SPxSteepPR::coPref, SPxSolver::dim(), SPxSolver::epsilon(), SPxSteepPR::pref, DataArray< T >::reSize(), SSVector::setEpsilon(), SPxSteepPR::setupPrefs(), SPxSteepPR::setupWeights(), SPxPricer::thesolver, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

void setupPrefs ( SPxSolver::Type  tp )

private

Definition at line 180 of file spxsteeppr.cpp.

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

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

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

private

Definition at line 125 of file spxsteeppr.cpp.

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

Referenced by SPxSteepPR::setupPrefs().

void setupWeights

(

SPxSolver::Type

type

)

setup steepest edge weights

Definition at line 66 of file spxsteeppr.cpp.

References SPxBasis::baseId(), SPxSolver::basis(), SPxSolver::coDim(), SPxSteepPR::coPenalty, SPxSteepPR::coPref, SPxBasis::coSolve(), SPxSteepPR::DEFAULT, SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::isId(), SPxSolver::LEAVE, SPxSteepPR::leavePref, Vector::length2(), SVector::length2(), MSG_INFO1, SPxLP::number(), SPxSteepPR::penalty, SPxSteepPR::pref, DVector::reDim(), SPxSteepPR::setup, soplex::spxout, SPxPricer::thesolver, SPxSolver::unitVector(), and SPxSolver::vector().

Referenced by SPxSteepPR::setType().

Member Data Documentation

Real accuracy

private

accuracy for computing steepest directions.

Definition at line 87 of file spxsteeppr.h.

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

DVector coPenalty

private

vector of pricing penalties

Definition at line 69 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::entered4(), SPxSteepPR::isConsistent(), SPxSteepPR::left4(), SPxSteepPR::operator=(), SPxSteepPR::removedCoVec(), SPxSteepPR::removedCoVecs(), SPxSteepPR::selectEnterDenseDim(), SPxSteepPR::selectEnterSparseDim(), SPxSteepPR::selectLeave(), SPxSteepPR::selectLeavePart(), SPxSteepPR::selectLeaveSparse(), SPxSteepPR::setRep(), and SPxSteepPR::setupWeights().

DataArray< Real > coPref

private

preference multiplier for selecting as pivot

Definition at line 79 of file spxsteeppr.h.

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

DataArray< Real > leavePref

private

Definition at line 83 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedCoVecs(), SPxSteepPR::left4(), SPxSteepPR::load(), SPxSteepPR::operator=(), SPxSteepPR::selectLeave(), SPxSteepPR::selectLeavePart(), SPxSteepPR::selectLeaveSparse(), and SPxSteepPR::setupWeights().

DVector penalty

private

vector of pricing penalties

Definition at line 67 of file spxsteeppr.h.

Referenced by SPxSteepPR::addedVecs(), SPxSteepPR::entered4(), SPxSteepPR::isConsistent(), SPxSteepPR::operator=(), SPxSteepPR::removedVec(), SPxSteepPR::removedVecs(), SPxSteepPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterSparseCoDim(), SPxSteepPR::setRep(), and SPxSteepPR::setupWeights().

Real pi_p

private

Definition at line 75 of file spxsteeppr.h.

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

DataArray< Real > pref

private

preference multiplier for selecting as pivot

Definition at line 81 of file spxsteeppr.h.

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

int prefSetup

private

Definition at line 77 of file spxsteeppr.h.

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

Setup setup

private

setup type.

Definition at line 85 of file spxsteeppr.h.

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

int startpricing

private

index at which partial pricing should start

Definition at line 89 of file spxsteeppr.h.

Referenced by SPxSteepPR::operator=(), and SPxSteepPR::selectLeavePart().

SSVector workRhs

private

working vector

Definition at line 73 of file spxsteeppr.h.

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

DVector workVec

private

working vector

Definition at line 71 of file spxsteeppr.h.

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