Weighted pricing.Class SPxWeightPR is an implemantation class of SPxPricer that uses weights for columns and rows for selecting the Simplex pivots. The weights are computed by methods computeCP() and computeRP() which may be overridden by derived classes. More...

#include <spxweightpr.h>

Inheritance diagram for SPxWeightPR:

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Public Member Functions
Construction / destruction
	SPxWeightPR ()
	default constructor

	SPxWeightPR (const SPxWeightPR &old)
	copy constructor

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

virtual	~SPxWeightPR ()
	destructor

virtual SPxPricer *	clone () const
	clone function for polymorphism

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

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

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

virtual int	selectLeave ()

virtual SPxId	selectEnter ()

virtual void	addedVecs (int n)
	`n` vectors have been added to the loaded LP.

virtual void	addedCoVecs (int n)
	`n` covectors have been added to the 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 the loaded LP.

virtual void	removedCoVecs (const int perm[])
	`n` covectors have been removed from the loaded LP.

Consistency check
virtual bool	isConsistent () const
	checks for consistency

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

virtual void	clear ()
	unloads LP.

virtual SPxSolver *	solver () const
	returns loaded SPxSolver object.

virtual Real	epsilon () const
	returns violation bound theeps.

virtual void	setEpsilon (Real eps)
	sets violation bound.

virtual void	left4 (int, SPxId)
	performs leaving pivot.

virtual void	entered4 (SPxId, int)
	performs entering pivot.

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
Private helpers
void	computeLeavePenalty (int start, int end)
	compute leave penalties.

void	computeCP (int start, int end)
	compute weights for columns.

void	computeRP (int start, int end)
	compute weights for rows.

Private Attributes
Data
DVector	cPenalty
	column penalties

DVector	rPenalty
	row penalties

DVector	leavePenalty
	penalties for leaving alg

const Real *	penalty

const Real *	coPenalty

Real	objlength
	length of objective vector.

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

Weighted pricing.

Class SPxWeightPR is an implemantation class of SPxPricer that uses weights for columns and rows for selecting the Simplex pivots. The weights are computed by methods computeCP() and computeRP() which may be overridden by derived classes.

The weights are interpreted as follows: The higher a value is, the more likely the corresponding row or column is set on one of its bounds.

See SPxPricer for a class documentation.

Definition at line 41 of file spxweightpr.h.

Constructor & Destructor Documentation

SPxWeightPR ( )

default constructor

Definition at line 79 of file spxweightpr.h.

Referenced by SPxWeightPR::clone().

SPxWeightPR ( const SPxWeightPR & old )

copy constructor

Definition at line 83 of file spxweightpr.h.

References SPxWeightPR::coPenalty, SPxWeightPR::cPenalty, Vector::get_const_ptr(), SPxWeightPR::penalty, and SPxWeightPR::rPenalty.

virtual ~SPxWeightPR ( )

virtual

destructor

Definition at line 128 of file spxweightpr.h.

Member Function Documentation

void addedCoVecs ( int n )

virtual

n covectors have been added to the loaded LP.

Reimplemented from SPxPricer.

Definition at line 269 of file spxweightpr.cpp.

References SPxSolver::COLUMN, SPxWeightPR::computeCP(), SPxWeightPR::computeLeavePenalty(), SPxWeightPR::computeRP(), SPxWeightPR::cPenalty, Vector::dim(), SPxSolver::LEAVE, SPxWeightPR::leavePenalty, DVector::reDim(), SPxWeightPR::rPenalty, and SPxPricer::solver().

void addedVecs ( int n )

virtual

n vectors have been added to the loaded LP.

Reimplemented from SPxPricer.

Definition at line 247 of file spxweightpr.cpp.

References SPxWeightPR::computeCP(), SPxWeightPR::computeLeavePenalty(), SPxWeightPR::computeRP(), SPxWeightPR::cPenalty, Vector::dim(), SPxSolver::LEAVE, SPxWeightPR::leavePenalty, DVector::reDim(), SPxSolver::ROW, SPxWeightPR::rPenalty, and SPxPricer::solver().

virtual SPxPricer* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer.

Definition at line 131 of file spxweightpr.h.

References SPxWeightPR::SPxWeightPR().

void computeCP	(	int	start,
		int	end
	)

private

compute weights for columns.

Definition at line 79 of file spxweightpr.cpp.

References ASSERT_WARN, SPxWeightPR::cPenalty, SPxPricer::epsilon(), SPxLP::maxObj(), SPxWeightPR::objlength, and SPxPricer::solver().

Referenced by SPxWeightPR::addedCoVecs(), SPxWeightPR::addedVecs(), and SPxWeightPR::load().

void computeLeavePenalty	(	int	start,
		int	end
	)

private

compute leave penalties.

Definition at line 48 of file spxweightpr.cpp.

References SPxBasis::baseId(), SPxSolver::basis(), SPxWeightPR::cPenalty, SPxWeightPR::leavePenalty, SPxLP::number(), SPxId::ROW_ID, SPxWeightPR::rPenalty, SPxPricer::solver(), and SPxPricer::thesolver.

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

void computeRP	(	int	start,
		int	end
	)

private

compute weights for rows.

Todo:: TK04NOV98 here is a bug. solver()->rowVector(i).length() could be zero, so solver()->rowVector(i).length2() is also zero and we get an arithmetic exception.

Definition at line 62 of file spxweightpr.cpp.

References ASSERT_WARN, SPxPricer::epsilon(), SVector::length2(), SPxLP::maxObj(), SPxWeightPR::objlength, SPxLP::rowVector(), SPxWeightPR::rPenalty, and SPxPricer::solver().

Referenced by SPxWeightPR::addedCoVecs(), SPxWeightPR::addedVecs(), and SPxWeightPR::load().

bool isConsistent ( ) const

virtual

checks for consistency

Reimplemented from SPxPricer.

Definition at line 375 of file spxweightpr.cpp.

References SPxWeightPR::cPenalty, Vector::dim(), MSGinconsistent, SPxLP::nCols(), SPxLP::nRows(), SPxWeightPR::rPenalty, and SPxPricer::solver().

Referenced by SPxWeightPR::selectEnter(), and SPxWeightPR::selectLeave().

void load ( SPxSolver * base )

virtual