Preconfigured SoPlex LP-solver. More...

#include <soplex.h>

Inheritance diagram for SoPlex:

Public Member Functions

	SoPlex (SPxSolver::Type type=SPxSolver::LEAVE, SPxSolver::Representation rep=SPxSolver::COLUMN)
	default construtor.

virtual	~SoPlex ()

SoPlex &	operator= (const SoPlex &rhs)
	assignment operator.

	SoPlex (const SoPlex &)
	copy constructor.


virtual void	setUtype (SLUFactor::UpdateType tp)
	set update type for factorization.

SPxSolver::Pricing	pricing () const
	return current Pricing.

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

SPxSolver::Type	type () const
	return current Type.

SPxSolver::Representation	rep () const
	return current basis representation.

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

virtual void	setRep (SPxSolver::Representation p_rep)
	set ROW or COLUMN representation.

virtual void	setPreScaler (SPxScaler *scaler, const bool destroy=false)
	setup prescaler to use. If `destroy` is true, `scaler` will be freed in destructor.

virtual void	setPostScaler (SPxScaler *scaler, const bool destroy=false)
	setup postscaler to use. If `destroy` is true, `scaler` will be freed in destructor.

virtual void	setSimplifier (SPxSimplifier *simpli, const bool destroy=false)
	setup simplifier to use. If `destroy` is true, `simpli` will be freed in destructor.

bool	has_simplifier () const
	has a simplifier been set?

bool	has_prescaler () const
	has a prescaler been set?

bool	has_postscaler () const
	has a postscaler been set?

virtual void	setPricer (SPxPricer *pricer, const bool destroy=false)
	setup pricer to use.

virtual void	setTester (SPxRatioTester *tester, const bool destroy=false)
	setup ratio-tester to use.

virtual void	setStarter (SPxStarter *starter, const bool destroy=false)
	setup starting basis generator to use.

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

virtual void	clearBasis ()
	clear starting basis

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

Real	terminationTime () const
	return time limit.

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

int	terminationIter () const
	return iteration limit.

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

Real	terminationValue () const
	return objective limit.

virtual Real	feastol () const
	allowed primal feasibility tolerance.

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

virtual 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.

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

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

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

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


virtual SPxSolver::Status	solve ()

virtual Real	objValue () const

virtual SPxSolver::Status	getPrimal (Vector &vector) const

virtual SPxSolver::Status	getSlacks (Vector &vector) const

virtual SPxSolver::Status	getDual (Vector &vector) const

virtual SPxSolver::Status	getRedCost (Vector &vector) const

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

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

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

const char *	getColName (int idx, const NameSet cnames, char buf)

const char *	getRowName (int idx, const NameSet rnames, char buf)

virtual SPxSolver::Status	getPrimalray (Vector &vector) const

virtual SPxSolver::Status	getDualfarkas (Vector &vector) const

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 Real	getFactorTime () const
	time spent in factorizations

virtual int	getFactorCount () const
	number of factorizations performed

virtual Real	getSolveTime () const
	time spent in solves

virtual int	getSolveCount () const
	number of solves performed

virtual int	iteration () const

virtual bool	terminate ()

virtual SPxSolver::Status	status () const
	returns the current status


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

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

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

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

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 void	clear ()
	clears the LP.

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	read (std::istream &in, NameSet rowNames=0, NameSet colNames=0, DIdxSet *intVars=0)
	reads a file from input stream `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 void	changeObj (const Vector &newObj)
	changes objective vector to `newObj`.

virtual void	changeObj (int i, Real newVal)
	changes `i` 'th objective vector element to `newVal`.

virtual void	changeObj (SPxColId id, Real newVal)
	change objective value of column with identifier `id` to `newVal`.

virtual void	changeLower (const Vector &newLower)
	changes vector of lower bounds to `newLower`.

virtual void	changeLower (int i, Real newLower)
	changes `i` 'th lower bound to `newLower`.

virtual void	changeLower (SPxColId id, Real newLower)
	changes lower bound of column with identifier `id` to `newLower`.

virtual void	changeUpper (const Vector &newUpper)
	changes vector of upper bounds to `newUpper`.

virtual void	changeUpper (int i, Real newUpper)
	changes `i` 'th upper bound to `newUpper`.

virtual void	changeUpper (SPxColId id, Real newUpper)
	changes upper bound of column with identifier `id` to `newLower`.

virtual void	changeBounds (const Vector &newLower, const Vector &newUpper)
	changes variable bounds to `newLower` and `newUpper`.

virtual void	changeBounds (int i, Real newLower, Real newUpper)
	changes bounds of column `i` to `newLower` and `newUpper`.

virtual void	changeBounds (SPxColId id, Real newLower, Real newUpper)
	changes bounds of column with identifier `id`.

virtual void	changeLhs (const Vector &newLhs)
	changes left hand side vector for constraints to `newLhs`.

virtual void	changeLhs (int i, Real newLhs)
	changes `i` 'th left hand side value to `newLhs`.

virtual void	changeLhs (SPxRowId id, Real newLhs)
	changes left hand side value for row with identifier `id`.

virtual void	changeRhs (const Vector &newRhs)
	changes right hand side vector for constraints to `newRhs`.

virtual void	changeRhs (int i, Real newRhs)
	changes `i` 'th right hand side value to `newRhs`.

virtual void	changeRhs (SPxRowId id, Real newRhs)
	changes right hand side value for row with identifier `id`.

virtual void	changeRange (const Vector &newLhs, const Vector &newRhs)
	changes left and right hand side vectors.

virtual void	changeRange (int i, Real newLhs, Real newRhs)
	changes left and right hand side of row `i`.

virtual void	changeRange (SPxRowId id, Real newLhs, Real newRhs)
	changes left and right hand side of row with identifier `id`.

virtual void	changeRow (int i, const LPRow &newRow)
	replaces `i` 'th row of LP with `newRow`.

virtual void	changeRow (SPxRowId id, const LPRow &newRow)
	replaces row with identifier `id` with `newRow`.

virtual void	changeCol (int i, const LPCol &newCol)
	replaces `i` 'th column of LP with `newCol`.

virtual void	changeCol (SPxColId id, const LPCol &newCol)
	replaces column with identifier `id` with `newCol`.

virtual void	changeElement (int i, int j, Real val)
	changes LP element (`i`, `j`) to `val`.

virtual void	changeElement (SPxRowId rid, SPxColId cid, Real val)
	changes LP element identified by (`rid`, `cid`) to `val`.

virtual void	changeSense (SPxSense sns)
	changes optimization sense to `sns`.

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

Protected Attributes

SLUFactor	m_slu
	LU Factorisation.

SPxSolver	m_solver
	solver

SPxScaler *	m_preScaler
	pre-scaler

SPxScaler *	m_postScaler
	post-scaler

SPxSimplifier *	m_simplifier
	simplifier

bool	m_vanished
	did the presolver solve the problem ?

bool	m_freePreScaler
	true iff m_preScaler should be freed inside of this object

bool	m_freePostScaler
	true iff m_postScaler should be freed inside of this object

bool	m_freeSimplifier
	true iff m_simplifier should be freed inside of this object

DataArray< SPxSolver::VarStatus >	m_colsbasisstatus

DataArray< SPxSolver::VarStatus >	m_rowsbasisstatus

Private Member Functions

void	unsimplify () const
	undoes preprocessing such that the unsimplified solution values and basis is available

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

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.

virtual void	doRemoveRow (int i)
	internal helper method

virtual void	doRemoveCols (int perm[])
	internal helper method

virtual void	doRemoveRows (int perm[])
	internal helper method

virtual void	doRemoveCol (int i)
	internal helper method

virtual void	addedRows (int)
	called after the last `n` rows have just been added.

virtual void	addedCols (int)
	called after the last `n` columns have just been added.

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

Detailed Description

Preconfigured SoPlex LP-solver.

Definition at line 41 of file soplex.h.

Constructor & Destructor Documentation

SoPlex	(	SPxSolver::Type	type = `SPxSolver::LEAVE`,
		SPxSolver::Representation	rep = `SPxSolver::COLUMN`
	)

explicit

default construtor.

Definition at line 23 of file soplex.cpp.

References SPxLP::isConsistent(), SoPlex::m_slu, SoPlex::m_solver, SPxSolver::setPricer(), SPxSolver::setSolver(), SPxSolver::setStarter(), and SPxSolver::setTester().

~SoPlex ( )

virtual

Definition at line 41 of file soplex.cpp.

References SoPlex::m_freePostScaler, SoPlex::m_freePreScaler, SoPlex::m_freeSimplifier, SoPlex::m_postScaler, SoPlex::m_preScaler, and SoPlex::m_simplifier.

SoPlex ( const SoPlex & old )

copy constructor.

Definition at line 138 of file soplex.cpp.

References SPxScaler::clone(), SPxSimplifier::clone(), SoPlex::m_freePostScaler, SoPlex::m_freePreScaler, SoPlex::m_freeSimplifier, SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_simplifier, SoPlex::m_slu, SoPlex::m_solver, and SPxSolver::setSolver().

Member Function Documentation

virtual void clearBasis ( )

virtual

clear starting basis

Definition at line 171 of file soplex.h.

References SoPlex::m_colsbasisstatus, SoPlex::m_rowsbasisstatus, SoPlex::m_solver, and SPxSolver::reLoad().

virtual Real delta ( ) const

virtual

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 218 of file soplex.h.

References SPxSolver::delta(), and SoPlex::m_solver.

virtual Real feastol ( ) const

virtual

allowed primal feasibility tolerance.

Definition at line 208 of file soplex.h.

References SPxSolver::feastol(), and SoPlex::m_solver.

Referenced by print_algorithm_parameters(), and print_solution_and_status().

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

get current basis, and return solver status.

Definition at line 487 of file soplex.cpp.

References SPxSimplifier::getBasis(), SPxSolver::getBasis(), SPxSolver::getBasisStatus(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, SPxLP::nCols(), SPxBasis::NO_PROBLEM, SPxLP::nRows(), SPxBasis::SINGULAR, SPxSolver::status(), SPxSolver::UNDEFINED, and SoPlex::unsimplify().

SPxSolver::VarStatus getBasisColStatus ( int col ) const

gets basis status for a single column.

Definition at line 470 of file soplex.cpp.

References SPxSimplifier::getBasisColStatus(), SPxSolver::getBasisColStatus(), SPxSolver::getBasisStatus(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, SPxBasis::NO_PROBLEM, SPxBasis::SINGULAR, SPxSolver::UNDEFINED, and SoPlex::unsimplify().

Referenced by SoPlex::writeBasisFile().

SPxSolver::VarStatus getBasisRowStatus ( int row ) const

gets basis status for a single row.

Definition at line 453 of file soplex.cpp.

References SPxSimplifier::getBasisRowStatus(), SPxSolver::getBasisRowStatus(), SPxSolver::getBasisStatus(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, SPxBasis::NO_PROBLEM, SPxBasis::SINGULAR, SPxSolver::UNDEFINED, and SoPlex::unsimplify().

Referenced by SoPlex::writeBasisFile().

const char* getColName	(	int	idx,
		const NameSet *	cnames,
		char *	buf
	)

Definition at line 274 of file soplex.h.

References SPxLP::cId(), NameSet::has(), LPColSet::key(), and SPxLP::nCols().

Referenced by SoPlex::writeBasisFile().

SPxSolver::Status getDual ( Vector & vector ) const

virtual

Definition at line 383 of file soplex.cpp.

References SPxSolver::getDual(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, METHOD, SPxSolver::OPTIMAL, SPxSolver::status(), SPxScaler::unscaleDual(), SPxSimplifier::unsimplifiedDual(), and SoPlex::unsimplify().

Referenced by print_solution_and_status().

SPxSolver::Status getDualfarkas ( Vector & vector ) const

virtual

Exceptions

SPxStatusException if simplifier loaded, this is not yet implemented

Does not work yet with presolve

Definition at line 537 of file soplex.cpp.

References SPxSolver::getDualfarkas(), SoPlex::has_simplifier(), SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_solver, MSG_ERROR, soplex::spxout, and SPxScaler::unscaleDual().

Referenced by print_solution_and_status().

virtual int getFactorCount ( ) const

virtual

number of factorizations performed

Definition at line 340 of file soplex.h.

References SLUFactor::getFactorCount(), SoPlex::m_slu, and SoPlex::m_vanished.

virtual Real getFactorTime ( ) const

virtual

time spent in factorizations

Definition at line 335 of file soplex.h.

References SLUFactor::getFactorTime(), SoPlex::m_slu, SoPlex::m_vanished, and REAL.

SPxSolver::Status getPrimal ( Vector & vector ) const

virtual

SPxSolver::Status getPrimalray ( Vector & vector ) const

virtual

Exceptions

SPxStatusException if simplifier loaded, this is not yet implemented

Does not work yet with presolve

Definition at line 518 of file soplex.cpp.

References SPxSolver::getPrimalray(), SoPlex::has_simplifier(), SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_solver, MSG_ERROR, soplex::spxout, and SPxScaler::unscalePrimal().

Referenced by print_solution_and_status().

SPxSolver::Status getRedCost ( Vector & vector ) const

virtual

Definition at line 418 of file soplex.cpp.

References SPxSolver::getRedCost(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, METHOD, SPxSolver::OPTIMAL, SPxSolver::status(), SPxScaler::unscaleRedCost(), SPxSimplifier::unsimplifiedRedCost(), and SoPlex::unsimplify().

const char* getRowName	(	int	idx,
		const NameSet *	rnames,
		char *	buf
	)

Definition at line 295 of file soplex.h.

References NameSet::has(), LPColSet::key(), SPxLP::nRows(), and SPxLP::rId().

Referenced by SoPlex::writeBasisFile().

SPxSolver::Status getSlacks ( Vector & vector ) const

virtual

Definition at line 348 of file soplex.cpp.

References SPxSolver::getSlacks(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, METHOD, SPxSolver::OPTIMAL, SPxSolver::status(), SPxScaler::unscaleSlacks(), SPxSimplifier::unsimplifiedSlacks(), and SoPlex::unsimplify().

virtual int getSolveCount ( ) const

virtual

number of solves performed

Definition at line 350 of file soplex.h.

References SLUFactor::getSolveCount(), SoPlex::m_slu, and SoPlex::m_vanished.

virtual Real getSolveTime ( ) const

virtual

time spent in solves

Definition at line 345 of file soplex.h.

References SLUFactor::getSolveTime(), SoPlex::m_slu, SoPlex::m_vanished, and REAL.

bool has_postscaler ( ) const

has a postscaler been set?

Definition at line 133 of file soplex.h.

References SoPlex::m_postScaler.

bool has_prescaler ( ) const

has a prescaler been set?

Definition at line 128 of file soplex.h.

References SoPlex::m_preScaler.

bool has_simplifier ( ) const

has a simplifier been set?

Definition at line 123 of file soplex.h.

References SoPlex::m_simplifier.

Referenced by SoPlex::getBasis(), SoPlex::getBasisColStatus(), SoPlex::getBasisRowStatus(), SoPlex::getDual(), SoPlex::getDualfarkas(), SoPlex::getPrimal(), SoPlex::getPrimalray(), SoPlex::getRedCost(), SoPlex::getSlacks(), SoPlex::setBasis(), and SoPlex::unsimplify().

Real irthreshold ( ) const

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

Definition at line 223 of file soplex.h.

References SPxSolver::irthreshold(), and SoPlex::m_solver.

Referenced by print_algorithm_parameters().

virtual int iteration ( ) const

virtual

Definition at line 355 of file soplex.h.

References SPxSolver::basis(), SPxBasis::iteration(), SoPlex::m_solver, and SoPlex::m_vanished.

Real objValue ( ) const

virtual

Definition at line 230 of file soplex.cpp.

References SoPlex::getPrimal(), SPxLP::maxObj(), METHOD, SPxLP::nCols(), and SPxLP::spxSense().

Referenced by print_solution_and_status().

SoPlex & operator= ( const SoPlex & rhs )

assignment operator.

Definition at line 66 of file soplex.cpp.

References SPxScaler::clone(), SPxSimplifier::clone(), SoPlex::m_freePostScaler, SoPlex::m_freePreScaler, SoPlex::m_freeSimplifier, SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_simplifier, SoPlex::m_slu, SoPlex::m_solver, SoPlex::m_vanished, SPxLP::operator=(), and SPxSolver::setSolver().

virtual Real opttol ( ) const

virtual

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

Definition at line 213 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::opttol().

Referenced by print_algorithm_parameters(), and print_solution_and_status().

SPxSolver::Pricing pricing ( ) const

return current Pricing.

Definition at line 87 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::pricing().

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

virtual

get violations of bounds.

Definition at line 594 of file soplex.cpp.

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

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

virtual

get violation of constraints.

Definition at line 557 of file soplex.cpp.

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

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 624 of file soplex.cpp.

References SPxSolver::loadLP(), SoPlex::m_solver, and SPxSolver::readBasisFile().

Referenced by read_basis_file().

SPxSolver::Representation rep ( ) const

return current basis representation.

Definition at line 102 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::rep().

Referenced by SoPlex::writeBasisFile().

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

virtual

Exceptions

SPxStatusException if simplifier loaded, this is not yet implemented set starting basis

Definition at line 154 of file soplex.h.

References SoPlex::has_simplifier(), SoPlex::m_colsbasisstatus, SoPlex::m_rowsbasisstatus, MSG_ERROR, SPxLP::nCols(), SPxLP::nRows(), and soplex::spxout.

virtual void setDelta ( Real d )

virtual

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

Definition at line 238 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setDelta().

virtual void setFeastol ( Real d )

virtual

set parameter feastol.

Definition at line 228 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setFeastol().

Referenced by main().

virtual void setIrthreshold ( Real d )

virtual

set parameter irthreshold.

Definition at line 243 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setIrthreshold().

Referenced by main().

virtual void setOpttol ( Real d )

virtual

set parameter opttol.

Definition at line 233 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setOpttol().

Referenced by main().

void setPostScaler	(	SPxScaler *	scaler,
		const bool	destroy = `false`
	)

virtual

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

Definition at line 200 of file soplex.cpp.

References SoPlex::m_freePostScaler, SoPlex::m_postScaler, and METHOD.

Referenced by main().

void setPreScaler	(	SPxScaler *	scaler,
		const bool	destroy = `false`
	)

virtual

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

Definition at line 185 of file soplex.cpp.

References SoPlex::m_freePreScaler, SoPlex::m_preScaler, and METHOD.

Referenced by main().

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

virtual

setup pricer to use.

Definition at line 138 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setPricer().

Referenced by main().

virtual void setPricing ( SPxSolver::Pricing pr )

virtual

set FULL or PARTIAL pricing.

Definition at line 92 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setPricing().

virtual void setRep ( SPxSolver::Representation p_rep )

virtual

set ROW or COLUMN representation.

Definition at line 112 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setRep().

void setSimplifier	(	SPxSimplifier *	simpli,
		const bool	destroy = `false`
	)

virtual

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

Definition at line 215 of file soplex.cpp.

References SoPlex::m_freeSimplifier, SoPlex::m_simplifier, and METHOD.

Referenced by main().

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

virtual

setup starting basis generator to use.

Definition at line 148 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setStarter().

Referenced by main().

virtual void setTerminationIter ( int iter = -1 )

virtual

set iteration limit.

Definition at line 188 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setTerminationIter().

Referenced by main().

virtual void setTerminationTime ( Real time = infinity )

virtual

set time limit.

Definition at line 178 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setTerminationTime().

Referenced by main().

virtual void setTerminationValue ( Real val = infinity )

virtual

set objective limit.

Definition at line 198 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setTerminationValue().

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

virtual

setup ratio-tester to use.

Definition at line 143 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setTester().

Referenced by main().

virtual void setType ( SPxSolver::Type tp )

virtual

set LEAVE or ENTER algorithm.

Definition at line 107 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::setType().

virtual void setUtype ( SLUFactor::UpdateType tp )

virtual

set update type for factorization.

Definition at line 82 of file soplex.h.

References SoPlex::m_slu, and SLUFactor::setUtype().

Referenced by main().

SPxSolver::Status solve ( )

virtual

Exceptions

SPxStatusException if no problem loaded

Definition at line 241 of file soplex.cpp.

References SPxSolver::basis(), SPxBasis::desc(), SPxSolver::epsilon(), SPxSolver::feastol(), SPxSimplifier::INFEASIBLE, SPxBasis::INFEASIBLE, SPxSolver::INFEASIBLE, SPxSolver::isBasisValid(), SPxBasis::isDescValid(), SPxSolver::loadBasis(), SPxSolver::loadLP(), SoPlex::m_colsbasisstatus, SoPlex::m_postScaler, SoPlex::m_preScaler, SoPlex::m_rowsbasisstatus, SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxSimplifier::OKAY, SPxSolver::OPTIMAL, SPxSolver::opttol(), SPxScaler::scale(), SPxSolver::setBasis(), SPxSolver::setBasisStatus(), SPxSimplifier::simplify(), SPxBasis::SINGULAR, SPxSolver::solve(), SPxBasis::status(), SPxSimplifier::UNBOUNDED, SPxBasis::UNBOUNDED, SPxSolver::UNBOUNDED, and SPxSimplifier::VANISHED.

Referenced by solve_LP().

std::string statistics ( ) const

returns statistical information in form of a string.

Definition at line 403 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::statistics().

Referenced by solve_LP().

virtual SPxSolver::Status status ( ) const

virtual

returns the current status

Definition at line 365 of file soplex.h.

References SoPlex::m_solver, SoPlex::m_vanished, SPxSolver::OPTIMAL, and SPxSolver::status().

Referenced by print_solution_and_status(), SoPlex::unsimplify(), and SoPlex::writeBasisFile().

virtual bool terminate ( )

virtual

Definition at line 360 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::terminate().

int terminationIter ( ) const

return iteration limit.

Definition at line 193 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::terminationIter().

Real terminationTime ( ) const

return time limit.

Definition at line 183 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::terminationTime().

Real terminationValue ( ) const

return objective limit.

Definition at line 203 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::terminationValue().

SPxSolver::Type type ( ) const

return current Type.

Definition at line 97 of file soplex.h.

References SoPlex::m_solver, and SPxSolver::type().

Referenced by print_algorithm_parameters().

void unsimplify ( ) const

private

undoes preprocessing such that the unsimplified solution values and basis is available

Definition at line 723 of file soplex.cpp.

References SPxSolver::getBasis(), SPxSolver::getDual(), SPxSolver::getPrimal(), SPxSolver::getRedCost(), SPxSolver::getSlacks(), SoPlex::has_simplifier(), SPxSimplifier::isUnsimplified(), SoPlex::m_postScaler, SoPlex::m_simplifier, SoPlex::m_solver, SoPlex::m_vanished, SPxLP::nCols(), SPxLP::nRows(), SPxSolver::OPTIMAL, SPxSolver::REGULAR, SoPlex::status(), SPxScaler::unscaleDual(), SPxScaler::unscalePrimal(), SPxScaler::unscaleRedCost(), SPxScaler::unscaleSlacks(), and SPxSimplifier::unsimplify().

Referenced by SoPlex::getBasis(), SoPlex::getBasisColStatus(), SoPlex::getBasisRowStatus(), SoPlex::getDual(), SoPlex::getPrimal(), SoPlex::getRedCost(), SoPlex::getSlacks(), and SoPlex::writeBasisFile().

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

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 635 of file soplex.cpp.

References SPxSolver::BASIC, SPxSolver::COLUMN, SoPlex::getBasisColStatus(), SoPlex::getBasisRowStatus(), SoPlex::getColName(), SoPlex::getRowName(), MSG_DEBUG, SPxLP::nCols(), SPxSolver::NO_PROBLEM, SPxLP::nRows(), SPxSolver::ON_UPPER, SoPlex::rep(), SoPlex::status(), and SoPlex::unsimplify().

Referenced by print_solution_and_status().

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

virtual

Write LP, basis and parameter settings of the current SPxSolver object (i.e. after simplifying and scaling). 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 713 of file soplex.cpp.

References SoPlex::m_solver, METHOD, and SPxSolver::writeState().