spxsolver.h File Reference

main LP solver class More...

#include <assert.h>
#include <iostream>
#include <iomanip>
#include <sstream>
#include "spxdefines.h"
#include "timer.h"
#include "timerfactory.h"
#include "spxlp.h"
#include "spxbasis.h"
#include "array.h"
#include "random.h"
#include "unitvector.h"
#include "updatevector.h"

Go to the source code of this file.

Classes
class	SPxSolver
	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...

Namespaces
	soplex
	Everything should be within this namespace.

Macros
#define	HYPERPRICINGTHRESHOLD   5000
#define	HYPERPRICINGSIZE   100
#define	SPARSITYFACTOR   0.6
#define	DENSEROUNDS   5
#define	SPARSITY_TRADEOFF   0.8
#define	MAXNCLCKSKIPS   32
#define	SAFETYFACTOR   1e-2
#define	NINITCALLS   200

Functions
std::ostream &	operator<< (std::ostream &os, const SPxSolver::VarStatus &status)
	Pretty-printing of variable status. More...
std::ostream &	operator<< (std::ostream &os, const SPxSolver::Status &status)
	Pretty-printing of solver status. More...
std::ostream &	operator<< (std::ostream &os, const SPxSolver::Type &status)
	Pretty-printing of algorithm. More...
std::ostream &	operator<< (std::ostream &os, const SPxSolver::Representation &status)
	Pretty-printing of representation. More...

Detailed Description

main LP solver class

Definition in file spxsolver.h.

Macro Definition Documentation

#define DENSEROUNDS   5

number of refactorizations until sparsity is tested again

Definition at line 40 of file spxsolver.h.

Referenced by SPxSolver::computeCoTest(), SPxSolver::computeFtest(), and SPxSolver::computeTest().

#define HYPERPRICINGSIZE   100

size of initial candidate list for hyper pricing

Definition at line 38 of file spxsolver.h.

Referenced by SPxDevexPR::buildBestPriceVectorEnterCoDim(), SPxSteepPR::buildBestPriceVectorEnterCoDim(), SPxDevexPR::buildBestPriceVectorEnterDim(), SPxSteepPR::buildBestPriceVectorEnterDim(), SPxDevexPR::buildBestPriceVectorLeave(), and SPxSteepPR::buildBestPriceVectorLeave().

#define HYPERPRICINGTHRESHOLD   5000

do (auto) hyper pricing only if problem size (cols+rows) is larger than HYPERPRICINGTHRESHOLD

Definition at line 37 of file spxsolver.h.

Referenced by SoPlex::_solveRealLPAndRecordStatistics().

#define MAXNCLCKSKIPS   32

maximum number of clock skips (iterations without time measuring)

Definition at line 46 of file spxsolver.h.

Referenced by SPxSolver::isTimeLimitReached().

#define NINITCALLS   200

the number of clock updates in isTimelimitReached() before clock skipping starts

Definition at line 48 of file spxsolver.h.

Referenced by SPxSolver::isTimeLimitReached().

#define SAFETYFACTOR   1e-2

the probability to skip the clock when the time limit has been reached

Definition at line 47 of file spxsolver.h.

Referenced by SPxSolver::isTimeLimitReached().

#define SPARSITY_TRADEOFF   0.8

threshold to decide whether Ids or coIds are preferred to enter the basis; coIds are more likely to enter if SPARSITY_TRADEOFF is close to 0

Definition at line 41 of file spxsolver.h.

Referenced by SPxDantzigPR::selectEnterX(), SPxDevexPR::selectEnterX(), and SPxSteepPR::selectEnterX().

#define SPARSITYFACTOR   0.6

percentage of infeasibilities that is considered sparse

Definition at line 39 of file spxsolver.h.