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

#include <spxsteeppr.h>

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

Public Types inherited from SPxPricer
enum	ViolationType { NOT_VIOLATED = 0, VIOLATED = 1, VIOLATED_AND_CHECKED = 2 }

Public Member Functions
void	setupWeights (SPxSolver::Type type)
	setup steepest edge weights More...

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

	SPxSteepPR (const SPxSteepPR &old)
	copy constructor More...

SPxSteepPR &	operator= (const SPxSteepPR &rhs)
	assignment operator More...

virtual	~SPxSteepPR ()
	destructor More...

virtual SPxPricer *	clone () const
	clone function for polymorphism More...

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

virtual void	clear ()
	clear solver and preferences More...

virtual void	setType (SPxSolver::Type)
	set entering/leaving algorithm More...

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

virtual int	selectLeave ()

virtual void	left4 (int n, SPxId id)

virtual SPxId	selectEnter ()

virtual void	entered4 (SPxId id, int n)

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

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

virtual void	removedVec (int i)
	`the` i'th vector has been removed from the loaded LP. More...

virtual void	removedCoVec (int i)
	`the` i'th covector has been removed from the loaded LP. More...

virtual void	removedVecs (const int perm[])
	`n` vectors have been removed from loaded LP. More...

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

Consistency check
virtual bool	isConsistent () const

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

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

virtual Real	epsilon () const
	returns violation bound theeps. More...

virtual void	setEpsilon (Real eps)
	sets violation bound. More...

virtual void	removedVecs (const int *)
	vectors given by `perm` have been removed from loaded LP. More...

virtual void	removedCoVecs (const int *)
	covectors given by `perm` have been removed from loaded LP. More...

virtual void	getNdualNorms (int &nrows, int &ncols) const
	get number of available norms More...

virtual bool	getDualNorms (int &nrows, int &ncols, Real *norms) const
	export norms from pricer More...

virtual bool	setDualNorms (int nrows, int ncols, Real *norms)
	import norms into pricer More...

	SPxPricer (const char *p_name)
	constructor More...

	SPxPricer (const SPxPricer &old)
	copy constructor More...

SPxPricer &	operator= (const SPxPricer &rhs)
	assignment operator More...

virtual	~SPxPricer ()
	destructor. More...

Private Member Functions
int	buildBestPriceVectorLeave (Real feastol)
	prepare data structures for hyper sparse pricing More...

int	selectLeaveX (Real tol)
	implementation of full pricing More...

int	selectLeaveSparse (Real tol)
	implementation of sparse pricing in the leaving Simplex More...

int	selectLeaveHyper (Real tol)
	implementation of hyper sparse pricing in the leaving Simplex More...

SPxId	buildBestPriceVectorEnterDim (Real &best, Real feastol)
	build up vector of pricing values for later use More...

SPxId	buildBestPriceVectorEnterCoDim (Real &best, Real feastol)

SPxId	selectEnterX (Real tol)
	choose the best entering index among columns and rows but prefer sparsity More...

SPxId	selectEnterSparseDim (Real &best, Real tol)
	implementation of sparse pricing for the entering Simplex (slack variables) More...

SPxId	selectEnterSparseCoDim (Real &best, Real tol)
	implementation of sparse pricing for the entering Simplex More...

SPxId	selectEnterDenseDim (Real &best, Real tol)
	implementation of selectEnter() in dense case (slack variables) More...

SPxId	selectEnterDenseCoDim (Real &best, Real tol)
	implementation of selectEnter() in dense case More...

SPxId	selectEnterHyperDim (Real &best, Real feastol)
	implementation of hyper sparse pricing in the entering Simplex More...

SPxId	selectEnterHyperCoDim (Real &best, Real feastol)
	implementation of hyper sparse pricing in the entering Simplex More...

Private Attributes
Data
SSVector	workVec
	working vector More...

SSVector	workRhs
	working vector More...

DataArray< IdxElement >	prices
	temporary array of precomputed pricing values More...

DataArray< IdxElement >	pricesCo
	temporary array of precomputed pricing values More...

DIdxSet	bestPrices
	array of best pricing candidates More...

DIdxSet	bestPricesCo
	array of best pricing candidates More...

Real	pi_p

Setup	setup
	setup type. More...

bool	refined
	has a refinement step already been tried? More...

Additional Inherited Members
Protected Attributes inherited from SPxPricer
IdxCompare	compare

const char *	m_name
	name of the pricer More...

SPxSolver *	thesolver
	the solver More...

Real	theeps
	violation bound More...

DVector	weights
	vector to store pricing weights or norms More...

DVector	coWeights

bool	weightsAreSetup
	are the weights already set up? More...

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

◆ Setup

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() [1/2]

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

Definition at line 119 of file spxsteeppr.h.

References SPxSteepPR::isConsistent().

Referenced by SPxSteepPR::clone().

◆ SPxSteepPR() [2/2]

SPxSteepPR ( const SPxSteepPR & old )

copy constructor

Definition at line 130 of file spxsteeppr.h.

References SPxSteepPR::isConsistent().

◆ ~SPxSteepPR()

virtual ~SPxSteepPR ( )

virtual

destructor

Definition at line 158 of file spxsteeppr.h.

Member Function Documentation

◆ addedCoVecs()

void addedCoVecs ( int n )

virtual

n covectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 954 of file spxsteeppr.cpp.

References SPxPricer::coWeights, VectorBase< R >::dim(), SPxSolver::dim(), DVectorBase< R >::reDim(), SSVectorBase< R >::reDim(), SPxPricer::thesolver, and SPxSteepPR::workVec.

Referenced by SPxHybridPR::addedCoVecs(), and SPxSteepPR::clone().

◆ addedVecs()

void addedVecs ( int n )

virtual

n vectors have been added to loaded LP.

Reimplemented from SPxPricer.

Definition at line 942 of file spxsteeppr.cpp.

References SPxSolver::coDim(), VectorBase< R >::dim(), SPxSolver::ENTER, DVectorBase< R >::reDim(), SPxPricer::thesolver, SPxSolver::type(), and SPxPricer::weights.

Referenced by SPxHybridPR::addedVecs(), and SPxSteepPR::clone().

◆ buildBestPriceVectorEnterCoDim()

SPxId buildBestPriceVectorEnterCoDim	(	Real &	best,
		Real	feastol
	)

private

◆ buildBestPriceVectorEnterDim()

SPxId buildBestPriceVectorEnterDim	(	Real &	best,
		Real	feastol
	)

private

build up vector of pricing values for later use

Definition at line 503 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), DataArray< T >::append(), SPxSteepPR::bestPrices, IdxSet::clear(), DataArray< T >::clear(), SPxSolver::coId(), SPxPricer::compare, soplex::computePrice(), SPxSolver::coTest(), SPxPricer::coWeights, SPxPricer::IdxCompare::elements, DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), DataArray< T >::get_ptr(), HYPERPRICINGSIZE, SPxPricer::IdxElement::idx, IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, SPxSteepPR::prices, IdxSet::remove(), IdxSet::size(), DataArray< T >::size(), soplex::SPxQuicksortPart(), SPxPricer::thesolver, SPxPricer::IdxElement::val, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectEnterX().

◆ buildBestPriceVectorLeave()

int buildBestPriceVectorLeave ( Real feastol )

private

prepare data structures for hyper sparse pricing

Definition at line 218 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), DataArray< T >::append(), SPxSteepPR::bestPrices, IdxSet::clear(), DataArray< T >::clear(), SPxPricer::compare, soplex::computePrice(), SPxPricer::coWeights, SPxPricer::IdxCompare::elements, SPxSolver::fTest(), DataArray< T >::get_const_ptr(), VectorBase< R >::get_const_ptr(), DataArray< T >::get_ptr(), HYPERPRICINGSIZE, SPxPricer::IdxElement::idx, IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxSteepPR::prices, IdxSet::size(), DataArray< T >::size(), soplex::SPxQuicksortPart(), SPxPricer::thesolver, SPxPricer::IdxElement::val, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectLeave().

◆ clear()

void clear ( )

virtual

clear solver and preferences

Reimplemented from SPxPricer.

Definition at line 33 of file spxsteeppr.cpp.

References SPxPricer::thesolver, and SPxPricer::weightsAreSetup.

Referenced by SPxHybridPR::clear(), SPxAutoPR::clear(), and SPxSteepPR::clone().

◆ clone()

virtual SPxPricer* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer.

Reimplemented in SPxSteepExPR.

Definition at line 161 of file spxsteeppr.h.

References SPxSteepPR::addedCoVecs(), SPxSteepPR::addedVecs(), SPxSteepPR::clear(), SPxSteepPR::entered4(), SPxSteepPR::isConsistent(), SPxSteepPR::left4(), SPxSteepPR::load(), SPxSteepPR::removedCoVec(), SPxSteepPR::removedCoVecs(), SPxSteepPR::removedVec(), SPxSteepPR::removedVecs(), SPxSteepPR::selectEnter(), SPxSteepPR::selectLeave(), SPxSteepPR::setRep(), SPxSteepPR::setType(), and SPxSteepPR::SPxSteepPR().

◆ entered4()

void entered4	(	SPxId	id,
		int	n
	)

virtual

Reimplemented from SPxPricer.

Definition at line 439 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSolver::coPvec(), SPxPricer::coWeights, UpdateVector::delta(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::fVec(), VectorBase< R >::get_const_ptr(), VectorBase< R >::get_ptr(), UpdateVector::idx(), IdxSet::index(), soplex::infinity, SPxBasis::iteration(), SPxSteepPR::pi_p, SPxSolver::pVec(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::type(), SSVectorBase< R >::values(), SPxSolver::vector(), SPxPricer::weights, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::clone().

◆ isConsistent()

bool isConsistent ( ) const

virtual

Reimplemented from SPxPricer.

Definition at line 1006 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSolver::coDim(), SPxBasis::coSolve(), SPxPricer::coWeights, SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSteepPR::EXACT, SPxSolver::LEAVE, SPxSolver::leavetol(), VectorBase< R >::length2(), MSG_ERROR, MSGinconsistent, SPxSteepPR::setup, SPxPricer::thesolver, SPxSolver::type(), SPxSolver::unitVector(), and SPxPricer::weights.

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

◆ left4()

void left4	(	int	n,
		SPxId	id
	)

virtual

Reimplemented from SPxPricer.

Definition at line 172 of file spxsteeppr.cpp.

References SPxSolver::basis(), soplex::computePrice(), SPxSolver::coPvec(), SPxPricer::coWeights, UpdateVector::delta(), SPxSolver::fVec(), VectorBase< R >::get_const_ptr(), VectorBase< R >::get_ptr(), UpdateVector::idx(), IdxSet::index(), soplex::infinity, SPxBasis::iteration(), SPxSolver::LEAVE, SSVectorBase< R >::length2(), MSG_INFO3, IdxSet::size(), soplex::spxAbs(), SPxSolver::spxout, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::type(), SSVectorBase< R >::values(), and SPxSteepPR::workVec.

Referenced by SPxSteepPR::clone().

◆ load()

void load ( SPxSolver * base )

virtual

sets the solver

Reimplemented from SPxPricer.

Definition at line 39 of file spxsteeppr.cpp.

References SSVectorBase< R >::clear(), SPxSolver::dim(), SSVectorBase< R >::reDim(), SPxPricer::thesolver, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::clone(), SPxHybridPR::load(), and SPxAutoPR::load().

◆ operator=()

SPxSteepPR& operator= ( const SPxSteepPR & rhs )

assignment operator

Definition at line 141 of file spxsteeppr.h.

References SPxSteepPR::isConsistent(), SPxPricer::operator=(), SPxSteepPR::pi_p, SPxSteepPR::refined, SPxSteepPR::setup, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepExPR::operator=().

◆ removedCoVec()

void removedCoVec ( int i )

virtual

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

Reimplemented from SPxPricer.

Definition at line 986 of file spxsteeppr.cpp.

References SPxPricer::coWeights, VectorBase< R >::dim(), SPxSolver::dim(), DVectorBase< R >::reDim(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::clone().

◆ removedCoVecs()

void removedCoVecs ( const int perm[] )

virtual

n covectors have been removed from loaded LP.

Definition at line 993 of file spxsteeppr.cpp.

References SPxPricer::coWeights, VectorBase< R >::dim(), SPxSolver::dim(), DVectorBase< R >::reDim(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::clone().

◆ removedVec()

void removedVec ( int i )

virtual

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

Reimplemented from SPxPricer.

Definition at line 963 of file spxsteeppr.cpp.

References SPxSolver::coDim(), VectorBase< R >::dim(), DVectorBase< R >::reDim(), SPxPricer::thesolver, and SPxPricer::weights.

Referenced by SPxSteepPR::clone().

◆ removedVecs()

void removedVecs ( const int perm[] )

virtual

n vectors have been removed from loaded LP.

Definition at line 970 of file spxsteeppr.cpp.

References SPxSolver::coDim(), VectorBase< R >::dim(), SPxSolver::ENTER, DVectorBase< R >::reDim(), SPxPricer::thesolver, SPxSolver::type(), and SPxPricer::weights.

Referenced by SPxSteepPR::clone().

◆ selectEnter()

SPxId selectEnter ( )

virtual

Implements SPxPricer.

Definition at line 609 of file spxsteeppr.cpp.

References SPxSolver::basis(), UpdateVector::delta(), SPxSolver::fVec(), SPxSteepPR::isConsistent(), SPxId::isValid(), SSVectorBase< R >::length2(), MSG_INFO3, SPxSteepPR::pi_p, SPxSteepPR::refined, SPxSteepPR::selectEnterX(), SPxSolver::setup4coSolve(), SSVectorBase< R >::setup_and_assign(), SPxBasis::solve4update(), SPxSolver::spxout, STEEP_REFINETOL, SPxPricer::theeps, SPxPricer::thesolver, SPxSolver::vector(), SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::clone().

◆ selectEnterDenseCoDim()

SPxId selectEnterDenseCoDim	(	Real &	best,
		Real	tol
	)

private

implementation of selectEnter() in dense case

Definition at line 917 of file spxsteeppr.cpp.

References SPxSolver::coDim(), soplex::computePrice(), VectorBase< R >::get_const_ptr(), SPxSolver::id(), SPxSolver::test(), SPxPricer::thesolver, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

◆ selectEnterDenseDim()

SPxId selectEnterDenseDim	(	Real &	best,
		Real	tol
	)

private

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

Definition at line 893 of file spxsteeppr.cpp.

References SPxSolver::coId(), soplex::computePrice(), SPxSolver::coTest(), SPxPricer::coWeights, SPxSolver::dim(), VectorBase< R >::get_const_ptr(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

◆ selectEnterHyperCoDim()

SPxId selectEnterHyperCoDim	(	Real &	best,
		Real	feastol
	)

private

implementation of hyper sparse pricing in the entering Simplex

Definition at line 752 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), SPxSteepPR::bestPricesCo, soplex::computePrice(), VectorBase< R >::get_const_ptr(), SPxSolver::id(), IdxSet::index(), soplex::infinity, SPxSolver::isInfeasibleCo, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxSolver::test(), SPxPricer::thesolver, SPxSolver::updateViolsCo, SPxPricer::VIOLATED, SPxPricer::VIOLATED_AND_CHECKED, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

◆ selectEnterHyperDim()

SPxId selectEnterHyperDim	(	Real &	best,
		Real	feastol
	)

private

implementation of hyper sparse pricing in the entering Simplex

Definition at line 675 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), SPxSteepPR::bestPrices, SPxSolver::coId(), soplex::computePrice(), SPxSolver::coTest(), SPxPricer::coWeights, VectorBase< R >::get_const_ptr(), IdxSet::index(), soplex::infinity, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::updateViols, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectEnterX().

◆ selectEnterSparseCoDim()

SPxId selectEnterSparseCoDim	(	Real &	best,
		Real	tol
	)

private

implementation of sparse pricing for the entering Simplex

Definition at line 861 of file spxsteeppr.cpp.

References soplex::computePrice(), VectorBase< R >::get_const_ptr(), SPxSolver::id(), IdxSet::index(), SPxSolver::infeasibilitiesCo, SPxSolver::isInfeasibleCo, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxSolver::test(), SPxPricer::thesolver, and SPxPricer::weights.

Referenced by SPxSteepPR::selectEnterX().

◆ selectEnterSparseDim()

SPxId selectEnterSparseDim	(	Real &	best,
		Real	tol
	)

private

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

Definition at line 829 of file spxsteeppr.cpp.

References SPxSolver::coId(), soplex::computePrice(), SPxSolver::coTest(), SPxPricer::coWeights, VectorBase< R >::get_const_ptr(), IdxSet::index(), SPxSolver::infeasibilities, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnterX().

◆ selectEnterX()

SPxId selectEnterX ( Real tol )

private

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

Definition at line 639 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSteepPR::bestPrices, SPxSteepPR::bestPricesCo, SPxSteepPR::buildBestPriceVectorEnterCoDim(), SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSolver::hyperPricingEnter, soplex::infinity, SPxId::isValid(), SPxBasis::lastUpdate(), SPxSteepPR::refined, SPxSteepPR::selectEnterDenseCoDim(), SPxSteepPR::selectEnterDenseDim(), SPxSteepPR::selectEnterHyperCoDim(), SPxSteepPR::selectEnterHyperDim(), SPxSteepPR::selectEnterSparseCoDim(), SPxSteepPR::selectEnterSparseDim(), IdxSet::size(), SPxSolver::sparsePricingEnter, SPxSolver::sparsePricingEnterCo, SPARSITY_TRADEOFF, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectEnter().

◆ selectLeave()

int selectLeave ( )

virtual

◆ selectLeaveHyper()

int selectLeaveHyper ( Real tol )

private

implementation of hyper sparse pricing in the leaving Simplex

Definition at line 368 of file spxsteeppr.cpp.

References DIdxSet::addIdx(), SPxSteepPR::bestPrices, soplex::computePrice(), SPxPricer::coWeights, SPxSolver::fTest(), VectorBase< R >::get_const_ptr(), IdxSet::index(), soplex::infinity, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxPricer::thesolver, SPxSolver::updateViols, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectLeave().

◆ selectLeaveSparse()

int selectLeaveSparse ( Real tol )

private

implementation of sparse pricing in the leaving Simplex

Definition at line 333 of file spxsteeppr.cpp.

References soplex::computePrice(), SPxPricer::coWeights, SPxSolver::fTest(), VectorBase< R >::get_const_ptr(), IdxSet::index(), SPxSolver::infeasibilities, soplex::infinity, SPxSolver::isInfeasible, SPxPricer::NOT_VIOLATED, IdxSet::remove(), IdxSet::size(), SPxPricer::thesolver, SPxPricer::VIOLATED, and SPxPricer::VIOLATED_AND_CHECKED.

Referenced by SPxSteepPR::selectLeave().

◆ selectLeaveX()

int selectLeaveX ( Real tol )

private

implementation of full pricing

Definition at line 306 of file spxsteeppr.cpp.

References soplex::computePrice(), SPxPricer::coWeights, SPxSolver::dim(), SPxSolver::fTest(), VectorBase< R >::get_const_ptr(), soplex::infinity, and SPxPricer::thesolver.

Referenced by SPxSteepPR::selectLeave().

◆ setRep()

void setRep ( SPxSolver::Representation rep )

virtual

set row/column representation

Reimplemented from SPxPricer.

Definition at line 159 of file spxsteeppr.cpp.

References SSVectorBase< R >::clear(), SPxPricer::coWeights, SSVectorBase< R >::dim(), SPxSolver::dim(), SSVectorBase< R >::reDim(), SPxPricer::thesolver, SPxPricer::weights, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::clone(), SPxHybridPR::setRep(), and SPxAutoPR::setRep().

◆ setType()

void setType ( SPxSolver::Type type )

virtual

set entering/leaving algorithm

Reimplemented from SPxPricer.

Definition at line 52 of file spxsteeppr.cpp.

References SPxSteepPR::bestPrices, SPxSteepPR::bestPricesCo, IdxSet::clear(), SSVectorBase< R >::clear(), SPxSolver::coDim(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::hyperPricingEnter, SPxSolver::hyperPricingLeave, SPxSolver::LEAVE, SPxSteepPR::prices, SPxSteepPR::pricesCo, SPxSteepPR::refined, DataArray< T >::reMax(), SSVectorBase< R >::setEpsilon(), DIdxSet::setMax(), SPxSteepPR::setupWeights(), SPxSolver::sparsePricingEnter, SPxSolver::sparsePricingEnterCo, SPxSolver::sparsePricingLeave, SPxPricer::thesolver, SPxSteepPR::workRhs, and SPxSteepPR::workVec.

Referenced by SPxSteepPR::clone().

◆ setupWeights()

void setupWeights ( SPxSolver::Type type )

setup steepest edge weights

Definition at line 83 of file spxsteeppr.cpp.

References SPxSolver::basis(), SPxSolver::coDim(), SPxBasis::coSolve(), SPxPricer::coWeights, SPxSteepPR::DEFAULT, VectorBase< R >::dim(), SPxSolver::dim(), SPxSolver::ENTER, SPxSolver::epsilon(), SPxSolver::LEAVE, VectorBase< R >::length2(), SVectorBase< R >::length2(), MSG_INFO1, DVectorBase< R >::reDim(), SPxSteepPR::setup, SPxSolver::spxout, SPxPricer::thesolver, SPxSolver::unitVector(), SPxSolver::vector(), SPxPricer::weights, and SPxPricer::weightsAreSetup.

Referenced by SPxSteepPR::setType().

Member Data Documentation

◆ bestPrices

DIdxSet bestPrices

private

array of best pricing candidates

Definition at line 75 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSteepPR::buildBestPriceVectorLeave(), SPxSteepPR::selectEnterHyperDim(), SPxSteepPR::selectEnterX(), SPxSteepPR::selectLeave(), SPxSteepPR::selectLeaveHyper(), and SPxSteepPR::setType().

◆ bestPricesCo

DIdxSet bestPricesCo

private

array of best pricing candidates

Definition at line 77 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterCoDim(), SPxSteepPR::selectEnterHyperCoDim(), SPxSteepPR::selectEnterX(), and SPxSteepPR::setType().

◆ pi_p

Real pi_p

private

Definition at line 79 of file spxsteeppr.h.

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

◆ prices

DataArray<IdxElement> prices

private

temporary array of precomputed pricing values

Definition at line 71 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterDim(), SPxSteepPR::buildBestPriceVectorLeave(), and SPxSteepPR::setType().

◆ pricesCo

DataArray<IdxElement> pricesCo

private

temporary array of precomputed pricing values

Definition at line 73 of file spxsteeppr.h.

Referenced by SPxSteepPR::buildBestPriceVectorEnterCoDim(), and SPxSteepPR::setType().

◆ refined

bool refined

private

has a refinement step already been tried?

Definition at line 83 of file spxsteeppr.h.

Referenced by SPxSteepPR::operator=(), SPxSteepPR::selectEnter(), SPxSteepPR::selectEnterX(), SPxSteepPR::selectLeave(), and SPxSteepPR::setType().

◆ setup

Setup setup

private

setup type.

Definition at line 81 of file spxsteeppr.h.

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

◆ workRhs

SSVector workRhs

private

working vector

Definition at line 69 of file spxsteeppr.h.

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

◆ workVec

SSVector workVec

private

working vector

Definition at line 67 of file spxsteeppr.h.

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

SoPlex

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ Setup

Constructor & Destructor Documentation

◆ SPxSteepPR() [1/2]

◆ SPxSteepPR() [2/2]

◆ ~SPxSteepPR()

Member Function Documentation

◆ addedCoVecs()

◆ addedVecs()

◆ buildBestPriceVectorEnterCoDim()

◆ buildBestPriceVectorEnterDim()

◆ buildBestPriceVectorLeave()

◆ clear()

◆ clone()

◆ entered4()

◆ isConsistent()

◆ left4()

◆ load()

◆ operator=()

◆ removedCoVec()

◆ removedCoVecs()

◆ removedVec()

◆ removedVecs()

◆ selectEnter()

◆ selectEnterDenseCoDim()

◆ selectEnterDenseDim()

◆ selectEnterHyperCoDim()

◆ selectEnterHyperDim()

◆ selectEnterSparseCoDim()

◆ selectEnterSparseDim()

◆ selectEnterX()

◆ selectLeave()

◆ selectLeaveHyper()

◆ selectLeaveSparse()

◆ selectLeaveX()

◆ setRep()

◆ setType()

◆ setupWeights()

Member Data Documentation

◆ bestPrices

◆ bestPricesCo

◆ pi_p

◆ prices

◆ pricesCo

◆ refined

◆ setup

◆ workRhs

◆ workVec