Bound flipping ratio test ("long step dual") for SoPlex.Class SPxBoundFlippingRT provides an implementation of the bound flipping ratio test as a derived class of SPxRatioTester. Dual step length is increased beyond some breakpoints and corresponding primal nonbasic variables are set to their other bound to handle the resulting dual infeasibility. More...

#include <spxboundflippingrt.h>

Classes
struct	Breakpoint

struct	BreakpointCompare

Public Member Functions
Construction / destruction
	SPxBoundFlippingRT ()
	default constructor More...

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

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

virtual	~SPxBoundFlippingRT ()
	destructor More...

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

Select enter/leave
virtual int	selectLeave (Real &val, Real enterTest, bool polish=false)

virtual SPxId	selectEnter (Real &val, int leaveIdx, bool polish=false)

void	useBoundFlips (bool bf)

void	useBoundFlipsRow (bool bf)

Public Member Functions inherited from SPxFastRT
	SPxFastRT ()
	default constructor More...

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

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

	SPxFastRT (const char *name)
	bound flipping constructor More...

virtual	~SPxFastRT ()
	destructor More...

virtual void	load (SPxSolver *solver)

virtual void	setType (SPxSolver::Type type)

virtual void	setDelta (Real newDelta)

virtual Real	getDelta ()

Public Member Functions inherited from SPxRatioTester
virtual const char *	getName () const
	get name of ratio tester. More...

virtual void	clear ()
	unloads LP. More...

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

	SPxRatioTester (const char *name)
	default constructor More...

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

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

virtual	~SPxRatioTester ()
	destructor. More...

Private Types
substructures
enum	BreakpointSource { FVEC = -1, PVEC = 0, COPVEC = 1 }

Private Member Functions
void	collectBreakpointsMax (int &nBp, int &minIdx, const int idx, int nnz, const Real upd, const Real vec, const Real upp, const Real *low, BreakpointSource src)

void	collectBreakpointsMin (int &nBp, int &minIdx, const int idx, int nnz, const Real upd, const Real vec, const Real upp, const Real *low, BreakpointSource src)

bool	getData (Real &val, SPxId &enterId, int idx, Real stab, Real degeneps, const Real upd, const Real vec, const Real low, const Real upp, BreakpointSource src, Real max)

bool	getData (Real &val, int &leaveIdx, int idx, Real stab, Real degeneps, const Real upd, const Real vec, const Real low, const Real upp, BreakpointSource src, Real max)

void	flipAndUpdate (int &usedBp)

Static Private Member Functions
static bool	isSmaller (Breakpoint x, Breakpoint y)

Private Attributes
Data
bool	enableBoundFlips

bool	enableRowBoundFlips

Real	flipPotential

int	relax_count

DataArray< Breakpoint >	breakpoints

SSVector	updPrimRhs

SSVector	updPrimVec

Additional Inherited Members
Protected Member Functions inherited from SPxFastRT
void	resetTols ()
	resets tolerances (epsilon). More...

void	relax ()
	relaxes stability requirements. More...

void	tighten ()
	tightens stability requirements. More...

Real	minStability (Real maxabs)
	Compute stability requirement. More...

int	maxDelta (Real &val, Real &maxabs, UpdateVector &update, const Vector &lowBound, const Vector &upBound, int start, int incr) const
	Max phase 1 value. More...

int	maxDelta (Real &val, Real &maxabs)

SPxId	maxDelta (int &nr, Real &val, Real &maxabs)

int	minDelta (Real &val, Real &maxabs, UpdateVector &update, const Vector &lowBound, const Vector &upBound, int start, int incr) const
	Min phase 1 value. More...

int	minDelta (Real &val, Real &maxabs)

SPxId	minDelta (int &nr, Real &val, Real &maxabs)

int	maxSelect (Real &val, Real &stab, Real &best, Real &bestDelta, Real max, const UpdateVector &upd, const Vector &low, const Vector &up, int start=0, int incr=1) const
	selects stable index for maximizing ratio test. More...

int	maxSelect (Real &val, Real &stab, Real &bestDelta, Real max)

SPxId	maxSelect (int &nr, Real &val, Real &stab, Real &bestDelta, Real max)

int	minSelect (Real &val, Real &stab, Real &best, Real &bestDelta, Real max, const UpdateVector &upd, const Vector &low, const Vector &up, int start=0, int incr=1) const
	selects stable index for minimizing ratio test. More...

int	minSelect (Real &val, Real &stab, Real &bestDelta, Real max)

SPxId	minSelect (int &nr, Real &val, Real &stab, Real &bestDelta, Real max)

bool	minShortLeave (Real &sel, int leave, Real maxabs)
	tests for stop after phase 1. More...

bool	maxShortLeave (Real &sel, int leave, Real maxabs)

bool	minReLeave (Real &sel, int leave, Real maxabs, bool polish=false)
	numerical stability tests. More...

bool	maxReLeave (Real &sel, int leave, Real maxabs, bool polish=false)

bool	minReEnter (Real &sel, Real maxabs, const SPxId &id, int nr, bool polish=false)
	numerical stability check. More...

bool	maxReEnter (Real &sel, Real maxabs, const SPxId &id, int nr, bool polish=false)

bool	shortEnter (const SPxId &enterId, int nr, Real max, Real maxabs) const
	Tests and returns whether a shortcut after phase 1 is feasible for the selected enter pivot. More...

Protected Attributes inherited from SPxFastRT
Real	minStab
	parameter for computing minimum stability requirement More...

Real	epsilon
	\|value\| < epsilon is considered 0. More...

Real	fastDelta
	currently allowed infeasibility. More...

bool	iscoid
	flag used in methods minSelect/maxSelect to retrieve correct basis status More...

Protected Attributes inherited from SPxRatioTester
SPxSolver *	thesolver
	the solver More...

const char *	m_name
	name of the ratio tester More...

SPxSolver::Type	m_type
	internal storage of type More...

Real	delta
	allowed bound violation More...

Detailed Description

Bound flipping ratio test ("long step dual") for SoPlex.

Class SPxBoundFlippingRT provides an implementation of the bound flipping ratio test as a derived class of SPxRatioTester. Dual step length is increased beyond some breakpoints and corresponding primal nonbasic variables are set to their other bound to handle the resulting dual infeasibility.

The implementation mostly follows the papers

I. Maros, "A generalized dual phase-2 simplex algorithm", European Journal of Operational Research Vol 149, Issue 1, pp. 1-16, 2003
A. Koberstein, "Progress in the dual simplex algorithm for solving large scale LP problems: techniques for a fast and stable implementation", Computational Optimization and Applications Vol 41, Nr 2, pp. 185-204, 2008

See SPxRatioTester for a class documentation.

Definition at line 51 of file spxboundflippingrt.h.

Member Enumeration Documentation

◆ BreakpointSource

enum BreakpointSource

private

enumerator to remember which vector we have been searching to find a breakpoint

Enumerator
FVEC
PVEC
COPVEC

Definition at line 58 of file spxboundflippingrt.h.

Constructor & Destructor Documentation

◆ SPxBoundFlippingRT() [1/2]

SPxBoundFlippingRT ( )

default constructor

Definition at line 189 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::clone().

◆ SPxBoundFlippingRT() [2/2]

SPxBoundFlippingRT ( const SPxBoundFlippingRT & old )

copy constructor

Definition at line 200 of file spxboundflippingrt.h.

◆ ~SPxBoundFlippingRT()

virtual ~SPxBoundFlippingRT ( )

virtual

destructor

Definition at line 225 of file spxboundflippingrt.h.

Member Function Documentation

◆ clone()

virtual SPxRatioTester* clone ( ) const

virtual

clone function for polymorphism

Reimplemented from SPxFastRT.

Definition at line 228 of file spxboundflippingrt.h.

References SPxBoundFlippingRT::selectEnter(), SPxBoundFlippingRT::selectLeave(), SPxBoundFlippingRT::SPxBoundFlippingRT(), and SPxBoundFlippingRT::Breakpoint::val.

◆ collectBreakpointsMax()

void collectBreakpointsMax	(	int &	nBp,
		int &	minIdx,
		const int *	idx,
		int	nnz,
		const Real *	upd,
		const Real *	vec,
		const Real *	upp,
		const Real *	low,
		BreakpointSource	src
	)

private

store all available pivots/breakpoints in an array (positive pivot search direction)

Parameters

nBp	number of found breakpoints so far
minIdx	index to current minimal breakpoint
idx	pointer to indices of current vector
nnz	number of nonzeros in current vector
upd	pointer to update values of current vector
vec	pointer to values of current vector
upp	pointer to upper bound/rhs of current vector
low	pointer to lower bound/lhs of current vector
src	type of vector (pVec or coPvec)

Definition at line 299 of file spxboundflippingrt.cpp.

References SPxBoundFlippingRT::breakpoints, SPxFastRT::epsilon, SPxFastRT::fastDelta, and soplex::infinity.

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

◆ collectBreakpointsMin()

void collectBreakpointsMin	(	int &	nBp,
		int &	minIdx,
		const int *	idx,
		int	nnz,
		const Real *	upd,
		const Real *	vec,
		const Real *	upp,
		const Real *	low,
		BreakpointSource	src
	)

private

store all available pivots/breakpoints in an array (negative pivot search direction)

Parameters

nBp	number of found breakpoints so far
minIdx	index to current minimal breakpoint
idx	pointer to indices of current vector
nnz	number of nonzeros in current vector
upd	pointer to update values of current vector
vec	pointer to values of current vector
upp	pointer to upper bound/rhs of current vector
low	pointer to lower bound/lhs of current vector
src	type of vector (pVec or coPvec)

Definition at line 375 of file spxboundflippingrt.cpp.

References SPxBoundFlippingRT::breakpoints, SPxFastRT::epsilon, SPxFastRT::fastDelta, and soplex::infinity.

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

◆ flipAndUpdate()

void flipAndUpdate ( int & nflips )

private

perform necessary bound flips to restore dual feasibility

Parameters

nflips number of bounds that should be flipped

Definition at line 33 of file spxboundflippingrt.cpp.

References SSVectorBase< R >::add(), SPxBasis::baseId(), SPxSolver::basis(), SPxBoundFlippingRT::breakpoints, SSVectorBase< R >::clear(), SPxBasis::Desc::colStatus(), SPxSolver::COLUMN, SPxBoundFlippingRT::COPVEC, SPxSolver::coPvec(), SPxBasis::Desc::coStatus(), UpdateVector::delta(), SPxBasis::desc(), SPxSolver::dim(), SPxSolver::ENTER, SPxBoundFlippingRT::FVEC, SPxSolver::fVec(), soplex::infinity, SPxSolver::LEAVE, SPxLPBase< R >::lhs(), SPxLPBase< R >::lower(), SPxRatioTester::m_type, MSG_DEBUG, MSG_WARNING, SSVectorBase< R >::multAdd(), SPxLPBase< R >::number(), SPxBasis::Desc::P_ON_LOWER, SPxBasis::Desc::P_ON_UPPER, SPxBoundFlippingRT::PVEC, SPxSolver::pVec(), SSVectorBase< R >::reDim(), SPxSolver::rep(), SPxLPBase< R >::rhs(), SPxSolver::ROW, SPxBasis::Desc::rowStatus(), SSVectorBase< R >::setup(), SPxSolver::setup4coSolve2(), SPxSolver::setup4solve2(), SSVectorBase< R >::setValue(), soplex::spxAbs(), SPxSolver::spxout, SPxBasis::Desc::status(), SPxSolver::theCoLbound, SPxSolver::theCoPrhs, SPxSolver::theCoUbound, SPxSolver::theFrhs, SPxSolver::theLBbound, SPxSolver::theLbound, SPxSolver::theLCbound, SPxSolver::theLRbound, SPxRatioTester::thesolver, SPxSolver::theUBbound, SPxSolver::theUbound, SPxSolver::theUCbound, SPxSolver::theURbound, SPxSolver::updateNonbasicValue(), SPxBoundFlippingRT::updPrimRhs, SPxBoundFlippingRT::updPrimVec, SPxLPBase< R >::upper(), and SPxSolver::vector().

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

◆ getData() [1/2]

bool getData	(	Real &	val,
		SPxId &	enterId,
		int	idx,
		Real	stab,
		Real	degeneps,
		const Real *	upd,
		const Real *	vec,
		const Real *	low,
		const Real *	upp,
		BreakpointSource	src,
		Real	max
	)

private

get values for entering index and perform shifts if necessary

Definition at line 452 of file spxboundflippingrt.cpp.

References SPxSolver::coId(), SPxSolver::coPvec(), SPxSolver::id(), SPxSolver::lcBound(), SPxSolver::lpBound(), SPxBoundFlippingRT::PVEC, SPxSolver::pVec(), SPxSolver::shiftLCbound(), SPxSolver::shiftLPbound(), SPxSolver::shiftUCbound(), SPxSolver::shiftUPbound(), soplex::spxAbs(), SPxSolver::theShift, SPxRatioTester::thesolver, SPxSolver::ucBound(), SPxSolver::upBound(), and SPxSolver::vector().

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

◆ getData() [2/2]

bool getData	(	Real &	val,
		int &	leaveIdx,
		int	idx,
		Real	stab,
		Real	degeneps,
		const Real *	upd,
		const Real *	vec,
		const Real *	low,
		const Real *	upp,
		BreakpointSource	src,
		Real	max
	)

private

get values for leaving index and perform shifts if necessary

Definition at line 541 of file spxboundflippingrt.cpp.

References SPxBasis::baseId(), SPxBasis::Desc::D_ON_BOTH, SPxBasis::dualStatus(), SPxBoundFlippingRT::FVEC, SPxSolver::shiftLBbound(), SPxSolver::shiftUBbound(), soplex::spxAbs(), and SPxRatioTester::thesolver.

◆ isSmaller()

static bool isSmaller	(	Breakpoint	x,
		Breakpoint	y
	)

staticprivate

comparison method for breakpoints

Definition at line 175 of file spxboundflippingrt.h.

References soplex::spxAbs(), and SPxBoundFlippingRT::Breakpoint::val.

◆ operator=()

SPxBoundFlippingRT& operator= ( const SPxBoundFlippingRT & rhs )

assignment operator

Definition at line 211 of file spxboundflippingrt.h.

References SPxBoundFlippingRT::enableBoundFlips, SPxBoundFlippingRT::enableRowBoundFlips, SPxBoundFlippingRT::flipPotential, and SPxFastRT::operator=().

◆ selectEnter()

SPxId selectEnter	(	Real &	val,
		int	leaveIdx,
		bool	polish = `false`
	)

virtual

determine entering row/column

Reimplemented from SPxFastRT.

Definition at line 592 of file spxboundflippingrt.cpp.

References SPxSolver::basis(), SPxSolver::boundflips, SPxBoundFlippingRT::breakpoints, SSVectorBase< R >::clearIdx(), SPxBoundFlippingRT::collectBreakpointsMax(), SPxBoundFlippingRT::collectBreakpointsMin(), SPxBoundFlippingRT::COPVEC, SPxSolver::coPvec(), SPxRatioTester::delta, UpdateVector::delta(), SPxBoundFlippingRT::enableBoundFlips, SPxBoundFlippingRT::BreakpointCompare::entry, SPxFastRT::fastDelta, SPxBoundFlippingRT::flipAndUpdate(), SPxBoundFlippingRT::flipPotential, SPxSolver::fTest(), VectorBase< R >::get_const_ptr(), SPxBoundFlippingRT::getData(), SSVectorBase< R >::indexMem(), SPxSolver::instableLeave, SPxSolver::instableLeaveNum, SPxSolver::instableLeaveVal, SPxSolver::isBasic(), SPxSolver::isCoBasic(), SPxId::isValid(), SPxBasis::iteration(), SPxSolver::lcBound(), SPxSolver::LEAVE, SPxSolver::leaveCount, SPxLPBase< R >::lhs(), LONGSTEP_FREQ, SPxLPBase< R >::lower(), LOWSTAB, SPxSolver::lpBound(), SPxRatioTester::m_type, MAX_RELAX_COUNT, SPxFastRT::minStability(), MSG_DEBUG, SPxBoundFlippingRT::PVEC, SPxSolver::pVec(), SPxFastRT::relax(), SPxBoundFlippingRT::relax_count, SPxSolver::rep(), SPxFastRT::resetTols(), SPxLPBase< R >::rhs(), SPxSolver::ROW, SPxFastRT::selectEnter(), SSVectorBase< R >::size(), soplex::spxAbs(), soplex::SPxQuicksortPart(), SPxRatioTester::thesolver, SPxFastRT::tighten(), SPxSolver::ucBound(), SPxSolver::upBound(), SPxLPBase< R >::upper(), SSVectorBase< R >::values(), and SPxSolver::vector().

Referenced by SPxBoundFlippingRT::clone().

◆ selectLeave()

int selectLeave	(	Real &	val,
		Real	enterTest,
		bool	polish = `false`
	)

virtual

determine leaving row/column

< pointer to values of current vector

< pointer to update values of current vector

< pointer to indices of current vector

< number of nonzeros in update vector

< pointer to lower bound/lhs of current vector

< pointer to upper bound/rhs of current vector

Reimplemented from SPxFastRT.

Definition at line 956 of file spxboundflippingrt.cpp.

Referenced by SPxBoundFlippingRT::clone().

◆ useBoundFlips()

void useBoundFlips ( bool bf )

Definition at line 250 of file spxboundflippingrt.h.

◆ useBoundFlipsRow()

void useBoundFlipsRow ( bool bf )

Definition at line 255 of file spxboundflippingrt.h.

Referenced by SoPlex::setBoolParam().

Member Data Documentation

◆ breakpoints

DataArray<Breakpoint> breakpoints

private

array of breakpoints

Definition at line 106 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::collectBreakpointsMax(), SPxBoundFlippingRT::collectBreakpointsMin(), SPxBoundFlippingRT::flipAndUpdate(), SPxBoundFlippingRT::selectEnter(), and SPxBoundFlippingRT::selectLeave().

◆ enableBoundFlips

bool enableBoundFlips

private

enable or disable long steps in BoundFlippingRT

Definition at line 101 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::operator=(), SPxBoundFlippingRT::selectEnter(), and SPxBoundFlippingRT::selectLeave().

◆ enableRowBoundFlips

bool enableRowBoundFlips

private

enable bound flips also for row representation

Definition at line 102 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::operator=(), and SPxBoundFlippingRT::selectLeave().

◆ flipPotential

Real flipPotential

private

tracks bound flip history and decides which ratio test to use

Definition at line 104 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::operator=(), SPxBoundFlippingRT::selectEnter(), and SPxBoundFlippingRT::selectLeave().

◆ relax_count

int relax_count

private

count rounds of ratio test

Definition at line 105 of file spxboundflippingrt.h.

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

◆ updPrimRhs

SSVector updPrimRhs

private

right hand side vector of additional system to be solved after the ratio test

Definition at line 108 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::flipAndUpdate().

◆ updPrimVec

SSVector updPrimVec

private

allocation of memory for additional solution vector

Definition at line 110 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT::flipAndUpdate().

SoPlex

Classes

Public Member Functions

Private Types

Private Member Functions

Static Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ BreakpointSource

Constructor & Destructor Documentation

◆ SPxBoundFlippingRT() [1/2]

◆ SPxBoundFlippingRT() [2/2]

◆ ~SPxBoundFlippingRT()

Member Function Documentation

◆ clone()

◆ collectBreakpointsMax()

◆ collectBreakpointsMin()

◆ flipAndUpdate()

◆ getData() [1/2]

◆ getData() [2/2]

◆ isSmaller()

◆ operator=()

◆ selectEnter()

◆ selectLeave()

◆ useBoundFlips()

◆ useBoundFlipsRow()

Member Data Documentation

◆ breakpoints

◆ enableBoundFlips

◆ enableRowBoundFlips

◆ flipPotential

◆ relax_count

◆ updPrimRhs

◆ updPrimVec