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>

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

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

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

virtual	~SPxWeightPR ()
	destructor More...

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

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

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

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

virtual int	selectLeave ()

virtual SPxId	selectEnter ()

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

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

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

Consistency check
virtual bool	isConsistent () const
	checks for consistency More...

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

virtual void	clear ()
	unloads LP. 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	left4 (int, SPxId)
	performs leaving pivot. More...

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

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

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

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

Private Attributes
Data
DVector	cPenalty
	column penalties More...

DVector	rPenalty
	row penalties More...

DVector	leavePenalty
	penalties for leaving alg More...

const Real *	penalty

const Real *	coPenalty

Real	objlength
	length of objective vector. More...

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

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...

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() [1/2]

SPxWeightPR ( )

default constructor

Definition at line 79 of file spxweightpr.h.

Referenced by SPxWeightPR::clone().

◆ SPxWeightPR() [2/2]

SPxWeightPR ( const SPxWeightPR & old )

copy constructor

Definition at line 86 of file spxweightpr.h.

References SPxWeightPR::cPenalty, VectorBase< R >::get_const_ptr(), SPxWeightPR::penalty, and SPxWeightPR::rPenalty.

◆ ~SPxWeightPR()

virtual ~SPxWeightPR ( )

virtual

destructor

Definition at line 136 of file spxweightpr.h.

Member Function Documentation

◆ addedCoVecs()

void addedCoVecs ( int n )

virtual

n covectors have been added to the loaded LP.

Reimplemented from SPxPricer.

Definition at line 261 of file spxweightpr.cpp.

References SPxSolver::COLUMN, SPxWeightPR::computeCP(), SPxWeightPR::computeLeavePenalty(), SPxWeightPR::computeRP(), SPxWeightPR::cPenalty, VectorBase< R >::dim(), SPxSolver::LEAVE, SPxWeightPR::leavePenalty, DVectorBase< R >::reDim(), SPxWeightPR::rPenalty, and SPxPricer::solver().

Referenced by SPxWeightPR::clone().

◆ addedVecs()

void addedVecs ( int n )

virtual

n vectors have been added to the loaded LP.

Reimplemented from SPxPricer.

Definition at line 238 of file spxweightpr.cpp.

References SPxWeightPR::computeCP(), SPxWeightPR::computeLeavePenalty(), SPxWeightPR::computeRP(), SPxWeightPR::cPenalty, VectorBase< R >::dim(), SPxSolver::LEAVE, SPxWeightPR::leavePenalty, DVectorBase< R >::reDim(), SPxSolver::ROW, SPxWeightPR::rPenalty, and SPxPricer::solver().

Referenced by SPxWeightPR::clone().

◆ clone()

virtual SPxPricer* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer.

Definition at line 139 of file spxweightpr.h.

References SPxWeightPR::addedCoVecs(), SPxWeightPR::addedVecs(), SPxWeightPR::isConsistent(), SPxWeightPR::load(), SPxWeightPR::removedCoVec(), SPxWeightPR::removedCoVecs(), SPxWeightPR::removedVec(), SPxWeightPR::removedVecs(), SPxWeightPR::selectEnter(), SPxWeightPR::selectLeave(), SPxWeightPR::setRep(), SPxWeightPR::setType(), and SPxWeightPR::SPxWeightPR().

◆ computeCP()

void computeCP	(	int	start,
		int	end
	)

private

compute weights for columns.

Definition at line 80 of file spxweightpr.cpp.

References ASSERT_WARN, SPxWeightPR::cPenalty, SPxPricer::epsilon(), SPxLPBase< R >::maxObj(), SPxWeightPR::objlength, and SPxPricer::solver().

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

◆ computeLeavePenalty()

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, SPxLPBase< R >::number(), SPxId::ROW_ID, SPxWeightPR::rPenalty, SPxPricer::solver(), and SPxPricer::thesolver.

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

◆ computeRP()

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 63 of file spxweightpr.cpp.

References ASSERT_WARN, SPxPricer::epsilon(), SPxLPBase< R >::maxObj(), SPxWeightPR::objlength, SPxLPBase< R >::rowVector(), SPxWeightPR::rPenalty, and SPxPricer::solver().

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