spxpricer.h

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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */
/*                                                                           */
/*                  This file is part of the class library                   */
/*       SoPlex --- the Sequential object-oriented simPlex.                  */
/*                                                                           */
/*    Copyright (C) 1996-2019 Konrad-Zuse-Zentrum                            */
/*                            fuer Informationstechnik Berlin                */
/*                                                                           */
/*  SoPlex is distributed under the terms of the ZIB Academic Licence.       */
/*                                                                           */
/*  You should have received a copy of the ZIB Academic License              */
/*  along with SoPlex; see the file COPYING. If not email to soplex@zib.de.  */
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/* * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * */


/**@file  spxpricer.h
 * @brief Abstract pricer base class.
 */
#ifndef _SPXPRICE_H_
#define _SPXPRICE_H_

#include <assert.h>

#include "soplex/spxdefines.h"
#include "soplex/spxsolver.h"
#include "soplex/sorter.h"

namespace soplex
{

/**@brief   Abstract pricer base class.
   @ingroup Algo

   Class SPxPricer is a pure virtual class defining the interface for pricer
   classes to be used by SoPlex. The pricer's task is to select a vector to
   enter or leave the simplex basis, depending on the chosen simplex type.

   An SPxPricer first #load%s the SoPlex object for which pricing is to
   be performed. Then, depending of the SPxSolver::Type, methods
   #selectEnter() and #entered4() (for entering Simplex) or #selectLeave()
   and #left4() (for leaving Simplex) are called by SoPlex. The SPxPricer
   object is informed of a change of the SPxSolver::Type by calling method
   #setType().
*/
class SPxPricer
{
protected:

   //-------------------------------------
   /**@name Data */
   //@{
   /// name of the pricer
   const char* m_name;
   /// the solver
   SPxSolver*  thesolver;
   /// violation bound
   Real        theeps;
   //@}


   struct IdxElement
   {
      int idx;
      Real val;
   };

   /// Compare class to sort idx/val pairs, used for hypersparse pricing leaving
   struct IdxCompare
   {
   public:
      /// constructor
      IdxCompare()
         : elements(0)
      {}

      const IdxElement*  elements;

      Real operator()(
         IdxElement      a,
         IdxElement      b
      ) const
      {
         return b.val - a.val;
      }
   };

   IdxCompare compare;

public:

   // violation types used for (hyper) sparse pricing
   enum ViolationType
   {
      NOT_VIOLATED         = 0,
      VIOLATED             = 1,
      VIOLATED_AND_CHECKED = 2
   };

   //-------------------------------------
   /**@name Initialization */
   //@{
   /// get name of pricer.
   virtual const char* getName() const
   {
      return m_name;
   }

   /// loads LP.
   /** Loads the solver and LP for which pricing steps are to be performed.
    */
   virtual void load(SPxSolver* p_solver)
   {
      thesolver = p_solver;
   }

   /// unloads LP.
   virtual void clear()
   {
      thesolver = 0;
   }

   /// returns loaded SPxSolver object.
   virtual SPxSolver* solver() const
   {
      return thesolver;
   }

   /// returns violation bound \ref soplex::SPxPricer::theeps "theeps".
   virtual Real epsilon() const
   {
      return theeps;
   }

   /// sets violation bound.
   /** Inequality violations are accepted, if their size is less than \p eps.
    */
   virtual void setEpsilon(Real eps)
   {
      assert(eps >= 0.0);

      theeps = eps;
   }

   /// sets pricing type.
   /** Informs pricer about (a change of) the loaded SoPlex's Type. In
       the sequel, only the corresponding select methods may be called.
    */
   virtual void setType(SPxSolver::Type)
   {
      thesolver->weights.reDim(0);
      thesolver->coWeights.reDim(0);
      thesolver->weightsAreSetup = false;
   }

   /// sets basis representation.
   /** Informs pricer about (a change of) the loaded SoPlex's
       Representation.
   */
   virtual void setRep(SPxSolver::Representation)
   {}
   //@}

   //-------------------------------------
   /**@name Pivoting */
   //@{
   /// returns selected index to leave basis.
   /** Selects the index of a vector to leave the basis. The selected index
       i, say, must be in the range 0 <= i < solver()->dim() and its
       tested value must fullfill solver()->test()[i] < -#epsilon().
    */
   virtual int selectLeave() = 0;

   /// performs leaving pivot.
   /** Method #left4() is called after each simplex iteration in LEAVE
       mode. It informs the SPxPricer that the \p n 'th variable has left
       the basis for \p id to come in at this position. When being called,
       all vectors of SoPlex involved in such an entering update are
       setup correctly and may be accessed via the corresponding methods
       (\ref SPxSolver::fVec() "fVec()", \ref SPxSolver::pVec() "pVec()",
       etc.). In general, argument \p n will be the one returned by the
       SPxPricer at the previous call to #selectLeave(). However, one can not
       rely on this.
    */
   virtual void left4(int /*n*/, SPxId /*id*/) {}

   /// selects Id to enter basis.
   /** Selects the SPxId of a vector to enter the basis. The selected
       id, must not represent a basic index (i.e. solver()->isBasic(id) must
       be false). However, the corresponding test value needs not to be less
       than -#epsilon(). If not, SoPlex will discard the pivot.

       Note:
       When method #selectEnter() is called by the loaded SoPlex
       object, all values from \ref SPxSolver::coTest() "coTest()" are
       up to date. However, whether the elements of
       \ref SPxSolver::test() "test()" are up to date depends on the
       SPxSolver::Pricing type.
    */
   virtual SPxId selectEnter() = 0;

   /// performs entering pivot.
   /** Method #entered4() is called after each simplex iteration in ENTER
       mode. It informs the SPxPricer that variable \p id has entered
       at the \p n 'th position. When being called, all vectors of SoPlex
       involved in such an entering update are setup correctly and may be
       accessed via the corresponding methods
       (\ref SPxSolver::fVec() "fVec()", \ref SPxSolver::pVec() "pVec()",
       etc.). In general, argument \p id will be the one returned by the
       SPxPricer at the previous call to #selectEnter(). However, one can not
       rely on this.
    */
   virtual void entered4(SPxId /*id*/, int /*n*/)
   {}
   //@}


   //-------------------------------------
   /**@name Extension */
   //@{
   /// \p n vectors have been added to loaded LP.
   virtual void addedVecs(int /*n*/)
   {}
   /// \p n covectors have been added to loaded LP.
   virtual void addedCoVecs(int /*n*/)
   {}
   //@}

   //-------------------------------------
   /**@name Shrinking */
   //@{
   /// vector \p i was removed from loaded LP.
   virtual void removedVec(int /*i*/)
   {}
   /// vectors given by \p perm have been removed from loaded LP.
   virtual void removedVecs(const int* /*perm*/)
   {}
   /// covector \p i was removed from loaded LP.
   virtual void removedCoVec(int /*i*/)
   {}
   /// covectors given by \p perm have been removed from loaded LP.
   virtual void removedCoVecs(const int* /*perm*/)
   {}
   //@}

   //-------------------------------------
   /**@name Debugging */
   //@{
   virtual bool isConsistent() const
   {
#ifdef ENABLE_CONSISTENCY_CHECKS
      return thesolver != 0;
#else
      return true;
#endif
   }
   //@}

   //-------------------------------------
   /**@name Constructors / Destructors */
   //@{
   /// constructor
   explicit SPxPricer(const char* p_name)
      : m_name(p_name)
      , thesolver(0)
      , theeps(0.0)
   {}

   /// copy constructor
   SPxPricer(const SPxPricer& old)
      : m_name(old.m_name)
      , thesolver(old.thesolver)
      , theeps(old.theeps)
   {}

   /// assignment operator
   SPxPricer& operator=(const SPxPricer& rhs)
   {
      if(this != &rhs)
      {
         m_name = rhs.m_name;
         thesolver = rhs.thesolver;
         theeps = rhs.theeps;
         assert(isConsistent());
      }

      return *this;
   }

   /// destructor.
   virtual ~SPxPricer()
   {
      m_name    = 0;
      thesolver = 0;
   }

   /// clone function for polymorphism
   virtual SPxPricer* clone()  const  = 0;
   //@}

};


} // namespace soplex
#endif // _SPXPRICER_H_