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SoPlex

Sequential object-oriented simPlex

SPxBoundFlippingRT< R > Class Template Reference

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...
 
SPxBoundFlippingRToperator= (const SPxBoundFlippingRT &rhs)
 assignment operator More...
 
virtual ~SPxBoundFlippingRT ()
 destructor More...
 
virtual SPxRatioTester< R > * clone () const
 clone function for polymorphism More...
 
Select enter/leave
virtual int selectLeave (R &val, R enterTest, bool polish=false)
 
virtual SPxId selectEnter (R &val, int leaveIdx, bool polish=false)
 
void useBoundFlips (bool bf)
 
void useBoundFlipsRow (bool bf)
 
- Public Member Functions inherited from SPxFastRT< R >
 SPxFastRT ()
 default constructor More...
 
 SPxFastRT (const SPxFastRT &old)
 copy constructor More...
 
SPxFastRToperator= (const SPxFastRT &rhs)
 assignment operator More...
 
 SPxFastRT (const char *name)
 bound flipping constructor More...
 
virtual ~SPxFastRT ()
 destructor More...
 
virtual void load (SPxSolverBase< R > *solver)
 
virtual void setType (typename SPxSolverBase< R >::Type type)
 
virtual void setDelta (R newDelta)
 
virtual R getDelta ()
 
- Public Member Functions inherited from SPxRatioTester< R >
virtual const char * getName () const
 get name of ratio tester. More...
 
virtual void clear ()
 unloads LP. More...
 
virtual SPxSolverBase< R > * solver () const
 returns loaded LP solver. More...
 
 SPxRatioTester (const char *name)
 default constructor More...
 
 SPxRatioTester (const SPxRatioTester &old)
 copy constructor More...
 
SPxRatioTesteroperator= (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 R *upd, const R *vec, const R *upp, const R *low, BreakpointSource src)
 
void collectBreakpointsMin (int &nBp, int &minIdx, const int *idx, int nnz, const R *upd, const R *vec, const R *upp, const R *low, BreakpointSource src)
 
bool getData (R &val, SPxId &enterId, int idx, R stab, R degeneps, const R *upd, const R *vec, const R *low, const R *upp, BreakpointSource src, R max)
 
bool getData (R &val, int &leaveIdx, int idx, R stab, R degeneps, const R *upd, const R *vec, const R *low, const R *upp, BreakpointSource src, R max)
 
void flipAndUpdate (int &usedBp)
 

Static Private Member Functions

static bool isSmaller (Breakpoint x, Breakpoint y)
 

Private Attributes

Data
bool enableBoundFlips
 
bool enableRowBoundFlips
 
flipPotential
 
int relax_count
 
Array< Breakpointbreakpoints
 
SSVectorBase< R > updPrimRhs
 
SSVectorBase< R > updPrimVec
 

Additional Inherited Members

- Protected Member Functions inherited from SPxFastRT< R >
void resetTols ()
 resets tolerances (epsilon). More...
 
void relax ()
 relaxes stability requirements. More...
 
void tighten ()
 tightens stability requirements. More...
 
minStability (R maxabs)
 Compute stability requirement. More...
 
int maxDelta (R &val, R &maxabs, UpdateVector< R > &update, const VectorBase< R > &lowBound, const VectorBase< R > &upBound, int start, int incr) const
 Max phase 1 value. More...
 
int maxDelta (R &val, R &maxabs)
 
SPxId maxDelta (int &nr, R &val, R &maxabs)
 
int minDelta (R &val, R &maxabs, UpdateVector< R > &update, const VectorBase< R > &lowBound, const VectorBase< R > &upBound, int start, int incr) const
 Min phase 1 value. More...
 
int minDelta (R &val, R &maxabs)
 
SPxId minDelta (int &nr, R &val, R &maxabs)
 
int maxSelect (R &val, R &stab, R &best, R &bestDelta, R max, const UpdateVector< R > &upd, const VectorBase< R > &low, const VectorBase< R > &up, int start=0, int incr=1) const
 selects stable index for maximizing ratio test. More...
 
int maxSelect (R &val, R &stab, R &bestDelta, R max)
 
SPxId maxSelect (int &nr, R &val, R &stab, R &bestDelta, R max)
 
int minSelect (R &val, R &stab, R &best, R &bestDelta, R max, const UpdateVector< R > &upd, const VectorBase< R > &low, const VectorBase< R > &up, int start=0, int incr=1) const
 selects stable index for minimizing ratio test. More...
 
int minSelect (R &val, R &stab, R &bestDelta, R max)
 
SPxId minSelect (int &nr, R &val, R &stab, R &bestDelta, R max)
 
bool minShortLeave (R &sel, int leave, R maxabs)
 tests for stop after phase 1. More...
 
bool maxShortLeave (R &sel, int leave, R maxabs)
 
bool minReLeave (R &sel, int leave, R maxabs, bool polish=false)
 numerical stability tests. More...
 
bool maxReLeave (R &sel, int leave, R maxabs, bool polish=false)
 
bool minReEnter (R &sel, R maxabs, const SPxId &id, int nr, bool polish=false)
 numerical stability check. More...
 
bool maxReEnter (R &sel, R maxabs, const SPxId &id, int nr, bool polish=false)
 
bool shortEnter (const SPxId &enterId, int nr, R max, R maxabs) const
 Tests and returns whether a shortcut after phase 1 is feasible for the selected enter pivot. More...
 
- Protected Attributes inherited from SPxFastRT< R >
minStab
 parameter for computing minimum stability requirement More...
 
epsilon
 |value| < epsilon is considered 0. More...
 
fastDelta
 currently allowed infeasibility. More...
 
bool iscoid
 flag used in methods minSelect/maxSelect to retrieve correct basis status More...
 
- Protected Attributes inherited from SPxRatioTester< R >
SPxSolverBase< R > * thesolver
 the solver More...
 
const char * m_name
 name of the ratio tester More...
 
SPxSolverBase< R >::Type m_type
 internal storage of type More...
 
delta
 allowed bound violation More...
 

Detailed Description

template<class R>
class soplex::SPxBoundFlippingRT< R >

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]

default constructor

Definition at line 189 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT< R >::clone().

◆ SPxBoundFlippingRT() [2/2]

SPxBoundFlippingRT ( const SPxBoundFlippingRT< R > &  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<R>* clone ( ) const
virtual

◆ collectBreakpointsMax()

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

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

Parameters
nBpnumber of found breakpoints so far
minIdxindex to current minimal breakpoint
idxpointer to indices of current vector
nnznumber of nonzeros in current vector
updpointer to update values of current vector
vecpointer to values of current vector
upppointer to upper bound/rhs of current vector
lowpointer to lower bound/lhs of current vector
srctype of vector (pVec or coPvec)

◆ collectBreakpointsMin()

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

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

Parameters
nBpnumber of found breakpoints so far
minIdxindex to current minimal breakpoint
idxpointer to indices of current vector
nnznumber of nonzeros in current vector
updpointer to update values of current vector
vecpointer to values of current vector
upppointer to upper bound/rhs of current vector
lowpointer to lower bound/lhs of current vector
srctype of vector (pVec or coPvec)

◆ flipAndUpdate()

void flipAndUpdate ( int &  usedBp)
private

perform necessary bound flips to restore dual feasibility

Parameters
usedBpnumber of bounds that should be flipped

◆ getData() [1/2]

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

get values for entering index and perform shifts if necessary

◆ getData() [2/2]

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

get values for leaving index and perform shifts if necessary

◆ 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< R >::Breakpoint::val.

◆ operator=()

◆ selectEnter()

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

Reimplemented from SPxFastRT< R >.

Referenced by SPxBoundFlippingRT< R >::clone().

◆ selectLeave()

virtual int selectLeave ( R &  val,
enterTest,
bool  polish = false 
)
virtual

Reimplemented from SPxFastRT< R >.

Referenced by SPxBoundFlippingRT< R >::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.

Member Data Documentation

◆ breakpoints

Array<Breakpoint> breakpoints
private

array of breakpoints

Definition at line 106 of file spxboundflippingrt.h.

◆ enableBoundFlips

bool enableBoundFlips
private

enable or disable long steps in BoundFlippingRT

Definition at line 101 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT< R >::operator=().

◆ enableRowBoundFlips

bool enableRowBoundFlips
private

enable bound flips also for row representation

Definition at line 102 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT< R >::operator=().

◆ flipPotential

R flipPotential
private

tracks bound flip history and decides which ratio test to use

Definition at line 104 of file spxboundflippingrt.h.

Referenced by SPxBoundFlippingRT< R >::operator=().

◆ relax_count

int relax_count
private

count rounds of ratio test

Definition at line 105 of file spxboundflippingrt.h.

◆ updPrimRhs

SSVectorBase<R> updPrimRhs
private

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

Definition at line 108 of file spxboundflippingrt.h.

◆ updPrimVec

SSVectorBase<R> updPrimVec
private

allocation of memory for additional solution vector

Definition at line 110 of file spxboundflippingrt.h.