Harris pricing with shifting.Class SPxHarrisRT is a stable implementation of a SPxRatioTester class along the lines of Harris' two phase algorithm. Additionally it uses shifting of bounds in order to avoid cycling. More...
#include <spxharrisrt.h>
Public Member Functions | |
Construction / destruction | |
SPxHarrisRT () | |
default constructor More... | |
SPxHarrisRT (const SPxHarrisRT &old) | |
copy constructor More... | |
SPxHarrisRT & | operator= (const SPxHarrisRT &rhs) |
assignment operator More... | |
virtual | ~SPxHarrisRT () |
destructor More... | |
virtual SPxRatioTester< R > * | clone () const |
clone function for polymorphism More... | |
Leave / enter | |
virtual int | selectLeave (R &val, R, bool) |
virtual SPxId | selectEnter (R &val, int, bool) |
Public Member Functions inherited from SPxRatioTester< R > | |
virtual const char * | getName () const |
get name of ratio tester. More... | |
virtual void | load (SPxSolverBase< R > *p_solver) |
loads LP. More... | |
virtual void | clear () |
unloads LP. More... | |
virtual SPxSolverBase< R > * | solver () const |
returns loaded LP solver. More... | |
virtual void | setDelta (R newDelta) |
set allowed bound violation More... | |
virtual R | getDelta () |
get allowed bound violation More... | |
virtual void | setType (typename SPxSolverBase< R >::Type) |
sets Simplex type. 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 Member Functions | |
Private helpers | |
R | degenerateEps () const |
int | maxDelta (R *, R *val, int num, const int *idx, const R *upd, const R *vec, const R *low, const R *up, R epsilon) const |
int | minDelta (R *, R *val, int num, const int *idx, const R *upd, const R *vec, const R *low, const R *up, R epsilon) const |
Additional Inherited Members | |
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... | |
R | delta |
allowed bound violation More... | |
Harris pricing with shifting.
Class SPxHarrisRT is a stable implementation of a SPxRatioTester class along the lines of Harris' two phase algorithm. Additionally it uses shifting of bounds in order to avoid cycling.
See SPxRatioTester for a class documentation.
Definition at line 41 of file spxharrisrt.h.
SPxHarrisRT | ( | ) |
default constructor
Definition at line 84 of file spxharrisrt.h.
Referenced by SPxHarrisRT< R >::clone().
SPxHarrisRT | ( | const SPxHarrisRT< R > & | old | ) |
copy constructor
Definition at line 88 of file spxharrisrt.h.
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virtual |
destructor
Definition at line 102 of file spxharrisrt.h.
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virtual |
clone function for polymorphism
Implements SPxRatioTester< R >.
Definition at line 105 of file spxharrisrt.h.
References SPxHarrisRT< R >::selectEnter(), SPxHarrisRT< R >::selectLeave(), and SPxHarrisRT< R >::SPxHarrisRT().
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private |
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private |
val | initial and chosen value |
num | number of indices in idx |
idx | nonzero indices in upd |
upd | update VectorBase<R> for vec |
vec | current vector |
low | lower bounds for vec |
up | upper bounds for vec |
epsilon | what is 0? |
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private |
val | initial and chosen value |
num | of indices in idx |
idx | nonzero indices in upd |
upd | update VectorBase<R> for vec |
vec | current vector |
low | lower bounds for vec |
up | upper bounds for vec |
epsilon | what is 0? |
SPxHarrisRT& operator= | ( | const SPxHarrisRT< R > & | rhs | ) |
assignment operator
Definition at line 92 of file spxharrisrt.h.
References SPxRatioTester< R >::operator=().
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virtual |
Implements SPxRatioTester< R >.
Referenced by SPxHarrisRT< R >::clone().
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virtual |
Implements SPxRatioTester< R >.
Referenced by SPxHarrisRT< R >::clone().