Abstract ratio test base class.Class SPxRatioTester is the virtual base class for computing the ratio test within the Simplex algorithm driven by SoPlex. After a SoPlex solver has been load()ed to an SPxRatioTester, the solver calls selectLeave() for computing the ratio test for the entering simplex and selectEnter() for computing the ratio test in leaving simplex. More...
#include <spxratiotester.h>
Public Member Functions | |
Access / modification | |
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... | |
Entering / leaving | |
virtual int | selectLeave (R &val, R enterTest, bool polish=false)=0 |
selects index to leave the basis. More... | |
virtual SPxId | selectEnter (R &val, int leaveIdx, bool polish=false)=0 |
selects variable Id to enter the basis. More... | |
virtual void | setType (typename SPxSolverBase< R >::Type) |
sets Simplex type. More... | |
Construction / destruction | |
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... | |
virtual SPxRatioTester * | clone () const =0 |
clone function for polymorphism More... | |
Protected Attributes | |
Data | |
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... | |
Abstract ratio test base class.
Class SPxRatioTester is the virtual base class for computing the ratio test within the Simplex algorithm driven by SoPlex. After a SoPlex solver has been load()ed to an SPxRatioTester, the solver calls selectLeave() for computing the ratio test for the entering simplex and selectEnter() for computing the ratio test in leaving simplex.
Definition at line 41 of file spxratiotester.h.
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explicit |
default constructor
Definition at line 170 of file spxratiotester.h.
SPxRatioTester | ( | const SPxRatioTester< R > & | old | ) |
copy constructor
Definition at line 177 of file spxratiotester.h.
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virtual |
destructor.
Definition at line 197 of file spxratiotester.h.
References SPxRatioTester< R >::clone().
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virtual |
unloads LP.
Definition at line 77 of file spxratiotester.h.
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pure virtual |
clone function for polymorphism
Implemented in SPxBoundFlippingRT< R >, SPxFastRT< R >, SPxHarrisRT< R >, and SPxDefaultRT< R >.
Referenced by SPxRatioTester< R >::~SPxRatioTester().
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virtual |
get allowed bound violation
Reimplemented in SPxFastRT< R >.
Definition at line 98 of file spxratiotester.h.
References SPxRatioTester< R >::delta, SPxRatioTester< R >::selectEnter(), and SPxRatioTester< R >::selectLeave().
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virtual |
get name of ratio tester.
Definition at line 64 of file spxratiotester.h.
References SPxRatioTester< R >::m_name.
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virtual |
loads LP.
Load the solver and LP for which pricing steps are to be performed.
Reimplemented in SPxFastRT< R >.
Definition at line 71 of file spxratiotester.h.
SPxRatioTester& operator= | ( | const SPxRatioTester< R > & | rhs | ) |
assignment operator
Definition at line 184 of file spxratiotester.h.
References SPxRatioTester< R >::delta, SPxRatioTester< R >::m_name, SPxRatioTester< R >::m_type, and SPxRatioTester< R >::thesolver.
Referenced by SPxDefaultRT< R >::operator=(), SPxHarrisRT< R >::operator=(), and SPxFastRT< R >::operator=().
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pure virtual |
selects variable Id to enter the basis.
Method selectEnter() is called by the loaded SoPlex solver, when computing the leaving simplex algorithm. It's task is to select and return the Id of the basis variable that is to enter the basis. When being called, pVec() fullfills the bounds lbBound() and ubBound() within leavetol(). Similarly, coPvec() fulfills the bounds lbBound() and ubBound() within leavetol(). pVec().delta() and coPvec().delta() are the vectors by which pVec() and coPvec() will be updated in this simplex step. Their nonzero indices are stored in sorted order in pVec().idx() and coPvec().idx().
If val
> 0, val
is the maximum allowed update value for pVec() and coPvec(), otherwise the minimum. Method selectEnter() must chose val
of the same sign as passed, such that updating pVec() and coPvec() by val
yields a new vector that satisfies all basic bounds (within leavetol). The returned Id must be the Id of an element of pVec() or coPvec(), that reaches one of its bounds with this update.
Implemented in SPxBoundFlippingRT< R >, SPxFastRT< R >, SPxHarrisRT< R >, and SPxDefaultRT< R >.
Referenced by SPxRatioTester< R >::getDelta().
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pure virtual |
selects index to leave the basis.
Method selectLeave() is called by the loaded SoPlex solver when computing the entering simplex algorithm. Its task is to select and return the index of the basis variable that is to leave the basis. When being called, fVec() fullfills the basic bounds lbBound() and ubBound() within entertol(). fVec().delta() is the vector by which fVec() will be updated in this simplex step. Its nonzero indices are stored in sorted order in fVec().idx().
If val
> 0, val
is the maximum allowed update value for fVec(), otherwise the minimum. Method selectLeave() must chose val
of the same sign as passed, such that updating fVec() by val
yields a new vector that satisfies all basic bounds (within entertol). The returned index, must be the index of an element of fVec(), that reaches one of its bounds with this update.
Implemented in SPxBoundFlippingRT< R >, SPxFastRT< R >, SPxHarrisRT< R >, and SPxDefaultRT< R >.
Referenced by SPxRatioTester< R >::getDelta().
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virtual |
set allowed bound violation
Reimplemented in SPxFastRT< R >.
Definition at line 89 of file spxratiotester.h.
References DEFAULT_EPS_ZERO.
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virtual |
sets Simplex type.
Informs pricer about (a change of) the loaded SoPlex's Type. In the sequel, only the corresponding select methods may be called.
Reimplemented in SPxFastRT< R >.
Definition at line 162 of file spxratiotester.h.
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virtual |
returns loaded LP solver.
Definition at line 83 of file spxratiotester.h.
References SPxRatioTester< R >::thesolver.
Referenced by SPxFastRT< R >::clone().
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protected |
allowed bound violation
Definition at line 55 of file spxratiotester.h.
Referenced by SPxRatioTester< R >::getDelta(), SPxRatioTester< R >::operator=(), and SPxFastRT< R >::setDelta().
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protected |
name of the ratio tester
Definition at line 51 of file spxratiotester.h.
Referenced by SPxRatioTester< R >::getName(), and SPxRatioTester< R >::operator=().
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protected |
internal storage of type
Definition at line 53 of file spxratiotester.h.
Referenced by SPxRatioTester< R >::operator=().
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protected |
the solver
Definition at line 49 of file spxratiotester.h.
Referenced by SPxRatioTester< R >::operator=(), and SPxRatioTester< R >::solver().