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< R > * | clone () const |
clone function for polymorphism More... | |
Access / modification | |
virtual void | load (SPxSolverBase< R > *base) |
sets the solver More... | |
void | setType (typename SPxSolverBase< R >::Type tp) |
set entering/leaving algorithm More... | |
void | setRep (typename SPxSolverBase< R >::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< R > | |
virtual const char * | getName () const |
get name of pricer. More... | |
virtual void | clear () |
unloads LP. More... | |
virtual SPxSolverBase< R > * | solver () const |
returns loaded SPxSolverBase object. More... | |
virtual R | epsilon () const |
returns violation bound theeps. More... | |
virtual void | setEpsilon (R 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 | |
VectorBase< R > | cPenalty |
column penalties More... | |
VectorBase< R > | rPenalty |
row penalties More... | |
VectorBase< R > | leavePenalty |
penalties for leaving alg More... | |
const R * | penalty |
const R * | coPenalty |
R | objlength |
length of objective vector. More... | |
Additional Inherited Members | |
Public Types inherited from SPxPricer< R > | |
enum | ViolationType { NOT_VIOLATED = 0, VIOLATED = 1, VIOLATED_AND_CHECKED = 2 } |
Protected Attributes inherited from SPxPricer< R > | |
IdxCompare | compare |
const char * | m_name |
name of the pricer More... | |
SPxSolverBase< R > * | thesolver |
the solver More... | |
R | theeps |
violation bound More... | |
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 42 of file spxweightpr.h.
SPxWeightPR | ( | ) |
default constructor
Definition at line 80 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::clone().
SPxWeightPR | ( | const SPxWeightPR< R > & | old | ) |
copy constructor
Definition at line 87 of file spxweightpr.h.
References SPxWeightPR< R >::cPenalty, VectorBase< R >::get_const_ptr(), SPxWeightPR< R >::penalty, and SPxWeightPR< R >::rPenalty.
|
virtual |
destructor
Definition at line 137 of file spxweightpr.h.
|
virtual |
n
covectors have been added to the loaded LP.
Reimplemented from SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
n
vectors have been added to the loaded LP.
Reimplemented from SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
clone function for polymorphism
Implements SPxPricer< R >.
Definition at line 140 of file spxweightpr.h.
References SPxWeightPR< R >::addedCoVecs(), SPxWeightPR< R >::addedVecs(), SPxWeightPR< R >::isConsistent(), SPxWeightPR< R >::load(), SPxWeightPR< R >::removedCoVec(), SPxWeightPR< R >::removedCoVecs(), SPxWeightPR< R >::removedVec(), SPxWeightPR< R >::removedVecs(), SPxWeightPR< R >::selectEnter(), SPxWeightPR< R >::selectLeave(), SPxWeightPR< R >::setRep(), SPxWeightPR< R >::setType(), and SPxWeightPR< R >::SPxWeightPR().
|
private |
compute weights for columns.
|
private |
compute leave penalties.
|
private |
compute weights for rows.
|
virtual |
|
virtual |
SPxWeightPR& operator= | ( | const SPxWeightPR< R > & | rhs | ) |
assignment operator
Definition at line 110 of file spxweightpr.h.
References SPxWeightPR< R >::cPenalty, VectorBase< R >::get_const_ptr(), SPxWeightPR< R >::leavePenalty, SPxWeightPR< R >::objlength, SPxPricer< R >::operator=(), SPxWeightPR< R >::penalty, and SPxWeightPR< R >::rPenalty.
|
virtual |
the
i'th covector has been removed from the loaded LP.
Reimplemented from SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
n
covectors have been removed from the loaded LP.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
the
i'th vector has been removed from the loaded LP.
Reimplemented from SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
n
vectors have been removed from the loaded LP.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
Implements SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
Implements SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
set row/column representation
Reimplemented from SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
virtual |
set entering/leaving algorithm
Reimplemented from SPxPricer< R >.
Referenced by SPxWeightPR< R >::clone().
|
private |
Definition at line 58 of file spxweightpr.h.
|
private |
column penalties
Definition at line 50 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().
|
private |
penalties for leaving alg
Definition at line 54 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=().
|
private |
length of objective vector.
Definition at line 60 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=().
|
private |
Definition at line 56 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().
|
private |
row penalties
Definition at line 52 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().