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.
|
virtual |
destructor
Definition at line 102 of file spxharrisrt.h.
|
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().
|
private |
|
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? |
|
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=().
|
virtual |
Implements SPxRatioTester< R >.
Referenced by SPxHarrisRT< R >::clone().
|
virtual |
Implements SPxRatioTester< R >.
Referenced by SPxHarrisRT< R >::clone().