Basis descriptor. More...
#include <spxbasis.h>
Public Types | |
Status | |
Status of a variable. | |
enum | Status { P_ON_LOWER = -4 , P_ON_UPPER = -2 , P_FREE = -1 , P_FIXED = P_ON_UPPER + P_ON_LOWER , D_FREE = 1 , D_ON_UPPER = 2 , D_ON_LOWER = 4 , D_ON_BOTH = D_ON_LOWER + D_ON_UPPER , D_UNDEFINED = 8 } |
Public Member Functions | |
Access / modification | |
returns number of columns. | |
int | nCols () const |
int | nRows () const |
returns number of rows. More... | |
int | dim () const |
returns dimension. More... | |
int | coDim () const |
returns codimension. More... | |
Status & | rowStatus (int i) |
Status | rowStatus (int i) const |
returns status of row i . More... | |
const Status * | rowStatus (void) const |
returns the array of row Statuses. More... | |
Status & | colStatus (int i) |
Status | colStatus (int i) const |
returns status of column i . More... | |
const Status * | colStatus (void) const |
returns the array of column Statuses. More... | |
Status & | status (int i) |
Status | status (int i) const |
returns status of variable i . More... | |
const Status * | status (void) const |
returns the array of variable Statuses. More... | |
Status & | coStatus (int i) |
Status | coStatus (int i) const |
returns status of covariable i . More... | |
const Status * | coStatus (void) const |
returns the array of covariable Statuses. More... | |
void | reSize (int rowDim, int colDim) |
resets dimensions. More... | |
Debugging | |
Prints out status. | |
void | dump () const |
bool | isConsistent () const |
consistency check. More... | |
Construction / destruction | |
default constructor | |
Desc () | |
Desc (const SPxSolverBase< R > &base) | |
Desc (const Desc &old) | |
copy constructor More... | |
Desc & | operator= (const Desc &rhs) |
assignment operator More... | |
Public Attributes | |
friend | SPxBasisBase< R > |
Private Attributes | |
Data | |
DataArray< Status > | rowstat |
status of rows. More... | |
DataArray< Status > | colstat |
status of columns. More... | |
DataArray< Status > * | stat |
basis' status. More... | |
DataArray< Status > * | costat |
cobasis' status. More... | |
Friends | |
template<class T > | |
std::ostream & | operator<< (std::ostream &os, const Status &stat) |
Basis descriptor.
Definition at line 115 of file spxbasis.h.
enum Status |
A basis is described by assigning a Status to all of the LP variables and covariables. This assignment is maintained by the basis Descriptor.
Variables and covariables (slackvariables) may have a primal or dual Status. The first type specifies that a variable is set on a primal bound, while the latter type indicates a dual variable to be set on a bound. If a row variable has a primal status, say P_ON_UPPER, this means that the upper bound of the inequality is set to be tight. Hence, in this case the upper bound must not be infinity.
Equivalently, if the status of a variable is dual, say D_ON_UPPER, it means that the dual variable corresponding to the upper bound inequality of this variable is set to 0.
For a column basis, primal Statuses correspond to nonbasic variables, while dual ones are basic. This is reversed for a row basis. We will now reveal in more detail the significance of variable Statuses.
Primal Variables
Consider a range inequality \(l_r \le a^T x \le u_r\) or bounds on a variable \(l_c \le x_c \le u_c\). The following table reveals what is implied if the corresponding variable or covariable is assigned to a primal Status:
\[ \begin{array}{lcl} l_c \le x_c \le u_c & \mbox{Status}(x_i) & l_r \le a^T x \le u_r \\ \hline x_c = u_c < \infty & \mbox{P\_ON\_UPPER} & a^T x = u_r < \infty \\ x_c = l_c > -\infty & \mbox{P\_ON\_LOWER} & a^T x = l_r > -\infty \\ -\infty < l_c = x_c = u_c < \infty & \mbox{P\_FIXED} & -\infty < l_r = a^T x = u_r < \infty \\ -\infty = l_i < x_i=0 < u_i = \infty & \mbox{P\_FREE} & -\infty = l_r < a^T x = 0 < u_r = \infty \\ \end{array} \]
Note that to determine whether a variable with Status stat is set to its upper bound, one can compute the test (-stat | -P_ON_UPPER). This will yield true even if the variable is fixed, i.e., sitting on both bounds at the same time.
Dual Variables
In principle for implementing the Simplex algorithm it would suffice to use only one dual Status. However, for performance reasons it is advisable to introduce various dual status types, reflecting the structure of the bounds. Given an upper bound \(u\) and a lower bound \(l\) of a constraint or variable, the following table indicates the setting of the dual Status of this variable.
\[ \begin{array}{cl} l \le ... \le u & \mbox{Status} \\ \hline -\infty < l \ne u < \infty & \mbox{D\_ON\_BOTH} \\ -\infty < l \ne u = \infty & \mbox{D\_ON\_UPPER} \\ -\infty = l \ne u < \infty & \mbox{D\_ON\_LOWER} \\ -\infty < l = u < \infty & \mbox{D\_FREE} \\ -\infty = l \ne u = \infty & \mbox{D\_UNDEFINED} \\ \end{array} \]
Note that unbounded primal variables are reflected by an D_UNDEFINED dual variable, since no reduced costs exist for them. To facilitate the assignment of dual Statuses, class SPxBasisBase provides methods dualStatus(), dualColStatus() and dualRowStatus)().
Definition at line 196 of file spxbasis.h.
Desc | ( | ) |
Definition at line 328 of file spxbasis.h.
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explicit |
int coDim | ( | ) | const |
returns codimension.
Definition at line 246 of file spxbasis.h.
References SPxBasisBase< R >::Desc::costat, and DataArray< T >::size().
Status & colStatus | ( | int | i | ) |
Definition at line 266 of file spxbasis.h.
References SPxBasisBase< R >::Desc::colstat.
Status colStatus | ( | int | i | ) | const |
returns status of column i
.
Definition at line 271 of file spxbasis.h.
References SPxBasisBase< R >::Desc::colstat.
const Status * colStatus | ( | void | ) | const |
returns the array of column Statuses.
Definition at line 276 of file spxbasis.h.
References SPxBasisBase< R >::Desc::colstat, and DataArray< T >::get_const_ptr().
Status & coStatus | ( | int | i | ) |
Definition at line 296 of file spxbasis.h.
References SPxBasisBase< R >::Desc::costat.
Referenced by SPxSolverBase< R >::covarStatus().
Status coStatus | ( | int | i | ) | const |
returns status of covariable i
.
Definition at line 301 of file spxbasis.h.
References SPxBasisBase< R >::Desc::costat.
const Status * coStatus | ( | void | ) | const |
returns the array of covariable Statuses.
Definition at line 306 of file spxbasis.h.
References SPxBasisBase< R >::Desc::costat, and DataArray< T >::get_const_ptr().
int dim | ( | ) | const |
returns dimension.
Definition at line 241 of file spxbasis.h.
References DataArray< T >::size(), and SPxBasisBase< R >::Desc::stat.
void dump | ( | ) | const |
bool isConsistent | ( | ) | const |
consistency check.
int nCols | ( | ) | const |
Definition at line 231 of file spxbasis.h.
References SPxBasisBase< R >::Desc::colstat, and DataArray< T >::size().
int nRows | ( | ) | const |
returns number of rows.
Definition at line 236 of file spxbasis.h.
References SPxBasisBase< R >::Desc::rowstat, and DataArray< T >::size().
void reSize | ( | int | rowDim, |
int | colDim | ||
) |
resets dimensions.
Status & rowStatus | ( | int | i | ) |
Definition at line 251 of file spxbasis.h.
References SPxBasisBase< R >::Desc::rowstat.
Status rowStatus | ( | int | i | ) | const |
returns status of row i
.
Definition at line 256 of file spxbasis.h.
References SPxBasisBase< R >::Desc::rowstat.
const Status * rowStatus | ( | void | ) | const |
returns the array of row Statuses.
Definition at line 261 of file spxbasis.h.
References DataArray< T >::get_const_ptr(), and SPxBasisBase< R >::Desc::rowstat.
Status & status | ( | int | i | ) |
Definition at line 281 of file spxbasis.h.
References SPxBasisBase< R >::Desc::stat.
Referenced by SPxSolverBase< R >::varStatus().
Status status | ( | int | i | ) | const |
returns status of variable i
.
Definition at line 286 of file spxbasis.h.
References SPxBasisBase< R >::Desc::stat.
const Status * status | ( | void | ) | const |
returns the array of variable Statuses.
Definition at line 291 of file spxbasis.h.
References DataArray< T >::get_const_ptr(), and SPxBasisBase< R >::Desc::stat.
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friend |
status of columns.
Definition at line 220 of file spxbasis.h.
Referenced by SPxBasisBase< R >::Desc::colStatus(), and SPxBasisBase< R >::Desc::nCols().
cobasis' status.
Definition at line 222 of file spxbasis.h.
Referenced by SPxBasisBase< R >::Desc::coDim(), and SPxBasisBase< R >::Desc::coStatus().
status of rows.
Definition at line 219 of file spxbasis.h.
Referenced by SPxBasisBase< R >::Desc::nRows(), and SPxBasisBase< R >::Desc::rowStatus().
friend SPxBasisBase< R > |
Definition at line 210 of file spxbasis.h.
basis' status.
Definition at line 221 of file spxbasis.h.
Referenced by SPxBasisBase< R >::Desc::dim(), and SPxBasisBase< R >::Desc::status().