Devex pricer.The Devex Pricer for SoPlex implements an approximate steepest edge pricing, that does without solving an extra linear system and computing the scalar products. More...

#include <spxdevexpr.h>

Public Member Functions
Construction / destruction
	SPxDevexPR ()
	default constructor More...

	SPxDevexPR (const SPxDevexPR &old)
	copy constructor More...

SPxDevexPR &	operator= (const SPxDevexPR &rhs)
	assignment operator More...

virtual	~SPxDevexPR ()
	destructor More...

virtual SPxPricer< R > *	clone () const
	clone function for polymorphism More...

Access / modification
virtual void	load (SPxSolverBase< R > *base)
	sets the solver More...

virtual void	setType (typename SPxSolverBase< R >::Type)
	set entering/leaving algorithm More...

virtual void	setRep (typename SPxSolverBase< R >::Representation)
	set row/column representation More...

virtual int	selectLeave ()

virtual SPxId	selectEnter ()

virtual void	left4 (int n, SPxId id)

virtual void	entered4 (SPxId id, int n)

virtual void	addedVecs (int n)
	`n` vectors have been added to loaded LP. More...

virtual void	addedCoVecs (int n)
	`n` covectors have been added to loaded LP. More...

Consistency check
virtual bool	isConsistent () const
	consistency check 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 void	setPricingTolerance (R tol)
	sets pricing tolerance. More...

virtual R	pricingTolerance () const
	returns the pricing tolerance More...

virtual void	setTolerances (std::shared_ptr< Tolerances > newTolerances)
	set the _tolerances member variable More...

virtual void	removedVec (int)
	vector `i` was removed from loaded LP. More...

virtual void	removedVecs (const int *)
	vectors given by `perm` have been removed from loaded LP. More...

virtual void	removedCoVec (int)
	covector `i` was 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	setupWeights (typename SPxSolverBase< R >::Type)
	set entering/leaving algorithm More...

int	buildBestPriceVectorLeave (R feastol)
	build up vector of pricing values for later use More...

int	selectLeaveX (R feastol, int start=0, int incr=1)
	internal implementation of SPxPricer::selectLeave() More...

int	selectLeaveSparse (R feastol)
	implementation of sparse pricing in the leaving Simplex More...

int	selectLeaveHyper (R feastol)
	implementation of hyper sparse pricing in the leaving Simplex More...

SPxId	buildBestPriceVectorEnterDim (R &best, R feastol)
	build up vector of pricing values for later use More...

SPxId	buildBestPriceVectorEnterCoDim (R &best, R feastol)

SPxId	selectEnterX (R tol)
	choose the best entering index among columns and rows but prefer sparsity More...

SPxId	selectEnterSparseDim (R &best, R feastol)
	implementation of sparse pricing in the entering Simplex (slack variables) More...

SPxId	selectEnterSparseCoDim (R &best, R feastol)
	implementation of sparse pricing in the entering Simplex More...

SPxId	selectEnterDenseDim (R &best, R feastol, int start=0, int incr=1)
	SPxPricer::selectEnter() in dense case (slack variabels) More...

SPxId	selectEnterDenseCoDim (R &best, R feastol, int start=0, int incr=1)
	SPxPricer::selectEnter() in dense case. More...

SPxId	selectEnterHyperDim (R &best, R feastol)
	implementation of hyper sparse pricing in the entering Simplex More...

SPxId	selectEnterHyperCoDim (R &best, R feastol)
	implementation of hyper sparse pricing in the entering Simplex More...

Private Attributes
Data
R	last
	penalty, selected at last iteration. More...

Array< typename SPxPricer< R >::IdxElement >	prices
	temporary array of precomputed pricing values More...

Array< typename SPxPricer< R >::IdxElement >	pricesCo
	temporary array of precomputed pricing values More...

DIdxSet	bestPrices
	set of best pricing candidates More...

DIdxSet	bestPricesCo
	set of best pricing candidates More...

bool	refined
	has a refinement step already been tried? 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	thetolerance
	violation bound More...

std::shared_ptr< Tolerances >	_tolerances
	tolerances used by the solver More...

Detailed Description

template<class R>
class soplex::SPxDevexPR< R >

Devex pricer.

The Devex Pricer for SoPlex implements an approximate steepest edge pricing, that does without solving an extra linear system and computing the scalar products.

See SPxPricer for a class documentation.

Todo:: There seem to be problems with this pricer especially on the greenbe[ab] problems with the entering algorithm (row representation?).

Definition at line 53 of file spxdevexpr.h.

Constructor & Destructor Documentation

◆ SPxDevexPR() [1/2]

SPxDevexPR ( )

default constructor

Definition at line 108 of file spxdevexpr.h.

Referenced by SPxDevexPR< BP >::clone().

◆ SPxDevexPR() [2/2]

SPxDevexPR ( const SPxDevexPR< R > & old )

copy constructor

Definition at line 114 of file spxdevexpr.h.

◆ ~SPxDevexPR()

virtual ~SPxDevexPR ( )

virtual

destructor

Definition at line 131 of file spxdevexpr.h.

Member Function Documentation

◆ addedCoVecs()

virtual void addedCoVecs ( int n )

virtual

n covectors have been added to loaded LP.

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ addedVecs()

virtual void addedVecs ( int n )

virtual

n vectors have been added to loaded LP.

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ buildBestPriceVectorEnterCoDim()

SPxId buildBestPriceVectorEnterCoDim	(	R &	best,
		R	feastol
	)

private

◆ buildBestPriceVectorEnterDim()

SPxId buildBestPriceVectorEnterDim	(	R &	best,
		R	feastol
	)

private

build up vector of pricing values for later use

◆ buildBestPriceVectorLeave()

int buildBestPriceVectorLeave ( R feastol )

private

build up vector of pricing values for later use

◆ clone()

virtual SPxPricer<R>* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer< R >.

Definition at line 134 of file spxdevexpr.h.

◆ entered4()

virtual void entered4	(	SPxId	id,
		int	n
	)

virtual

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ isConsistent()

virtual bool isConsistent ( ) const

virtual

consistency check

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ left4()

virtual void left4	(	int	n,
		SPxId	id
	)

virtual

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ load()

virtual void load ( SPxSolverBase< R > * base )

virtual

sets the solver

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ operator=()

SPxDevexPR& operator= ( const SPxDevexPR< R > & rhs )

assignment operator

Definition at line 120 of file spxdevexpr.h.

◆ selectEnter()

virtual SPxId selectEnter ( )

virtual

Implements SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ selectEnterDenseCoDim()

SPxId selectEnterDenseCoDim	(	R &	best,
		R	feastol,
		int	start = `0`,
		int	incr = `1`
	)

private

SPxPricer::selectEnter() in dense case.

◆ selectEnterDenseDim()

SPxId selectEnterDenseDim	(	R &	best,
		R	feastol,
		int	start = `0`,
		int	incr = `1`
	)

private

SPxPricer::selectEnter() in dense case (slack variabels)

◆ selectEnterHyperCoDim()

SPxId selectEnterHyperCoDim	(	R &	best,
		R	feastol
	)

private

implementation of hyper sparse pricing in the entering Simplex

◆ selectEnterHyperDim()

SPxId selectEnterHyperDim	(	R &	best,
		R	feastol
	)

private

implementation of hyper sparse pricing in the entering Simplex

◆ selectEnterSparseCoDim()

SPxId selectEnterSparseCoDim	(	R &	best,
		R	feastol
	)

private

implementation of sparse pricing in the entering Simplex

◆ selectEnterSparseDim()

SPxId selectEnterSparseDim	(	R &	best,
		R	feastol
	)

private

implementation of sparse pricing in the entering Simplex (slack variables)

◆ selectEnterX()

SPxId selectEnterX ( R tol )

private

choose the best entering index among columns and rows but prefer sparsity

◆ selectLeave()

virtual int selectLeave ( )

virtual

Implements SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ selectLeaveHyper()

int selectLeaveHyper ( R feastol )

private

implementation of hyper sparse pricing in the leaving Simplex

◆ selectLeaveSparse()

int selectLeaveSparse ( R feastol )

private

implementation of sparse pricing in the leaving Simplex

◆ selectLeaveX()

int selectLeaveX	(	R	feastol,
		int	start = `0`,
		int	incr = `1`
	)

private

internal implementation of SPxPricer::selectLeave()

◆ setRep()

virtual void setRep ( typename SPxSolverBase< R >::Representation )

virtual

set row/column representation

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ setType()

virtual void setType ( typename SPxSolverBase< R >::Type )

virtual

set entering/leaving algorithm

Reimplemented from SPxPricer< R >.

Referenced by SPxDevexPR< BP >::clone().

◆ setupWeights()

void setupWeights ( typename SPxSolverBase< R >::Type )

private

set entering/leaving algorithm

Member Data Documentation

◆ bestPrices

DIdxSet bestPrices

private

set of best pricing candidates

Definition at line 65 of file spxdevexpr.h.

◆ bestPricesCo

DIdxSet bestPricesCo

private

set of best pricing candidates

Definition at line 66 of file spxdevexpr.h.

◆ last

R last

private

penalty, selected at last iteration.

Definition at line 60 of file spxdevexpr.h.

Referenced by SPxDevexPR< BP >::operator=().

◆ prices

Array<typename SPxPricer<R>::IdxElement> prices

private

temporary array of precomputed pricing values

Definition at line 62 of file spxdevexpr.h.

◆ pricesCo

Array<typename SPxPricer<R>::IdxElement> pricesCo

private

temporary array of precomputed pricing values

Definition at line 64 of file spxdevexpr.h.

◆ refined

bool refined

private

has a refinement step already been tried?

Definition at line 67 of file spxdevexpr.h.

SoPlex

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class R> class soplex::SPxDevexPR< R >

Constructor & Destructor Documentation

◆ SPxDevexPR() [1/2]

◆ SPxDevexPR() [2/2]

◆ ~SPxDevexPR()

Member Function Documentation

◆ addedCoVecs()

◆ addedVecs()

◆ buildBestPriceVectorEnterCoDim()

◆ buildBestPriceVectorEnterDim()

◆ buildBestPriceVectorLeave()

◆ clone()

◆ entered4()

◆ isConsistent()

◆ left4()

◆ load()

◆ operator=()

◆ selectEnter()

◆ selectEnterDenseCoDim()

◆ selectEnterDenseDim()

◆ selectEnterHyperCoDim()

◆ selectEnterHyperDim()

◆ selectEnterSparseCoDim()

◆ selectEnterSparseDim()

◆ selectEnterX()

◆ selectLeave()

◆ selectLeaveHyper()

◆ selectLeaveSparse()

◆ selectLeaveX()

◆ setRep()

◆ setType()

◆ setupWeights()

Member Data Documentation

◆ bestPrices

◆ bestPricesCo

◆ last

◆ prices

◆ pricesCo

◆ refined

template<class R>
class soplex::SPxDevexPR< R >