Abstract ratio test base class. 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...

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

const std::shared_ptr< Tolerances >	tolerances () const
	get the _tolerances member variable 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...

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

Detailed Description

template<class R>
class soplex::SPxRatioTester< R >

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 50 of file spxratiotester.h.

Constructor & Destructor Documentation

◆ SPxRatioTester() [1/2]

SPxRatioTester ( const char * name )

explicit

default constructor

Definition at line 192 of file spxratiotester.h.

◆ SPxRatioTester() [2/2]

SPxRatioTester ( const SPxRatioTester< R > & old )

copy constructor

Definition at line 199 of file spxratiotester.h.

◆ ~SPxRatioTester()

virtual ~SPxRatioTester ( )

virtual

destructor.

Definition at line 219 of file spxratiotester.h.

References SPxRatioTester< R >::m_name, and SPxRatioTester< R >::thesolver.

Member Function Documentation

◆ clear()

virtual void clear ( )

virtual

unloads LP.

Definition at line 88 of file spxratiotester.h.

References SPxRatioTester< R >::thesolver.

◆ clone()

virtual SPxRatioTester * clone ( ) const

pure virtual

clone function for polymorphism

Implemented in SPxBoundFlippingRT< R >, SPxBoundFlippingRT< BP >, SPxDefaultRT< R >, SPxDefaultRT< BP >, SPxFastRT< R >, SPxFastRT< BP >, SPxHarrisRT< R >, and SPxHarrisRT< BP >.

◆ getDelta()

virtual R getDelta ( )

virtual

get allowed bound violation

Reimplemented in SPxFastRT< R >, and SPxFastRT< BP >.

Definition at line 109 of file spxratiotester.h.

References SPxRatioTester< R >::delta.

◆ getName()

virtual const char * getName ( ) const

virtual

get name of ratio tester.

Definition at line 75 of file spxratiotester.h.

References SPxRatioTester< R >::m_name.

◆ load()

virtual void load ( SPxSolverBase< R > * p_solver )

virtual

loads LP.

Load the solver and LP for which pricing steps are to be performed.

Reimplemented in SPxFastRT< BP >, and SPxFastRT< R >.

Definition at line 82 of file spxratiotester.h.

References SPxRatioTester< R >::thesolver.

◆ operator=()

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

assignment operator

Definition at line 206 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=(), SPxFastRT< R >::operator=(), and SPxHarrisRT< R >::operator=().

◆ selectEnter()

virtual SPxId selectEnter	(	R &	val,
		int	leaveIdx,
		bool	polish = `false`
	)

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< BP >, SPxFastRT< BP >, SPxDefaultRT< BP >, SPxHarrisRT< BP >, SPxBoundFlippingRT< R >, SPxFastRT< R >, SPxDefaultRT< R >, and SPxHarrisRT< R >.

◆ selectLeave()

virtual int selectLeave	(	R &	val,
		R	enterTest,
		bool	polish = `false`
	)

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< BP >, SPxFastRT< BP >, SPxDefaultRT< BP >, SPxHarrisRT< BP >, SPxBoundFlippingRT< R >, SPxFastRT< R >, SPxDefaultRT< R >, and SPxHarrisRT< R >.

◆ setDelta()

virtual void setDelta ( R newDelta )

virtual

set allowed bound violation

Reimplemented in SPxFastRT< BP >, and SPxFastRT< R >.

Definition at line 100 of file spxratiotester.h.

References SPxRatioTester< R >::delta, and SPxRatioTester< R >::tolerances().

◆ setTolerances()

virtual void setTolerances ( std::shared_ptr< Tolerances > newTolerances )

virtual

set the _tolerances member variable

Reimplemented in SPxBoundFlippingRT< R >, and SPxBoundFlippingRT< BP >.

Definition at line 115 of file spxratiotester.h.

◆ setType()

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

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< BP >, and SPxFastRT< R >.

Definition at line 184 of file spxratiotester.h.

◆ solver()

virtual SPxSolverBase< R > * solver ( ) const

virtual

returns loaded LP solver.

Definition at line 94 of file spxratiotester.h.

References SPxRatioTester< R >::thesolver.

◆ tolerances()

const std::shared_ptr< Tolerances > tolerances ( ) const

get the _tolerances member variable

Definition at line 120 of file spxratiotester.h.

References SPxRatioTester< R >::_tolerances.

Referenced by SPxFastRT< R >::setDelta(), SPxRatioTester< R >::setDelta(), and SPxBoundFlippingRT< R >::setTolerances().

Member Data Documentation

◆ _tolerances

std::shared_ptr<Tolerances> _tolerances

protected

tolerances used by the solver

Definition at line 66 of file spxratiotester.h.

Referenced by SPxBoundFlippingRT< R >::setTolerances(), and SPxRatioTester< R >::tolerances().

◆ delta

R delta

protected

allowed bound violation

Definition at line 64 of file spxratiotester.h.

Referenced by SPxRatioTester< R >::getDelta(), SPxRatioTester< R >::operator=(), SPxFastRT< R >::setDelta(), and SPxRatioTester< R >::setDelta().

◆ m_name

const char* m_name

protected

name of the ratio tester

Definition at line 60 of file spxratiotester.h.

Referenced by SPxRatioTester< R >::getName(), SPxRatioTester< R >::operator=(), and SPxRatioTester< R >::~SPxRatioTester().

◆ m_type

SPxSolverBase<R>::Type m_type

protected

internal storage of type

Definition at line 62 of file spxratiotester.h.

Referenced by SPxRatioTester< R >::operator=().

◆ thesolver

SPxSolverBase<R>* thesolver

protected

the solver

Definition at line 58 of file spxratiotester.h.

Referenced by SPxRatioTester< R >::clear(), SPxRatioTester< R >::load(), SPxRatioTester< R >::operator=(), SPxRatioTester< R >::solver(), and SPxRatioTester< R >::~SPxRatioTester().

SoPlex

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ SPxRatioTester() [1/2]

◆ SPxRatioTester() [2/2]

◆ ~SPxRatioTester()

Member Function Documentation

◆ clear()

◆ clone()

◆ getDelta()

◆ getName()

◆ load()

◆ operator=()

◆ selectEnter()

◆ selectLeave()

◆ setDelta()

◆ setTolerances()

◆ setType()

◆ solver()

◆ tolerances()

Member Data Documentation

◆ _tolerances

◆ delta

◆ m_name

◆ m_type

◆ thesolver