SPxSolverBase< R > Class Template Reference

Sequential object-oriented SimPlex. More...

#include <spxsolver.h>

Public Types
Data Types
enum	Representation { ROW = -1 , COLUMN = 1 }
	LP basis representation. More...
enum	Type { ENTER = -1 , LEAVE = 1 }
	Algorithmic type. More...
enum	Pricing { FULL , PARTIAL }
	Pricing type. More...
enum	VarStatus {   ON_UPPER , ON_LOWER , FIXED , ZERO ,   BASIC , UNDEFINED }
enum	Status {   ERROR = -15 , NO_RATIOTESTER = -14 , NO_PRICER = -13 , NO_SOLVER = -12 ,   NOT_INIT = -11 , ABORT_CYCLING = -8 , ABORT_TIME = -7 , ABORT_ITER = -6 ,   ABORT_VALUE = -5 , SINGULAR = -4 , NO_PROBLEM = -3 , REGULAR = -2 ,   RUNNING = -1 , UNKNOWN = 0 , OPTIMAL = 1 , UNBOUNDED = 2 ,   INFEASIBLE = 3 , INForUNBD = 4 , OPTIMAL_UNSCALED_VIOLATIONS = 5 }
enum	SolutionPolish { POLISH_OFF , POLISH_INTEGRALITY , POLISH_FRACTIONALITY }
	objective for solution polishing More...
Public Types inherited from SPxLPBase< R >
enum	SPxSense { MAXIMIZE = 1 , MINIMIZE = -1 }
	Optimization sense. More...

Public Member Functions
void	setOutstream (SPxOut &newOutstream)
virtual void	setTolerances (std::shared_ptr< Tolerances > newTolerances)
	set the _tolerances member variable More...
const std::shared_ptr< Tolerances > &	tolerances () const
	returns current tolerances More...
void	setNonzeroFactor (R f)
	set refactor threshold for nonzeros in last factorized basis matrix compared to updated basis matrix More...
void	setFillFactor (R f)
	set refactor threshold for fill-in in current factor update compared to fill-in in last factorization More...
void	setMemFactor (R f)
	set refactor threshold for memory growth in current factor update compared to the last factorization More...
UpdateVector< R > &	fVec () const
	feasibility vector. More...
const VectorBase< R > &	fRhs () const
	right-hand side vector for fVec More...
const VectorBase< R > &	ubBound () const
	upper bound for fVec. More...
VectorBase< R > &	ubBound ()
	upper bound for fVec, writable. More...
const VectorBase< R > &	lbBound () const
	lower bound for fVec. More...
VectorBase< R > &	lbBound ()
	lower bound for fVec, writable. More...
const VectorBase< R > &	fTest () const
	Violations of fVec. More...
UpdateVector< R > &	coPvec () const
	copricing vector. More...
const VectorBase< R > &	coPrhs () const
	Right-hand side vector for coPvec. More...
const VectorBase< R > &	ucBound () const
VectorBase< R > &	ucBound ()
	upper bound for coPvec. More...
const VectorBase< R > &	lcBound () const
VectorBase< R > &	lcBound ()
	lower bound for coPvec. More...
const VectorBase< R > &	coTest () const
	violations of coPvec. More...
UpdateVector< R > &	pVec () const
	pricing vector. More...
const VectorBase< R > &	upBound () const
VectorBase< R > &	upBound ()
	upper bound for pVec. More...
const VectorBase< R > &	lpBound () const
VectorBase< R > &	lpBound ()
	lower bound for pVec. More...
const VectorBase< R > &	test () const
	Violations of pVec. More...
R	computePvec (int i)
	compute and return pVec()[i]. More...
void	computePvec ()
	compute entire pVec(). More...
R	computeTest (int i)
	compute and return test()[i] in ENTERing Simplex. More...
void	computeTest ()
	compute test VectorBase<R> in ENTERing Simplex. More...
void	testVecs ()
Access
int	version () const
	return the version of SPxSolverBase as number like 123 for 1.2.3 More...
int	subversion () const
	return the internal subversion of SPxSolverBase as number More...
Representation	rep () const
	return the current basis representation. More...
Type	type () const
	return current Type. More...
Pricing	pricing () const
	return current Pricing. More...
SPxStarter< R > *	starter () const
	return current starter. More...
Setup
Before solving an LP with an instance of SPxSolverBase, the following steps must be performed: Load the LP by copying an external LP or reading it from an input stream. Setup the pricer to use by loading an SPxPricer object (if not already done in a previous call). Setup the ratio test method to use by loading an SPxRatioTester object (if not already done in a previous call). Setup the linear system solver to use by loading an SLinSolver object (if not already done in a previous call). Optionally setup an start basis generation method by loading an SPxStarter object. Optionally setup a start basis by loading a SPxBasisBase<R>::Desc object. Optionally switch to another basis Representation by calling method setRep(). Optionally switch to another algorithm Type by calling method setType(). Now the solver is ready for execution. If the loaded LP is to be solved again from scratch, this can be done with method reLoad(). Finally, clear() removes the LP from the solver.
virtual bool	read (std::istream &in, NameSet *rowNames=nullptr, NameSet *colNames=nullptr, DIdxSet *intVars=nullptr)
	read LP from input stream. More...
virtual void	loadLP (const SPxLPBase< R > &LP, bool initSlackBasis=true)
	copy LP. More...
virtual void	setBasisSolver (SLinSolver< R > *slu, const bool destroy=false)
	setup linear solver to use. If destroy is true, slusolver will be freed in destructor. More...
virtual void	setPricer (SPxPricer< R > *pricer, const bool destroy=false)
	setup pricer to use. If destroy is true, pricer will be freed in destructor. More...
virtual void	setTester (SPxRatioTester< R > *tester, const bool destroy=false)
	setup ratio-tester to use. If destroy is true, tester will be freed in destructor. More...
virtual void	setStarter (SPxStarter< R > *starter, const bool destroy=false)
	setup starting basis generator to use. If destroy is true, starter will be freed in destructor. More...
virtual void	loadBasis (const typename SPxBasisBase< R >::Desc &)
	set a start basis. More...
void	initRep (Representation p_rep)
	initialize ROW or COLUMN representation. More...
void	setRep (Representation p_rep)
	switch to ROW or COLUMN representation if not already used. More...
void	setType (Type tp)
	set LEAVE or ENTER algorithm. More...
void	setPricing (Pricing pr)
	set FULL or PARTIAL pricing. More...
virtual void	reLoad ()
	reload LP. More...
virtual void	clear ()
	clear all data in solver. More...
void	unscaleLPandReloadBasis ()
	unscales the LP and reloads the basis More...
void	invalidateBasis ()
	invalidates the basis, triggers refactorization More...
virtual bool	readBasisFile (const char *filename, const NameSet *rowNames, const NameSet *colNames)
virtual bool	writeBasisFile (const char *filename, const NameSet *rowNames, const NameSet *colNames, const bool cpxFormat=false) const
virtual bool	writeState (const char *filename, const NameSet *rowNames=nullptr, const NameSet *colNames=nullptr, const bool cpxFormat=false, const bool writeZeroObjective=false) const
Solving LPs
virtual Status	solve (volatile bool *interrupt=nullptr, bool polish=true)
	solve loaded LP. More...
bool	performSolutionPolishing ()
void	setSolutionPolishing (SolutionPolish _polishObj)
	set objective of solution polishing (0: off, 1: max_basic_slack, 2: min_basic_slack) More...
SolutionPolish	getSolutionPolishing ()
	return objective of solution polishing More...
bool	isTerminationValueEnabled () const
	true if objective limit should be used in the next solve More...
void	toggleTerminationValue (bool enable)
	toggle objective limit for next solve More...
Status	status () const
	Status of solution process. More...
virtual R	value ()
	current objective value. More...
bool	updateNonbasicValue (R objChange)
void	forceRecompNonbasicValue ()
virtual void	factorizeAndRecompute ()
virtual Status	getPrimalSol (VectorBase< R > &vector) const
	get solution vector for primal variables. More...
virtual Status	getSlacks (VectorBase< R > &vector) const
	get VectorBase<R> of slack variables. More...
virtual Status	getDualSol (VectorBase< R > &vector) const
	get current solution VectorBase<R> for dual variables. More...
virtual Status	getRedCostSol (VectorBase< R > &vector) const
	get vector of reduced costs. More...
virtual Status	getPrimalray (VectorBase< R > &vector) const
	get primal ray in case of unboundedness. More...
virtual Status	getDualfarkas (VectorBase< R > &vector) const
	get dual farkas proof of infeasibility. More...
virtual void	printDisplayLine (const bool force=false, const bool forceHead=false)
	print display line of flying table More...
virtual bool	terminate ()
	Termination criterion. More...
Control Parameters
R	epsilon () const
	values \(|x| < \epsilon\) are considered to be 0. More...
R	entertol () const
	feasibility tolerance maintained by ratio test during ENTER algorithm. More...
R	leavetol () const
	feasibility tolerance maintained by ratio test during LEAVE algorithm. More...
void	scaleEntertol (R d)
	scale the entering tolerance More...
void	scaleLeavetol (R d)
	scale the leaving tolerance More...
void	scaleTolerances (R d)
R	delta () const
	guaranteed primal and dual bound violation for optimal solution, returning the maximum of floatingPointFeastol() and floatingPointOpttol(). More...
void	setTiming (Timer::TYPE ttype)
	set timing type More...
Timer::TYPE	getTiming ()
	set timing type More...
void	setDisplayFreq (int freq)
	set display frequency More...
int	getDisplayFreq ()
	get display frequency More...
void	setMetricInformation (int type)
	print basis metric within the usual output More...
void	setSparsePricingFactor (R fac)
void	hyperPricing (bool h)
	enable or disable hyper sparse pricing More...
DataArray< VarStatus > &	getOldBasisStatusRows ()
DataArray< VarStatus > &	getOldBasisStatusCols ()
void	setSolvingForBoosted (bool value)
void	setStoreBasisFreqForBoosting (int freq)
int	maxCycle () const
	maximum number of degenerate simplex steps before we detect cycling. More...
int	numCycle () const
	actual number of degenerate simplex steps encountered so far. More...
void	useFullPerturbation (bool full)
	perturb entire problem or only the bounds relevant to the current pivot More...
virtual R	getBasisMetric (int type)
Modification
virtual void	changeObj (const VectorBase< R > &newObj, bool scale=false)
	scale determines whether the new data needs to be scaled according to the existing LP (persistent scaling) More...
virtual void	changeObj (int i, const R &newVal, bool scale=false)
virtual void	changeObj (SPxColId p_id, const R &p_newVal, bool scale=false)
	overloading a virtual function More...
virtual void	changeMaxObj (const VectorBase< R > &newObj, bool scale=false)
virtual void	changeMaxObj (int i, const R &newVal, bool scale=false)
virtual void	changeMaxObj (SPxColId p_id, const R &p_newVal, bool scale=false)
	overloading a virtual function More...
virtual void	changeRowObj (const VectorBase< R > &newObj, bool scale=false)
virtual void	changeRowObj (int i, const R &newVal, bool scale=false)
virtual void	changeRowObj (SPxRowId p_id, const R &p_newVal, bool scale=false)
virtual void	clearRowObjs ()
virtual void	changeLowerStatus (int i, R newLower, R oldLower=0.0)
virtual void	changeLower (const VectorBase< R > &newLower, bool scale=false)
virtual void	changeLower (int i, const R &newLower, bool scale=false)
virtual void	changeLower (SPxColId p_id, const R &p_newLower, bool scale=false)
virtual void	changeUpperStatus (int i, R newUpper, R oldLower=0.0)
virtual void	changeUpper (const VectorBase< R > &newUpper, bool scale=false)
virtual void	changeUpper (int i, const R &newUpper, bool scale=false)
virtual void	changeUpper (SPxColId p_id, const R &p_newUpper, bool scale=false)
	overloading virtual function More...
virtual void	changeBounds (const VectorBase< R > &newLower, const VectorBase< R > &newUpper, bool scale=false)
virtual void	changeBounds (int i, const R &newLower, const R &newUpper, bool scale=false)
virtual void	changeBounds (SPxColId p_id, const R &p_newLower, const R &p_newUpper, bool scale=false)
virtual void	changeLhsStatus (int i, R newLhs, R oldLhs=0.0)
virtual void	changeLhs (const VectorBase< R > &newLhs, bool scale=false)
virtual void	changeLhs (int i, const R &newLhs, bool scale=false)
virtual void	changeLhs (SPxRowId p_id, const R &p_newLhs, bool scale=false)
virtual void	changeRhsStatus (int i, R newRhs, R oldRhs=0.0)
virtual void	changeRhs (const VectorBase< R > &newRhs, bool scale=false)
virtual void	changeRhs (int i, const R &newRhs, bool scale=false)
virtual void	changeRhs (SPxRowId p_id, const R &p_newRhs, bool scale=false)
virtual void	changeRange (const VectorBase< R > &newLhs, const VectorBase< R > &newRhs, bool scale=false)
virtual void	changeRange (int i, const R &newLhs, const R &newRhs, bool scale=false)
virtual void	changeRange (SPxRowId p_id, const R &p_newLhs, const R &p_newRhs, bool scale=false)
virtual void	changeRow (int i, const LPRowBase< R > &newRow, bool scale=false)
virtual void	changeRow (SPxRowId p_id, const LPRowBase< R > &p_newRow, bool scale=false)
virtual void	changeCol (int i, const LPColBase< R > &newCol, bool scale=false)
virtual void	changeCol (SPxColId p_id, const LPColBase< R > &p_newCol, bool scale=false)
virtual void	changeElement (int i, int j, const R &val, bool scale=false)
virtual void	changeElement (SPxRowId rid, SPxColId cid, const R &val, bool scale=false)
virtual void	changeSense (typename SPxLPBase< R >::SPxSense sns)
Dimension and codimension
int	dim () const
	dimension of basis matrix. More...
int	coDim () const
	codimension. More...
Variables and Covariables
Class SPxLPBase<R> introduces SPxIds to identify row or column data of an LP. SPxSolverBase uses this concept to access data with respect to the chosen representation.
SPxId	id (int i) const
	id of i 'th vector. More...
SPxId	coId (int i) const
	id of i 'th covector. More...
bool	isId (const SPxId &p_id) const
	Is p_id an SPxId ? More...
bool	isCoId (const SPxId &p_id) const
	Is p_id a CoId. More...
Vectors and Covectors
const SVectorBase< R > &	vector (int i) const
	i 'th vector. More...
const SVectorBase< R > &	vector (const SPxRowId &rid) const
const SVectorBase< R > &	vector (const SPxColId &cid) const
const SVectorBase< R > &	vector (const SPxId &p_id) const
	VectorBase<R> associated to p_id. More...
const SVectorBase< R > &	coVector (int i) const
	i 'th covector of LP. More...
const SVectorBase< R > &	coVector (const SPxRowId &rid) const
const SVectorBase< R > &	coVector (const SPxColId &cid) const
const SVectorBase< R > &	coVector (const SPxId &p_id) const
	coVector associated to p_id. More...
const SVectorBase< R > &	unitVector (int i) const
	return i 'th unit vector. More...
Variable status
The Simplex basis assigns a Status to each variable and covariable. Depending on the representation, the status indicates that the corresponding vector is in the basis matrix or not.
SPxBasisBase< R >::Desc::Status	varStatus (int i) const
	Status of i 'th variable. More...
SPxBasisBase< R >::Desc::Status	covarStatus (int i) const
	Status of i 'th covariable. More...
bool	isBasic (typename SPxBasisBase< R >::Desc::Status stat) const
	does stat describe a basic index ? More...
bool	isBasic (const SPxId &p_id) const
	is the p_id 'th vector basic ? More...
bool	isBasic (const SPxRowId &rid) const
	is the rid 'th vector basic ? More...
bool	isBasic (const SPxColId &cid) const
	is the cid 'th vector basic ? More...
bool	isRowBasic (int i) const
	is the i 'th row vector basic ? More...
bool	isColBasic (int i) const
	is the i 'th column vector basic ? More...
bool	isBasic (int i) const
	is the i 'th vector basic ? More...
bool	isCoBasic (int i) const
	is the i 'th covector basic ? More...
Shifting
The task of the ratio test (implemented in SPxRatioTester classes) is to select a variable for the basis update, such that the basis remains priced (i.e. both, the pricing and copricing vectors satisfy their bounds) or feasible (i.e. the feasibility vector satisfies its bounds). However, this can lead to numerically instable basis matrices or – after accumulation of various errors – even to a singular basis matrix. The key to overcome this problem is to allow the basis to become "a bit" infeasible or unpriced, in order provide a better choice for the ratio test to select a stable variable. This is equivalent to enlarging the bounds by a small amount. This is referred to as shifting. These methods serve for shifting feasibility bounds, either in order to maintain numerical stability or initially for computation of phase 1. The sum of all shifts applied to any bound is stored in theShift. The following methods are used to shift individual bounds. They are mainly intended for stable implenentations of SPxRatioTester.
void	shiftFvec ()
	Perform initial shifting to optain an feasible or pricable basis. More...
void	shiftPvec ()
	Perform initial shifting to optain an feasible or pricable basis. More...
void	shiftUBbound (int i, R to)
	shift i 'th ubBound to to. More...
void	shiftLBbound (int i, R to)
	shift i 'th lbBound to to. More...
void	shiftUPbound (int i, R to)
	shift i 'th upBound to to. More...
void	shiftLPbound (int i, R to)
	shift i 'th lpBound to to. More...
void	shiftUCbound (int i, R to)
	shift i 'th ucBound to to. More...
void	shiftLCbound (int i, R to)
	shift i 'th lcBound to to. More...
void	testBounds () const
virtual R	shift () const
	total current shift amount. More...
virtual void	unShift (void)
	remove shift as much as possible. More...
virtual void	qualConstraintViolation (R &maxviol, R &sumviol) const
	get violation of constraints. More...
virtual void	qualBoundViolation (R &maxviol, R &sumviol) const
	get violations of bounds. More...
virtual void	qualSlackViolation (R &maxviol, R &sumviol) const
	get the residuum |Ax-b|. More...
virtual void	qualRedCostViolation (R &maxviol, R &sumviol) const
	get violation of optimality criterion. More...
SPxRowId	rowId (int i) const
	RowId of i 'th inequality. More...
SPxColId	colId (int i) const
	ColId of i 'th column. More...
	SPxSolverBase (Type type=LEAVE, Representation rep=ROW, Timer::TYPE ttype=Timer::USER_TIME)
	default constructor. More...
virtual	~SPxSolverBase ()
bool	isConsistent () const
	check consistency. More...
SPxSolverBase< R > &	operator= (const SPxSolverBase< R > &base)
	assignment operator More...
	SPxSolverBase (const SPxSolverBase< R > &base)
	copy constructor More...
Public Member Functions inherited from SPxLPBase< R >
void	setOutstream (SPxOut &newOutstream)
void	unscaleLP ()
	unscales the lp and clears basis More...
const std::shared_ptr< Tolerances >	tolerances () const
	returns current tolerances More...
bool	isScaled () const
	Returns true if and only if the LP is scaled. More...
void	setScalingInfo (bool scaled)
	set whether the LP is scaled or not More...
int	nRows () const
	Returns number of rows in LP. More...
int	nCols () const
	Returns number of columns in LP. More...
int	nNzos () const
	Returns number of nonzeros in LP. More...
virtual R	minAbsNzo (bool unscaled=true) const
	Absolute smallest non-zero element in (possibly scaled) LP. More...
virtual R	maxAbsNzo (bool unscaled=true) const
	Absolute biggest non-zero element in (in rational case possibly scaled) LP. More...
void	getRow (int i, LPRowBase< R > &row) const
	Gets i 'th row. More...
void	getRow (const SPxRowId &id, LPRowBase< R > &row) const
	Gets row with identifier id. More...
void	getRows (int start, int end, LPRowSetBase< R > &set) const
	Gets rows start, ... end. More...
const SVectorBase< R > &	rowVector (int i) const
	Gets row vector of row i. More...
const SVectorBase< R > &	rowVector (const SPxRowId &id) const
	Gets row vector of row with identifier id. More...
void	getRowVectorUnscaled (int i, DSVectorBase< R > &vec) const
	Gets unscaled row vector of row i. More...
const VectorBase< R > &	rhs () const
	Returns right hand side vector. More...
const R &	rhs (int i) const
	Returns right hand side of row number i. More...
const R &	rhs (const SPxRowId &id) const
	Returns right hand side of row with identifier id. More...
void	getRhs (VectorBase< R > &vec) const
	Gets (internal and possibly scaled) right hand side vector. More...
void	getRhsUnscaled (VectorBase< R > &vec) const
	Gets unscaled right hand side vector. More...
R	rhsUnscaled (int i) const
	Returns unscaled right hand side of row number i. More...
R	rhsUnscaled (const SPxRowId &id) const
	Returns unscaled right hand side of row with identifier id. More...
const VectorBase< R > &	lhs () const
	Returns left hand side vector. More...
const R &	lhs (int i) const
	Returns left hand side of row number i. More...
const R &	lhs (const SPxRowId &id) const
	Returns left hand side of row with identifier id. More...
void	getRowObj (VectorBase< R > &prowobj) const
	Gets row objective function vector. More...
R	rowObj (int i) const
R	rowObj (const SPxRowId &id) const
	Returns row objective function value of row with identifier id. More...
const VectorBase< R > &	maxRowObj () const
const R &	maxRowObj (int i) const
const R &	maxRowObj (const SPxRowId &id) const
	Returns row objective function value of row with identifier id. More...
void	getLhsUnscaled (VectorBase< R > &vec) const
	Returns unscaled left hand side vector. More...
R	lhsUnscaled (int i) const
	Returns unscaled left hand side of row number i. More...
R	lhsUnscaled (const SPxRowId &id) const
	Returns left hand side of row with identifier id. More...
LPRowBase< R >::Type	rowType (int i) const
	Returns the inequality type of the i'th LPRow. More...
LPRowBase< R >::Type	rowType (const SPxRowId &id) const
	Returns the inequality type of the row with identifier key. More...
void	getCol (int i, LPColBase< R > &col) const
	Gets i 'th column. More...
void	getCol (const SPxColId &id, LPColBase< R > &col) const
	Gets column with identifier id. More...
void	getCols (int start, int end, LPColSetBase< R > &set) const
	Gets columns start, ..., end. More...
const SVectorBase< R > &	colVector (int i) const
	Returns column vector of column i. More...
const SVectorBase< R > &	colVector (const SPxColId &id) const
	Returns column vector of column with identifier id. More...
void	getColVectorUnscaled (int i, DSVectorBase< R > &vec) const
	Gets column vector of column i. More...
void	getColVectorUnscaled (const SPxColId &id, DSVectorBase< R > &vec) const
	Gets column vector of column with identifier id. More...
void	getObjUnscaled (VectorBase< R > &pobj) const
	Gets unscaled objective vector. More...
void	getObj (VectorBase< R > &pobj) const
	Gets objective vector. More...
R	obj (int i) const
	Returns objective value of column i. More...
R	obj (const SPxColId &id) const
	Returns objective value of column with identifier id. More...
R	objUnscaled (int i) const
	Returns unscaled objective value of column i. More...
R	objUnscaled (const SPxColId &id) const
	Returns unscaled objective value of column with identifier id. More...
const VectorBase< R > &	maxObj () const
	Returns objective vector for maximization problem. More...
const R &	maxObj (int i) const
	Returns objective value of column i for maximization problem. More...
const R &	maxObj (const SPxColId &id) const
	Returns objective value of column with identifier id for maximization problem. More...
void	maxObjUnscaled (VectorBase< R > &vec) const
	Returns unscaled objective vector for maximization problem. More...
R	maxObjUnscaled (int i) const
	Returns unscaled objective value of column i for maximization problem. More...
R	maxObjUnscaled (const SPxColId &id) const
	Returns unscaled objective value of column with identifier id for maximization problem. More...
const VectorBase< R > &	upper () const
	Returns upper bound vector. More...
const R &	upper (int i) const
	Returns upper bound of column i. More...
const R &	upper (const SPxColId &id) const
	Returns upper bound of column with identifier id. More...
void	getUpperUnscaled (VectorBase< R > &vec) const
	Gets unscaled upper bound vector. More...
R	upperUnscaled (int i) const
	Returns unscaled upper bound of column i. More...
R	upperUnscaled (const SPxColId &id) const
	Returns unscaled upper bound of column with identifier id. More...
const VectorBase< R > &	lower () const
	Returns (internal and possibly scaled) lower bound vector. More...
const R &	lower (int i) const
	Returns (internal and possibly scaled) lower bound of column i. More...
const R &	lower (const SPxColId &id) const
	Returns (internal and possibly scaled) lower bound of column with identifier id. More...
void	getLowerUnscaled (VectorBase< R > &vec) const
	Gets unscaled lower bound vector. More...
R	lowerUnscaled (int i) const
	Returns unscaled lower bound of column i. More...
R	lowerUnscaled (const SPxColId &id) const
	Returns unscaled lower bound of column with identifier id. More...
SPxSense	spxSense () const
	Returns the optimization sense. More...
const R &	objOffset () const
	Returns the objective function value offset. More...
int	number (const SPxRowId &id) const
	Returns the row number of the row with identifier id. More...
int	number (const SPxColId &id) const
	Returns the column number of the column with identifier id. More...
int	number (const SPxId &id) const
	Returns the row or column number for identifier id. More...
bool	has (const SPxRowId &id) const
	Returns the row number of the row with identifier id. More...
bool	has (const SPxColId &id) const
	Returns the column number of the column with identifier id. More...
bool	has (const SPxId &id) const
	Returns the row or column number for identifier id. More...
SPxRowId	rId (int n) const
	Returns the row identifier for row n. More...
SPxColId	cId (int n) const
	Returns the column identifier for column n. More...
virtual void	addRow (const LPRowBase< R > &row, bool scale=false)
virtual void	addRow (const R &lhsValue, const SVectorBase< R > &rowVec, const R &rhsValue, bool scale=false)
template<class S >
void	addRow (const S *lhsValue, const S *rowValues, const int *rowIndices, int rowSize, const S *rhsValue)
virtual void	addRow (SPxRowId &id, const LPRowBase< R > &row, bool scale=false)
	Adds row to LPRowSetBase. More...
virtual void	addRows (const LPRowSetBase< R > &pset, bool scale=false)
template<class S >
void	addRows (const S *lhsValues, const S *rowValues, const int *rowIndices, const int *rowStarts, const int *rowLengths, const int numRows, const int numValues, const S *rhsValues)
virtual void	addRows (SPxRowId id[], const LPRowSetBase< R > &set, bool scale=false)
	adds all LPRowBases of pset to LPRowSetBase. More...
virtual void	addCol (const LPColBase< R > &col, bool scale=false)
virtual void	addCol (const R &objValue, const R &lowerValue, const SVectorBase< R > &colVec, const R &upperValue, bool scale=false)
template<class S >
void	addCol (const S *objValue, const S *lowerValue, const S *colValues, const int *colIndices, int colSize, const S *upperValue)
virtual void	addCol (SPxColId &id, const LPColBase< R > &col, bool scale=false)
	Adds col to LPColSetVBase. More...
virtual void	addCols (const LPColSetBase< R > &pset, bool scale=false)
template<class S >
void	addCols (const S *objValue, const S *lowerValues, const S *colValues, const int *colIndices, const int *colStarts, const int *colLengths, const int numCols, const int numValues, const S *upperValues)
virtual void	addCols (SPxColId id[], const LPColSetBase< R > &set, bool scale=false)
	Adds all LPColBases of set to LPColSetBase. More...
virtual void	removeRow (int i)
	Removes i 'th row. More...
virtual void	removeRow (SPxRowId id)
	Removes row with identifier id. More...
virtual void	removeRows (int perm[])
	Removes multiple rows. More...
virtual void	removeRows (SPxRowId id[], int n, int perm[]=nullptr)
virtual void	removeRows (int nums[], int n, int perm[]=nullptr)
	Removes n LPRowBases. More...
virtual void	removeRowRange (int start, int end, int perm[]=nullptr)
	Removes rows from start to end (including both). More...
virtual void	removeCol (int i)
	Removes i 'th column. More...
virtual void	removeCol (SPxColId id)
	Removes column with identifier id. More...
virtual void	removeCols (int perm[])
	Removes multiple columns. More...
virtual void	removeCols (SPxColId id[], int n, int perm[]=nullptr)
virtual void	removeCols (int nums[], int n, int perm[]=nullptr)
	Removes n LPCols. More...
virtual void	removeColRange (int start, int end, int perm[]=nullptr)
	Removes columns from start to end (including both). More...
virtual bool	readLPF (std::istream &in, NameSet *rowNames=nullptr, NameSet *colNames=nullptr, DIdxSet *intVars=nullptr)
	Reads LP in LP format from input stream in. More...
virtual bool	readMPS (std::istream &in, NameSet *rowNames=nullptr, NameSet *colNames=nullptr, DIdxSet *intVars=nullptr)
	Reads an LP in MPS format from input stream in. More...
virtual bool	readFile (const char *filename, NameSet *rowNames=nullptr, NameSet *colNames=nullptr, DIdxSet *intVars=nullptr)
	Reads LP from a file. More...
virtual void	writeLPF (std::ostream &out, const NameSet *rowNames, const NameSet *colNames, const DIdxSet *p_intvars=nullptr, const bool writeZeroObjective=false) const
virtual void	writeMPS (std::ostream &out, const NameSet *rowNames, const NameSet *colNames, const DIdxSet *p_intvars=nullptr, const bool writeZeroObjective=false) const
	Writes a file in MPS format to out. More...
virtual void	writeFileLPBase (const char *filename, const NameSet *rowNames=nullptr, const NameSet *colNames=nullptr, const DIdxSet *p_intvars=nullptr, const bool writeZeroObjective=false) const
	Write loaded LP to filename. More...
void	printProblemStatistics (std::ostream &os)
template<class S >
void	changeObj (int i, const S *newVal)
	changes i 'th objective vector element to newVal. More...
template<class S >
void	changeMaxObj (int i, const S *newVal)
	changes i 'th objective vector element to newVal. More...
template<class S >
void	changeLower (int i, const S *newLower)
	changes i 'th lower bound to newLower. More...
template<class S >
void	changeUpper (int i, const S *newUpper)
	Changes i 'th upper bound to newUpper. More...
template<class S >
void	changeBounds (int i, const S *newLower, const S *newUpper)
	Changes bounds of column i to newLower and newUpper. More...
template<class S >
void	changeLhs (int i, const S *newLhs)
	Changes i 'th left hand side value to newLhs. More...
template<class S >
void	changeRange (int i, const S *newLhs, const S *newRhs)
	Changes left and right hand side of row i. More...
template<class S >
void	changeElement (int i, int j, const S *val)
	Changes LP element (i, j) to val. More...
virtual void	changeSense (SPxSense sns)
	Changes optimization sense to sns. More...
template<typename T >
void	changeObjOffset (const T &o)
virtual void	computePrimalActivity (const VectorBase< R > &primal, VectorBase< R > &activity, const bool unscaled=true) const
	Computes activity of the rows for a given primal vector; activity does not need to be zero. More...
virtual void	addPrimalActivity (const SVectorBase< R > &primal, VectorBase< R > &activity) const
	Updates activity of the rows for a given primal vector; activity does not need to be zero. More...
virtual void	computeDualActivity (const VectorBase< R > &dual, VectorBase< R > &activity, const bool unscaled=true) const
	Computes "dual" activity of the columns for a given dual vector, i.e., y^T A; activity does not need to be zero. More...
virtual void	addDualActivity (const SVectorBase< R > &dual, VectorBase< R > &activity) const
	Updates "dual" activity of the columns for a given dual vector, i.e., y^T A; activity does not need to be zero. More...
virtual void	subDualActivity (const VectorBase< R > &dual, VectorBase< R > &activity) const
	Updates "dual" activity of the columns for a given dual vector, i.e., y^T A; activity does not need to be zero. More...
virtual void	buildDualProblem (SPxLPBase< R > &dualLP, SPxRowId primalRowIds[]=nullptr, SPxColId primalColIds[]=nullptr, SPxRowId dualRowIds[]=nullptr, SPxColId dualColIds[]=nullptr, int *nprimalrows=nullptr, int *nprimalcols=nullptr, int *ndualrows=nullptr, int *ndualcols=nullptr)
	Building the dual problem from a given LP. More...
bool	isConsistent () const
	Consistency check. More...
	SPxLPBase ()
	Default constructor. More...
virtual	~SPxLPBase ()
	Destructor. More...
	SPxLPBase (const SPxLPBase< R > &old)
	Copy constructor. More...
template<class S >
	SPxLPBase (const SPxLPBase< S > &old)
	Copy constructor. More...
SPxLPBase< R > &	operator= (const SPxLPBase< R > &old)
	Assignment operator. More...
template<class S >
SPxLPBase< R > &	operator= (const SPxLPBase< S > &old)
	Assignment operator. More...

Public Attributes
Random	random
	The random number generator used throughout the whole computation. Its seed can be modified. More...
DIdxSet	infeasibilities
DIdxSet	infeasibilitiesCo
DIdxSet	updateViols
	store indices that were changed in the previous iteration and must be checked in hyper pricing More...
DIdxSet	updateViolsCo
DataArray< int >	isInfeasible
	0: index not violated, 1: index violated, 2: index violated and among candidate list More...
DataArray< int >	isInfeasibleCo
	0: index not violated, 1: index violated, 2: index violated and among candidate list More...
bool	sparsePricingLeave
	These values enable or disable sparse pricing. More...
bool	sparsePricingEnter
	true if sparsePricing is turned on in the entering Simplex for slack variables More...
bool	sparsePricingEnterCo
	true if sparsePricing is turned on in the entering Simplex More...
bool	hyperPricingLeave
	true if hyper sparse pricing is turned on in the leaving Simplex More...
bool	hyperPricingEnter
	true if hyper sparse pricing is turned on in the entering Simplex More...
int	remainingRoundsLeave
	number of dense rounds/refactorizations until sparsePricing is enabled again More...
int	remainingRoundsEnter
int	remainingRoundsEnterCo
VectorBase< R >	weights
	dual pricing norms More...
VectorBase< R >	coWeights
	store dual norms More...
bool	weightsAreSetup
	are the dual norms already set up? More...
Timer *	multTimeSparse
	time spent in setupPupdate() exploiting sparsity More...
Timer *	multTimeFull
	time spent in setupPupdate() ignoring sparsity More...
Timer *	multTimeColwise
	time spent in setupPupdate(), columnwise multiplication More...
Timer *	multTimeUnsetup
	time spent in setupPupdate() w/o sparsity information More...
int	multSparseCalls
	number of products exploiting sparsity More...
int	multFullCalls
	number of products ignoring sparsity More...
int	multColwiseCalls
	number of products, columnwise multiplication More...
int	multUnsetupCalls
	number of products w/o sparsity information More...
SPxOut *	spxout
	message handler More...
DataArray< int >	integerVariables
	supplementary variable information, 0: continous variable, 1: integer variable More...
Public Attributes inherited from SPxLPBase< R >
SPxOut *	spxout

Protected Member Functions
Precision
virtual bool	precisionReached (R &newpricertol) const
	is the solution precise enough, or should we increase delta() ? More...
void	calculateProblemRanges ()
	determine ranges of problem values for bounds, sides and objective to assess numerical difficulties More...
Protected helpers
virtual void	addedRows (int n)
virtual void	addedCols (int n)
virtual void	doRemoveRow (int i)
virtual void	doRemoveRows (int perm[])
virtual void	doRemoveCol (int i)
virtual void	doRemoveCols (int perm[])
void	clearDualBounds (typename SPxBasisBase< R >::Desc::Status, R &, R &) const
void	setDualColBounds ()
void	setDualRowBounds ()
void	setPrimalBounds ()
	setup feasibility bounds for entering algorithm More...
void	setEnterBound4Col (int, int)
void	setEnterBound4Row (int, int)
virtual void	setEnterBounds ()
void	setLeaveBound4Row (int i, int n)
void	setLeaveBound4Col (int i, int n)
virtual void	setLeaveBounds ()
void	computePrimalray4Col (R direction, SPxId enterId)
void	computePrimalray4Row (R direction)
void	computeDualfarkas4Col (R direction)
void	computeDualfarkas4Row (R direction, SPxId enterId)
Protected Member Functions inherited from SPxLPBase< R >
R &	rhs_w (int i)
	Returns right hand side of row i. More...
R &	lhs_w (int i)
	Returns left hand side of row i. More...
R &	maxRowObj_w (int i)
	Returns objective function value of row i. More...
R &	maxObj_w (int i)
	Returns objective value of column i for maximization problem. More...
R &	upper_w (int i)
	Returns upper bound of column i. More...
R &	lower_w (int i)
	Returns lower bound of column i. More...
const LPRowSetBase< R > *	lprowset () const
	Returns the LP as an LPRowSetBase. More...
const LPColSetBase< R > *	lpcolset () const
	Returns the LP as an LPColSetBase. More...
void	added2Set (SVSetBase< R > &set, const SVSetBase< R > &addset, int n)
Protected Member Functions inherited from LPRowSetBase< R >
const SVSetBase< R > *	rowSet () const
	Returns the complete SVSet. More...
int	num () const
	Returns the number of LPRowBases in LPRowSetBase. More...
int	max () const
	Returns the maximum number of LPRowBases that fit. More...
const VectorBase< R > &	lhs () const
	Returns the vector of lhs values. More...
VectorBase< R > &	lhs_w ()
	Returns the vector of lhs values. More...
const R &	lhs (int i) const
	Returns the lhs of the i 'th LPRowBase. More...
R &	lhs_w (int i)
	Returns the lhs of the i 'th LPRowBase. More...
const R &	lhs (const DataKey &k) const
	Returns the lhs of the LPRowBase with DataKey k in LPRowSetBase. More...
R &	lhs_w (const DataKey &k)
	Returns the lhs of the LPRowBase with DataKey k in LPRowSetBase. More...
const VectorBase< R > &	rhs () const
	Returns the vector of rhs values. More...
VectorBase< R > &	rhs_w ()
	Returns the vector of rhs values (writeable). More...
const R &	rhs (int i) const
	Returns the rhs of the i 'th LPRowBase. More...
R &	rhs_w (int i)
	Returns the rhs of the i 'th LPRowBase (writeable). More...
const R &	rhs (const DataKey &k) const
	Returns the rhs of the LPRowBase with DataKey k in LPRowSetBase. More...
R &	rhs_w (const DataKey &k)
	Returns the rhs of the LPRowBase with DataKey k in LPRowSetBase (writeable). More...
const VectorBase< R > &	obj () const
	Returns the vector of objective coefficients. More...
VectorBase< R > &	obj_w ()
	Returns the vector of objective coefficients (writeable). More...
const R &	obj (int i) const
	Returns the objective coefficient of the i 'th LPRowBase. More...
R &	obj_w (int i)
	Returns the objective coefficient of the i 'th LPRowBase (writeable). More...
const R &	obj (const DataKey &k) const
	Returns the objective coefficient of the LPRowBase with DataKey k in LPRowSetBase. More...
R &	obj_w (const DataKey &k)
	Returns the objective coefficient of the LPRowBase with DataKey k in LPRowSetBase (writeable). More...
SVectorBase< R > &	rowVector_w (int i)
	Returns a writable rowVector of the i 'th LPRowBase. More...
const SVectorBase< R > &	rowVector (int i) const
	Returns the rowVector of the i 'th LPRowBase. More...
SVectorBase< R > &	rowVector_w (const DataKey &k)
	Returns a writable rowVector of the LPRowBase with DataKey k. More...
const SVectorBase< R > &	rowVector (const DataKey &k) const
	Returns the rowVector of the LPRowBase with DataKey k. More...
LPRowBase< R >::Type	type (int i) const
	Returns the inequalitiy type of the i 'th LPRowBase. More...
LPRowBase< R >::Type	type (const DataKey &k) const
	Returns the inequality type of the LPRowBase with DataKey k. More...
void	setType (int i, typename LPRowBase< R >::Type t)
	Changes the inequality type of row i to type. More...
const R &	value (int i) const
	Returns the value of the i'th LPRowBase. More...
const R &	value (const DataKey &k) const
	Returns the value of the LPRowBase with DataKey k. More...
DataKey	key (int i) const
	Returns the DataKey of the i 'th LPRowBase in LPRowSetBase. More...
int	number (const DataKey &k) const
	Returns the number of the LPRowBase with DataKey k in LPRowSetBase. More...
bool	has (const DataKey &k) const
	does DataKey k belong to LPRowSetBase ? More...
void	add (const LPRowBase< R > &row)
void	add (DataKey &pkey, const LPRowBase< R > &prow)
	Adds row to LPRowSetBase. More...
void	add (const R &plhs, const SVectorBase< R > &prowVector, const R &prhs, const R &pobj=0, const int &pscaleExp=0)
	Adds LPRowBase consisting of left hand side lhs, row vector rowVector, and right hand side rhs to LPRowSetBase. More...
template<class S >
void	add (const S *lhsValue, const S *rowValues, const int *rowIndices, int rowSize, const S *rhsValue, const S *objValue=0)
	Adds LPRowBase consisting of left hand side lhs, row vector rowVector, and right hand side rhs to LPRowSetBase. More...
template<class S >
void	add (DataKey &newkey, const S *lhsValue, const S *rowValues, const int *rowIndices, int rowSize, const S *rhsValue, const S *objValue=nullptr)
	Adds LPRowBase consisting of left hand side lhs, row vector rowVector, and right hand side rhs to LPRowSetBase, with DataKey key. More...
void	add (DataKey &newkey, const R &newlhs, const SVectorBase< R > &newrowVector, const R &newrhs, const R &newobj=0, const int &newscaleExp=0)
	Adds LPRowBase consisting of left hand side lhs, row vector rowVector, and right hand side rhs to LPRowSetBase, with DataKey key. More...
void	add (const LPRowSetBase< R > &newset)
void	add (DataKey keys[], const LPRowSetBase< R > &set)
	Adds all LPRowBases of set to LPRowSetBase. More...
void	xtend (int n, int newmax)
	Extends row n to fit newmax nonzeros. More...
void	xtend (const DataKey &pkey, int pnewmax)
	Extends row with DataKey key to fit newmax nonzeros. More...
void	add2 (const DataKey &k, int n, const int idx[], const R val[])
	Adds n nonzero (idx, val)-pairs to rowVector with DataKey k. More...
void	add2 (int i, int n, const int idx[], const R val[])
	Adds n nonzero (idx, val)-pairs to i 'th rowVector. More...
template<class S >
void	add2 (int i, int n, const int idx[], const S val[])
	Adds n nonzero (idx, val)-pairs to i 'th rowVector. More...
SVectorBase< R > &	create (int pnonzeros=0, const R &plhs=0, const R &prhs=1, const R &pobj=0, const int &pscaleExp=0)
	Creates new LPRowBase with specified parameters and returns a reference to its row vector. More...
SVectorBase< R > &	create (DataKey &newkey, int nonzeros=0, const R &newlhs=0, const R &newrhs=1, const R &newobj=0, const int &newscaleExp=0)
	Creates new LPRowBase with specified parameters and returns a reference to its row vector. More...
void	remove (int i)
	Removes i 'th LPRowBase. More...
void	remove (const DataKey &k)
	Removes LPRowBase with DataKey k. More...
void	remove (int perm[])
	Removes multiple LPRowBases. More...
void	remove (const int nums[], int n)
	Removes n LPRowBases with row numbers given by nums. More...
void	remove (const int nums[], int n, int *perm)
	Removes n LPRowBases with row numbers given by nums, Stores permutation of row indices in perm. More...
void	clear ()
	Removes all LPRowBases. More...
void	reMax (int newmax=0)
	Reallocates memory to be able to store newmax LPRowBases. More...
int	memSize () const
	Returns number of used nonzero entries. More...
int	memMax () const
	Returns length of nonzero memory. More...
void	memRemax (int newmax)
	Reallocates memory to be able to store newmax nonzeros. More...
void	memPack ()
	Garbage collection in nonzero memory. More...
bool	isConsistent () const
	Checks consistency. More...
	LPRowSetBase (int pmax=-1, int pmemmax=-1)
	Default constructor. More...
LPRowSetBase< R > &	operator= (const LPRowSetBase< R > &rs)
	Assignment operator. More...
template<class S >
LPRowSetBase< R > &	operator= (const LPRowSetBase< S > &rs)
	Assignment operator. More...
	LPRowSetBase (const LPRowSetBase< R > &rs)
	Copy constructor. More...
template<class S >
	LPRowSetBase (const LPRowSetBase< S > &rs)
	Copy constructor. More...
virtual	~LPRowSetBase ()
	Destructor. More...
Protected Member Functions inherited from SVSetBase< R >
void	add (const SVectorBase< R > &svec)
	Adds svec to the set. More...
void	add (DataKey &nkey, const SVectorBase< R > &svec)
	Adds svec to SVSetBase. More...
template<class S >
void	add (DataKey &nkey, const S *rowValues, const int *rowIndices, int rowSize)
	Adds svec to SVSetBase. More...
void	add (const SVectorBase< R > svec[], int n)
	Adds all n SVectorBases in the array svec to the set. More...
void	add (DataKey nkey[], const SVectorBase< R > svec[], int n)
	Adds n SVectorBases to SVSetBase. More...
template<class S >
void	add (const SVSetBase< S > &pset)
	Adds all SVectorBases in pset to SVSetBase. More...
template<class S >
void	add (DataKey nkey[], const SVSetBase< S > &pset)
	Adds all SVectorBases of pset to SVSetBase. More...
SVectorBase< R > *	create (int idxmax=0)
	Creates new SVectorBase in set. More...
SVectorBase< R > *	create (DataKey &nkey, int idxmax=-1)
	Creates new SVectorBase in set. More...
void	xtend (SVectorBase< R > &svec, int newmax)
	Extends svec to fit newmax nonzeros. More...
void	add2 (SVectorBase< R > &svec, int idx, R val)
	Adds nonzero (idx, val) to svec of this SVSetBase. More...
void	add2 (SVectorBase< R > &svec, int n, const int idx[], const R val[])
	Adds n nonzeros to svec of this SVSetBase. More...
template<class S >
void	add2 (SVectorBase< R > &svec, int n, const int idx[], const S val[])
	Adds n nonzeros to svec of this SVSetBase. More...
void	remove (const DataKey &removekey)
	Removes the vector with key removekey from the set. More...
void	remove (int removenum)
	Removes the vector with number removenum from the set. More...
void	remove (const SVectorBase< R > *svec)
	Removes one SVectorBase from set. More...
void	remove (int perm[])
	Removes multiple elements. More...
void	remove (const DataKey keys[], int n)
	Removes n SVectorBases from set. More...
void	remove (const int nums[], int n)
	Removes n SVectorBases from set. More...
void	remove (const DataKey keys[], int n, int *perm)
void	remove (const int nums[], int n, int *perm)
void	clear (int minNewSize=-1)
	Removes all SVectorBases from set. More...
SVectorBase< R > &	operator[] (int n)
	Gets SVectorBase by number, writeable. More...
const SVectorBase< R > &	operator[] (int n) const
	Gets SVectorBase by number. More...
SVectorBase< R > &	operator[] (const DataKey &k)
	Gets SVectorBase by DataKey, writeable. More...
const SVectorBase< R > &	operator[] (const DataKey &k) const
	Gets SVectorBase by DataKey. More...
int	num () const
	Current number of SVectorBases. More...
int	max () const
	Current maximum number of SVectorBases. More...
DataKey	key (int n) const
	Gets DataKey of vector number. More...
DataKey	key (const SVectorBase< R > *svec) const
	Gets DataKey of SVectorBase. More...
int	number (const DataKey &k) const
	Gets vector number of DataKey. More...
int	number (const SVectorBase< R > *svec) const
	Gets vector number of SVectorBase. More...
bool	has (const DataKey &k) const
	True iff SVSetBase contains a SVectorBase for DataKey k. More...
bool	has (int n) const
	True iff SVSetBase contains a SVectorBase for vector number n. More...
bool	has (const SVectorBase< R > *svec) const
	Is an SVectorBase in the set? More...
int	memSize () const
	Used nonzero memory. More...
int	memMax () const
	Length of nonzero memory. More...
void	memRemax (int newmax)
	Reset length of nonzero memory. More...
void	memPack ()
	Garbage collection in nonzero memory. More...
void	reMax (int newmax=0)
	Resets maximum number of SVectorBases. More...
bool	isConsistent () const
	Consistency check. More...
	SVSetBase (int pmax=-1, int pmemmax=-1, double pfac=1.1, double pmemFac=1.2)
	Default constructor. More...
virtual	~SVSetBase ()
	Destructor. More...
SVSetBase< R > &	operator= (const SVSetBase< R > &rhs)
	Assignment operator. More...
template<class S >
SVSetBase< R > &	operator= (const SVSetBase< S > &rhs)
	Assignment operator. More...
	SVSetBase (const SVSetBase< R > &old)
	Copy constructor. More...
template<class S >
	SVSetBase (const SVSetBase< S > &old)
	Copy constructor. More...
Protected Member Functions inherited from ClassArray< Nonzero< R > >
Nonzero< R > &	operator[] (int n)
	Reference to n 'th element. More...
const Nonzero< R > &	operator[] (int n) const
	Reference to n 'th const element. More...
Nonzero< R > &	last ()
	Reference to last element. More...
const Nonzero< R > &	last () const
	Reference to last const element. More...
Nonzero< R > *	get_ptr ()
	Gets a C pointer to the data. More...
const Nonzero< R > *	get_const_ptr () const
	Gets a const C pointer to the data. More...
void	append (const Nonzero< R > &t)
	Appends element t. More...
void	append (int n, const Nonzero< R > t[])
	Appends n elements from t. More...
void	append (const ClassArray< Nonzero< R > > &t)
	Appends all elements from t. More...
void	insert (int i, int n)
	Inserts n uninitialized elements before i 'th element. More...
void	insert (int i, int n, const Nonzero< R > t[])
	Inserts n elements from t before i 'the element. More...
void	insert (int i, const ClassArray< Nonzero< R > > &t)
	Inserts all elements from t before i 'th element. More...
void	remove (int n=0, int m=1)
	Removes m elements starting at n. More...
void	removeLast (int m=1)
	Removes m last elements. More...
void	clear ()
	Removes all elements. More...
int	size () const
	Returns number of elements. More...
void	reSize (int newsize)
	Resets size to newsize. More...
int	max () const
	Returns maximum number of elements. More...
ptrdiff_t	reMax (int newMax=1, int newSize=-1)
	Resets maximum number of elements. More...
ClassArray &	operator= (const ClassArray &rhs)
	Assignment operator. More...
bool	isConsistent () const
	Consistency check. More...
	ClassArray (const ClassArray &old)
	Copy constructor. More...
	ClassArray (int p_size=0, int p_max=0, double p_fac=1.2)
	Default constructor. More...
virtual	~ClassArray ()
	Destructor. More...
Protected Member Functions inherited from LPColSetBase< R >
const SVSetBase< R > *	colSet () const
	Returns the complete SVSetBase. More...
int	num () const
	Returns the number of LPColBases currently in LPColSetBase. More...
int	max () const
	Returns maximum number of LPColBases currently fitting into LPColSetBase. More...
const VectorBase< R > &	maxObj () const
VectorBase< R > &	maxObj_w ()
	Returns vector of objective values w.r.t. maximization. More...
const R &	maxObj (int i) const
R &	maxObj_w (int i)
	Returns objective value (w.r.t. maximization) of i 'th LPColBase in LPColSetBase. More...
const R &	maxObj (const DataKey &k) const
R &	maxObj_w (const DataKey &k)
	Returns objective value (w.r.t. maximization) of LPColBase with DataKey k in LPColSetBase. More...
const VectorBase< R > &	lower () const
VectorBase< R > &	lower_w ()
	Returns vector of lower bound values. More...
const R &	lower (int i) const
R &	lower_w (int i)
	Returns lower bound of i 'th LPColBase in LPColSetBase. More...
const R &	lower (const DataKey &k) const
R &	lower_w (const DataKey &k)
	Returns lower bound of LPColBase with DataKey k in LPColSetBase. More...
const VectorBase< R > &	upper () const
VectorBase< R > &	upper_w ()
	Returns vector of upper bound values. More...
const R &	upper (int i) const
R &	upper_w (int i)
	Returns upper bound of i 'th LPColBase in LPColSetBase. More...
const R &	upper (const DataKey &k) const
R &	upper_w (const DataKey &k)
	Returns upper bound of LPColBase with DataKey k in LPColSetBase. More...
SVectorBase< R > &	colVector_w (int i)
const SVectorBase< R > &	colVector (int i) const
	Returns colVector of i 'th LPColBase in LPColSetBase. More...
SVectorBase< R > &	colVector_w (const DataKey &k)
	Returns writeable colVector of LPColBase with DataKey k in LPColSetBase. More...
const SVectorBase< R > &	colVector (const DataKey &k) const
	Returns colVector of LPColBase with DataKey k in LPColSetBase. More...
DataKey	key (int i) const
	Returns DataKey of i 'th LPColBase in LPColSetBase. More...
int	number (const DataKey &k) const
	Returns number of LPColBase with DataKey k in LPColSetBase. More...
bool	has (const DataKey &k) const
	Does DataKey k belong to LPColSetBase ? More...
void	add (const LPColBase< R > &pcol)
void	add (DataKey &pkey, const LPColBase< R > &pcol)
	Adds p pcol to LPColSetBase. More...
void	add (const R &pobj, const R &plower, const SVectorBase< R > &pcolVector, const R &pupper, const int &pscaleExp=0)
void	add (DataKey &newkey, const R &obj, const R &newlower, const SVectorBase< R > &newcolVector, const R &newupper, const int &newscaleExp=0)
	Adds LPColBase consisting of objective value obj, lower bound lower, column vector colVector and upper bound upper to LPColSetBase. More...
template<class S >
void	add (const S *obj, const S *lowerValue, const S *colValues, const int *colIndices, int colSize, const S *upperValue)
	Adds LPColBase consisting of left hand side lhs, column vector colVector, and right hand side rhs to LPColSetBase. More...
template<class S >
void	add (DataKey &newkey, const S *objValue, const S *lowerValue, const S *colValues, const int *colIndices, int colSize, const S *upperValue)
	Adds LPColBase consisting of left hand side lhs, column vector colVector, and right hand side rhs to LPColSetBase, with DataKey key. More...
void	add (const LPColSetBase< R > &newset)
void	add (DataKey keys[], const LPColSetBase< R > &newset)
	Adds all LPColBases of set to LPColSetBase. More...
void	xtend (int n, int newmax)
	Extends column n to fit newmax nonzeros. More...
void	xtend (const DataKey &pkey, int pnewmax)
	Extends column with DataKey key to fit newmax nonzeros. More...
void	add2 (const DataKey &k, int n, const int idx[], const R val[])
void	add2 (int i, int n, const int idx[], const R val[])
	Adds n nonzero (idx, val)-pairs to i 'th colVector. More...
template<class S >
void	add2 (int i, int n, const int idx[], const S val[])
	Adds n nonzero (idx, val)-pairs to i 'th colVector. More...
SVectorBase< R > &	create (int pnonzeros=0, const R &pobj=1, const R &plw=0, const R &pupp=1, const int &pscaleExp=0)
SVectorBase< R > &	create (DataKey &newkey, int nonzeros=0, const R &obj=1, const R &newlow=0, const R &newup=1, const int &newscaleExp=0)
	Creates new LPColBase with specified arguments and returns a reference to its column vector. More...
void	remove (int i)
	Removes i 'th LPColBase. More...
void	remove (const DataKey &k)
	Removes LPColBase with DataKey k. More...
void	remove (int perm[])
	Removes multiple elements. More...
void	remove (const int nums[], int n)
	Removes LPColBases with numbers nums, where n is the length of the array nums. More...
void	remove (const int nums[], int n, int *perm)
	Removes LPColBases with numbers nums, where n is the length of the array nums, and stores the index permutation in array perm. More...
void	clear ()
	Removes all LPColBases from the set. More...
void	reMax (int newmax=0)
	Reallocates memory to be able to store newmax LPColBases. More...
int	memSize () const
	Returns used nonzero memory. More...
int	memMax () const
	Returns length of nonzero memory. More...
void	memRemax (int newmax)
	Resets length of nonzero memory. More...
void	memPack ()
	Garbage collection in nonzero memory. More...
bool	isConsistent () const
	Checks consistency. More...
	LPColSetBase (int pmax=-1, int pmemmax=-1)
	Default constructor. More...
LPColSetBase< R > &	operator= (const LPColSetBase< R > &rs)
	Assignment operator. More...
template<class S >
LPColSetBase< R > &	operator= (const LPColSetBase< S > &rs)
	Assignment operator. More...
	LPColSetBase (const LPColSetBase< R > &rs)
	Copy constructor. More...
template<class S >
	LPColSetBase (const LPColSetBase< S > &rs)
	Copy constructor. More...
virtual	~LPColSetBase ()
	Destructor. More...
Protected Member Functions inherited from SPxBasisBase< R >
void	loadMatrixVecs ()
	loads matrix according to the SPxIds stored in theBaseId. More...
void	reDim ()
	resizes internal arrays. More...
void	setRep ()
	sets descriptor representation according to loaded LP. More...
SPxStatus	status () const
	returns current SPxStatus. More...
void	setStatus (SPxStatus stat)
	sets basis SPxStatus to stat. More...
void	setMaxUpdates (int maxUp)
	change maximum number of iterations until a refactorization is performed More...
int	getMaxUpdates () const
	returns maximum number of updates before a refactorization is performed More...
const Desc &	desc () const
Desc &	desc ()
	returns current basis Descriptor. More...
Desc::Status	dualColStatus (int i) const
	dual Status for the i'th column variable of the loaded LP. More...
Desc::Status	dualStatus (const SPxColId &id) const
	dual Status for the column variable with ID id of the loaded LP. More...
Desc::Status	dualRowStatus (int i) const
	dual Status for the i'th row variable of the loaded LP. More...
Desc::Status	dualStatus (const SPxRowId &id) const
	dual Status for the row variable with ID id of the loaded LP. More...
Desc::Status	dualStatus (const SPxId &id) const
	dual Status for the variable with ID id of the loaded LP. More...
SPxId &	baseId (int i)
SPxId	baseId (int i) const
	returns the Id of the i'th basis vector. More...
const SVectorBase< R > &	baseVec (int i) const
	returns the i'th basic vector. More...
SPxId	lastEntered () const
	returns SPxId of last VectorBase<R> included to the basis. More...
SPxId	lastLeft () const
	returns SPxId of last vector that left the basis. More...
int	lastIndex () const
	returns index in basis where last update was done. More...
int	lastUpdate () const
	returns number of basis changes since last refactorization. More...
int	iteration () const
	returns number of basis changes since last load(). More...
int	prevIteration () const
	returns the number of iterations prior to the last break in execution More...
int	lastDegenCheck () const
	returns the number of iterations since the last degeneracy check More...
SPxSolverBase< R > *	solver () const
	returns loaded solver. More...
VectorBase< R > &	multBaseWith (VectorBase< R > &x) const
	Basis-vector product. More...
void	multBaseWith (SSVectorBase< R > &x, SSVectorBase< R > &result) const
	Basis-vector product. More...
VectorBase< R > &	multWithBase (VectorBase< R > &x) const
	Vector-basis product. More...
void	multWithBase (SSVectorBase< R > &x, SSVectorBase< R > &result) const
	VectorBase<R>-basis product. More...
R	condition (int maxiters=10, R tolerance=1e-6)
R	getEstimatedCondition ()
R	getExactCondition ()
R	getMatrixMetric (int type=0)
R	stability () const
	returns the stability of the basis matrix. More...
void	solve (VectorBase< R > &x, const VectorBase< R > &rhs)
void	solve (SSVectorBase< R > &x, const SVectorBase< R > &rhs)
void	solve4update (SSVectorBase< R > &x, const SVectorBase< R > &rhs)
	solves linear system with basis matrix. More...
void	solve4update (SSVectorBase< R > &x, VectorBase< R > &y, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy)
	solves two systems in one call. More...
void	solve4update (SSVectorBase< R > &x, SSVectorBase< R > &y, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy)
	solves two systems in one call using only sparse data structures More...
void	solve4update (SSVectorBase< R > &x, VectorBase< R > &y, VectorBase< R > &y2, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy, SSVectorBase< R > &rhsy2)
	solves three systems in one call. More...
void	solve4update (SSVectorBase< R > &x, SSVectorBase< R > &y, SSVectorBase< R > &y2, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy, SSVectorBase< R > &rhsy2)
	solves three systems in one call using only sparse data structures More...
void	coSolve (VectorBase< R > &x, const VectorBase< R > &rhs)
	Cosolves linear system with basis matrix. More...
void	coSolve (SSVectorBase< R > &x, const SVectorBase< R > &rhs)
	Sparse version of coSolve. More...
void	coSolve (SSVectorBase< R > &x, VectorBase< R > &y, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy)
	solves two systems in one call. More...
void	coSolve (SSVectorBase< R > &x, SSVectorBase< R > &y, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy)
	Sparse version of solving two systems in one call. More...
void	coSolve (SSVectorBase< R > &x, VectorBase< R > &y, VectorBase< R > &z, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy, SSVectorBase< R > &rhsz)
	solves three systems in one call. May be improved by using just one pass through the basis. More...
void	coSolve (SSVectorBase< R > &x, SSVectorBase< R > &y, SSVectorBase< R > &z, const SVectorBase< R > &rhsx, SSVectorBase< R > &rhsy, SSVectorBase< R > &rhsz)
	Sparse version of solving three systems in one call. More...
void	addedRows (int n)
	inform SPxBasisBase, that n new rows had been added. More...
void	removedRow (int i)
	inform SPxBasisBase that row i had been removed. More...
void	removedRows (const int perm[])
	inform SPxBasisBase that rows in perm with negative entry were removed. More...
void	addedCols (int n)
	inform SPxBasisBase that n new columns had been added. More...
void	removedCol (int i)
	inform SPxBasisBase that column i had been removed. More...
void	removedCols (const int perm[])
	inform SPxBasisBase that columns in perm with negative entry were removed. More...
void	changedRow (int)
	inform SPxBasisBase that a row had been changed. More...
void	changedCol (int)
	inform SPxBasisBase that a column had been changed. More...
void	changedElement (int, int)
	inform SPxBasisBase that a matrix entry had been changed. More...
virtual void	change (int i, SPxId &id, const SVectorBase< R > *enterVec, const SSVectorBase< R > *eta=nullptr)
	performs basis update. More...
virtual bool	readBasis (std::istream &in, const NameSet *rowNames, const NameSet *colNames)
virtual void	writeBasis (std::ostream &os, const NameSet *rownames, const NameSet *colnames, const bool cpxFormat=false) const
virtual void	printMatrix () const
void	printMatrixMTX (int number)
virtual bool	isDescValid (const Desc &ds)
	checks if a Descriptor is valid for the current LP w.r.t. its bounds More...
virtual void	loadDesc (const Desc &)
	sets up basis. More...
virtual void	loadBasisSolver (SLinSolver< R > *solver, const bool destroy=false)
	sets up linear solver to use. More...
virtual void	load (SPxSolverBase< R > *lp, bool initSlackBasis=true)
	loads the LP lp to the basis. More...
virtual void	unLoad ()
	unloads the LP from the basis. More...
void	invalidate ()
	invalidates actual basis. More...
void	restoreInitialBasis ()
	Restores initial basis. More...
void	dump ()
	output basis entries. More...
bool	isConsistent () const
	consistency check. More...
Real	getTotalUpdateTime () const
	time spent in updates More...
int	getTotalUpdateCount () const
	number of updates performed More...
std::string	statistics () const
	returns statistical information in form of a string. More...
void	setOutstream (SPxOut &newOutstream)
	SPxBasisBase (Timer::TYPE ttype=Timer::USER_TIME)
	default constructor. More...
	SPxBasisBase (const SPxBasisBase< R > &old)
	copy constructor More...
SPxBasisBase< R > &	operator= (const SPxBasisBase< R > &rhs)
	assignment operator More...
virtual	~SPxBasisBase ()
	destructor. More...

Protected Attributes
Protected data
Array< UnitVectorBase< R > >	unitVecs
	array of unit vectors More...
const SVSetBase< R > *	thevectors
	the LP vectors according to representation More...
const SVSetBase< R > *	thecovectors
	the LP coVectors according to representation More...
VectorBase< R >	primRhs
	rhs VectorBase<R> for computing the primal vector More...
UpdateVector< R >	primVec
	primal vector More...
VectorBase< R >	dualRhs
	rhs VectorBase<R> for computing the dual vector More...
UpdateVector< R >	dualVec
	dual vector More...
UpdateVector< R >	addVec
	storage for thePvec = &addVec More...
VectorBase< R >	theURbound
	Upper Row Feasibility bound. More...
VectorBase< R >	theLRbound
	Lower Row Feasibility bound. More...
VectorBase< R >	theUCbound
	Upper Column Feasibility bound. More...
VectorBase< R >	theLCbound
	Lower Column Feasibility bound. More...
VectorBase< R >	theUBbound
	Upper Basic Feasibility bound. More...
VectorBase< R >	theLBbound
	Lower Basic Feasibility bound. More...
VectorBase< R > *	theFrhs
UpdateVector< R > *	theFvec
VectorBase< R > *	theCoPrhs
UpdateVector< R > *	theCoPvec
UpdateVector< R > *	thePvec
UpdateVector< R > *	theRPvec
	row pricing vector More...
UpdateVector< R > *	theCPvec
	column pricing vector More...
VectorBase< R > *	theUbound
	Upper bound for vars. More...
VectorBase< R > *	theLbound
	Lower bound for vars. More...
VectorBase< R > *	theCoUbound
	Upper bound for covars. More...
VectorBase< R > *	theCoLbound
	Lower bound for covars. More...
VectorBase< R >	theCoTest
VectorBase< R >	theTest
DSVectorBase< R >	primalRay
	stores primal ray in case of unboundedness More...
DSVectorBase< R >	dualFarkas
	stores dual farkas proof in case of infeasibility More...
int	leaveCount
	number of LEAVE iterations More...
int	enterCount
	number of ENTER iterations More...
int	primalCount
	number of primal iterations More...
int	polishCount
	number of solution polishing iterations More...
int	boundflips
	number of performed bound flips More...
int	totalboundflips
	total number of bound flips More...
int	enterCycles
	the number of degenerate steps during the entering algorithm More...
int	leaveCycles
	the number of degenerate steps during the leaving algorithm More...
int	enterDegenCand
	the number of degenerate candidates in the entering algorithm More...
int	leaveDegenCand
	the number of degenerate candidates in the leaving algorithm More...
R	primalDegenSum
	the sum of the primal degeneracy percentage More...
R	dualDegenSum
	the sum of the dual degeneracy percentage More...
SPxPricer< R > *	thepricer
SPxRatioTester< R > *	theratiotester
SPxStarter< R > *	thestarter
R	boundrange
	absolute range of all bounds in the problem More...
R	siderange
	absolute range of all side in the problem More...
R	objrange
	absolute range of all objective coefficients in the problem More...
Protected Attributes inherited from SPxLPBase< R >
std::shared_ptr< Tolerances >	_tolerances
Protected Attributes inherited from LPRowSetBase< R >
DataArray< int >	scaleExp
	row scaling factors (stored as bitshift) More...
Protected Attributes inherited from ClassArray< Nonzero< R > >
int	thesize
	number of used elements in array data More...
int	themax
	the length of array data and More...
Nonzero< R > *	data
	the array of elements More...
double	memFactor
	memory extension factor. More...
Protected Attributes inherited from LPColSetBase< R >
DataArray< int >	scaleExp
	column scaling factors (stored as bitshift) More...
Protected Attributes inherited from SPxBasisBase< R >
SPxSolverBase< R > *	theLP
	the LP More...
DataArray< SPxId >	theBaseId
	SPxIds of basic vectors. More...
DataArray< const SVectorBase< R > * >	matrix
	pointers to the vectors of the basis matrix. More...
bool	matrixIsSetup
	true iff the pointers in matrix are set up correctly. More...
SLinSolver< R > *	factor
bool	factorized
	true iff factor = matrix \(^{-1}\). More...
int	maxUpdates
	number of updates before refactorization. More...
R	nonzeroFactor
	allowed increase of nonzeros before refactorization. More...
R	fillFactor
	allowed increase in relative fill before refactorization More...
R	memFactor
	allowed total increase in memory consumption before refactorization More...
int	iterCount
	number of calls to change() since last manipulation More...
int	lastIterCount
	number of calls to change() before halting the simplex More...
int	iterDegenCheck
	number of calls to change() since last degeneracy check More...
int	updateCount
	number of calls to change() since last factorize() More...
int	totalUpdateCount
	number of updates More...
int	nzCount
	number of nonzeros in basis matrix More...
int	lastMem
	memory needed after last fresh factorization More...
R	lastFill
	fill ratio that occured during last factorization More...
int	lastNzCount
	number of nonzeros in basis matrix after last fresh factorization More...
Timer *	theTime
	time spent in updates More...
Timer::TYPE	timerType
	type of timer (user or wallclock) More...
SPxId	lastin
	lastEntered(): variable entered the base last More...
SPxId	lastout
	lastLeft(): variable left the base last More...
int	lastidx
	lastIndex(): basis index where last update was done More...
R	minStab
	minimum stability More...

Private Member Functions
Private helpers
void	localAddRows (int start)
void	localAddCols (int start)
void	setPrimal (VectorBase< R > &p_vector)
void	setSlacks (VectorBase< R > &p_vector)
void	setDual (VectorBase< R > &p_vector)
void	setRedCost (VectorBase< R > &p_vector)
Perturbation
void	perturbMin (const UpdateVector< R > &vec, VectorBase< R > &low, VectorBase< R > &up, R eps, R delta, int start=0, int incr=1)
void	perturbMax (const UpdateVector< R > &vec, VectorBase< R > &low, VectorBase< R > &up, R eps, R delta, int start=0, int incr=1)
R	perturbMin (const UpdateVector< R > &uvec, VectorBase< R > &low, VectorBase< R > &up, R eps, R delta, const typename SPxBasisBase< R >::Desc::Status *stat, int start, int incr)
R	perturbMax (const UpdateVector< R > &uvec, VectorBase< R > &low, VectorBase< R > &up, R eps, R delta, const typename SPxBasisBase< R >::Desc::Status *stat, int start, int incr)

Private Attributes
friend	SPxFastRT< R >
friend	SPxBoundFlippingRT< R >
Private data
Type	theType
	entering or leaving algortihm. More...
Pricing	thePricing
	full or partial pricing. More...
Representation	theRep
	row or column representation. More...
SolutionPolish	polishObj
	objective of solution polishing More...
Timer *	theTime
	time spent in last call to method solve() More...
Timer::TYPE	timerType
	type of timer (user or wallclock) More...
Real	theCumulativeTime
	cumulative time spent in all calls to method solve() More...
int	maxIters
	maximum allowed iterations. More...
Real	maxTime
	maximum allowed time. More...
int	nClckSkipsLeft
	remaining number of times the clock can be safely skipped More...
long	nCallsToTimelim
R	objLimit
	< the number of calls to the method isTimeLimitReached() More...
bool	useTerminationValue
	true, if objective limit should be used in the next solve. More...
Status	m_status
	status of algorithm. More...
R	m_nonbasicValue
	nonbasic part of current objective value More...
bool	m_nonbasicValueUpToDate
	true, if the stored objValue is up to date More...
R	m_pricingViol
	maximal feasibility violation of current solution More...
bool	m_pricingViolUpToDate
	true, if the stored violation is up to date More...
R	m_pricingViolCo
	maximal feasibility violation of current solution in coDim More...
bool	m_pricingViolCoUpToDate
	true, if the stored violation in coDim is up to date More...
int	m_numViol
	number of violations of current solution More...
R	entertolscale
	factor to temporarily decrease the entering tolerance More...
R	leavetolscale
	factor to temporarily decrease the leaving tolerance More...
R	theShift
	sum of all shifts applied to any bound. More...
R	lastShift
	for forcing feasibility. More...
int	m_maxCycle
	maximum steps before cycling is detected. More...
int	m_numCycle
	actual number of degenerate steps so far. More...
bool	initialized
	true, if all vectors are setup. More...
SSVectorBase< R > *	solveVector2
	when 2 systems are to be solved at a time; typically for speepest edge weights More...
SSVectorBase< R > *	solveVector2rhs
	when 2 systems are to be solved at a time; typically for speepest edge weights More...
SSVectorBase< R > *	solveVector3
	when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!) More...
SSVectorBase< R > *	solveVector3rhs
	when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!) More...
SSVectorBase< R > *	coSolveVector2
	when 2 systems are to be solved at a time; typically for speepest edge weights More...
SSVectorBase< R > *	coSolveVector2rhs
	when 2 systems are to be solved at a time; typically for speepest edge weights More...
SSVectorBase< R > *	coSolveVector3
	when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!) More...
SSVectorBase< R > *	coSolveVector3rhs
	when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!) More...
bool	freePricer
	true iff thepricer should be freed inside of object More...
bool	freeRatioTester
	true iff theratiotester should be freed inside of object More...
bool	freeStarter
	true iff thestarter should be freed inside of object More...
int	instableLeaveNum
bool	instableLeave
R	instableLeaveVal
SPxId	instableEnterId
bool	instableEnter
R	instableEnterVal
bool	recomputedVectors
	flag to perform clean up step to reduce numerical errors only once More...
int	displayLine
int	displayFreq
R	sparsePricingFactor
	enable sparse pricing when viols < factor * dim() More...
DataArray< VarStatus >	oldBasisStatusRows
	stored stable basis met before a simplex pivot (used to warm start the solver) More...
DataArray< VarStatus >	oldBasisStatusCols
	They don't have setters because only the internal simplex method is meant to fill them. More...
bool	solvingForBoosted
	is this solver involved in a higher precision solving scheme? More...
int	storeBasisSimplexFreq
	number of simplex pivots -1 to perform before storing stable basis More...
bool	fullPerturbation
	whether to perturb the entire problem or just the bounds relevant for the current pivot More...
int	printBasisMetric
	printing the current basis metric in the log (-1: off, 0: condition estimate, 1: trace, 2: determinant, 3: condition) More...

Parallelization
In this section we present the methods, that are provided in order to allow a parallel version to be implemented as a derived class, thereby inheriting most of the code of SPxSolverBase. Initialization These methods are used to setup all the vectors used in the Simplex loop, that where described in the previous sectios.
bool	isInitialized () const
	has the internal data been initialized? More...
void	resetClockStats ()
	resets clock average statistics More...
virtual void	unInit ()
	uninitialize data structures. More...
virtual void	reinitializeVecs ()
	setup all vecs fresh More...
virtual void	reDim ()
	reset dimensions of vectors according to loaded LP. More...
void	computeFrhs ()
	compute feasibility vector from scratch. More...
virtual void	computeFrhsXtra ()
virtual void	computeFrhs1 (const VectorBase< R > &, const VectorBase< R > &)
void	computeFrhs2 (VectorBase< R > &, VectorBase< R > &)
virtual void	computeEnterCoPrhs ()
	compute theCoPrhs for entering Simplex. More...
void	computeEnterCoPrhs4Row (int i, int n)
void	computeEnterCoPrhs4Col (int i, int n)
virtual void	computeLeaveCoPrhs ()
	compute theCoPrhs for leaving Simplex. More...
void	computeLeaveCoPrhs4Row (int i, int n)
void	computeLeaveCoPrhs4Col (int i, int n)
R	nonbasicValue ()
	Compute part of objective value. More...
virtual const SVectorBase< R > *	enterVector (const SPxId &p_id)
	Get pointer to the id 'th vector. More...
virtual void	getLeaveVals (int i, typename SPxBasisBase< R >::Desc::Status &leaveStat, SPxId &leaveId, R &leaveMax, R &leavebound, int &leaveNum, StableSum< R > &objChange)
virtual void	getLeaveVals2 (R leaveMax, SPxId enterId, R &enterBound, R &newUBbound, R &newLBbound, R &newCoPrhs, StableSum< R > &objChange)
virtual void	getEnterVals (SPxId id, R &enterTest, R &enterUB, R &enterLB, R &enterVal, R &enterMax, R &enterPric, typename SPxBasisBase< R >::Desc::Status &enterStat, R &enterRO, StableSum< R > &objChange)
virtual void	getEnterVals2 (int leaveIdx, R enterMax, R &leaveBound, StableSum< R > &objChange)
virtual void	ungetEnterVal (SPxId enterId, typename SPxBasisBase< R >::Desc::Status enterStat, R leaveVal, const SVectorBase< R > &vec, StableSum< R > &objChange)
virtual void	rejectEnter (SPxId enterId, R enterTest, typename SPxBasisBase< R >::Desc::Status enterStat)
virtual void	rejectLeave (int leaveNum, SPxId leaveId, typename SPxBasisBase< R >::Desc::Status leaveStat, const SVectorBase< R > *newVec=nullptr)
virtual void	setupPupdate (void)
virtual void	doPupdate (void)
virtual void	clearUpdateVecs (void)
virtual void	perturbMinEnter (void)
virtual void	perturbMaxEnter (void)
	perturb basis bounds. More...
virtual void	perturbMinLeave (void)
virtual void	perturbMaxLeave (void)
	perturb nonbasic bounds. More...
virtual void	init ()
	intialize data structures. More...
VarStatus	basisStatusToVarStatus (typename SPxBasisBase< R >::Desc::Status stat) const
	converts basis status to VarStatus More...
SPxBasisBase< R >::Desc::Status	varStatusToBasisStatusRow (int row, VarStatus stat) const
	converts VarStatus to basis status for rows More...
SPxBasisBase< R >::Desc::Status	varStatusToBasisStatusCol (int col, VarStatus stat) const
	converts VarStatus to basis status for columns More...
virtual void	setTerminationTime (Real time=infinity)
	set time limit. More...
virtual Real	terminationTime () const
	return time limit. More...
virtual void	setTerminationIter (int iteration=-1)
	set iteration limit. More...
virtual int	terminationIter () const
	return iteration limit. More...
virtual void	setTerminationValue (R value=R(infinity))
	set objective limit. More...
virtual R	terminationValue () const
	return objective limit. More...
virtual R	objValue ()
	get objective value of current solution. More...
Status	getResult (R *value=0, VectorBase< R > *primal=0, VectorBase< R > *slacks=0, VectorBase< R > *dual=0, VectorBase< R > *reduCost=0)
	get all results of last solve. More...
VarStatus	getBasisRowStatus (int row) const
	gets basis status for a single row More...
VarStatus	getBasisColStatus (int col) const
	gets basis status for a single column More...
Status	getBasis (VarStatus rows[], VarStatus cols[], const int rowsSize=-1, const int colsSize=-1) const
	get current basis, and return solver status. More...
SPxBasisBase< R >::SPxStatus	getBasisStatus () const
	gets basis status More...
bool	isBasisValid (DataArray< VarStatus > rows, DataArray< VarStatus > cols)
	check a given basis for validity. More...
void	setBasis (const VarStatus rows[], const VarStatus cols[])
	set the lp solver's basis. More...
void	setBasisStatus (typename SPxBasisBase< R >::SPxStatus stat)
	set the lp solver's basis status. More...
void	setSolverStatus (typename SPxSolverBase< R >::Status stat)
	setting the solver status external from the solve loop. More...
R	getDegeneracyLevel (VectorBase< R > degenvec)
	get level of dual degeneracy More...
void	getNdualNorms (int &nnormsRow, int &nnormsCol) const
	get number of dual norms More...
bool	getDualNorms (int &nnormsRow, int &nnormsCol, R *norms) const
	get dual norms More...
bool	setDualNorms (int nnormsRow, int nnormsCol, R *norms)
	set dual norms More...
void	setIntegralityInformation (int ncols, int *intInfo)
	pass integrality information about the variables to the solver More...
void	resetCumulativeTime ()
	reset cumulative time counter to zero. More...
int	boundFlips () const
	get number of bound flips. More...
int	dualDegeneratePivots ()
	get number of dual degenerate pivots More...
int	primalDegeneratePivots ()
	get number of primal degenerate pivots More...
R	sumDualDegeneracy ()
	get the sum of dual degeneracy More...
R	sumPrimalDegeneracy ()
	get the sum of primal degeneracy More...
int	iterations () const
	get number of iterations of current solution. More...
int	primalIterations ()
	return number of iterations done with primal algorithm More...
int	dualIterations ()
	return number of iterations done with primal algorithm More...
int	polishIterations ()
	return number of iterations done with primal algorithm More...
Real	time () const
	time spent in last call to method solve(). More...
bool	isTimeLimitReached (const bool forceCheck=false)
	returns whether current time limit is reached; call to time() may be skipped unless forceCheck is true More...
Real	getMaxTime ()
	the maximum runtime More...
Real	cumulativeTime () const
	cumulative time spent in all calls to method solve(). More...
int	getMaxIters ()
	the maximum number of iterations More...
const LPRowSetBase< R > &	rows () const
	return const lp's rows if available. More...
const LPColSet &	cols () const
	return const lp's cols if available. More...
void	getLower (VectorBase< R > &p_low) const
	copy lower bound VectorBase<R> to p_low. More...
void	getUpper (VectorBase< R > &p_up) const
	copy upper bound VectorBase<R> to p_up. More...
void	getLhs (VectorBase< R > &p_lhs) const
	copy lhs value VectorBase<R> to p_lhs. More...
void	getRhs (VectorBase< R > &p_rhs) const
	copy rhs value VectorBase<R> to p_rhs. More...
SPxLPBase< R >::SPxSense	sense () const
	optimization sense. More...
std::string	statistics () const
	returns statistical information in form of a string. More...

The Simplex Loop
We now present a set of methods that may be usefull when implementing own SPxPricer or SPxRatioTester classes. Here is, how SPxSolverBase will call methods from its loaded SPxPricer and SPxRatioTester. For the entering Simplex: SPxPricer::selectEnter() SPxRatioTester::selectLeave() SPxPricer::entered4() For the leaving Simplex: SPxPricer::selectLeave() SPxRatioTester::selectEnter() SPxPricer::left4()
void	setup4solve (SSVectorBase< R > *p_y, SSVectorBase< R > *p_rhs)
	Setup vectors to be solved within Simplex loop. More...
void	setup4solve2 (SSVectorBase< R > *p_y2, SSVectorBase< R > *p_rhs2)
	Setup vectors to be solved within Simplex loop. More...
void	setup4coSolve (SSVectorBase< R > *p_y, SSVectorBase< R > *p_rhs)
	Setup vectors to be cosolved within Simplex loop. More...
void	setup4coSolve2 (SSVectorBase< R > *p_z, SSVectorBase< R > *p_rhs)
	Setup vectors to be cosolved within Simplex loop. More...
virtual R	maxInfeas () const
	maximal infeasibility of basis More...
virtual bool	noViols (R tol) const
	check for violations above tol and immediately return false w/o checking the remaining values More...
const SPxBasisBase< R > &	basis () const
	Return current basis. More...
SPxBasisBase< R > &	basis ()
const SPxPricer< R > *	pricer () const
	return loaded SPxPricer. More...
const SLinSolver< R > *	slinSolver () const
	return loaded SLinSolver. More...
const SPxRatioTester< R > *	ratiotester () const
	return loaded SPxRatioTester. More...
virtual void	factorize ()
	Factorize basis matrix. More...
bool	leave (int i, bool polish=false)
bool	enter (SPxId &id, bool polish=false)
R	coTest (int i, typename SPxBasisBase< R >::Desc::Status stat) const
	test coVector i with status stat. More...
void	computeCoTest ()
	compute coTest vector. More...
void	updateCoTest ()
	recompute coTest vector. More...
R	test (int i, typename SPxBasisBase< R >::Desc::Status stat) const
	test VectorBase<R> i with status stat. More...
void	updateTest ()
	recompute test vector. More...
void	computeFtest ()
	compute basis feasibility test vector. More...
void	updateFtest ()
	update basis feasibility test vector. More...

Additional Inherited Members
Protected Types inherited from SPxBasisBase< R >
enum	SPxStatus {   NO_PROBLEM = -2 , SINGULAR = -1 , REGULAR = 0 , DUAL = 1 ,   PRIMAL = 2 , OPTIMAL = 3 , UNBOUNDED = 4 , INFEASIBLE = 5 }
	basis status. More...

Detailed Description

template<class R>
class soplex::SPxSolverBase< R >

Sequential object-oriented SimPlex.

SPxSolverBase is an LP solver class using the revised Simplex algorithm. It provides two basis representations, namely a column basis and a row basis (see Representation). For both representations, a primal and dual algorithm is available (see Type).

In addition, SPxSolverBase can be customized with various respects:

• pricing algorithms using SPxPricer
• ratio test using class SPxRatioTester
• computation of a start basis using class SPxStarter
• preprocessing of the LP using class SPxSimplifier
• termination criteria by overriding

SPxSolverBase is derived from SPxLPBase<R> that is used to store the LP to be solved. Hence, the LPs solved with SPxSolverBase have the general format

\[ \begin{array}{rl} \hbox{max} & \mbox{maxObj}^T x \\ \hbox{s.t.} & \mbox{lhs} \le Ax \le \mbox{rhs} \\ & \mbox{low} \le x \le \mbox{up} \end{array} \]

Also, SPxLPBase<R> provide all manipulation methods for the LP. They allow SPxSolverBase to be used within cutting plane algorithms.

Definition at line 103 of file spxsolver.h.

Member Enumeration Documentation

Pricing

enum Pricing

Pricing type.

In case of the ENTERing Simplex algorithm, for performance reasons it may be advisable not to compute and maintain up to date vectors pVec() and test() and instead compute only some of its elements explicitely. This is controled by the Pricing type.

Enumerator
FULL	Full pricing. If FULL pricing in selected for the ENTERing Simplex, vectors pVec() and test() are kept up to date by SPxSolverBase. An SPxPricer only needs to select an Id such that the test() or coTest() value is < 0.
PARTIAL	Partial pricing. When PARTIAL pricing in selected for the ENTERing Simplex, vectors pVec() and test() are not set up and updated by SPxSolverBase. However, vectors coPvec() and coTest() are still kept up to date by SPxSolverBase. An SPxPricer object needs to compute the values for pVec() and test() itself in order to select an appropriate pivot with test() < 0. Methods computePvec(i) and computeTest(i) will assist the used to do so. Note that it may be feasible for a pricer to return an Id with test() > 0; such will be rejected by SPxSolverBase.

Definition at line 170 of file spxsolver.h.

Representation

enum Representation

LP basis representation.

Solving LPs with the Simplex algorithm requires the definition of a basis. A basis can be defined as a set of column vectors or a set of row vectors building a nonsingular matrix. We will refer to the first case as the columnwise representation and the latter case will be called the rowwise representation.

Type Representation determines the representation of SPxSolverBase, i.e. a columnwise (COLUMN == 1) or rowwise (ROW == -1) one.

Enumerator
ROW	rowwise representation.
COLUMN	columnwise representation.

Definition at line 123 of file spxsolver.h.

SolutionPolish

enum SolutionPolish

objective for solution polishing

Enumerator
POLISH_OFF	don't perform modifications on optimal basis
POLISH_INTEGRALITY	maximize number of basic slack variables, i.e. more variables on bounds
POLISH_FRACTIONALITY	minimize number of basic slack variables, i.e. more variables in between bounds

Definition at line 232 of file spxsolver.h.

Status

enum Status

Todo:

In spxchange, change the status to if (m_status > 0) m_status = REGULAR;

Enumerator
ERROR	an error occured.
NO_RATIOTESTER	No ratiotester loaded.
NO_PRICER	No pricer loaded.
NO_SOLVER	No linear solver loaded.
NOT_INIT	not initialised error
ABORT_CYCLING	solve() aborted due to detection of cycling.
ABORT_TIME	solve() aborted due to time limit.
ABORT_ITER	solve() aborted due to iteration limit.
ABORT_VALUE	solve() aborted due to objective limit.
SINGULAR	Basis is singular, numerical troubles?
NO_PROBLEM	No Problem has been loaded.
REGULAR	LP has a usable Basis (maybe LP is changed).
RUNNING	algorithm is running
UNKNOWN	nothing known on loaded problem.
OPTIMAL	LP has been solved to optimality.
UNBOUNDED	LP has been proven to be primal unbounded.
INFEASIBLE	LP has been proven to be primal infeasible.
INForUNBD	LP is primal infeasible or unbounded.
OPTIMAL_UNSCALED_VIOLATIONS	LP has beed solved to optimality but unscaled solution contains violations.

Definition at line 208 of file spxsolver.h.

Type

enum Type

Algorithmic type.

SPxSolverBase uses the reviesed Simplex algorithm to solve LPs. Mathematically, one distinguishes the primal from the dual algorihm. Algorithmically, these relate to the two types ENTER or LEAVE. How they relate, depends on the chosen basis representation. This is desribed by the following table:

	ENTER	LEAVE
ROW	DUAL	PRIMAL
COLUMN	PRIMAL	DUAL

Enumerator
ENTER	Entering Simplex. The Simplex loop for the entering Simplex can be sketched as follows: Pricing : Select a variable to ENTER the basis. Ratio-Test : Select variable to LEAVE the basis such that the basis remains feasible. Perform the basis update.
LEAVE	Leaving Simplex. The Simplex loop for the leaving Simplex can be sketched as follows: Pricing: Select a variable to LEAVE the basis. Ratio-Test: Select variable to ENTER the basis such that the basis remains priced. Perform the basis update.

Definition at line 142 of file spxsolver.h.

VarStatus

enum VarStatus

Enumerator
ON_UPPER	variable set to its upper bound.
ON_LOWER	variable set to its lower bound.
FIXED	variable fixed to identical bounds.
ZERO	free variable fixed to zero.
BASIC	variable is basic.
UNDEFINED	nothing known about basis status (possibly due to a singular basis in transformed problem)

Definition at line 195 of file spxsolver.h.

Constructor & Destructor Documentation

SPxSolverBase() [1/2]

SPxSolverBase ( Type  type = LEAVE, Representation  rep = ROW, Timer::TYPE  ttype = Timer::USER_TIME  )

explicit

default constructor.

Constructors / destructors

~SPxSolverBase()

virtual ~SPxSolverBase ( )

virtual

SPxSolverBase() [2/2]

SPxSolverBase

(

const SPxSolverBase< R > &

base

)

copy constructor

Member Function Documentation

addedCols()

virtual void addedCols ( int  n )

protectedvirtual

Reimplemented from SPxLPBase< R >.

addedRows()

virtual void addedRows ( int  n )

protectedvirtual

Reimplemented from SPxLPBase< R >.

basis() [1/2]

SPxBasisBase< R > & basis

(

)

Definition at line 1872 of file spxsolver.h.

basis() [2/2]

const SPxBasisBase< R > & basis

(

)

const

Return current basis.

Note

The basis can be used to solve linear systems or use any other of its (const) methods. It is, however, encuraged to use methods setup4solve() and setup4coSolve() for solving systems, since this is likely to have perfomance advantages.

Definition at line 1867 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getBasisMetric(), SPxSolverBase< R >::iterations(), and SPxSolverBase< R >::statistics().

basisStatusToVarStatus()

VarStatus basisStatusToVarStatus ( typename SPxBasisBase< R >::Desc::Status  stat ) const

protected

converts basis status to VarStatus

Todo:

put the following basis methods near the variable status methods!

boundFlips()

int boundFlips

(

)

const

get number of bound flips.

Definition at line 2195 of file spxsolver.h.

References SPxSolverBase< R >::totalboundflips.

calculateProblemRanges()

void calculateProblemRanges ( )

protected

determine ranges of problem values for bounds, sides and objective to assess numerical difficulties

changeBounds() [1/3]

virtual void changeBounds ( const VectorBase< R > &  newLower, const VectorBase< R > &  newUpper, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeBounds().

changeBounds() [2/3]

virtual void changeBounds ( int  i, const R &  newLower, const R &  newUpper, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeBounds() [3/3]

virtual void changeBounds ( SPxColId  p_id, const R &  p_newLower, const R &  p_newUpper, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1109 of file spxsolver.h.

References SPxSolverBase< R >::changeBounds(), and SPxLPBase< R >::number().

changeCol() [1/2]

virtual void changeCol ( int  i, const LPColBase< R > &  newCol, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeCol().

changeCol() [2/2]

virtual void changeCol ( SPxColId  p_id, const LPColBase< R > &  p_newCol, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1161 of file spxsolver.h.

References SPxSolverBase< R >::changeCol(), and SPxLPBase< R >::number().

changeElement() [1/2]

virtual void changeElement ( int  i, int  j, const R &  val, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeElement().

changeElement() [2/2]

virtual void changeElement ( SPxRowId  rid, SPxColId  cid, const R &  val, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1169 of file spxsolver.h.

References SPxSolverBase< R >::changeElement(), and SPxLPBase< R >::number().

changeLhs() [1/3]

virtual void changeLhs ( const VectorBase< R > &  newLhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeLhs().

changeLhs() [2/3]

virtual void changeLhs ( int  i, const R &  newLhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeLhs() [3/3]

virtual void changeLhs ( SPxRowId  p_id, const R &  p_newLhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1122 of file spxsolver.h.

References SPxSolverBase< R >::changeLhs(), and SPxLPBase< R >::number().

changeLhsStatus()

virtual void changeLhsStatus ( int  i, R  newLhs, R  oldLhs = 0.0  )

virtual

changeLower() [1/3]

virtual void changeLower ( const VectorBase< R > &  newLower, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeLower().

changeLower() [2/3]

virtual void changeLower ( int  i, const R &  newLower, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeLower() [3/3]

virtual void changeLower ( SPxColId  p_id, const R &  p_newLower, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1086 of file spxsolver.h.

References SPxSolverBase< R >::changeLower(), and SPxLPBase< R >::number().

changeLowerStatus()

virtual void changeLowerStatus ( int  i, R  newLower, R  oldLower = 0.0  )

virtual

changeMaxObj() [1/3]

virtual void changeMaxObj ( const VectorBase< R > &  newObj, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeMaxObj().

changeMaxObj() [2/3]

virtual void changeMaxObj ( int  i, const R &  newVal, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeMaxObj() [3/3]

virtual void changeMaxObj ( SPxColId  p_id, const R &  p_newVal, bool  scale = false  )

virtual

overloading a virtual function

Reimplemented from SPxLPBase< R >.

Definition at line 1058 of file spxsolver.h.

References SPxSolverBase< R >::changeMaxObj(), and SPxLPBase< R >::number().

changeObj() [1/3]

virtual void changeObj ( const VectorBase< R > &  newObj, bool  scale = false  )

virtual

scale determines whether the new data needs to be scaled according to the existing LP (persistent scaling)

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeObj().

changeObj() [2/3]

virtual void changeObj ( int  i, const R &  newVal, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeObj() [3/3]

virtual void changeObj ( SPxColId  p_id, const R &  p_newVal, bool  scale = false  )

virtual

overloading a virtual function

Reimplemented from SPxLPBase< R >.

Definition at line 1048 of file spxsolver.h.

References SPxSolverBase< R >::changeObj(), and SPxLPBase< R >::number().

changeRange() [1/3]

virtual void changeRange ( const VectorBase< R > &  newLhs, const VectorBase< R > &  newRhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeRange().

changeRange() [2/3]

virtual void changeRange ( int  i, const R &  newLhs, const R &  newRhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeRange() [3/3]

virtual void changeRange ( SPxRowId  p_id, const R &  p_newLhs, const R &  p_newRhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1145 of file spxsolver.h.

References SPxSolverBase< R >::changeRange(), and SPxLPBase< R >::number().

changeRhs() [1/3]

virtual void changeRhs ( const VectorBase< R > &  newRhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeRhs().

changeRhs() [2/3]

virtual void changeRhs ( int  i, const R &  newRhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeRhs() [3/3]

virtual void changeRhs ( SPxRowId  p_id, const R &  p_newRhs, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1134 of file spxsolver.h.

References SPxSolverBase< R >::changeRhs(), and SPxLPBase< R >::number().

changeRhsStatus()

virtual void changeRhsStatus ( int  i, R  newRhs, R  oldRhs = 0.0  )

virtual

changeRow() [1/2]

virtual void changeRow ( int  i, const LPRowBase< R > &  newRow, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeRow().

changeRow() [2/2]

virtual void changeRow ( SPxRowId  p_id, const LPRowBase< R > &  p_newRow, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1153 of file spxsolver.h.

References SPxSolverBase< R >::changeRow(), and SPxLPBase< R >::number().

changeRowObj() [1/3]

virtual void changeRowObj ( const VectorBase< R > &  newObj, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeRowObj().

changeRowObj() [2/3]

virtual void changeRowObj ( int  i, const R &  newVal, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeRowObj() [3/3]

virtual void changeRowObj ( SPxRowId  p_id, const R &  p_newVal, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1068 of file spxsolver.h.

References SPxSolverBase< R >::changeRowObj(), and SPxLPBase< R >::number().

changeSense()

virtual void changeSense ( typename SPxLPBase< R >::SPxSense  sns )

virtual

changeUpper() [1/3]

virtual void changeUpper ( const VectorBase< R > &  newUpper, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

Referenced by SPxSolverBase< R >::changeUpper().

changeUpper() [2/3]

virtual void changeUpper ( int  i, const R &  newUpper, bool  scale = false  )

virtual

Reimplemented from SPxLPBase< R >.

changeUpper() [3/3]

virtual void changeUpper ( SPxColId  p_id, const R &  p_newUpper, bool  scale = false  )

virtual

overloading virtual function

Reimplemented from SPxLPBase< R >.

Definition at line 1098 of file spxsolver.h.

References SPxSolverBase< R >::changeUpper(), and SPxLPBase< R >::number().

changeUpperStatus()

virtual void changeUpperStatus ( int  i, R  newUpper, R  oldLower = 0.0  )

virtual

clear()

virtual void clear ( )

virtual

clear all data in solver.

Reimplemented from SPxLPBase< R >.

clearDualBounds()

void clearDualBounds ( typename SPxBasisBase< R >::Desc::Status  , R &  , R &    ) const

protected

The following methods serve for initializing the bounds for dual or primal Simplex algorithm of entering or leaving type.

clearRowObjs()

virtual void clearRowObjs ( )

virtual

Reimplemented from SPxLPBase< R >.

Definition at line 1073 of file spxsolver.h.

References SPxLPBase< R >::clearRowObjs(), and SPxSolverBase< R >::unInit().

clearUpdateVecs()

virtual void clearUpdateVecs ( void  )

protectedvirtual

coDim()

int coDim

(

)

const

codimension.

Definition at line 1186 of file spxsolver.h.

References SPxSolverBase< R >::thevectors.

coId()

SPxId coId

(

int

i

)

const

id of i 'th covector.

The i 'th coId() is the i 'th SPxColId for a rowwise and the i 'th SPxRowId for a columnwise basis represenation. Hence, 0 <= i < dim().

Definition at line 1223 of file spxsolver.h.

References SPxLPBase< R >::cId(), SPxSolverBase< R >::rep(), SPxLPBase< R >::rId(), and SPxSolverBase< R >::ROW.

colId()

SPxColId colId

(

int

i

)

const

ColId of i 'th column.

Definition at line 2341 of file spxsolver.h.

References SPxLPBase< R >::cId().

cols()

const LPColSet & cols

(

)

const

return const lp's cols if available.

Definition at line 2284 of file spxsolver.h.

References SPxLPBase< R >::lpcolset().

computeCoTest()

void computeCoTest ( )

private

compute coTest vector.

computeDualfarkas4Col()

void computeDualfarkas4Col ( R  direction )

protected

computeDualfarkas4Row()

void computeDualfarkas4Row ( R  direction, SPxId  enterId  )

protected

computeEnterCoPrhs()

virtual void computeEnterCoPrhs ( )

protectedvirtual

compute theCoPrhs for entering Simplex.

computeEnterCoPrhs4Col()

void computeEnterCoPrhs4Col ( int  i, int  n  )

protected

computeEnterCoPrhs4Row()

void computeEnterCoPrhs4Row ( int  i, int  n  )

protected

computeFrhs()

void computeFrhs ( )

protected

compute feasibility vector from scratch.

computeFrhs1()

virtual void computeFrhs1 ( const VectorBase< R > &  , const VectorBase< R > &    )

protectedvirtual

computeFrhs2()

void computeFrhs2 ( VectorBase< R > &  , VectorBase< R > &    )

protected

computeFrhsXtra()

virtual void computeFrhsXtra ( )

protectedvirtual

computeFtest()

void computeFtest ( )

private

compute basis feasibility test vector.

computeLeaveCoPrhs()

virtual void computeLeaveCoPrhs ( )

protectedvirtual

compute theCoPrhs for leaving Simplex.

computeLeaveCoPrhs4Col()

void computeLeaveCoPrhs4Col ( int  i, int  n  )

protected

computeLeaveCoPrhs4Row()

void computeLeaveCoPrhs4Row ( int  i, int  n  )

protected

computePrimalray4Col()

void computePrimalray4Col ( R  direction, SPxId  enterId  )

protected

Compute the primal ray or the farkas proof in case of unboundedness or infeasibility.

computePrimalray4Row()

void computePrimalray4Row ( R  direction )

protected

computePvec() [1/2]

void computePvec

(

)

compute entire pVec().

computePvec() [2/2]

R computePvec

(

int

i

)

compute and return pVec()[i].

computeTest() [1/2]

void computeTest

(

)

compute test VectorBase<R> in ENTERing Simplex.

computeTest() [2/2]

R computeTest

(

int

i

)

compute and return test()[i] in ENTERing Simplex.

coPrhs()

const VectorBase< R > & coPrhs

(

)

const

Right-hand side vector for coPvec.

The vector coPvec is computed by solving a linear system with the basis matrix and coPrhs as the right-hand side vector. For column basis representation, coPrhs is build up of the objective vector elements of all basic variables. For a row basis, it consists of the tight bounds of all basic constraints.

Definition at line 1517 of file spxsolver.h.

References SPxSolverBase< R >::theCoPrhs.

coPvec()

UpdateVector< R > & coPvec

(

)

const

copricing vector.

The copricing vector coPvec along with the pricing vector pVec are used for pricing in the ENTERing Simplex algorithm, i.e. one variable is selected, that violates its bounds. In contrast to this, the LEAVEing Simplex algorithm keeps both vectors within their bounds.

Definition at line 1504 of file spxsolver.h.

References SPxSolverBase< R >::theCoPvec.

coTest() [1/2]

const VectorBase< R > & coTest

(

)

const

violations of coPvec.

In entering Simplex pricing selects checks vectors coPvec() and pVec() for violation of its bounds. coTest() contains the violations for coPvec() which are indicated by a negative value. That is, if coTest()[i] < 0, the i 'th element of coPvec() is violated by -coTest()[i].

Definition at line 1571 of file spxsolver.h.

References SPxSolverBase< R >::ENTER, SPxSolverBase< R >::theCoTest, and SPxSolverBase< R >::type().

coTest() [2/2]

R coTest ( int  i, typename SPxBasisBase< R >::Desc::Status  stat  ) const

private

test coVector i with status stat.

covarStatus()

SPxBasisBase< R >::Desc::Status covarStatus

(

int

i

)

const

Status of i 'th covariable.

Definition at line 1363 of file spxsolver.h.

References SPxBasisBase< R >::Desc::coStatus(), and SPxBasisBase< R >::desc().

coVector() [1/4]

const SVectorBase< R > & coVector

(

const SPxColId &

cid

)

const

Definition at line 1320 of file spxsolver.h.

References DataKey::isValid(), SPxLPBase< R >::number(), SPxSolverBase< R >::rep(), SPxSolverBase< R >::ROW, and SPxSolverBase< R >::unitVecs.

coVector() [2/4]

const SVectorBase< R > & coVector

(

const SPxId &

p_id

)

const

coVector associated to p_id.

Returns

a reference to the covector of the loaded LP corresponding to p_id (with respect to the chosen representation). If p_id is a coid, a covector of the constraint matrix is returned, otherwise the corresponding unit vector is returned.

Definition at line 1334 of file spxsolver.h.

References SPxSolverBase< R >::coVector(), SPxId::isSPxRowId(), and SPxId::isValid().

coVector() [3/4]

const SVectorBase< R > & coVector

(

const SPxRowId &

rid

)

const

Definition at line 1312 of file spxsolver.h.

References SPxSolverBase< R >::COLUMN, DataKey::isValid(), SPxLPBase< R >::number(), SPxSolverBase< R >::rep(), and SPxSolverBase< R >::unitVecs.

coVector() [4/4]

const SVectorBase< R > & coVector

(

int

i

)

const

i 'th covector of LP.

Returns

a reference to the i 'th, 0 <= i < dim(), covector of the loaded LP (with respect to the chosen representation).

Definition at line 1307 of file spxsolver.h.

References SPxSolverBase< R >::thecovectors.

Referenced by SPxSolverBase< R >::coVector().

cumulativeTime()

Real cumulativeTime

(

)

const

cumulative time spent in all calls to method solve().

Definition at line 2266 of file spxsolver.h.

References SPxSolverBase< R >::theCumulativeTime.

delta()

R delta

(

)

const

guaranteed primal and dual bound violation for optimal solution, returning the maximum of floatingPointFeastol() and floatingPointOpttol().

Definition at line 886 of file spxsolver.h.

References SOPLEX_MAX, and SPxSolverBase< R >::tolerances().

dim()

int dim

(

)

const

dimension of basis matrix.

Definition at line 1181 of file spxsolver.h.

References SPxSolverBase< R >::thecovectors.

doPupdate()

virtual void doPupdate ( void  )

protectedvirtual

doRemoveCol()

virtual void doRemoveCol ( int  i )

protectedvirtual

Reimplemented from SPxLPBase< R >.

doRemoveCols()

virtual void doRemoveCols ( int  perm[] )

protectedvirtual

Reimplemented from SPxLPBase< R >.

doRemoveRow()

virtual void doRemoveRow ( int  i )

protectedvirtual

Reimplemented from SPxLPBase< R >.

doRemoveRows()

virtual void doRemoveRows ( int  perm[] )

protectedvirtual

Reimplemented from SPxLPBase< R >.

dualDegeneratePivots()

int dualDegeneratePivots

(

)

get number of dual degenerate pivots

Definition at line 2201 of file spxsolver.h.

References SPxSolverBase< R >::enterCycles, SPxSolverBase< R >::leaveCycles, SPxSolverBase< R >::rep(), and SPxSolverBase< R >::ROW.

dualIterations()

int dualIterations

(

)

return number of iterations done with primal algorithm

Definition at line 2238 of file spxsolver.h.

References SPxSolverBase< R >::iterations(), and SPxSolverBase< R >::primalIterations().

enter()

bool enter ( SPxId &  id, bool  polish = false  )

private

let id enter the basis and manage leaving of another one.

Returns

false if LP is unbounded/infeasible.

entertol()

R entertol

(

)

const

feasibility tolerance maintained by ratio test during ENTER algorithm.

Definition at line 855 of file spxsolver.h.

References SPxSolverBase< R >::COLUMN, SPxSolverBase< R >::entertolscale, SPxSolverBase< R >::theRep, and SPxSolverBase< R >::tolerances().

enterVector()

virtual const SVectorBase< R > * enterVector ( const SPxId &  p_id )

protectedvirtual

Get pointer to the id 'th vector.

Definition at line 2002 of file spxsolver.h.

References SPxId::isSPxRowId(), SPxId::isValid(), and SPxSolverBase< R >::vector().

epsilon()

R epsilon

(

)

const

values \(|x| < \epsilon\) are considered to be 0.

if you want another value for epsilon, use Tolerances::setEpsilon().

Definition at line 850 of file spxsolver.h.

References SPxSolverBase< R >::tolerances().

factorize()

virtual void factorize ( )

virtual

Factorize basis matrix.

Exceptions

SPxStatusException

if loaded matrix is singular

Reimplemented from SPxBasisBase< R >.

factorizeAndRecompute()

virtual void factorizeAndRecompute ( )

virtual

helper method that computes a fresh factorization of the basis matrix (if at least one update has been performed) and recomputes Frhs, Fvec, CoPrhs, Pvec, and the nonbasic values. In LEAVE the Ftest is recomputed, in ENTER the CoTest and Test are recomputed.

This method is called to eliminate accumulated errors from LU updates especially required before checking if the solver can terminate (optimality or objective limit)

forceRecompNonbasicValue()

void forceRecompNonbasicValue

(

)

Definition at line 725 of file spxsolver.h.

References SPxSolverBase< R >::m_nonbasicValue, and SPxSolverBase< R >::m_nonbasicValueUpToDate.

fRhs()

const VectorBase< R > & fRhs

(

)

const

right-hand side vector for fVec

The feasibility vector is computed by solving a linear system with the basis matrix. The right-hand side vector of this system is referred to as feasibility, right-hand side vector fRhs().

For a row basis, fRhs() is the objective vector (ignoring shifts). For a column basis, it is the sum of all nonbasic vectors scaled by the factor of their bound.

Definition at line 1442 of file spxsolver.h.

References SPxSolverBase< R >::theFrhs.

fTest()

const VectorBase< R > & fTest

(

)

const

Violations of fVec.

For the leaving Simplex algorithm, pricing involves selecting a variable from fVec that violates its bounds that is to leave the basis. When a SPxPricer is called to select such a leaving variable, fTest() contains the vector of violations: For fTest()[i] < 0, the i 'th basic variable violates one of its bounds by the given value. Otherwise no bound is violated.

Definition at line 1491 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theCoTest, and SPxSolverBase< R >::type().

fVec()

UpdateVector< R > & fVec

(

)

const

feasibility vector.

This method return the feasibility vector. If it satisfies its bound, the basis is called feasible (independently of the chosen representation). The feasibility vector has dimension dim().

For the entering Simplex, fVec is kept within its bounds. In contrast to this, the pricing of the leaving Simplex selects an element of fVec, that violates its bounds.

Definition at line 1429 of file spxsolver.h.

References SPxSolverBase< R >::theFvec.

getBasis()

Status getBasis	(	VarStatus	rows[],
		VarStatus	cols[],
		const int	rowsSize = -1,
		const int	colsSize = -1
	)		const

get current basis, and return solver status.

getBasisColStatus()

VarStatus getBasisColStatus

(

int

col

)

const

gets basis status for a single column

getBasisMetric()

virtual R getBasisMetric ( int  type )

virtual

Definition at line 991 of file spxsolver.h.

References SPxSolverBase< R >::basis(), and SPxSolverBase< R >::type().

getBasisRowStatus()

VarStatus getBasisRowStatus

(

int

row

)

const

gets basis status for a single row

getBasisStatus()

SPxBasisBase< R >::SPxStatus getBasisStatus

(

)

const

gets basis status

Definition at line 2146 of file spxsolver.h.

References SPxBasisBase< R >::status().

getDegeneracyLevel()

R getDegeneracyLevel

(

VectorBase< R >

degenvec

)

get level of dual degeneracy

getDisplayFreq()

int getDisplayFreq

(

)

get display frequency

Definition at line 921 of file spxsolver.h.

References SPxSolverBase< R >::displayFreq.

getDualfarkas()

virtual Status getDualfarkas ( VectorBase< R > &  vector ) const

virtual

get dual farkas proof of infeasibility.

Exceptions

SPxStatusException

if no problem loaded

getDualNorms()

bool getDualNorms	(	int &	nnormsRow,
		int &	nnormsCol,
		R *	norms
	)		const

get dual norms

getDualSol()

virtual Status getDualSol ( VectorBase< R > &  vector ) const

virtual

get current solution VectorBase<R> for dual variables.

This method returns the Status of the basis. If it is REGULAR or better, the VectorBase<R> of dual variables of the current basis will be copied to the argument vector. Hence, VectorBase<R> must be of dimension nRows().

Warning

Even though mathematically, each range constraint would account for two dual variables (one for each inequaility), only nRows() dual variables are setup via the following construction: Given a range constraint, there are three possible situations:

• None of its inequalities is tight: The dual variables for both are 0. However, when shifting (see below) occurs, it may be set to a value other than 0, which models a perturbed objective vector.
• Both of its inequalities are tight: In this case the range constraint models an equality and we adopt the standard definition.
• One of its inequalities is tight while the other is not: In this case only the dual variable for the tight constraint is given with the standard definition, while the other constraint is implicitely set to 0.

Exceptions

SPxStatusException

if no problem loaded

getEnterVals()

virtual void getEnterVals ( SPxId  id, R &  enterTest, R &  enterUB, R &  enterLB, R &  enterVal, R &  enterMax, R &  enterPric, typename SPxBasisBase< R >::Desc::Status &  enterStat, R &  enterRO, StableSum< R > &  objChange  )

protectedvirtual

getEnterVals2()

virtual void getEnterVals2 ( int  leaveIdx, R  enterMax, R &  leaveBound, StableSum< R > &  objChange  )

protectedvirtual

getLeaveVals()

virtual void getLeaveVals ( int  i, typename SPxBasisBase< R >::Desc::Status &  leaveStat, SPxId &  leaveId, R &  leaveMax, R &  leavebound, int &  leaveNum, StableSum< R > &  objChange  )

protectedvirtual

getLeaveVals2()

virtual void getLeaveVals2 ( R  leaveMax, SPxId  enterId, R &  enterBound, R &  newUBbound, R &  newLBbound, R &  newCoPrhs, StableSum< R > &  objChange  )

protectedvirtual

getLhs()

void getLhs

(

VectorBase< R > &

p_lhs

)

const

copy lhs value VectorBase<R> to p_lhs.

Definition at line 2301 of file spxsolver.h.

References SPxLPBase< R >::lhs().

getLower()

void getLower

(

VectorBase< R > &

p_low

)

const

copy lower bound VectorBase<R> to p_low.

Definition at line 2290 of file spxsolver.h.

References SPxLPBase< R >::lower().

getMaxIters()

int getMaxIters

(

)

the maximum number of iterations

Definition at line 2272 of file spxsolver.h.

References SPxSolverBase< R >::maxIters.

getMaxTime()

Real getMaxTime

(

)

the maximum runtime

Definition at line 2260 of file spxsolver.h.

References SPxSolverBase< R >::maxTime.

getNdualNorms()

void getNdualNorms	(	int &	nnormsRow,
		int &	nnormsCol
	)		const

get number of dual norms

getOldBasisStatusCols()

DataArray< VarStatus > & getOldBasisStatusCols

(

)

Definition at line 947 of file spxsolver.h.

References SPxSolverBase< R >::oldBasisStatusCols.

getOldBasisStatusRows()

DataArray< VarStatus > & getOldBasisStatusRows

(

)

Definition at line 941 of file spxsolver.h.

References SPxSolverBase< R >::oldBasisStatusRows.

getPrimalray()

virtual Status getPrimalray ( VectorBase< R > &  vector ) const

virtual

get primal ray in case of unboundedness.

Exceptions

SPxStatusException

if no problem loaded

getPrimalSol()

virtual Status getPrimalSol ( VectorBase< R > &  vector ) const

virtual

get solution vector for primal variables.

This method returns the Status of the basis. If it is REGULAR or better, the primal solution vector of the current basis will be copied to the argument vector. Hence, vector must be of dimension nCols().

Exceptions

SPxStatusException

if not initialized

getRedCostSol()

virtual Status getRedCostSol ( VectorBase< R > &  vector ) const

virtual

get vector of reduced costs.

This method returns the Status of the basis. If it is REGULAR or better, the vector of reduced costs of the current basis will be copied to the argument vector. Hence, vector must be of dimension nCols().

Let d denote the vector of dual variables, as defined above, and A the LPs constraint matrix. Then the reduced cost vector r is defined as \(r^T = c^T - d^TA\).

Exceptions

SPxStatusException

if no problem loaded

getResult()

Status getResult	(	R *	value = 0,
		VectorBase< R > *	primal = 0,
		VectorBase< R > *	slacks = 0,
		VectorBase< R > *	dual = 0,
		VectorBase< R > *	reduCost = 0
	)

get all results of last solve.

getRhs()

void getRhs

(

VectorBase< R > &

p_rhs

)

const

copy rhs value VectorBase<R> to p_rhs.

Definition at line 2307 of file spxsolver.h.

References SPxLPBase< R >::rhs().

getSlacks()

virtual Status getSlacks ( VectorBase< R > &  vector ) const

virtual

get VectorBase<R> of slack variables.

This method returns the Status of the basis. If it is REGULAR or better, the slack variables of the current basis will be copied to the argument vector. Hence, VectorBase<R> must be of dimension nRows().

Warning

Because SPxSolverBase supports range constraints as its default, slack variables are defined in a nonstandard way: Let x be the current solution vector and A the constraint matrix. Then the vector of slack variables is defined as \(s = Ax\).

Exceptions

SPxStatusException

if no problem loaded

getSolutionPolishing()

SolutionPolish getSolutionPolishing

(

)

return objective of solution polishing

Definition at line 693 of file spxsolver.h.

References SPxSolverBase< R >::polishObj.

getTiming()

Timer::TYPE getTiming

(

)

set timing type

Definition at line 904 of file spxsolver.h.

References SPxSolverBase< R >::multTimeColwise, SPxSolverBase< R >::multTimeFull, SPxSolverBase< R >::multTimeSparse, SPxSolverBase< R >::multTimeUnsetup, SPxSolverBase< R >::theTime, SPxSolverBase< R >::timerType, and Timer::type().

getUpper()

void getUpper

(

VectorBase< R > &

p_up

)

const

copy upper bound VectorBase<R> to p_up.

Definition at line 2295 of file spxsolver.h.

References SPxLPBase< R >::upper().

hyperPricing()

void hyperPricing

(

bool

h

)

enable or disable hyper sparse pricing

id()

SPxId id

(

int

i

)

const

id of i 'th vector.

The i 'th Id is the i 'th SPxRowId for a rowwise and the i 'th SPxColId for a columnwise basis represenation. Hence, 0 <= i < coDim().

Definition at line 1204 of file spxsolver.h.

References SPxLPBase< R >::cId(), SPxSolverBase< R >::rep(), SPxLPBase< R >::rId(), and SPxSolverBase< R >::ROW.

init()

virtual void init ( )

virtual

intialize data structures.

If SPxSolverBase is not initialized, the method solve() calls init() to setup all vectors and internal data structures. Most of the other methods within this section are called by init().

Derived classes should add the initialization of additional data structures by overriding this method. Don't forget, however, to call SPxSolverBase<R>::init().

initRep()

void initRep

(

Representation

p_rep

)

initialize ROW or COLUMN representation.

invalidateBasis()

void invalidateBasis

(

)

invalidates the basis, triggers refactorization

isBasic() [1/5]

bool isBasic

(

const SPxColId &

cid

)

const

is the cid 'th vector basic ?

Definition at line 1390 of file spxsolver.h.

References SPxBasisBase< R >::desc(), SPxSolverBase< R >::isBasic(), and SPxLPBase< R >::number().

isBasic() [2/5]

bool isBasic

(

const SPxId &

p_id

)

const

is the p_id 'th vector basic ?

Definition at line 1375 of file spxsolver.h.

References SPxSolverBase< R >::isBasic(), SPxId::isSPxRowId(), and SPxId::isValid().

isBasic() [3/5]

bool isBasic

(

const SPxRowId &

rid

)

const

is the rid 'th vector basic ?

Definition at line 1384 of file spxsolver.h.

References SPxBasisBase< R >::desc(), SPxSolverBase< R >::isBasic(), and SPxLPBase< R >::number().

isBasic() [4/5]

bool isBasic

(

int

i

)

const

is the i 'th vector basic ?

Definition at line 1408 of file spxsolver.h.

References SPxBasisBase< R >::desc(), SPxSolverBase< R >::isBasic(), and SPxSolverBase< R >::status().

isBasic() [5/5]

bool isBasic

(

typename SPxBasisBase< R >::Desc::Status

stat

)

const

does stat describe a basic index ?

Definition at line 1369 of file spxsolver.h.

References SPxSolverBase< R >::rep().

Referenced by SPxSolverBase< R >::isBasic(), SPxSolverBase< R >::isCoBasic(), SPxSolverBase< R >::isColBasic(), and SPxSolverBase< R >::isRowBasic().

isBasisValid()

bool isBasisValid	(	DataArray< VarStatus >	rows,
		DataArray< VarStatus >	cols
	)

check a given basis for validity.

isCoBasic()

bool isCoBasic

(

int

i

)

const

is the i 'th covector basic ?

Definition at line 1414 of file spxsolver.h.

References SPxBasisBase< R >::desc(), and SPxSolverBase< R >::isBasic().

isCoId()

bool isCoId

(

const SPxId &

p_id

)

const

Is p_id a CoId.

This method returns wheather or not p_id identifies a coVector with respect to the chosen representation.

Definition at line 1250 of file spxsolver.h.

References DataKey::info, and SPxSolverBase< R >::theRep.

isColBasic()

bool isColBasic

(

int

i

)

const

is the i 'th column vector basic ?

Definition at line 1402 of file spxsolver.h.

References SPxBasisBase< R >::desc(), and SPxSolverBase< R >::isBasic().

isConsistent()

bool isConsistent

(

)

const

check consistency.

Miscellaneous

isId()

bool isId

(

const SPxId &

p_id

)

const

Is p_id an SPxId ?

This method returns wheather or not p_id identifies a vector with respect to the chosen representation.

Definition at line 1241 of file spxsolver.h.

References DataKey::info, and SPxSolverBase< R >::theRep.

isInitialized()

bool isInitialized ( ) const

protected

has the internal data been initialized?

As long as an instance of SPxSolverBase is not initialized, no member contains setup data. Initialization is performed via method init(). Afterwards all data structures are kept up to date (even for all manipulation methods), until unInit() is called. However, some manipulation methods call unInit() themselfs.

Definition at line 1956 of file spxsolver.h.

References SPxSolverBase< R >::initialized.

isRowBasic()

bool isRowBasic

(

int

i

)

const

is the i 'th row vector basic ?

Definition at line 1396 of file spxsolver.h.

References SPxBasisBase< R >::desc(), and SPxSolverBase< R >::isBasic().

isTerminationValueEnabled()

bool isTerminationValueEnabled

(

)

const

true if objective limit should be used in the next solve

Definition at line 699 of file spxsolver.h.

References SPxSolverBase< R >::useTerminationValue.

isTimeLimitReached()

bool isTimeLimitReached

(

const bool

forceCheck = false

)

returns whether current time limit is reached; call to time() may be skipped unless forceCheck is true

iterations()

int iterations

(

)

const

get number of iterations of current solution.

Definition at line 2225 of file spxsolver.h.

References SPxSolverBase< R >::basis().

Referenced by SPxSolverBase< R >::dualIterations(), SPxSolverBase< R >::primalIterations(), and SPxSolverBase< R >::statistics().

lbBound() [1/2]

VectorBase< R > & lbBound

(

)

lower bound for fVec, writable.

This method returns the lower bound for the feasibility vector. It may only be called for the ENTERing Simplex.

For the ENTERing Simplex algorithms, the feasibility vector is maintained to fullfill its bounds. As fVec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1478 of file spxsolver.h.

References SPxSolverBase< R >::theLBbound.

lbBound() [2/2]

const VectorBase< R > & lbBound

(

)

const

lower bound for fVec.

Definition at line 1465 of file spxsolver.h.

References SPxSolverBase< R >::theLBbound.

lcBound() [1/2]

VectorBase< R > & lcBound

(

)

lower bound for coPvec.

This method returns the lower bound for coPvec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms coPvec is maintained to fullfill its bounds. As coPvec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1558 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theCoLbound, and SPxSolverBase< R >::theType.

lcBound() [2/2]

const VectorBase< R > & lcBound

(

)

const

Definition at line 1544 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theCoLbound, and SPxSolverBase< R >::theType.

leave()

bool leave ( int  i, bool  polish = false  )

private

let index i leave the basis and manage entering of another one.

Returns

false if LP is unbounded/infeasible.

leavetol()

R leavetol

(

)

const

feasibility tolerance maintained by ratio test during LEAVE algorithm.

Definition at line 863 of file spxsolver.h.

References SPxSolverBase< R >::COLUMN, SPxSolverBase< R >::leavetolscale, SPxSolverBase< R >::theRep, and SPxSolverBase< R >::tolerances().

loadBasis()

virtual void loadBasis ( const typename SPxBasisBase< R >::Desc &  )

virtual

set a start basis.

loadLP()

virtual void loadLP ( const SPxLPBase< R > &  LP, bool  initSlackBasis = true  )

virtual

copy LP.

localAddCols()

void localAddCols ( int  start )

private

localAddRows()

void localAddRows ( int  start )

private

lpBound() [1/2]

VectorBase< R > & lpBound

(

)

lower bound for pVec.

This method returns the lower bound for pVec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms pVec is maintained to fullfill its bounds. As pVec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1624 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theLbound, and SPxSolverBase< R >::theType.

lpBound() [2/2]

const VectorBase< R > & lpBound

(

)

const

Definition at line 1610 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theLbound, and SPxSolverBase< R >::theType.

maxCycle()

int maxCycle

(

)

const

maximum number of degenerate simplex steps before we detect cycling.

SPxSolverBase considers a Simplex step as degenerate if the steplength does not exceed epsilon(). Cycling occurs if only degenerate steps are taken. To prevent this situation, SPxSolverBase perturbs the problem such that nondegenerate steps are ensured.

maxCycle() controls how agressive such perturbation is performed, since no more than maxCycle() degenerate steps are accepted before perturbing the LP. The current number of consecutive degenerate steps is counted by numCycle().

Definition at line 975 of file spxsolver.h.

References SPxSolverBase< R >::m_maxCycle.

maxInfeas()

virtual R maxInfeas ( ) const

virtual

maximal infeasibility of basis

This method is called before concluding optimality. Since it is possible that some stable implementation of class SPxRatioTester yielded a slightly infeasible (or unpriced) basis, this must be checked before terminating with an optimal solution.

nonbasicValue()

R nonbasicValue ( )

protected

Compute part of objective value.

This method is called from value() in order to compute the part of the objective value resulting form nonbasic variables for COLUMN Representation.

noViols()

virtual bool noViols ( R  tol ) const

virtual

check for violations above tol and immediately return false w/o checking the remaining values

This method is useful for verifying whether an objective limit can be used as termination criterion

numCycle()

int numCycle

(

)

const

actual number of degenerate simplex steps encountered so far.

Definition at line 980 of file spxsolver.h.

References SPxSolverBase< R >::m_numCycle.

objValue()

virtual R objValue ( )

virtual

get objective value of current solution.

Definition at line 2109 of file spxsolver.h.

References SPxSolverBase< R >::value().

operator=()

SPxSolverBase< R > & operator=

(

const SPxSolverBase< R > &

base

)

assignment operator

assignment operator and copy constructor

performSolutionPolishing()

bool performSolutionPolishing

(

)

Identify primal basic variables that have zero reduced costs and try to pivot them out of the basis to make them tight. This is supposed to decrease the number of fractional variables when solving LP relaxations of (mixed) integer programs. The objective must not be modified during this procedure.

Returns

true, if objective was modified (due to numerics) and resolving is necessary

perturbMax() [1/2]

R perturbMax ( const UpdateVector< R > &  uvec, VectorBase< R > &  low, VectorBase< R > &  up, R  eps, R  delta, const typename SPxBasisBase< R >::Desc::Status *  stat, int  start, int  incr  )

private

perturbMax() [2/2]

void perturbMax ( const UpdateVector< R > &  vec, VectorBase< R > &  low, VectorBase< R > &  up, R  eps, R  delta, int  start = 0, int  incr = 1  )

private

perturbMaxEnter()

virtual void perturbMaxEnter ( void  )

protectedvirtual

perturb basis bounds.

perturbMaxLeave()

virtual void perturbMaxLeave ( void  )

protectedvirtual

perturb nonbasic bounds.

perturbMin() [1/2]

R perturbMin ( const UpdateVector< R > &  uvec, VectorBase< R > &  low, VectorBase< R > &  up, R  eps, R  delta, const typename SPxBasisBase< R >::Desc::Status *  stat, int  start, int  incr  )

private

perturbMin() [2/2]

void perturbMin ( const UpdateVector< R > &  vec, VectorBase< R > &  low, VectorBase< R > &  up, R  eps, R  delta, int  start = 0, int  incr = 1  )

private

perturbMinEnter()

virtual void perturbMinEnter ( void  )

protectedvirtual

perturbMinLeave()

virtual void perturbMinLeave ( void  )

protectedvirtual

polishIterations()

int polishIterations

(

)

return number of iterations done with primal algorithm

Definition at line 2244 of file spxsolver.h.

References SPxSolverBase< R >::polishCount.

precisionReached()

virtual bool precisionReached ( R &  newpricertol ) const

protectedvirtual

is the solution precise enough, or should we increase delta() ?

pricer()

const SPxPricer< R > * pricer

(

)

const

return loaded SPxPricer.

Definition at line 1877 of file spxsolver.h.

References SPxSolverBase< R >::thepricer.

pricing()

Pricing pricing

(

)

const

return current Pricing.

Definition at line 556 of file spxsolver.h.

References SPxSolverBase< R >::thePricing.

primalDegeneratePivots()

int primalDegeneratePivots

(

)

get number of primal degenerate pivots

Definition at line 2207 of file spxsolver.h.

References SPxSolverBase< R >::enterCycles, SPxSolverBase< R >::leaveCycles, SPxSolverBase< R >::rep(), and SPxSolverBase< R >::ROW.

primalIterations()

int primalIterations

(

)

return number of iterations done with primal algorithm

Definition at line 2231 of file spxsolver.h.

References SPxSolverBase< R >::iterations(), and SPxSolverBase< R >::primalCount.

Referenced by SPxSolverBase< R >::dualIterations().

printDisplayLine()

virtual void printDisplayLine ( const bool  force = false, const bool  forceHead = false  )

virtual

print display line of flying table

pVec()

UpdateVector< R > & pVec

(

)

const

pricing vector.

The pricing vector pVec is the product of coPvec with the constraint matrix. As coPvec, also pVec is maintained within its bound for the leaving Simplex algorithm, while the bounds are tested for the entering Simplex. pVec is of dimension coDim(). Vector pVec() is only up to date for LEAVEing Simplex or FULL pricing in ENTERing Simplex.

Definition at line 1584 of file spxsolver.h.

References SPxSolverBase< R >::thePvec.

qualBoundViolation()

virtual void qualBoundViolation ( R &  maxviol, R &  sumviol  ) const

virtual

get violations of bounds.

qualConstraintViolation()

virtual void qualConstraintViolation ( R &  maxviol, R &  sumviol  ) const

virtual

get violation of constraints.

qualRedCostViolation()

virtual void qualRedCostViolation ( R &  maxviol, R &  sumviol  ) const

virtual

get violation of optimality criterion.

qualSlackViolation()

virtual void qualSlackViolation ( R &  maxviol, R &  sumviol  ) const

virtual

get the residuum |Ax-b|.

ratiotester()

const SPxRatioTester< R > * ratiotester

(

)

const

return loaded SPxRatioTester.

Definition at line 1887 of file spxsolver.h.

References SPxSolverBase< R >::theratiotester.

read()

virtual bool read ( std::istream &  in, NameSet *  rowNames = nullptr, NameSet *  colNames = nullptr, DIdxSet *  intVars = nullptr  )

virtual

read LP from input stream.

Reimplemented from SPxLPBase< R >.

readBasisFile()

virtual bool readBasisFile ( const char *  filename, const NameSet *  rowNames, const NameSet *  colNames  )

virtual

Load basis from filename in MPS format. If rowNames and colNames are nullptr, default names are used for the constraints and variables.

reDim()

virtual void reDim ( )

protectedvirtual

reset dimensions of vectors according to loaded LP.

reinitializeVecs()

virtual void reinitializeVecs ( )

protectedvirtual

setup all vecs fresh

rejectEnter()

virtual void rejectEnter ( SPxId  enterId, R  enterTest, typename SPxBasisBase< R >::Desc::Status  enterStat  )

protectedvirtual

rejectLeave()

virtual void rejectLeave ( int  leaveNum, SPxId  leaveId, typename SPxBasisBase< R >::Desc::Status  leaveStat, const SVectorBase< R > *  newVec = nullptr  )

protectedvirtual

reLoad()

virtual void reLoad ( )

virtual

reload LP.

rep()

Representation rep

(

)

const

return the current basis representation.

Definition at line 544 of file spxsolver.h.

References SPxSolverBase< R >::theRep.

Referenced by SPxSolverBase< R >::coId(), SPxSolverBase< R >::coVector(), SPxSolverBase< R >::dualDegeneratePivots(), SPxSolverBase< R >::id(), SPxSolverBase< R >::isBasic(), SPxSolverBase< R >::primalDegeneratePivots(), and SPxSolverBase< R >::vector().

resetClockStats()

void resetClockStats ( )

protected

resets clock average statistics

resetCumulativeTime()

void resetCumulativeTime

(

)

reset cumulative time counter to zero.

Definition at line 2189 of file spxsolver.h.

References SPxSolverBase< R >::theCumulativeTime.

rowId()

SPxRowId rowId

(

int

i

)

const

RowId of i 'th inequality.

Mapping between numbers and Ids

Definition at line 2336 of file spxsolver.h.

References SPxLPBase< R >::rId().

rows()

const LPRowSetBase< R > & rows

(

)

const

return const lp's rows if available.

Definition at line 2278 of file spxsolver.h.

References SPxLPBase< R >::lprowset().

scaleEntertol()

void scaleEntertol

(

R

d

)

scale the entering tolerance

Definition at line 871 of file spxsolver.h.

Referenced by SPxSolverBase< R >::scaleTolerances().

scaleLeavetol()

void scaleLeavetol

(

R

d

)

scale the leaving tolerance

Definition at line 876 of file spxsolver.h.

Referenced by SPxSolverBase< R >::scaleTolerances().

scaleTolerances()

void scaleTolerances

(

R

d

)

Definition at line 880 of file spxsolver.h.

References SPxSolverBase< R >::scaleEntertol(), and SPxSolverBase< R >::scaleLeavetol().

sense()

SPxLPBase< R >::SPxSense sense

(

)

const

optimization sense.

Definition at line 2313 of file spxsolver.h.

References SPxLPBase< R >::spxSense().

setBasis()

void setBasis	(	const VarStatus	rows[],
		const VarStatus	cols[]
	)

set the lp solver's basis.

setBasisSolver()

virtual void setBasisSolver ( SLinSolver< R > *  slu, const bool  destroy = false  )

virtual

setup linear solver to use. If destroy is true, slusolver will be freed in destructor.

setBasisStatus()

void setBasisStatus

(

typename SPxBasisBase< R >::SPxStatus

stat

)

set the lp solver's basis status.

Definition at line 2158 of file spxsolver.h.

References SPxSolverBase< R >::m_status, SPxSolverBase< R >::OPTIMAL, SPxBasisBase< R >::setStatus(), and SPxSolverBase< R >::UNKNOWN.

setDisplayFreq()

void setDisplayFreq

(

int

freq

)

set display frequency

Definition at line 915 of file spxsolver.h.

References SPxSolverBase< R >::displayFreq.

setDual()

void setDual ( VectorBase< R > &  p_vector )

private

setDualColBounds()

void setDualColBounds ( )

protected

setDualNorms()

bool setDualNorms	(	int	nnormsRow,
		int	nnormsCol,
		R *	norms
	)

set dual norms

setDualRowBounds()

void setDualRowBounds ( )

protected

setEnterBound4Col()

void setEnterBound4Col ( int  , int    )

protected

setEnterBound4Row()

void setEnterBound4Row ( int  , int    )

protected

setEnterBounds()

virtual void setEnterBounds ( )

protectedvirtual

setFillFactor()

void setFillFactor

(

R

f

)

set refactor threshold for fill-in in current factor update compared to fill-in in last factorization

Definition at line 520 of file spxsolver.h.

setIntegralityInformation()

void setIntegralityInformation	(	int	ncols,
		int *	intInfo
	)

pass integrality information about the variables to the solver

setLeaveBound4Col()

void setLeaveBound4Col ( int  i, int  n  )

protected

setLeaveBound4Row()

void setLeaveBound4Row ( int  i, int  n  )

protected

setLeaveBounds()

virtual void setLeaveBounds ( )

protectedvirtual

setMemFactor()

void setMemFactor

(

R

f

)

set refactor threshold for memory growth in current factor update compared to the last factorization

Definition at line 526 of file spxsolver.h.

setMetricInformation()

void setMetricInformation

(

int

type

)

print basis metric within the usual output

Definition at line 927 of file spxsolver.h.

References SPxSolverBase< R >::printBasisMetric, and SPxSolverBase< R >::type().

setNonzeroFactor()

void setNonzeroFactor

(

R

f

)

set refactor threshold for nonzeros in last factorized basis matrix compared to updated basis matrix

Definition at line 514 of file spxsolver.h.

setOutstream()

void setOutstream

(

SPxOut &

newOutstream

)

Definition at line 486 of file spxsolver.h.

References SPxSolverBase< R >::spxout.

setPricer()

virtual void setPricer ( SPxPricer< R > *  pricer, const bool  destroy = false  )

virtual

setup pricer to use. If destroy is true, pricer will be freed in destructor.

setPricing()

void setPricing

(

Pricing

pr

)

set FULL or PARTIAL pricing.

setPrimal()

void setPrimal ( VectorBase< R > &  p_vector )

private

setPrimalBounds()

void setPrimalBounds ( )

protected

setup feasibility bounds for entering algorithm

setRedCost()

void setRedCost ( VectorBase< R > &  p_vector )

private

setRep()

void setRep

(

Representation

p_rep

)

switch to ROW or COLUMN representation if not already used.

setSlacks()

void setSlacks ( VectorBase< R > &  p_vector )

private

setSolutionPolishing()

void setSolutionPolishing

(

SolutionPolish

_polishObj

)

set objective of solution polishing (0: off, 1: max_basic_slack, 2: min_basic_slack)

Definition at line 687 of file spxsolver.h.

References SPxSolverBase< R >::polishObj.

setSolverStatus()

void setSolverStatus

(

typename SPxSolverBase< R >::Status

stat

)

setting the solver status external from the solve loop.

Definition at line 2167 of file spxsolver.h.

References SPxSolverBase< R >::m_status.

setSolvingForBoosted()

void setSolvingForBoosted

(

bool

value

)

Definition at line 953 of file spxsolver.h.

References SPxSolverBase< R >::solvingForBoosted, and SPxSolverBase< R >::value().

setSparsePricingFactor()

void setSparsePricingFactor

(

R

fac

)

Definition at line 933 of file spxsolver.h.

References SPxSolverBase< R >::sparsePricingFactor.

setStarter()

virtual void setStarter ( SPxStarter< R > *  starter, const bool  destroy = false  )

virtual

setup starting basis generator to use. If destroy is true, starter will be freed in destructor.

setStoreBasisFreqForBoosting()

void setStoreBasisFreqForBoosting

(

int

freq

)

Definition at line 959 of file spxsolver.h.

References SPxSolverBase< R >::storeBasisSimplexFreq.

setTerminationIter()

virtual void setTerminationIter ( int  iteration = -1 )

virtual

set iteration limit.

setTerminationTime()

virtual void setTerminationTime ( Real  time = infinity )

virtual

set time limit.

Limits and status inquiry

setTerminationValue()

virtual void setTerminationValue ( R  value = R(infinity) )

virtual

set objective limit.

setTester()

virtual void setTester ( SPxRatioTester< R > *  tester, const bool  destroy = false  )

virtual

setup ratio-tester to use. If destroy is true, tester will be freed in destructor.

setTiming()

void setTiming

(

Timer::TYPE

ttype

)

set timing type

Definition at line 893 of file spxsolver.h.

References SPxSolverBase< R >::multTimeColwise, SPxSolverBase< R >::multTimeFull, SPxSolverBase< R >::multTimeSparse, SPxSolverBase< R >::multTimeUnsetup, TimerFactory::switchTimer(), SPxSolverBase< R >::theTime, and SPxSolverBase< R >::timerType.

setTolerances()

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

virtual

set the _tolerances member variable

Reimplemented from SPxLPBase< R >.

Definition at line 493 of file spxsolver.h.

References SPxLPBase< R >::_tolerances, and UpdateVector< R >::setTolerances().

setType()

void setType

(

Type

tp

)

set LEAVE or ENTER algorithm.

setup4coSolve()

void setup4coSolve	(	SSVectorBase< R > *	p_y,
		SSVectorBase< R > *	p_rhs
	)

Setup vectors to be cosolved within Simplex loop.

Load vector y to be coSolved with the basis matrix during the ENTER Simplex. The system will be solved after SPxSolverBase's call to SPxRatioTester. The system will be solved along with another system. Solving two linear system at a time has performance advantages over solving the two linear systems seperately.

Definition at line 1828 of file spxsolver.h.

References SPxSolverBase< R >::coSolveVector2, SPxSolverBase< R >::coSolveVector2rhs, SPxSolverBase< R >::ENTER, and SPxSolverBase< R >::type().

setup4coSolve2()

void setup4coSolve2	(	SSVectorBase< R > *	p_z,
		SSVectorBase< R > *	p_rhs
	)

Setup vectors to be cosolved within Simplex loop.

Load a second vector z to be coSolved with the basis matrix during the ENTER Simplex. The system will be solved after SPxSolverBase's call to SPxRatioTester. The system will be solved along with two other systems.

Definition at line 1840 of file spxsolver.h.

References SPxSolverBase< R >::coSolveVector3, SPxSolverBase< R >::coSolveVector3rhs, SPxSolverBase< R >::ENTER, and SPxSolverBase< R >::type().

setup4solve()

void setup4solve	(	SSVectorBase< R > *	p_y,
		SSVectorBase< R > *	p_rhs
	)

Setup vectors to be solved within Simplex loop.

Load vector y to be solved with the basis matrix during the LEAVE Simplex. The system will be solved after SPxSolverBase's call to SPxRatioTester. The system will be solved along with another system. Solving two linear system at a time has performance advantages over solving the two linear systems seperately.

Definition at line 1800 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::solveVector2, SPxSolverBase< R >::solveVector2rhs, and SPxSolverBase< R >::type().

setup4solve2()

void setup4solve2	(	SSVectorBase< R > *	p_y2,
		SSVectorBase< R > *	p_rhs2
	)

Setup vectors to be solved within Simplex loop.

Load a second additional vector y2 to be solved with the basis matrix during the LEAVE Simplex. The system will be solved after SPxSolverBase's call to SPxRatioTester. The system will be solved along with at least one other system. Solving several linear system at a time has performance advantages over solving them seperately.

Definition at line 1814 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::solveVector3, SPxSolverBase< R >::solveVector3rhs, and SPxSolverBase< R >::type().

setupPupdate()

virtual void setupPupdate ( void  )

protectedvirtual

shift()

virtual R shift ( ) const

virtual

total current shift amount.

Definition at line 1733 of file spxsolver.h.

References SPxSolverBase< R >::theShift.

shiftFvec()

void shiftFvec

(

)

Perform initial shifting to optain an feasible or pricable basis.

shiftLBbound()

void shiftLBbound	(	int	i,
		R	to
	)

shift i 'th lbBound to to.

Definition at line 1690 of file spxsolver.h.

References SPxSolverBase< R >::ENTER, SOPLEX_MAX, SPxSolverBase< R >::theLBbound, SPxSolverBase< R >::theShift, and SPxSolverBase< R >::theType.

shiftLCbound()

void shiftLCbound	(	int	i,
		R	to
	)

shift i 'th lcBound to to.

Definition at line 1722 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SOPLEX_MAX, SPxSolverBase< R >::theCoLbound, SPxSolverBase< R >::theShift, and SPxSolverBase< R >::theType.

shiftLPbound()

void shiftLPbound	(	int	i,
		R	to
	)

shift i 'th lpBound to to.

Definition at line 1706 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SOPLEX_MAX, SPxSolverBase< R >::theLbound, SPxSolverBase< R >::theShift, and SPxSolverBase< R >::theType.

shiftPvec()

void shiftPvec

(

)

Perform initial shifting to optain an feasible or pricable basis.

shiftUBbound()

void shiftUBbound	(	int	i,
		R	to
	)

shift i 'th ubBound to to.

Definition at line 1682 of file spxsolver.h.

References SPxSolverBase< R >::ENTER, SOPLEX_MAX, SPxSolverBase< R >::theShift, SPxSolverBase< R >::theType, and SPxSolverBase< R >::theUBbound.

shiftUCbound()

void shiftUCbound	(	int	i,
		R	to
	)

shift i 'th ucBound to to.

Definition at line 1714 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SOPLEX_MAX, SPxSolverBase< R >::theCoUbound, SPxSolverBase< R >::theShift, and SPxSolverBase< R >::theType.

shiftUPbound()

void shiftUPbound	(	int	i,
		R	to
	)

shift i 'th upBound to to.

Definition at line 1698 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SOPLEX_MAX, SPxSolverBase< R >::theShift, SPxSolverBase< R >::theType, and SPxSolverBase< R >::theUbound.

slinSolver()

const SLinSolver< R > * slinSolver

(

)

const

return loaded SLinSolver.

Definition at line 1882 of file spxsolver.h.

solve()

virtual Status solve ( volatile bool *  interrupt = nullptr, bool  polish = true  )

virtual

solve loaded LP.

Solves the loaded LP by processing the Simplex iteration until the termination criteria is fullfilled (see terminate()). The SPxStatus of the solver will indicate the reason for termination.

Parameters

interrupt	can be set externally to interrupt the solve
polish	should solution polishing be considered

Exceptions

SPxStatusException

if either no problem, solver, pricer or ratiotester loaded or if solve is still running when it shouldn't be

starter()

SPxStarter< R > * starter

(

)

const

return current starter.

Definition at line 562 of file spxsolver.h.

References SPxSolverBase< R >::thestarter.

statistics()

std::string statistics

(

)

const

returns statistical information in form of a string.

Definition at line 2319 of file spxsolver.h.

References SPxSolverBase< R >::basis(), SPxSolverBase< R >::iterations(), and SPxSolverBase< R >::time().

status()

Status status

(

)

const

Status of solution process.

Referenced by SPxSolverBase< R >::isBasic().

subversion()

int subversion

(

)

const

return the internal subversion of SPxSolverBase as number

Definition at line 539 of file spxsolver.h.

References SOPLEX_SUBVERSION.

sumDualDegeneracy()

R sumDualDegeneracy

(

)

get the sum of dual degeneracy

Definition at line 2213 of file spxsolver.h.

References SPxSolverBase< R >::dualDegenSum.

sumPrimalDegeneracy()

R sumPrimalDegeneracy

(

)

get the sum of primal degeneracy

Definition at line 2219 of file spxsolver.h.

References SPxSolverBase< R >::primalDegenSum.

terminate()

virtual bool terminate ( )

virtual

Termination criterion.

This method is called in each Simplex iteration to determine, if the algorithm is to terminate. In this case a nonzero value is returned.

This method is declared virtual to allow for implementation of other stopping criteria or using it as callback method within the Simplex loop, by overriding the method in a derived class. However, all implementations must terminate with the statement return SPxSolverBase<R>::terminate(), if no own termination criteria is encountered.

Note, that the Simplex loop stopped even when terminate() returns 0, if the LP has been solved to optimality (i.e. no further pricing succeeds and no shift is present).

terminationIter()

virtual int terminationIter ( ) const

virtual

return iteration limit.

terminationTime()

virtual Real terminationTime ( ) const

virtual

return time limit.

terminationValue()

virtual R terminationValue ( ) const

virtual

return objective limit.

test() [1/2]

const VectorBase< R > & test

(

)

const

Violations of pVec.

In entering Simplex pricing selects checks vectors coPvec() and pVec() for violation of its bounds. Vector test() contains the violations for pVec(), i.e., if test()[i] < 0, the i'th element of pVec() is violated by test()[i]. Vector test() is only up to date for FULL pricing.

Definition at line 1637 of file spxsolver.h.

References SPxSolverBase< R >::ENTER, SPxSolverBase< R >::theTest, and SPxSolverBase< R >::type().

test() [2/2]

R test ( int  i, typename SPxBasisBase< R >::Desc::Status  stat  ) const

private

test VectorBase<R> i with status stat.

testBounds()

void testBounds

(

)

const

testVecs()

void testVecs

(

)

time()

Real time

(

)

const

time spent in last call to method solve().

Definition at line 2250 of file spxsolver.h.

References SPxSolverBase< R >::theTime, and Timer::time().

Referenced by SPxSolverBase< R >::statistics().

toggleTerminationValue()

void toggleTerminationValue

(

bool

enable

)

toggle objective limit for next solve

Definition at line 705 of file spxsolver.h.

References SPxSolverBase< R >::useTerminationValue.

tolerances()

const std::shared_ptr< Tolerances > & tolerances

(

)

const

returns current tolerances

Definition at line 508 of file spxsolver.h.

References SPxLPBase< R >::_tolerances.

Referenced by SPxSolverBase< R >::delta(), SPxSolverBase< R >::entertol(), SPxSolverBase< R >::epsilon(), and SPxSolverBase< R >::leavetol().

type()

Type type

(

)

const

return current Type.

Definition at line 550 of file spxsolver.h.

References SPxSolverBase< R >::theType.

Referenced by SPxSolverBase< R >::coTest(), SPxSolverBase< R >::fTest(), SPxSolverBase< R >::getBasisMetric(), SPxSolverBase< R >::setMetricInformation(), SPxSolverBase< R >::setup4coSolve(), SPxSolverBase< R >::setup4coSolve2(), SPxSolverBase< R >::setup4solve(), SPxSolverBase< R >::setup4solve2(), and SPxSolverBase< R >::test().

ubBound() [1/2]

VectorBase< R > & ubBound

(

)

upper bound for fVec, writable.

This method returns the upper bound for the feasibility vector. It may only be called for the ENTERing Simplex.

For the ENTERing Simplex algorithms, the feasibility vector is maintained to fullfill its bounds. As fVec itself, also its bounds depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1460 of file spxsolver.h.

References SPxSolverBase< R >::theUBbound.

ubBound() [2/2]

const VectorBase< R > & ubBound

(

)

const

upper bound for fVec.

Definition at line 1447 of file spxsolver.h.

References SPxSolverBase< R >::theUBbound.

ucBound() [1/2]

VectorBase< R > & ucBound

(

)

upper bound for coPvec.

This method returns the upper bound for coPvec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms coPvec is maintained to fullfill its bounds. As coPvec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1537 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theCoUbound, and SPxSolverBase< R >::theType.

ucBound() [2/2]

const VectorBase< R > & ucBound

(

)

const

Definition at line 1523 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theCoUbound, and SPxSolverBase< R >::theType.

ungetEnterVal()

virtual void ungetEnterVal ( SPxId  enterId, typename SPxBasisBase< R >::Desc::Status  enterStat, R  leaveVal, const SVectorBase< R > &  vec, StableSum< R > &  objChange  )

protectedvirtual

unInit()

virtual void unInit ( )

protectedvirtual

uninitialize data structures.

Definition at line 1965 of file spxsolver.h.

References SPxSolverBase< R >::initialized.

Referenced by SPxSolverBase< R >::clearRowObjs().

unitVector()

const SVectorBase< R > & unitVector

(

int

i

)

const

return i 'th unit vector.

Definition at line 1342 of file spxsolver.h.

References SPxSolverBase< R >::unitVecs.

unscaleLPandReloadBasis()

void unscaleLPandReloadBasis

(

)

unscales the LP and reloads the basis

unShift()

virtual void unShift ( void  )

virtual

remove shift as much as possible.

upBound() [1/2]

VectorBase< R > & upBound

(

)

upper bound for pVec.

This method returns the upper bound for pVec. It may only be called for the leaving Simplex algorithm.

For the leaving Simplex algorithms pVec is maintained to fullfill its bounds. As pVec itself, also its bound depend on the chosen representation. Further, they may need to be shifted (see below).

Definition at line 1603 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theType, and SPxSolverBase< R >::theUbound.

upBound() [2/2]

const VectorBase< R > & upBound

(

)

const

Definition at line 1589 of file spxsolver.h.

References SPxSolverBase< R >::LEAVE, SPxSolverBase< R >::theType, and SPxSolverBase< R >::theUbound.

updateCoTest()

void updateCoTest ( )

private

recompute coTest vector.

updateFtest()

void updateFtest ( )

private

update basis feasibility test vector.

updateNonbasicValue()

bool updateNonbasicValue

(

R

objChange

)

Returns

whether nonbasic part of objective is reliable

updateTest()

void updateTest ( )

private

recompute test vector.

useFullPerturbation()

void useFullPerturbation

(

bool

full

)

perturb entire problem or only the bounds relevant to the current pivot

Definition at line 986 of file spxsolver.h.

References SPxSolverBase< R >::fullPerturbation.

value()

virtual R value ( )

virtual

current objective value.

Returns

Objective value of the current solution vector (see getPrimalSol()).

Referenced by SPxSolverBase< R >::objValue(), and SPxSolverBase< R >::setSolvingForBoosted().

varStatus()

SPxBasisBase< R >::Desc::Status varStatus

(

int

i

)

const

Status of i 'th variable.

Definition at line 1357 of file spxsolver.h.

References SPxBasisBase< R >::desc(), and SPxBasisBase< R >::Desc::status().

varStatusToBasisStatusCol()

SPxBasisBase< R >::Desc::Status varStatusToBasisStatusCol ( int  col, VarStatus  stat  ) const

protected

converts VarStatus to basis status for columns

varStatusToBasisStatusRow()

SPxBasisBase< R >::Desc::Status varStatusToBasisStatusRow ( int  row, VarStatus  stat  ) const

protected

converts VarStatus to basis status for rows

vector() [1/4]

const SVectorBase< R > & vector

(

const SPxColId &

cid

)

const

Definition at line 1277 of file spxsolver.h.

References SPxSolverBase< R >::COLUMN, DataKey::isValid(), SPxLPBase< R >::number(), SPxSolverBase< R >::rep(), and SPxSolverBase< R >::unitVecs.

vector() [2/4]

const SVectorBase< R > & vector

(

const SPxId &

p_id

)

const

VectorBase<R> associated to p_id.

Returns

Returns a reference to the VectorBase<R> of the loaded LP corresponding to id (with respect to the chosen representation). If p_id is an id, a vector of the constraint matrix is returned, otherwise the corresponding unit vector (of the slack variable or bound inequality) is returned.

Todo:

The implementation does not exactly look like it will do what is promised in the describtion.

Definition at line 1294 of file spxsolver.h.

References SPxId::isSPxRowId(), SPxId::isValid(), and SPxSolverBase< R >::vector().

vector() [3/4]

const SVectorBase< R > & vector

(

const SPxRowId &

rid

)

const

Definition at line 1269 of file spxsolver.h.

References DataKey::isValid(), SPxLPBase< R >::number(), SPxSolverBase< R >::rep(), SPxSolverBase< R >::ROW, and SPxSolverBase< R >::unitVecs.

vector() [4/4]

const SVectorBase< R > & vector

(

int

i

)

const

i 'th vector.

Returns

a reference to the i 'th, 0 <= i < coDim(), vector of the loaded LP (with respect to the chosen representation).

Definition at line 1263 of file spxsolver.h.

References SPxSolverBase< R >::thevectors.

Referenced by SPxSolverBase< R >::enterVector(), and SPxSolverBase< R >::vector().

version()

int version

(

)

const

return the version of SPxSolverBase as number like 123 for 1.2.3

Definition at line 534 of file spxsolver.h.

References SOPLEX_VERSION.

writeBasisFile()

virtual bool writeBasisFile ( const char *  filename, const NameSet *  rowNames, const NameSet *  colNames, const bool  cpxFormat = false  ) const

virtual

Write basis to filename in MPS format. If rowNames and colNames are nullptr, default names are used for the constraints and variables.

writeState()

virtual bool writeState ( const char *  filename, const NameSet *  rowNames = nullptr, const NameSet *  colNames = nullptr, const bool  cpxFormat = false, const bool  writeZeroObjective = false  ) const

virtual

Write current LP, basis, and parameter settings. LP is written in MPS format to "\p filename".mps, basis is written in "\p filename".bas, and parameters are written to "\p filename".set. If rowNames and colNames are nullptr, default names are used for the constraints and variables.

Member Data Documentation

addVec

UpdateVector<R> addVec

protected

storage for thePvec = &addVec

Definition at line 351 of file spxsolver.h.

boundflips

int boundflips

protected

number of performed bound flips

Definition at line 399 of file spxsolver.h.

boundrange

R boundrange

protected

absolute range of all bounds in the problem

Definition at line 413 of file spxsolver.h.

coSolveVector2

SSVectorBase<R>* coSolveVector2

private

when 2 systems are to be solved at a time; typically for speepest edge weights

Definition at line 290 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4coSolve().

coSolveVector2rhs

SSVectorBase<R>* coSolveVector2rhs

private

when 2 systems are to be solved at a time; typically for speepest edge weights

Definition at line 292 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4coSolve().

coSolveVector3

SSVectorBase<R>* coSolveVector3

private

when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Definition at line 294 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4coSolve2().

coSolveVector3rhs

SSVectorBase<R>* coSolveVector3rhs

private

when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Definition at line 296 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4coSolve2().

coWeights

VectorBase<R> coWeights

store dual norms

Definition at line 467 of file spxsolver.h.

displayFreq

int displayFreq

private

Definition at line 320 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getDisplayFreq(), and SPxSolverBase< R >::setDisplayFreq().

displayLine

int displayLine

private

Definition at line 319 of file spxsolver.h.

dualDegenSum

R dualDegenSum

protected

the sum of the dual degeneracy percentage

Definition at line 407 of file spxsolver.h.

Referenced by SPxSolverBase< R >::sumDualDegeneracy().

dualFarkas

DSVectorBase<R> dualFarkas

protected

stores dual farkas proof in case of infeasibility

Definition at line 392 of file spxsolver.h.

dualRhs

VectorBase<R> dualRhs

protected

rhs VectorBase<R> for computing the dual vector

Definition at line 349 of file spxsolver.h.

dualVec

UpdateVector<R> dualVec

protected

dual vector

Definition at line 350 of file spxsolver.h.

enterCount

int enterCount

protected

number of ENTER iterations

Definition at line 395 of file spxsolver.h.

enterCycles

int enterCycles

protected

the number of degenerate steps during the entering algorithm

Definition at line 402 of file spxsolver.h.

Referenced by SPxSolverBase< R >::dualDegeneratePivots(), and SPxSolverBase< R >::primalDegeneratePivots().

enterDegenCand

int enterDegenCand

protected

the number of degenerate candidates in the entering algorithm

Definition at line 404 of file spxsolver.h.

entertolscale

R entertolscale

private

factor to temporarily decrease the entering tolerance

Definition at line 273 of file spxsolver.h.

Referenced by SPxSolverBase< R >::entertol().

freePricer

bool freePricer

private

true iff thepricer should be freed inside of object

Definition at line 298 of file spxsolver.h.

freeRatioTester

bool freeRatioTester

private

true iff theratiotester should be freed inside of object

Definition at line 299 of file spxsolver.h.

freeStarter

bool freeStarter

private

true iff thestarter should be freed inside of object

Definition at line 300 of file spxsolver.h.

fullPerturbation

bool fullPerturbation

private

whether to perturb the entire problem or just the bounds relevant for the current pivot

Definition at line 332 of file spxsolver.h.

Referenced by SPxSolverBase< R >::useFullPerturbation().

hyperPricingEnter

bool hyperPricingEnter

true if hyper sparse pricing is turned on in the entering Simplex

Definition at line 459 of file spxsolver.h.

hyperPricingLeave

bool hyperPricingLeave

true if hyper sparse pricing is turned on in the leaving Simplex

Definition at line 458 of file spxsolver.h.

infeasibilities

DIdxSet infeasibilities

For the leaving Simplex algorithm this vector contains the indices of infeasible basic variables; for the entering Simplex algorithm this vector contains the indices of infeasible slack variables.

Definition at line 436 of file spxsolver.h.

infeasibilitiesCo

DIdxSet infeasibilitiesCo

For the entering Simplex algorithm these vectors contains the indices of infeasible basic variables.

Definition at line 439 of file spxsolver.h.

initialized

bool initialized

private

true, if all vectors are setup.

Definition at line 279 of file spxsolver.h.

Referenced by SPxSolverBase< R >::isInitialized(), and SPxSolverBase< R >::unInit().

instableEnter

bool instableEnter

private

Definition at line 313 of file spxsolver.h.

instableEnterId

SPxId instableEnterId

private

Definition at line 312 of file spxsolver.h.

instableEnterVal

R instableEnterVal

private

Definition at line 314 of file spxsolver.h.

instableLeave

bool instableLeave

private

Definition at line 306 of file spxsolver.h.

instableLeaveNum

int instableLeaveNum

private

Definition at line 305 of file spxsolver.h.

instableLeaveVal

R instableLeaveVal

private

Definition at line 307 of file spxsolver.h.

integerVariables

DataArray<int> integerVariables

supplementary variable information, 0: continous variable, 1: integer variable

Definition at line 483 of file spxsolver.h.

isInfeasible

DataArray<int> isInfeasible

0: index not violated, 1: index violated, 2: index violated and among candidate list

Binary vectors to store whether basic indices are infeasible the i-th entry equals false, if the i-th basic variable is not infeasible the i-th entry equals true, if the i-th basic variable is infeasible

Definition at line 450 of file spxsolver.h.

isInfeasibleCo

DataArray<int> isInfeasibleCo

0: index not violated, 1: index violated, 2: index violated and among candidate list

Definition at line 452 of file spxsolver.h.

lastShift

R lastShift

private

for forcing feasibility.

Definition at line 276 of file spxsolver.h.

leaveCount

int leaveCount

protected

number of LEAVE iterations

Definition at line 394 of file spxsolver.h.

leaveCycles

int leaveCycles

protected

the number of degenerate steps during the leaving algorithm

Definition at line 403 of file spxsolver.h.

Referenced by SPxSolverBase< R >::dualDegeneratePivots(), and SPxSolverBase< R >::primalDegeneratePivots().

leaveDegenCand

int leaveDegenCand

protected

the number of degenerate candidates in the leaving algorithm

Definition at line 405 of file spxsolver.h.

leavetolscale

R leavetolscale

private

factor to temporarily decrease the leaving tolerance

Definition at line 274 of file spxsolver.h.

Referenced by SPxSolverBase< R >::leavetol().

m_maxCycle

int m_maxCycle

private

maximum steps before cycling is detected.

Definition at line 277 of file spxsolver.h.

Referenced by SPxSolverBase< R >::maxCycle().

m_nonbasicValue

R m_nonbasicValue

private

nonbasic part of current objective value

Definition at line 262 of file spxsolver.h.

Referenced by SPxSolverBase< R >::forceRecompNonbasicValue().

m_nonbasicValueUpToDate

bool m_nonbasicValueUpToDate

private

true, if the stored objValue is up to date

Definition at line 263 of file spxsolver.h.

Referenced by SPxSolverBase< R >::forceRecompNonbasicValue().

m_numCycle

int m_numCycle

private

actual number of degenerate steps so far.

Definition at line 278 of file spxsolver.h.

Referenced by SPxSolverBase< R >::numCycle().

m_numViol

int m_numViol

private

number of violations of current solution

Definition at line 271 of file spxsolver.h.

m_pricingViol

R m_pricingViol

private

maximal feasibility violation of current solution

Definition at line 265 of file spxsolver.h.

m_pricingViolCo

R m_pricingViolCo

private

maximal feasibility violation of current solution in coDim

Definition at line 269 of file spxsolver.h.

m_pricingViolCoUpToDate

bool m_pricingViolCoUpToDate

private

true, if the stored violation in coDim is up to date

Definition at line 270 of file spxsolver.h.

m_pricingViolUpToDate

bool m_pricingViolUpToDate

private

true, if the stored violation is up to date

Definition at line 266 of file spxsolver.h.

m_status

Status m_status

private

status of algorithm.

Definition at line 260 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setBasisStatus(), and SPxSolverBase< R >::setSolverStatus().

maxIters

int maxIters

private

maximum allowed iterations.

Definition at line 254 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getMaxIters().

maxTime

Real maxTime

private

maximum allowed time.

Definition at line 255 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getMaxTime().

multColwiseCalls

int multColwiseCalls

number of products, columnwise multiplication

Definition at line 477 of file spxsolver.h.

multFullCalls

int multFullCalls

number of products ignoring sparsity

Definition at line 476 of file spxsolver.h.

multSparseCalls

int multSparseCalls

number of products exploiting sparsity

Definition at line 475 of file spxsolver.h.

multTimeColwise

Timer* multTimeColwise

time spent in setupPupdate(), columnwise multiplication

Definition at line 473 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getTiming(), and SPxSolverBase< R >::setTiming().

multTimeFull

Timer* multTimeFull

time spent in setupPupdate() ignoring sparsity

Definition at line 472 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getTiming(), and SPxSolverBase< R >::setTiming().

multTimeSparse

Timer* multTimeSparse

time spent in setupPupdate() exploiting sparsity

Definition at line 471 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getTiming(), and SPxSolverBase< R >::setTiming().

multTimeUnsetup

Timer* multTimeUnsetup

time spent in setupPupdate() w/o sparsity information

Definition at line 474 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getTiming(), and SPxSolverBase< R >::setTiming().

multUnsetupCalls

int multUnsetupCalls

number of products w/o sparsity information

Definition at line 478 of file spxsolver.h.

nCallsToTimelim

long nCallsToTimelim

private

Definition at line 257 of file spxsolver.h.

nClckSkipsLeft

int nClckSkipsLeft

private

remaining number of times the clock can be safely skipped

Definition at line 256 of file spxsolver.h.

objLimit

R objLimit

private

< the number of calls to the method isTimeLimitReached()

objective value limit.

Definition at line 258 of file spxsolver.h.

objrange

R objrange

protected

absolute range of all objective coefficients in the problem

Definition at line 415 of file spxsolver.h.

oldBasisStatusCols

DataArray<VarStatus> oldBasisStatusCols

private

They don't have setters because only the internal simplex method is meant to fill them.

Definition at line 325 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getOldBasisStatusCols().

oldBasisStatusRows

DataArray<VarStatus> oldBasisStatusRows

private

stored stable basis met before a simplex pivot (used to warm start the solver)

Definition at line 323 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getOldBasisStatusRows().

polishCount

int polishCount

protected

number of solution polishing iterations

Definition at line 397 of file spxsolver.h.

Referenced by SPxSolverBase< R >::polishIterations().

polishObj

SolutionPolish polishObj

private

objective of solution polishing

Definition at line 250 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getSolutionPolishing(), and SPxSolverBase< R >::setSolutionPolishing().

primalCount

int primalCount

protected

number of primal iterations

Definition at line 396 of file spxsolver.h.

Referenced by SPxSolverBase< R >::primalIterations().

primalDegenSum

R primalDegenSum

protected

the sum of the primal degeneracy percentage

Definition at line 406 of file spxsolver.h.

Referenced by SPxSolverBase< R >::sumPrimalDegeneracy().

primalRay

DSVectorBase<R> primalRay

protected

stores primal ray in case of unboundedness

Definition at line 391 of file spxsolver.h.

primRhs

VectorBase<R> primRhs

protected

rhs VectorBase<R> for computing the primal vector

Definition at line 347 of file spxsolver.h.

primVec

UpdateVector<R> primVec

protected

primal vector

Definition at line 348 of file spxsolver.h.

printBasisMetric

int printBasisMetric

private

printing the current basis metric in the log (-1: off, 0: condition estimate, 1: trace, 2: determinant, 3: condition)

Definition at line 334 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setMetricInformation().

random

Random random

The random number generator used throughout the whole computation. Its seed can be modified.

Definition at line 431 of file spxsolver.h.

recomputedVectors

bool recomputedVectors

private

flag to perform clean up step to reduce numerical errors only once

Definition at line 317 of file spxsolver.h.

remainingRoundsEnter

int remainingRoundsEnter

Definition at line 462 of file spxsolver.h.

remainingRoundsEnterCo

int remainingRoundsEnterCo

Definition at line 463 of file spxsolver.h.

remainingRoundsLeave

int remainingRoundsLeave

number of dense rounds/refactorizations until sparsePricing is enabled again

Definition at line 461 of file spxsolver.h.

siderange

R siderange

protected

absolute range of all side in the problem

Definition at line 414 of file spxsolver.h.

solveVector2

SSVectorBase<R>* solveVector2

private

when 2 systems are to be solved at a time; typically for speepest edge weights

Definition at line 282 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4solve().

solveVector2rhs

SSVectorBase<R>* solveVector2rhs

private

when 2 systems are to be solved at a time; typically for speepest edge weights

Definition at line 284 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4solve().

solveVector3

SSVectorBase<R>* solveVector3

private

when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Definition at line 286 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4solve2().

solveVector3rhs

SSVectorBase<R>* solveVector3rhs

private

when 3 systems are to be solved at a time; typically reserved for bound flipping ratio test (basic solution will be modified!)

Definition at line 288 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setup4solve2().

solvingForBoosted

bool solvingForBoosted

private

is this solver involved in a higher precision solving scheme?

Definition at line 328 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setSolvingForBoosted().

sparsePricingEnter

bool sparsePricingEnter

true if sparsePricing is turned on in the entering Simplex for slack variables

Definition at line 456 of file spxsolver.h.

sparsePricingEnterCo

bool sparsePricingEnterCo

true if sparsePricing is turned on in the entering Simplex

Definition at line 457 of file spxsolver.h.

sparsePricingFactor

R sparsePricingFactor

private

enable sparse pricing when viols < factor * dim()

Definition at line 321 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setSparsePricingFactor().

sparsePricingLeave

bool sparsePricingLeave

These values enable or disable sparse pricing.

true if sparsePricing is turned on in the leaving Simplex

Definition at line 455 of file spxsolver.h.

SPxBoundFlippingRT< R >

friend SPxBoundFlippingRT< R >

private

Definition at line 106 of file spxsolver.h.

SPxFastRT< R >

friend SPxFastRT< R >

private

Definition at line 105 of file spxsolver.h.

spxout

SPxOut* spxout

message handler

Definition at line 480 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setOutstream().

storeBasisSimplexFreq

int storeBasisSimplexFreq

private

number of simplex pivots -1 to perform before storing stable basis

Definition at line 329 of file spxsolver.h.

Referenced by SPxSolverBase< R >::setStoreBasisFreqForBoosting().

theCoLbound

VectorBase<R>* theCoLbound

protected

Lower bound for covars.

Definition at line 385 of file spxsolver.h.

Referenced by SPxSolverBase< R >::lcBound(), and SPxSolverBase< R >::shiftLCbound().

theCoPrhs

VectorBase<R>* theCoPrhs

protected

Definition at line 372 of file spxsolver.h.

Referenced by SPxSolverBase< R >::coPrhs().

theCoPvec

UpdateVector<R>* theCoPvec

protected

Definition at line 373 of file spxsolver.h.

Referenced by SPxSolverBase< R >::coPvec().

theCoTest

VectorBase<R> theCoTest

protected

Definition at line 388 of file spxsolver.h.

Referenced by SPxSolverBase< R >::coTest(), and SPxSolverBase< R >::fTest().

theCoUbound

VectorBase<R>* theCoUbound

protected

Upper bound for covars.

Definition at line 384 of file spxsolver.h.

Referenced by SPxSolverBase< R >::shiftUCbound(), and SPxSolverBase< R >::ucBound().

thecovectors

const SVSetBase<R>* thecovectors

protected

the LP coVectors according to representation

Definition at line 345 of file spxsolver.h.

Referenced by SPxSolverBase< R >::coVector(), and SPxSolverBase< R >::dim().

theCPvec

UpdateVector<R>* theCPvec

protected

column pricing vector

Definition at line 378 of file spxsolver.h.

theCumulativeTime

Real theCumulativeTime

private

cumulative time spent in all calls to method solve()

Definition at line 253 of file spxsolver.h.

Referenced by SPxSolverBase< R >::cumulativeTime(), and SPxSolverBase< R >::resetCumulativeTime().

theFrhs

VectorBase<R>* theFrhs

protected

The values of the rhs corresponding to the current basis.

Definition at line 367 of file spxsolver.h.

Referenced by SPxSolverBase< R >::fRhs().

theFvec

UpdateVector<R>* theFvec

protected

The values of all basis variables.

Definition at line 369 of file spxsolver.h.

Referenced by SPxSolverBase< R >::fVec().

theLBbound

VectorBase<R> theLBbound

protected

Lower Basic Feasibility bound.

Definition at line 364 of file spxsolver.h.

Referenced by SPxSolverBase< R >::lbBound(), and SPxSolverBase< R >::shiftLBbound().

theLbound

VectorBase<R>* theLbound

protected

Lower bound for vars.

Definition at line 383 of file spxsolver.h.

Referenced by SPxSolverBase< R >::lpBound(), and SPxSolverBase< R >::shiftLPbound().

theLCbound

VectorBase<R> theLCbound

protected

Lower Column Feasibility bound.

Definition at line 356 of file spxsolver.h.

theLRbound

VectorBase<R> theLRbound

protected

Lower Row Feasibility bound.

Definition at line 354 of file spxsolver.h.

thepricer

SPxPricer<R>* thepricer

protected

Definition at line 409 of file spxsolver.h.

Referenced by SPxSolverBase< R >::pricer().

thePricing

Pricing thePricing

private

full or partial pricing.

Definition at line 248 of file spxsolver.h.

Referenced by SPxSolverBase< R >::pricing().

thePvec

UpdateVector<R>* thePvec

protected

The pricing VectorBase<R>

Definition at line 375 of file spxsolver.h.

Referenced by SPxSolverBase< R >::pVec().

theratiotester

SPxRatioTester<R>* theratiotester

protected

Definition at line 410 of file spxsolver.h.

Referenced by SPxSolverBase< R >::ratiotester().

theRep

Representation theRep

private

row or column representation.

Definition at line 249 of file spxsolver.h.

Referenced by SPxSolverBase< R >::entertol(), SPxSolverBase< R >::isCoId(), SPxSolverBase< R >::isId(), SPxSolverBase< R >::leavetol(), and SPxSolverBase< R >::rep().

theRPvec

UpdateVector<R>* theRPvec

protected

row pricing vector

Definition at line 377 of file spxsolver.h.

theShift

R theShift

private

sum of all shifts applied to any bound.

Definition at line 275 of file spxsolver.h.

Referenced by SPxSolverBase< R >::shift(), SPxSolverBase< R >::shiftLBbound(), SPxSolverBase< R >::shiftLCbound(), SPxSolverBase< R >::shiftLPbound(), SPxSolverBase< R >::shiftUBbound(), SPxSolverBase< R >::shiftUCbound(), and SPxSolverBase< R >::shiftUPbound().

thestarter

SPxStarter<R>* thestarter

protected

Definition at line 411 of file spxsolver.h.

Referenced by SPxSolverBase< R >::starter().

theTest

VectorBase<R> theTest

protected

Definition at line 389 of file spxsolver.h.

Referenced by SPxSolverBase< R >::test().

theTime

Timer* theTime

private

time spent in last call to method solve()

Definition at line 251 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getTiming(), SPxSolverBase< R >::setTiming(), and SPxSolverBase< R >::time().

theType

Type theType

private

entering or leaving algortihm.

Definition at line 247 of file spxsolver.h.

Referenced by SPxSolverBase< R >::lcBound(), SPxSolverBase< R >::lpBound(), SPxSolverBase< R >::shiftLBbound(), SPxSolverBase< R >::shiftLCbound(), SPxSolverBase< R >::shiftLPbound(), SPxSolverBase< R >::shiftUBbound(), SPxSolverBase< R >::shiftUCbound(), SPxSolverBase< R >::shiftUPbound(), SPxSolverBase< R >::type(), SPxSolverBase< R >::ucBound(), and SPxSolverBase< R >::upBound().

theUBbound

VectorBase<R> theUBbound

protected

Upper Basic Feasibility bound.

In entering Simplex algorithm, the ratio test must ensure that all basic variables remain within their feasibility bounds. To give fast acces to them, the bounds of basic variables are copied into the following two vectors.

Definition at line 363 of file spxsolver.h.

Referenced by SPxSolverBase< R >::shiftUBbound(), and SPxSolverBase< R >::ubBound().

theUbound

VectorBase<R>* theUbound

protected

Upper bound for vars.

Definition at line 382 of file spxsolver.h.

Referenced by SPxSolverBase< R >::shiftUPbound(), and SPxSolverBase< R >::upBound().

theUCbound

VectorBase<R> theUCbound

protected

Upper Column Feasibility bound.

Definition at line 355 of file spxsolver.h.

theURbound

VectorBase<R> theURbound

protected

Upper Row Feasibility bound.

Definition at line 353 of file spxsolver.h.

thevectors

const SVSetBase<R>* thevectors

protected

the LP vectors according to representation

Definition at line 344 of file spxsolver.h.

Referenced by SPxSolverBase< R >::coDim(), and SPxSolverBase< R >::vector().

timerType

Timer::TYPE timerType

private

type of timer (user or wallclock)

Definition at line 252 of file spxsolver.h.

Referenced by SPxSolverBase< R >::getTiming(), and SPxSolverBase< R >::setTiming().

totalboundflips

int totalboundflips

protected

total number of bound flips

Definition at line 400 of file spxsolver.h.

Referenced by SPxSolverBase< R >::boundFlips().

unitVecs

Array< UnitVectorBase<R> > unitVecs

protected

array of unit vectors

Definition at line 343 of file spxsolver.h.

Referenced by SPxSolverBase< R >::coVector(), SPxSolverBase< R >::unitVector(), and SPxSolverBase< R >::vector().

updateViols

DIdxSet updateViols

store indices that were changed in the previous iteration and must be checked in hyper pricing

Definition at line 442 of file spxsolver.h.

updateViolsCo

DIdxSet updateViolsCo

Definition at line 443 of file spxsolver.h.

useTerminationValue

bool useTerminationValue

private

true, if objective limit should be used in the next solve.

Definition at line 259 of file spxsolver.h.

Referenced by SPxSolverBase< R >::isTerminationValueEnabled(), and SPxSolverBase< R >::toggleTerminationValue().

weights

VectorBase<R> weights

dual pricing norms

store dual norms

Definition at line 466 of file spxsolver.h.

weightsAreSetup

bool weightsAreSetup

are the dual norms already set up?

Definition at line 468 of file spxsolver.h.