Weighted pricing. More...
#include <spxweightpr.h>
Public Member Functions | |
Construction / destruction | |
SPxWeightPR () | |
default constructor More... | |
SPxWeightPR (const SPxWeightPR &old) | |
copy constructor More... | |
SPxWeightPR & | operator= (const SPxWeightPR &rhs) |
assignment operator More... | |
virtual | ~SPxWeightPR () |
destructor More... | |
virtual SPxPricer< R > * | clone () const |
clone function for polymorphism More... | |
Access / modification | |
virtual void | load (SPxSolverBase< R > *base) |
sets the solver More... | |
void | setType (typename SPxSolverBase< R >::Type tp) |
set entering/leaving algorithm More... | |
void | setRep (typename SPxSolverBase< R >::Representation rep) |
set row/column representation More... | |
virtual int | selectLeave () |
virtual SPxId | selectEnter () |
virtual void | addedVecs (int n) |
n vectors have been added to the loaded LP. More... | |
virtual void | addedCoVecs (int n) |
n covectors have been added to the loaded LP. More... | |
virtual void | removedVec (int i) |
the i'th vector has been removed from the loaded LP. More... | |
virtual void | removedCoVec (int i) |
the i'th covector has been removed from the loaded LP. More... | |
virtual void | removedVecs (const int perm[]) |
n vectors have been removed from the loaded LP. More... | |
virtual void | removedCoVecs (const int perm[]) |
n covectors have been removed from the loaded LP. More... | |
Consistency check | |
virtual bool | isConsistent () const |
checks for consistency More... | |
Public Member Functions inherited from SPxPricer< R > | |
virtual const char * | getName () const |
get name of pricer. More... | |
virtual void | clear () |
unloads LP. More... | |
virtual SPxSolverBase< R > * | solver () const |
returns loaded SPxSolverBase object. More... | |
virtual void | setPricingTolerance (R tol) |
sets pricing tolerance. More... | |
virtual R | pricingTolerance () const |
returns the pricing tolerance More... | |
virtual void | setTolerances (std::shared_ptr< Tolerances > newTolerances) |
set the _tolerances member variable More... | |
virtual void | left4 (int, SPxId) |
performs leaving pivot. More... | |
virtual void | entered4 (SPxId, int) |
performs entering pivot. More... | |
virtual void | removedVecs (const int *) |
vectors given by perm have been removed from loaded LP. More... | |
virtual void | removedCoVecs (const int *) |
covectors given by perm have been removed from loaded LP. More... | |
SPxPricer (const char *p_name) | |
constructor More... | |
SPxPricer (const SPxPricer &old) | |
copy constructor More... | |
SPxPricer & | operator= (const SPxPricer &rhs) |
assignment operator More... | |
virtual | ~SPxPricer () |
destructor. More... | |
Private Member Functions | |
Private helpers | |
void | computeLeavePenalty (int start, int end) |
compute leave penalties. More... | |
void | computeCP (int start, int end) |
compute weights for columns. More... | |
void | computeRP (int start, int end) |
compute weights for rows. More... | |
Private Attributes | |
Data | |
VectorBase< R > | cPenalty |
column penalties More... | |
VectorBase< R > | rPenalty |
row penalties More... | |
VectorBase< R > | leavePenalty |
penalties for leaving alg More... | |
const R * | penalty |
const R * | coPenalty |
R | objlength |
length of objective vector. More... | |
Additional Inherited Members | |
Public Types inherited from SPxPricer< R > | |
enum | ViolationType { NOT_VIOLATED = 0 , VIOLATED = 1 , VIOLATED_AND_CHECKED = 2 } |
Protected Attributes inherited from SPxPricer< R > | |
IdxCompare | compare |
const char * | m_name |
name of the pricer More... | |
SPxSolverBase< R > * | thesolver |
the solver More... | |
R | thetolerance |
violation bound More... | |
std::shared_ptr< Tolerances > | _tolerances |
tolerances used by the solver More... | |
Weighted pricing.
Class SPxWeightPR is an implemantation class of SPxPricer that uses weights for columns and rows for selecting the Simplex pivots. The weights are computed by methods computeCP() and computeRP() which may be overridden by derived classes.
The weights are interpreted as follows: The higher a value is, the more likely the corresponding row or column is set on one of its bounds.
See SPxPricer for a class documentation.
Definition at line 51 of file spxweightpr.h.
SPxWeightPR | ( | ) |
default constructor
Definition at line 89 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::clone().
SPxWeightPR | ( | const SPxWeightPR< R > & | old | ) |
copy constructor
Definition at line 96 of file spxweightpr.h.
References SPxWeightPR< R >::coPenalty, SPxWeightPR< R >::cPenalty, SPxWeightPR< R >::penalty, and SPxWeightPR< R >::rPenalty.
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virtual |
destructor
Definition at line 146 of file spxweightpr.h.
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virtual |
n
covectors have been added to the loaded LP.
Reimplemented from SPxPricer< R >.
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virtual |
n
vectors have been added to the loaded LP.
Reimplemented from SPxPricer< R >.
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clone function for polymorphism
Implements SPxPricer< R >.
Definition at line 149 of file spxweightpr.h.
References SPxWeightPR< R >::SPxWeightPR().
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compute weights for columns.
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private |
compute leave penalties.
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private |
compute weights for rows.
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checks for consistency
Reimplemented from SPxPricer< R >.
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sets the solver
Reimplemented from SPxPricer< R >.
SPxWeightPR & operator= | ( | const SPxWeightPR< R > & | rhs | ) |
assignment operator
Definition at line 119 of file spxweightpr.h.
References SPxWeightPR< R >::coPenalty, SPxWeightPR< R >::cPenalty, SPxWeightPR< R >::leavePenalty, SPxWeightPR< R >::objlength, SPxPricer< R >::operator=(), SPxWeightPR< R >::penalty, and SPxWeightPR< R >::rPenalty.
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the
i'th covector has been removed from the loaded LP.
Reimplemented from SPxPricer< R >.
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n
covectors have been removed from the loaded LP.
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virtual |
the
i'th vector has been removed from the loaded LP.
Reimplemented from SPxPricer< R >.
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virtual |
n
vectors have been removed from the loaded LP.
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virtual |
Implements SPxPricer< R >.
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virtual |
Implements SPxPricer< R >.
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set row/column representation
Reimplemented from SPxPricer< R >.
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set entering/leaving algorithm
Reimplemented from SPxPricer< R >.
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private |
Definition at line 67 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().
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column penalties
Definition at line 59 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().
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penalties for leaving alg
Definition at line 63 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=().
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length of objective vector.
Definition at line 69 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=().
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private |
Definition at line 65 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().
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row penalties
Definition at line 61 of file spxweightpr.h.
Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().