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. 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...

Detailed Description

template<class R>
class soplex::SPxWeightPR< R >

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.

Constructor & Destructor Documentation

◆ SPxWeightPR() [1/2]

SPxWeightPR ( )

default constructor

Definition at line 89 of file spxweightpr.h.

Referenced by SPxWeightPR< R >::clone().

◆ SPxWeightPR() [2/2]

SPxWeightPR ( const SPxWeightPR< R > & old )

copy constructor

Definition at line 96 of file spxweightpr.h.

References SPxWeightPR< R >::cPenalty, VectorBase< R >::get_const_ptr(), SPxWeightPR< R >::penalty, and SPxWeightPR< R >::rPenalty.

◆ ~SPxWeightPR()

virtual ~SPxWeightPR ( )

virtual

destructor

Definition at line 146 of file spxweightpr.h.

Member Function Documentation

◆ addedCoVecs()

virtual void addedCoVecs ( int n )

virtual

n covectors have been added to the loaded LP.

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ addedVecs()

virtual void addedVecs ( int n )

virtual

n vectors have been added to the loaded LP.

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ clone()

virtual SPxPricer<R>* clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer< R >.

Definition at line 149 of file spxweightpr.h.

References SPxWeightPR< R >::addedCoVecs(), SPxWeightPR< R >::addedVecs(), SPxWeightPR< R >::isConsistent(), SPxWeightPR< R >::load(), SPxWeightPR< R >::removedCoVec(), SPxWeightPR< R >::removedCoVecs(), SPxWeightPR< R >::removedVec(), SPxWeightPR< R >::removedVecs(), SPxWeightPR< R >::selectEnter(), SPxWeightPR< R >::selectLeave(), SPxWeightPR< R >::setRep(), SPxWeightPR< R >::setType(), and SPxWeightPR< R >::SPxWeightPR().

◆ computeCP()

void computeCP	(	int	start,
		int	end
	)

private

compute weights for columns.

◆ computeLeavePenalty()

void computeLeavePenalty	(	int	start,
		int	end
	)

private

compute leave penalties.

◆ computeRP()

void computeRP	(	int	start,
		int	end
	)

private

compute weights for rows.

◆ isConsistent()

virtual bool isConsistent ( ) const

virtual

checks for consistency

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ load()

virtual void load ( SPxSolverBase< R > * base )

virtual

sets the solver

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ operator=()

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

assignment operator

Definition at line 119 of file spxweightpr.h.

References SPxWeightPR< R >::cPenalty, VectorBase< R >::get_const_ptr(), SPxWeightPR< R >::leavePenalty, SPxWeightPR< R >::objlength, SPxPricer< R >::operator=(), SPxWeightPR< R >::penalty, and SPxWeightPR< R >::rPenalty.

◆ removedCoVec()

virtual void removedCoVec ( int i )

virtual

the i'th covector has been removed from the loaded LP.

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ removedCoVecs()

virtual void removedCoVecs ( const int perm[] )

virtual

n covectors have been removed from the loaded LP.

Referenced by SPxWeightPR< R >::clone().

◆ removedVec()

virtual void removedVec ( int i )

virtual

the i'th vector has been removed from the loaded LP.

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ removedVecs()

virtual void removedVecs ( const int perm[] )

virtual

n vectors have been removed from the loaded LP.

Referenced by SPxWeightPR< R >::clone().

◆ selectEnter()

virtual SPxId selectEnter ( )

virtual

Implements SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ selectLeave()

virtual int selectLeave ( )

virtual

Implements SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ setRep()

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

virtual

set row/column representation

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

◆ setType()

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

virtual

set entering/leaving algorithm

Reimplemented from SPxPricer< R >.

Referenced by SPxWeightPR< R >::clone().

Member Data Documentation

◆ coPenalty

const R* coPenalty

private

Definition at line 67 of file spxweightpr.h.

◆ cPenalty

VectorBase<R> cPenalty

private

column penalties

Definition at line 59 of file spxweightpr.h.

Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().

◆ leavePenalty

VectorBase<R> leavePenalty

private

penalties for leaving alg

Definition at line 63 of file spxweightpr.h.

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

◆ objlength

R objlength

private

length of objective vector.

Definition at line 69 of file spxweightpr.h.

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

◆ penalty

const R* penalty

private

Definition at line 65 of file spxweightpr.h.

Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().

◆ rPenalty

VectorBase<R> rPenalty

private

row penalties

Definition at line 61 of file spxweightpr.h.

Referenced by SPxWeightPR< R >::operator=(), and SPxWeightPR< R >::SPxWeightPR().

SoPlex

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

template<class R> class soplex::SPxWeightPR< R >

Constructor & Destructor Documentation

◆ SPxWeightPR() [1/2]

◆ SPxWeightPR() [2/2]

◆ ~SPxWeightPR()

Member Function Documentation

◆ addedCoVecs()

◆ addedVecs()

◆ clone()

◆ computeCP()

◆ computeLeavePenalty()

◆ computeRP()

◆ isConsistent()

◆ load()

◆ operator=()

◆ removedCoVec()

◆ removedCoVecs()

◆ removedVec()

◆ removedVecs()

◆ selectEnter()

◆ selectLeave()

◆ setRep()

◆ setType()

Member Data Documentation

◆ coPenalty

◆ cPenalty

◆ leavePenalty

◆ objlength

◆ penalty

◆ rPenalty

template<class R>
class soplex::SPxWeightPR< R >