Steepest edge pricer. More...

#include <spxsteeppr.h>

Inheritance diagram for SPxSteepPR< R >:

Public Types
Types
enum	Setup { EXACT , DEFAULT }
	How to setup the direction multipliers. More...

Public Types inherited from SPxPricer< R >
enum	ViolationType { NOT_VIOLATED = 0 , VIOLATED = 1 , VIOLATED_AND_CHECKED = 2 }

Public Member Functions
void	setupWeights (typename SPxSolverBase< R >::Type type)
	setup steepest edge weights

Construction / destruction
	SPxSteepPR (const char *name="Steep", Setup mode=DEFAULT)

	SPxSteepPR (const SPxSteepPR &old)
	copy constructor

SPxSteepPR &	operator= (const SPxSteepPR &rhs)
	assignment operator

virtual	~SPxSteepPR ()
	destructor

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

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

virtual void	clear ()
	clear solver and preferences

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

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

virtual int	selectLeave ()

virtual void	left4 (int n, SPxId id)

virtual SPxId	selectEnter ()

virtual void	entered4 (SPxId id, int n)

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

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

virtual void	removedVec (int i)
	`the` i'th vector has been removed from the loaded LP.

virtual void	removedCoVec (int i)
	`the` i'th covector has been removed from the loaded LP.

virtual void	removedVecs (const int perm[])
	`n` vectors have been removed from loaded LP.

virtual void	removedCoVecs (const int perm[])
	`n` covectors have been removed from loaded LP.

Consistency check
virtual bool	isConsistent () const

Public Member Functions inherited from SPxPricer< R >
virtual const char *	getName () const
	get name of pricer.

virtual SPxSolverBase< R > *	solver () const
	returns loaded SPxSolverBase object.

virtual void	setPricingTolerance (R tol)
	sets pricing tolerance.

virtual R	pricingTolerance () const
	returns the pricing tolerance

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

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

virtual void	removedCoVecs (const int *)
	covectors given by `perm` have been removed from loaded LP.

	SPxPricer (const char *p_name)
	constructor

	SPxPricer (const SPxPricer &old)
	copy constructor

SPxPricer &	operator= (const SPxPricer &rhs)
	assignment operator

virtual	~SPxPricer ()
	destructor.

Private Member Functions
int	buildBestPriceVectorLeave (R feastol)
	prepare data structures for hyper sparse pricing

int	selectLeaveX (R tol)
	implementation of full pricing

int	selectLeaveSparse (R tol)
	implementation of sparse pricing in the leaving Simplex

int	selectLeaveHyper (R tol)
	implementation of hyper sparse pricing in the leaving Simplex

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

SPxId	buildBestPriceVectorEnterCoDim (R &best, R feastol)

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

SPxId	selectEnterSparseDim (R &best, R tol)
	implementation of sparse pricing for the entering Simplex (slack variables)

SPxId	selectEnterSparseCoDim (R &best, R tol)
	implementation of sparse pricing for the entering Simplex

SPxId	selectEnterDenseDim (R &best, R tol)
	implementation of selectEnter() in dense case (slack variables)

SPxId	selectEnterDenseCoDim (R &best, R tol)
	implementation of selectEnter() in dense case

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

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

Private Attributes
Data
SSVectorBase< R >	workVec
	working vector

SSVectorBase< R >	workRhs
	working vector

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

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

DIdxSet	bestPrices
	array of best pricing candidates

DIdxSet	bestPricesCo
	array of best pricing candidates

R	pi_p

Setup	setup
	setup type.

bool	refined
	has a refinement step already been tried?

Additional Inherited Members
Protected Attributes inherited from SPxPricer< R >
IdxCompare	compare

const char *	m_name
	name of the pricer

SPxSolverBase< R > *	thesolver
	the solver

R	thetolerance
	violation bound

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

Detailed Description

template<class R>
class soplex::SPxSteepPR< R >

Steepest edge pricer.

Class SPxSteepPR implements a steepest edge pricer to be used with SoPlex.

See SPxPricer for a class documentation.

Definition at line 51 of file spxsteeppr.h.

Member Enumeration Documentation

◆ Setup

template<class R>

enum Setup

How to setup the direction multipliers.

Possible settings are EXACT for starting with exactly computed values, or DEFAULT for starting with multipliers set to 1. The latter is the default.

Enumerator
EXACT	starting with exactly computed values
DEFAULT	starting with multipliers set to 1

Definition at line 63 of file spxsteeppr.h.

Constructor & Destructor Documentation

◆ SPxSteepPR() [1/2]

template<class R>

SPxSteepPR	(	const char *	name = "Steep",
		Setup	mode = DEFAULT )

Definition at line 130 of file spxsteeppr.h.

References DEFAULT, isConsistent(), pi_p, refined, setup, SPxPricer< R >::SPxPricer(), workRhs, and workVec.

Referenced by SPxSteepExPR< R >::clone(), clone(), operator=(), SPxSteepExPR< R >::SPxSteepExPR(), SPxSteepExPR< R >::SPxSteepExPR(), and SPxSteepPR().

◆ SPxSteepPR() [2/2]

template<class R>

SPxSteepPR ( const SPxSteepPR< R > & old )

copy constructor

Definition at line 141 of file spxsteeppr.h.

References isConsistent(), pi_p, refined, setup, SPxPricer< R >::SPxPricer(), SPxSteepPR(), workRhs, and workVec.

◆ ~SPxSteepPR()

template<class R>

virtual ~SPxSteepPR ( )

virtual

destructor

Definition at line 169 of file spxsteeppr.h.

Member Function Documentation

◆ addedCoVecs()

template<class R>

virtual void addedCoVecs ( int n )

virtual

n covectors have been added to loaded LP.

Reimplemented from SPxPricer< R >.

◆ addedVecs()

template<class R>

virtual void addedVecs ( int n )

virtual

n vectors have been added to loaded LP.

Reimplemented from SPxPricer< R >.

◆ buildBestPriceVectorEnterCoDim()

template<class R>

SPxId buildBestPriceVectorEnterCoDim	(	R &	best,
		R	feastol )

private

◆ buildBestPriceVectorEnterDim()

template<class R>

SPxId buildBestPriceVectorEnterDim	(	R &	best,
		R	feastol )

private

build up vector of pricing values for later use

◆ buildBestPriceVectorLeave()

template<class R>

int buildBestPriceVectorLeave ( R feastol )

private

prepare data structures for hyper sparse pricing

◆ clear()

template<class R>

virtual void clear ( )

virtual

clear solver and preferences

Reimplemented from SPxPricer< R >.

◆ clone()

template<class R>

virtual SPxPricer< R > * clone ( ) const

virtual

clone function for polymorphism

Implements SPxPricer< R >.

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

Definition at line 172 of file spxsteeppr.h.

References SPxPricer< R >::SPxPricer(), and SPxSteepPR().

◆ entered4()

template<class R>

virtual void entered4	(	SPxId	id,
		int	n )

virtual

Reimplemented from SPxPricer< R >.

◆ isConsistent()

template<class R>

virtual bool isConsistent ( ) const

virtual

Reimplemented from SPxPricer< R >.

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

◆ left4()

template<class R>

virtual void left4	(	int	n,
		SPxId	id )

virtual

Reimplemented from SPxPricer< R >.

◆ load()

template<class R>

virtual void load ( SPxSolverBase< R > * base )

virtual

sets the solver

Reimplemented from SPxPricer< R >.

◆ operator=()

template<class R>

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

assignment operator

Definition at line 152 of file spxsteeppr.h.

References isConsistent(), SPxPricer< R >::operator=(), pi_p, refined, setup, SPxSteepPR(), workRhs, and workVec.

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

◆ removedCoVec()

template<class R>

virtual void removedCoVec ( int i )

virtual

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

Reimplemented from SPxPricer< R >.

◆ removedCoVecs()

template<class R>

virtual void removedCoVecs ( const int perm[] )

virtual

n covectors have been removed from loaded LP.

◆ removedVec()

template<class R>

virtual void removedVec ( int i )

virtual

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

Reimplemented from SPxPricer< R >.

◆ removedVecs()

template<class R>

virtual void removedVecs ( const int perm[] )

virtual

n vectors have been removed from loaded LP.

◆ selectEnter()

template<class R>

virtual SPxId selectEnter ( )

virtual

Implements SPxPricer< R >.

◆ selectEnterDenseCoDim()

template<class R>

SPxId selectEnterDenseCoDim	(	R &	best,
		R	tol )

private

implementation of selectEnter() in dense case

◆ selectEnterDenseDim()

template<class R>

SPxId selectEnterDenseDim	(	R &	best,
		R	tol )

private

implementation of selectEnter() in dense case (slack variables)

◆ selectEnterHyperCoDim()

template<class R>

SPxId selectEnterHyperCoDim	(	R &	best,
		R	feastol )

private

implementation of hyper sparse pricing in the entering Simplex

◆ selectEnterHyperDim()

template<class R>

SPxId selectEnterHyperDim	(	R &	best,
		R	feastol )

private

implementation of hyper sparse pricing in the entering Simplex

◆ selectEnterSparseCoDim()

template<class R>

SPxId selectEnterSparseCoDim	(	R &	best,
		R	tol )

private

implementation of sparse pricing for the entering Simplex

◆ selectEnterSparseDim()

template<class R>

SPxId selectEnterSparseDim	(	R &	best,
		R	tol )

private

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

◆ selectEnterX()

template<class R>

SPxId selectEnterX ( R tol )

private

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

◆ selectLeave()

template<class R>

virtual int selectLeave ( )

virtual

Implements SPxPricer< R >.

◆ selectLeaveHyper()

template<class R>

int selectLeaveHyper ( R tol )

private

implementation of hyper sparse pricing in the leaving Simplex

◆ selectLeaveSparse()

template<class R>

int selectLeaveSparse ( R tol )

private

implementation of sparse pricing in the leaving Simplex

◆ selectLeaveX()

template<class R>

int selectLeaveX ( R tol )

private

implementation of full pricing

◆ setRep()

template<class R>

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

virtual

set row/column representation

Reimplemented from SPxPricer< R >.

◆ setType()

template<class R>

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

virtual

set entering/leaving algorithm

Reimplemented from SPxPricer< R >.

◆ setupWeights()

template<class R>

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

setup steepest edge weights

Member Data Documentation

◆ bestPrices

template<class R>

DIdxSet bestPrices

private

array of best pricing candidates

Definition at line 86 of file spxsteeppr.h.

◆ bestPricesCo

template<class R>

DIdxSet bestPricesCo

private

array of best pricing candidates

Definition at line 88 of file spxsteeppr.h.

◆ pi_p

template<class R>

R pi_p

private

Definition at line 90 of file spxsteeppr.h.

Referenced by operator=(), SPxSteepPR(), and SPxSteepPR().

◆ prices

template<class R>

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

private

temporary array of precomputed pricing values

Definition at line 82 of file spxsteeppr.h.

◆ pricesCo

template<class R>

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

private

temporary array of precomputed pricing values

Definition at line 84 of file spxsteeppr.h.

◆ refined

template<class R>

bool refined

private

has a refinement step already been tried?

Definition at line 94 of file spxsteeppr.h.

Referenced by operator=(), SPxSteepPR(), and SPxSteepPR().

◆ setup

template<class R>

Setup setup

private

setup type.

Definition at line 92 of file spxsteeppr.h.

Referenced by operator=(), SPxSteepPR(), and SPxSteepPR().

◆ workRhs

template<class R>

SSVectorBase<R> workRhs

private

working vector

Definition at line 80 of file spxsteeppr.h.

Referenced by operator=(), SPxSteepPR(), and SPxSteepPR().

◆ workVec

template<class R>

SSVectorBase<R> workVec

private

working vector

Definition at line 78 of file spxsteeppr.h.

Referenced by operator=(), SPxSteepPR(), and SPxSteepPR().

Public Types

Public Member Functions

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Enumeration Documentation

◆ Setup

Constructor & Destructor Documentation

◆ SPxSteepPR() [1/2]

◆ SPxSteepPR() [2/2]

◆ ~SPxSteepPR()

Member Function Documentation

◆ addedCoVecs()

◆ addedVecs()

◆ buildBestPriceVectorEnterCoDim()

◆ buildBestPriceVectorEnterDim()

◆ buildBestPriceVectorLeave()

◆ clear()

◆ clone()

◆ entered4()

◆ isConsistent()

◆ left4()

◆ load()

◆ operator=()

◆ removedCoVec()

◆ removedCoVecs()

◆ removedVec()

◆ removedVecs()

◆ selectEnter()

◆ selectEnterDenseCoDim()

◆ selectEnterDenseDim()

◆ selectEnterHyperCoDim()

◆ selectEnterHyperDim()

◆ selectEnterSparseCoDim()

◆ selectEnterSparseDim()

◆ selectEnterX()

◆ selectLeave()

◆ selectLeaveHyper()

◆ selectLeaveSparse()

◆ selectLeaveX()

◆ setRep()

◆ setType()

◆ setupWeights()

Member Data Documentation

◆ bestPrices

◆ bestPricesCo

◆ pi_p

◆ prices

◆ pricesCo

◆ refined

◆ setup

◆ workRhs

◆ workVec