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SPxHarrisRT< R > Class Template Reference Harris pricing with shifting. More...
Inheritance diagram for SPxHarrisRT< R >:
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Detailed DescriptionHarris pricing with shifting. Class SPxHarrisRT is a stable implementation of a SPxRatioTester class along the lines of Harris' two phase algorithm. Additionally it uses shifting of bounds in order to avoid cycling. See SPxRatioTester for a class documentation.
Definition at line 50 of file spxharrisrt.h. Constructor & Destructor Documentation◆ SPxHarrisRT() [1/2]
default constructor Definition at line 93 of file spxharrisrt.h. Referenced by SPxHarrisRT< R >::clone(). ◆ SPxHarrisRT() [2/2]
copy constructor Definition at line 97 of file spxharrisrt.h. ◆ ~SPxHarrisRT()
destructor Definition at line 111 of file spxharrisrt.h. Member Function Documentation◆ clone()
clone function for polymorphism Implements SPxRatioTester< R >. Definition at line 114 of file spxharrisrt.h. References SPxHarrisRT< R >::SPxHarrisRT(). ◆ degenerateEps()◆ maxDelta()
◆ minDelta()
◆ operator=()
assignment operator Definition at line 101 of file spxharrisrt.h. References SPxRatioTester< R >::operator=(). ◆ selectEnter()Implements SPxRatioTester< R >. ◆ selectLeave()
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