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SPxFastRT< R > Class Template Reference Fast shifting ratio test. More...
Inheritance diagram for SPxFastRT< R >:
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Detailed DescriptionFast shifting ratio test. Class SPxFastRT is an implementation class of SPxRatioTester providing fast and stable ratio test. Stability is achieved by allowing some infeasibility to ensure numerical stability such as the Harris procedure. Performance is achieved by skipping the second phase if the first phase already shows a stable enough pivot. See SPxRatioTester for a class documentation. Definition at line 51 of file spxfastrt.h. Constructor & Destructor Documentation◆ SPxFastRT() [1/3]default constructor Definition at line 182 of file spxfastrt.h. Referenced by SPxFastRT< R >::clone(). ◆ SPxFastRT() [2/3]copy constructor Definition at line 190 of file spxfastrt.h. ◆ SPxFastRT() [3/3]bound flipping constructor Definition at line 212 of file spxfastrt.h. ◆ ~SPxFastRT()destructor Definition at line 220 of file spxfastrt.h. Member Function Documentation◆ clone()
clone function for polymorphism Implements SPxRatioTester< R >. Reimplemented in SPxBoundFlippingRT< R >. Definition at line 223 of file spxfastrt.h. References SPxFastRT< R >::SPxFastRT(). ◆ getDelta()Reimplemented from SPxRatioTester< R >. Definition at line 250 of file spxfastrt.h. References SPxFastRT< R >::fastDelta. ◆ load()Reimplemented from SPxRatioTester< R >. ◆ maxDelta() [1/3]◆ maxDelta() [2/3]◆ maxDelta() [3/3]
Max phase 1 value. Computes the maximum value ◆ maxReEnter()◆ maxReLeave()◆ maxSelect() [1/3]◆ maxSelect() [2/3]
selects stable index for maximizing ratio test. Selects from all update values ◆ maxSelect() [3/3]◆ maxShortLeave()◆ minDelta() [1/3]◆ minDelta() [2/3]◆ minDelta() [3/3]
Min phase 1 value. Computes the minimum value ◆ minReEnter()numerical stability check. Tests whether the selected enter ◆ minReLeave()numerical stability tests. Tests whether the selected leave index needs to be discarded (and do so) and the ratio test is to be recomputed. If ◆ minSelect() [1/3]◆ minSelect() [2/3]
selects stable index for minimizing ratio test. Select from all update values ◆ minSelect() [3/3]◆ minShortLeave()tests for stop after phase 1. Tests whether a shortcut after phase 1 is feasible for the selected leave pivot. In this case return the update value in ◆ minStability()◆ operator=()assignment operator Definition at line 198 of file spxfastrt.h. References SPxFastRT< R >::epsilon, SPxFastRT< R >::fastDelta, SPxFastRT< R >::iscoid, SPxFastRT< R >::minStab, and SPxRatioTester< R >::operator=(). Referenced by SPxBoundFlippingRT< R >::operator=(). ◆ relax()◆ resetTols()◆ selectEnter()Implements SPxRatioTester< R >. Reimplemented in SPxBoundFlippingRT< R >. ◆ selectLeave()Implements SPxRatioTester< R >. Reimplemented in SPxBoundFlippingRT< R >. ◆ setDelta()Reimplemented from SPxRatioTester< R >. Definition at line 241 of file spxfastrt.h. References DEFAULT_EPS_ZERO, SPxRatioTester< R >::delta, and SPxFastRT< R >::fastDelta. ◆ setType()Reimplemented from SPxRatioTester< R >. ◆ shortEnter()Tests and returns whether a shortcut after phase 1 is feasible for the selected enter pivot. ◆ tighten()Member Data Documentation◆ epsilon|value| < epsilon is considered 0. Definition at line 60 of file spxfastrt.h. Referenced by SPxFastRT< R >::operator=(). ◆ fastDeltacurrently allowed infeasibility. Definition at line 62 of file spxfastrt.h. Referenced by SPxFastRT< R >::getDelta(), SPxFastRT< R >::operator=(), and SPxFastRT< R >::setDelta(). ◆ iscoidflag used in methods minSelect/maxSelect to retrieve correct basis status Definition at line 64 of file spxfastrt.h. Referenced by SPxFastRT< R >::operator=(). ◆ minStabparameter for computing minimum stability requirement Definition at line 58 of file spxfastrt.h. Referenced by SPxFastRT< R >::operator=().
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