void SPxSolver::computeTest()
{
METHOD( "SPxSolver::computeTest()" );
const SPxBasis::Desc& ds = desc();
Real pricingTol = leavetol();
infeasibilitiesCo.clear();
int ninfeasibilities = 0;
for(int i = 0; i < coDim(); ++i)
{
SPxBasis::Desc::Status stat = ds.status(i);
if(isBasic(stat))
theTest[i] = 0.0;
else
{
theTest[i] = test(i, stat);
if( remainingRoundsEnterCo == 0 )
{
if( theTest[i] < -pricingTol )
{
assert(infeasibilitiesCo.size() < infeasibilitiesCo.max());
infeasibilitiesCo.addIdx(i);
isInfeasibleCo[i] = true;
++ninfeasibilities;
}
else
isInfeasibleCo[i] = false;
if( ninfeasibilities > sparsityThresholdEnterCo )
{
MSG_INFO2( spxout << "IENTER04 too many infeasibilities for sparse pricing"
<< std::endl; )
remainingRoundsEnterCo = DENSEROUNDS;
sparsePricingEnterCo = false;
ninfeasibilities = 0;
}
}
}
/*
This methods assumes correctly setup vectors |pVec| and |coPvec| and bound
vectors for leaving simplex. Then it checks all values of |pVec| and
|coPvec| to obey these bounds and enlarges them if neccessary.
*/
void SPxSolver::shiftPvec()
{
METHOD( "SPxSolver::shiftPvec()" );
/* the allowed tolerance is (rep() == ROW) ? feastol() : opttol() because thePvec is the primal vector in ROW and the
* dual vector in COLUMN representation; this is equivalent to leavetol()
*/
Random mult(10.0 * leavetol(), 100.0 * leavetol());
Real allow = leavetol() - epsilon();
int i, tmp;
assert(type() == LEAVE);
assert(allow > 0.0);
for (i = dim() - 1; i >= 0; --i)
{
tmp = !isBasic(coId(i));
if ((*theCoUbound)[i] + allow <= (*theCoPvec)[i] && tmp)
{
if ((*theCoUbound)[i] != (*theCoLbound)[i])
shiftUCbound(i, (*theCoPvec)[i] + Real(mult));
else
{
shiftUCbound(i, (*theCoPvec)[i]);
(*theCoLbound)[i] = (*theCoUbound)[i];
}
}
else if ((*theCoLbound)[i] - allow >= (*theCoPvec)[i] && tmp)
{
if ((*theCoUbound)[i] != (*theCoLbound)[i])
shiftLCbound(i, (*theCoPvec)[i] - Real(mult));
else
{
shiftLCbound(i, (*theCoPvec)[i]);
(*theCoUbound)[i] = (*theCoLbound)[i];
}
}
}
for (i = coDim() - 1; i >= 0; --i)
{
tmp = !isBasic(id(i));
if ((*theUbound)[i] + allow <= (*thePvec)[i] && tmp)
{
if ((*theUbound)[i] != (*theLbound)[i])
shiftUPbound(i, (*thePvec)[i] + Real(mult));
else
{
shiftUPbound(i, (*thePvec)[i]);
(*theLbound)[i] = (*theUbound)[i];
}
}
else if ((*theLbound)[i] - allow >= (*thePvec)[i] && tmp)
{
if ((*theUbound)[i] != (*theLbound)[i])
shiftLPbound(i, (*thePvec)[i] - Real(mult));
else
{
shiftLPbound(i, (*thePvec)[i]);
(*theUbound)[i] = (*theLbound)[i];
}
}
}
#ifndef NDEBUG
testBounds();
MSG_DEBUG( spxout << "DSHIFT02 shiftPvec: OK" << std::endl; )
#endif
}
void SPxSolver::qualRedCostViolation(Real& maxviol, Real& sumviol) const
{
maxviol = 0.0;
sumviol = 0.0;
int i;
// TODO: y = c_B * B^-1 => coSolve(y, c_B)
// redcost = c_N - yA_N
// solve system "x = e_i^T * B^-1" to get i'th row of B^-1
// DVector y( nRows() );
// basis().coSolve( x, spx->unitVector( i ) );
// DVector rdcost( nCols() );
#if 0 // un-const
if (lastUpdate() > 0)
factorize();
computePvec();
if (type() == ENTER)
computeTest();
#endif
if (type() == ENTER)
{
for(i = 0; i < dim(); ++i)
{
Real x = coTest()[i];
if (x < 0.0)
{
sumviol -= x;
if (x < maxviol)
maxviol = x;
}
}
for(i = 0; i < coDim(); ++i)
{
Real x = test()[i];
if (x < 0.0)
{
sumviol -= x;
if (x < maxviol)
maxviol = x;
}
}
}
else
{
assert(type() == LEAVE);
for(i = 0; i < dim(); ++i)
{
Real x = fTest()[i];
if (x < 0.0)
{
sumviol -= x;
if (x < maxviol)
maxviol = x;
}
}
}
maxviol *= -1;
}
