Initializing help system before first use

SLP Variable History

Xpress-SLP maintains a history value for each SLP variable. This value indicates the direction in which the variable last moved and the number of consecutive times it moved in the same direction. All variables start with a history value of zero.

Current History Change in activity of variable New History
0 >0 1
0 <0 -1
>0 >0 No change unless delta vector is at its bound. If it is, then new value is Current History + 1
>0 <0 -1
<0 <0 No change unless delta vector is at its bound. If it is, then new value is Current History - 1
<0 >0 1
anything 0 No change

Tests of variable movement are based on comparison with absolute and relative (and, if set, closure) tolerances. Any movement within tolerance is regarded as zero.

If the new absolute value of History exceeds the setting of XSLP_SAMECOUNT, then the step bound is reset to a larger value (determined by XSLP_EXPAND) and History is reset as if it had been zero.

If History and the change in activity are of opposite signs, then the step bound is reset to a smaller value (determined by XSLP_SHRINK) and History is reset as if it had been zero.

With the default settings, History will normally be in the range -1 to -3 or +1 to +3.


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