SPxGeometSC Class Reference

Geometric mean row/column scaling.This SPxScaler implementation performs geometric mean scaling of the LPs rows and columns. More...

#include <spxgeometsc.h>

Inheritance diagram for SPxGeometSC:

Public Member Functions
Construction / destruction
	SPxGeometSC (int maxIters=8, Real minImpr=0.85, Real goodEnough=1e3)
	default constructor (this scaler makes no use of inherited members m_colFirst and m_doBoth)
	SPxGeometSC (const SPxGeometSC &old)
	copy constructor
SPxGeometSC &	operator= (const SPxGeometSC &)
	assignment operator
virtual	~SPxGeometSC ()
	destructor
virtual SPxScaler *	clone () const
	clone function for polymorphism
Scaling
virtual void	scale (SPxLP &lp)
	Scale the loaded SPxLP.
Public Member Functions inherited from SPxScaler
	SPxScaler (const char *name, bool colFirst=false, bool doBoth=true)
	constructor
	SPxScaler (const SPxScaler &)
	copy constructor
SPxScaler &	operator= (const SPxScaler &)
	assignment operator
virtual	~SPxScaler ()
	destructor.
virtual const char *	getName () const
	get name of scaler.
virtual void	setOrder (bool colFirst)
	set scaling order.
virtual void	setBoth (bool both)
	set wether column and row scaling should be performed.
virtual void	unscalePrimal (Vector &x) const
	unscale dense primal solution vector given in x.
virtual void	unscaleSlacks (Vector &s) const
	unscale dense slack vector given in s.
virtual void	unscaleDual (Vector &pi) const
	unscale dense dual solution vector given in pi.
virtual void	unscaleRedCost (Vector &r) const
	unscale dense reduced cost vector given in r.
virtual Real	minAbsColscale () const
	absolute smallest column scaling factor
virtual Real	maxAbsColscale () const
	absolute biggest column scaling factor
virtual Real	minAbsRowscale () const
	absolute smallest row scaling factor
virtual Real	maxAbsRowscale () const
	absolute biggest row scaling factor
virtual Real	maxColRatio (const SPxLP &lp) const
	maximum ratio between absolute biggest and smallest element in any column.
virtual Real	maxRowRatio (const SPxLP &lp) const
	maximum ratio between absolute biggest and smallest element in any row.
virtual bool	isConsistent () const
	consistency check

Protected Member Functions
Private helpers
virtual Real	computeScale (Real mini, Real maxi) const
	Returns .
Protected Member Functions inherited from SPxScaler
virtual void	setup (SPxLP &lp)
	setup scale array for the LP.
virtual Real	computeScalingVecs (const SVSet *vecset, const DataArray< Real > &coScaleval, DataArray< Real > &scaleval)
	iterates through vecset and calls computeScale() for each vector.
virtual void	applyScaling (SPxLP &lp)
	applies m_colscale and m_rowscale to the lp.

Protected Attributes
Data
const int	m_maxIterations
	maximum number of scaling iterations.
const Real	m_minImprovement
	improvement nesseccary to carry on.
const Real	m_goodEnoughRatio
	no scaling needed if ratio is less than this.
Protected Attributes inherited from SPxScaler
const char *	m_name
	Name of the scaler.
DataArray< Real >	m_colscale
	column scaling factors
DataArray< Real >	m_rowscale
	row scaling factors
bool	m_colFirst
	do column scaling first
bool	m_doBoth
	do columns and rows

Detailed Description

Geometric mean row/column scaling.

This SPxScaler implementation performs geometric mean scaling of the LPs rows and columns.

Definition at line 35 of file spxgeometsc.h.

Constructor & Destructor Documentation

SPxGeometSC ( int  maxIters = 8, Real  minImpr = 0.85, Real  goodEnough = 1e3  )

explicit

default constructor (this scaler makes no use of inherited members m_colFirst and m_doBoth)

Parameters

maxIters	arbitrary small number, we choose 8
minImpr	Bixby said Fourer said in MP 23, 274 ff. that 0.9 is a good value.
goodEnough	if the max/min ratio is allready less then 1000/1 we do not scale.

Definition at line 30 of file spxgeometsc.cpp.

Referenced by SPxGeometSC::clone().

SPxGeometSC

(

const SPxGeometSC &

old

)

copy constructor

Definition at line 37 of file spxgeometsc.cpp.

virtual ~SPxGeometSC ( )

virtual

destructor

Definition at line 66 of file spxgeometsc.h.

Member Function Documentation

virtual SPxScaler* clone ( ) const

virtual

clone function for polymorphism

Implements SPxScaler.

Definition at line 69 of file spxgeometsc.h.

References SPxGeometSC::SPxGeometSC().

Real computeScale ( Real  mini, Real  maxi  ) const

protectedvirtual

Returns .

Reimplemented from SPxScaler.

Definition at line 54 of file spxgeometsc.cpp.

References METHOD.

SPxGeometSC & operator=

(

const SPxGeometSC &

rhs

)

assignment operator

Definition at line 44 of file spxgeometsc.cpp.

References SPxScaler::operator=().

void scale ( SPxLP &  lp )

virtual

Scale the loaded SPxLP.

Implements SPxScaler.

Definition at line 61 of file spxgeometsc.cpp.

References SPxScaler::applyScaling(), LPColSet::colSet(), SPxScaler::computeScalingVecs(), SPxScaler::m_colscale, SPxGeometSC::m_goodEnoughRatio, SPxGeometSC::m_maxIterations, SPxGeometSC::m_minImprovement, SPxScaler::m_rowscale, SPxScaler::maxAbsColscale(), SPxLP::maxAbsNzo(), SPxScaler::maxAbsRowscale(), SPxScaler::maxColRatio(), SPxScaler::maxRowRatio(), METHOD, SPxScaler::minAbsColscale(), SPxLP::minAbsNzo(), SPxScaler::minAbsRowscale(), MSG_INFO1, MSG_INFO2, MSG_INFO3, LPRowSet::rowSet(), SPxScaler::setup(), and soplex::spxout.

Member Data Documentation

const Real m_goodEnoughRatio

protected

no scaling needed if ratio is less than this.

Definition at line 44 of file spxgeometsc.h.

Referenced by SPxGeometSC::scale().

const int m_maxIterations

protected

maximum number of scaling iterations.

Definition at line 42 of file spxgeometsc.h.

Referenced by SPxGeometSC::scale().

const Real m_minImprovement

protected

improvement nesseccary to carry on.

Definition at line 43 of file spxgeometsc.h.

Referenced by SPxGeometSC::scale().