LP scaler abstract base class.Instances of classes derived from SPxScaler may be loaded to SoPlex in order to scale LPs before solving them. SoPlex will load() itself to the SPxScaler and then call scale(). Generally any SPxLP can be loaded to a SPxScaler for scale()ing it. The scaling can be undone by calling unscale(). More...

#include <spxscaler.h>

Inheritance diagram for SPxScaler:

[legend]

Public Member Functions
Construction / destruction
	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 SPxScaler *	clone () const =0
	clone function for polymorphism

Access / modification
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.

Scaling
virtual void	scale (SPxLP &lp)=0
	scale SPxLP.

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.

Debugging
virtual bool	isConsistent () const
	consistency check

Protected Member Functions
Protected helpers
virtual void	setup (SPxLP &lp)
	setup scale array for the LP.

virtual Real	computeScale (Real mini, Real maxi) const
	computes scaling value for a minimum and maximum pair.

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 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

Friends
std::ostream &	operator<< (std::ostream &s, const SPxScaler &sc)

Detailed Description

LP scaler abstract base class.

Instances of classes derived from SPxScaler may be loaded to SoPlex in order to scale LPs before solving them. SoPlex will load() itself to the SPxScaler and then call scale(). Generally any SPxLP can be loaded to a SPxScaler for scale()ing it. The scaling can be undone by calling unscale().

Definition at line 39 of file spxscaler.h.

Constructor & Destructor Documentation

SPxScaler	(	const char *	name,
		bool	colFirst = `false`,
		bool	doBoth = `true`
	)

explicit

constructor

Definition at line 44 of file spxscaler.cpp.

References SPxScaler::isConsistent().

SPxScaler ( const SPxScaler & old )

copy constructor

Definition at line 55 of file spxscaler.cpp.

References SPxScaler::isConsistent().

~SPxScaler ( )

virtual

destructor.

Definition at line 65 of file spxscaler.cpp.

References SPxScaler::m_name.

Member Function Documentation

void applyScaling ( SPxLP & lp )

protectedvirtual

applies m_colscale and m_rowscale to the lp.

Definition at line 181 of file spxscaler.cpp.

References SPxLP::colVector_w(), SVector::index(), soplex::infinity, SPxLP::isConsistent(), SPxLP::lhs(), SPxLP::lhs_w(), SPxLP::lower(), SPxLP::lower_w(), SPxScaler::m_colscale, SPxScaler::m_rowscale, SPxLP::maxObj_w(), METHOD, SPxLP::nCols(), SPxLP::nRows(), SPxLP::rhs(), SPxLP::rhs_w(), SPxLP::rowVector_w(), SVector::size(), SPxLP::upper(), SPxLP::upper_w(), and SVector::value().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

virtual SPxScaler* clone ( ) const

pure virtual

clone function for polymorphism

Implemented in SPxGeometSC, and SPxEquiliSC.

Referenced by SoPlex::operator=(), and SoPlex::SoPlex().

Real computeScale	(	Real	mini,
		Real	maxi
	)		const

protectedvirtual

computes scaling value for a minimum and maximum pair.

This function is used by computeScaleVecs and has to be overridden.

Reimplemented in SPxEquiliSC, and SPxGeometSC.

Definition at line 127 of file spxscaler.cpp.

References METHOD.

Referenced by SPxScaler::computeScalingVecs().

Real computeScalingVecs	(	const SVSet *	vecset,
		const DataArray< Real > &	coScaleval,
		DataArray< Real > &	scaleval
	)

protectedvirtual

iterates through vecset and calls computeScale() for each vector.

Returns: maximum ratio between absolute biggest and smallest element for any vector.

Definition at line 134 of file spxscaler.cpp.

References SPxScaler::computeScale(), SVector::index(), soplex::infinity, soplex::isZero(), METHOD, SVSet::num(), SVector::size(), and SVector::value().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

const char * getName ( ) const

virtual

get name of scaler.

Definition at line 86 of file spxscaler.cpp.

References SPxScaler::m_name, and METHOD.

Referenced by get_scalers(), and soplex::operator<<().

bool isConsistent ( ) const

virtual

consistency check

Definition at line 374 of file spxscaler.cpp.

References DataArray< T >::isConsistent(), SPxScaler::m_colscale, SPxScaler::m_rowscale, and METHOD.

Referenced by SPxScaler::operator=(), and SPxScaler::SPxScaler().

Real maxAbsColscale ( ) const

virtual

absolute biggest column scaling factor

Definition at line 269 of file spxscaler.cpp.

References SPxScaler::m_colscale, METHOD, and DataArray< T >::size().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

Real maxAbsRowscale ( ) const

virtual

absolute biggest row scaling factor

Definition at line 295 of file spxscaler.cpp.

References SPxScaler::m_rowscale, METHOD, and DataArray< T >::size().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

Real maxColRatio ( const SPxLP & lp ) const

virtual

maximum ratio between absolute biggest and smallest element in any column.

$\max_{j\in\mbox{ cols}} \left(\frac{\max_{i\in\mbox{ rows}}|a_ij|} {\min_{i\in\mbox{ rows}}|a_ij|}\right)$

Definition at line 312 of file spxscaler.cpp.

References SPxLP::colVector(), soplex::infinity, METHOD, SPxLP::nCols(), SVector::size(), and SVector::value().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

Real maxRowRatio ( const SPxLP & lp ) const

virtual

maximum ratio between absolute biggest and smallest element in any row.

$\max_{i\in\mbox{ rows}} \left(\frac{\max_{j\in\mbox{ cols}}|a_ij|} {\min_{j\in\mbox{ cols}}|a_ij|}\right)$

Definition at line 345 of file spxscaler.cpp.

References soplex::infinity, METHOD, SPxLP::nRows(), SPxLP::rowVector(), SVector::size(), and SVector::value().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

Real minAbsColscale ( ) const

virtual

absolute smallest column scaling factor

Definition at line 256 of file spxscaler.cpp.

References soplex::infinity, SPxScaler::m_colscale, METHOD, and DataArray< T >::size().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

Real minAbsRowscale ( ) const

virtual

absolute smallest row scaling factor

Definition at line 282 of file spxscaler.cpp.

References soplex::infinity, SPxScaler::m_rowscale, METHOD, and DataArray< T >::size().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

SPxScaler & operator= ( const SPxScaler & rhs )

assignment operator

Definition at line 70 of file spxscaler.cpp.

References SPxScaler::isConsistent(), SPxScaler::m_colFirst, SPxScaler::m_colscale, SPxScaler::m_doBoth, SPxScaler::m_name, and SPxScaler::m_rowscale.

Referenced by SPxEquiliSC::operator=(), and SPxGeometSC::operator=().

virtual void scale ( SPxLP & lp )

pure virtual

scale SPxLP.

Implemented in SPxGeometSC, and SPxEquiliSC.

Referenced by SoPlex::solve().

void setBoth ( bool both )

virtual

set wether column and row scaling should be performed.

Definition at line 100 of file spxscaler.cpp.

References SPxScaler::m_doBoth, and METHOD.

void setOrder ( bool colFirst )

virtual

set scaling order.

Definition at line 93 of file spxscaler.cpp.

References SPxScaler::m_colFirst, and METHOD.

void setup ( SPxLP & lp )

protectedvirtual

setup scale array for the LP.

Definition at line 107 of file spxscaler.cpp.

References SPxLP::isConsistent(), SPxScaler::m_colscale, SPxScaler::m_rowscale, METHOD, SPxLP::nCols(), SPxLP::nRows(), and DataArray< T >::reSize().

Referenced by SPxEquiliSC::scale(), and SPxGeometSC::scale().

void unscaleDual ( Vector & pi ) const

virtual

unscale dense dual solution vector given in pi.

Definition at line 236 of file spxscaler.cpp.

References Vector::dim(), SPxScaler::m_rowscale, METHOD, and DataArray< T >::size().

Referenced by SoPlex::getDual(), SoPlex::getDualfarkas(), and SoPlex::unsimplify().

void unscalePrimal ( Vector & x ) const

virtual

unscale dense primal solution vector given in x.

Definition at line 216 of file spxscaler.cpp.

References Vector::dim(), SPxScaler::m_colscale, METHOD, and DataArray< T >::size().

Referenced by SoPlex::getPrimal(), SoPlex::getPrimalray(), and SoPlex::unsimplify().

void unscaleRedCost ( Vector & r ) const

virtual

unscale dense reduced cost vector given in r.

Definition at line 246 of file spxscaler.cpp.

References Vector::dim(), SPxScaler::m_colscale, METHOD, and DataArray< T >::size().

Referenced by SoPlex::getRedCost(), and SoPlex::unsimplify().

void unscaleSlacks ( Vector & s ) const

virtual

unscale dense slack vector given in s.

Definition at line 226 of file spxscaler.cpp.

References Vector::dim(), SPxScaler::m_rowscale, METHOD, and DataArray< T >::size().

Referenced by SoPlex::getSlacks(), and SoPlex::unsimplify().

Friends And Related Function Documentation

std::ostream& operator<<	(	std::ostream &	s,
		const SPxScaler &	sc
	)

friend

Definition at line 28 of file spxscaler.cpp.

Member Data Documentation

bool m_colFirst

protected

do column scaling first

Definition at line 49 of file spxscaler.h.

Referenced by SPxScaler::operator=(), and SPxScaler::setOrder().

DataArray< Real > m_colscale

protected

column scaling factors

Definition at line 47 of file spxscaler.h.

Referenced by SPxScaler::applyScaling(), SPxScaler::isConsistent(), SPxScaler::maxAbsColscale(), SPxScaler::minAbsColscale(), soplex::operator<<(), SPxScaler::operator=(), SPxEquiliSC::scale(), SPxGeometSC::scale(), SPxScaler::setup(), SPxScaler::unscalePrimal(), and SPxScaler::unscaleRedCost().

bool m_doBoth

protected

do columns and rows

Definition at line 50 of file spxscaler.h.

Referenced by SPxScaler::operator=(), SPxEquiliSC::scale(), and SPxScaler::setBoth().

const char* m_name

protected

Name of the scaler.

Definition at line 46 of file spxscaler.h.

Referenced by SPxScaler::getName(), SPxScaler::operator=(), and SPxScaler::~SPxScaler().

DataArray< Real > m_rowscale

protected

row scaling factors

Definition at line 48 of file spxscaler.h.

Referenced by SPxScaler::applyScaling(), SPxScaler::isConsistent(), SPxScaler::maxAbsRowscale(), SPxScaler::minAbsRowscale(), soplex::operator<<(), SPxScaler::operator=(), SPxEquiliSC::scale(), SPxGeometSC::scale(), SPxScaler::setup(), SPxScaler::unscaleDual(), and SPxScaler::unscaleSlacks().

Public Member Functions

Protected Member Functions

Protected Attributes

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation