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, SPxOut spxout=NULL)
	constructor More...

	SPxScaler (const SPxScaler &)
	copy constructor More...

SPxScaler &	operator= (const SPxScaler &)
	assignment operator More...

virtual	~SPxScaler ()
	destructor. More...

virtual SPxScaler *	clone () const =0
	clone function for polymorphism More...

Access / modification
virtual const char *	getName () const
	get name of scaler. More...

virtual void	setOrder (bool colFirst)
	set scaling order. More...

virtual void	setBoth (bool both)
	set wether column and row scaling should be performed. More...

virtual void	setOutstream (SPxOut &newOutstream)
	set message handler More...

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

virtual void	unscalePrimal (Vector &x) const
	unscale dense primal solution vector given in `x`. More...

virtual void	unscaleSlacks (Vector &s) const
	unscale dense slack vector given in `s`. More...

virtual void	unscaleDual (Vector &pi) const
	unscale dense dual solution vector given in `pi`. More...

virtual void	unscaleRedCost (Vector &r) const
	unscale dense reduced cost vector given in `r`. More...

virtual Real	minAbsColscale () const
	absolute smallest column scaling factor More...

virtual Real	maxAbsColscale () const
	absolute biggest column scaling factor More...

virtual Real	minAbsRowscale () const
	absolute smallest row scaling factor More...

virtual Real	maxAbsRowscale () const
	absolute biggest row scaling factor More...

virtual Real	maxColRatio (const SPxLP &lp) const
	maximum ratio between absolute biggest and smallest element in any column. More...

virtual Real	maxRowRatio (const SPxLP &lp) const
	maximum ratio between absolute biggest and smallest element in any row. More...

Debugging
virtual bool	isConsistent () const
	consistency check More...

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

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

virtual Real	computeScalingVecs (const SVSet *vecset, const DataArray< Real > &coScaleval, DataArray< Real > &scaleval)
	iterates through vecset and calls computeScale() for each vector. More...

virtual void	applyScaling (SPxLP &lp)
	applies m_colscale and m_rowscale to the `lp`. More...

Protected Attributes
Data
const char *	m_name
	Name of the scaler. More...

DataArray< Real >	m_colscale
	column scaling factors More...

DataArray< Real >	m_rowscale
	row scaling factors More...

bool	m_colFirst
	do column scaling first More...

bool	m_doBoth
	do columns and rows More...

SPxOut *	spxout
	message handler More...

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`,
		SPxOut *	spxout = `NULL`
	)

explicit

constructor

Definition at line 51 of file spxscaler.cpp.

References SPxScaler::isConsistent().

SPxScaler ( const SPxScaler & old )

copy constructor

Definition at line 64 of file spxscaler.cpp.

References SPxScaler::isConsistent().

~SPxScaler ( )

virtual

destructor.

Definition at line 75 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 186 of file spxscaler.cpp.

References SPxLPBase< R >::colVector_w(), SVectorBase< R >::index(), soplex::infinity, SPxLPBase< R >::isConsistent(), SPxLPBase< R >::lhs(), SPxLPBase< R >::lhs_w(), SPxLPBase< R >::lower(), SPxLPBase< R >::lower_w(), SPxScaler::m_colscale, SPxScaler::m_rowscale, SPxLPBase< R >::maxObj_w(), SPxLPBase< R >::nCols(), SPxLPBase< R >::nRows(), SPxLPBase< R >::rhs(), SPxLPBase< R >::rhs_w(), SPxLPBase< R >::rowVector_w(), SVectorBase< R >::size(), soplex::spxFrexp(), soplex::spxLdexp(), SPxLPBase< R >::upper(), SPxLPBase< R >::upper_w(), and SVectorBase< R >::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 SoPlexLegacy::operator=(), and SoPlexLegacy::SoPlexLegacy().

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 134 of file spxscaler.cpp.

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 140 of file spxscaler.cpp.

References SPxScaler::computeScale(), SVectorBase< R >::index(), soplex::infinity, soplex::isZero(), SVSetBase< R >::num(), SVectorBase< R >::size(), soplex::spxAbs(), and SVectorBase< R >::value().

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

const char * getName ( ) const

virtual

get name of scaler.

Definition at line 97 of file spxscaler.cpp.

References SPxScaler::m_name.

Referenced by SoPlex::getScalerName(), main(), and soplex::operator<<().

bool isConsistent ( ) const

virtual

consistency check

Definition at line 459 of file spxscaler.cpp.

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

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

Real maxAbsColscale ( ) const

virtual

absolute biggest column scaling factor

Definition at line 346 of file spxscaler.cpp.

References SPxScaler::m_colscale, DataArray< T >::size(), soplex::spxAbs(), soplex::spxFrexp(), and soplex::spxLdexp().

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

Real maxAbsRowscale ( ) const

virtual

absolute biggest row scaling factor

Definition at line 379 of file spxscaler.cpp.

References SPxScaler::m_rowscale, DataArray< T >::size(), soplex::spxAbs(), soplex::spxFrexp(), and soplex::spxLdexp().

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

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 399 of file spxscaler.cpp.

References SPxLPBase< R >::colVector(), soplex::infinity, SPxLPBase< R >::nCols(), SVectorBase< R >::size(), soplex::spxAbs(), and SVectorBase< R >::value().

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

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 431 of file spxscaler.cpp.

References soplex::infinity, SPxLPBase< R >::nRows(), SPxLPBase< R >::rowVector(), SVectorBase< R >::size(), soplex::spxAbs(), and SVectorBase< R >::value().

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

Real minAbsColscale ( ) const

virtual

absolute smallest column scaling factor

Definition at line 330 of file spxscaler.cpp.

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

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

Real minAbsRowscale ( ) const

virtual

absolute smallest row scaling factor

Definition at line 363 of file spxscaler.cpp.

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

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

SPxScaler & operator= ( const SPxScaler & rhs )

assignment operator

Definition at line 80 of file spxscaler.cpp.

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

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

virtual void scale ( SPxLP & lp )

pure virtual

scale SPxLP.

Implemented in SPxGeometSC, and SPxEquiliSC.

Referenced by SoPlex::_preprocessAndSolveReal(), SoPlex::_solveRealForRational(), SPxScaler::setOutstream(), and SoPlexLegacy::solve().

void setBoth ( bool both )

virtual

set wether column and row scaling should be performed.

Definition at line 109 of file spxscaler.cpp.

References SPxScaler::m_doBoth.

void setOrder ( bool colFirst )

virtual

set scaling order.

Definition at line 103 of file spxscaler.cpp.

References SPxScaler::m_colFirst.

virtual void setOutstream ( SPxOut & newOutstream )

virtual

set message handler

Definition at line 100 of file spxscaler.h.

References SPxScaler::isConsistent(), SPxScaler::maxAbsColscale(), SPxScaler::maxAbsRowscale(), SPxScaler::maxColRatio(), SPxScaler::maxRowRatio(), SPxScaler::minAbsColscale(), SPxScaler::minAbsRowscale(), SPxScaler::scale(), SPxScaler::unscaleDual(), SPxScaler::unscalePrimal(), SPxScaler::unscaleRedCost(), and SPxScaler::unscaleSlacks().

Referenced by SoPlex::operator=(), SoPlexLegacy::setPostScaler(), SoPlexLegacy::setPreScaler(), and SoPlex::SoPlex().

void setup ( SPxLP & lp )

protectedvirtual

setup scale array for the LP.

Definition at line 115 of file spxscaler.cpp.

References SPxLPBase< R >::isConsistent(), SPxScaler::m_colscale, SPxScaler::m_rowscale, SPxLPBase< R >::nCols(), SPxLPBase< R >::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 296 of file spxscaler.cpp.

References VectorBase< R >::dim(), SPxScaler::m_rowscale, DataArray< T >::size(), soplex::spxFrexp(), and soplex::spxLdexp().

Referenced by SoPlex::_resolveWithoutPreprocessing(), SoPlex::_solveRealForRational(), SoPlexLegacy::getDual(), SoPlexLegacy::getDualfarkas(), SPxScaler::setOutstream(), and SoPlexLegacy::unsimplify().

void unscalePrimal ( Vector & x ) const

virtual

unscale dense primal solution vector given in x.

Definition at line 262 of file spxscaler.cpp.

References VectorBase< R >::dim(), SPxScaler::m_colscale, DataArray< T >::size(), soplex::spxFrexp(), and soplex::spxLdexp().

Referenced by SoPlex::_resolveWithoutPreprocessing(), SoPlex::_solveRealForRational(), SoPlexLegacy::getPrimal(), SoPlexLegacy::getPrimalray(), SPxScaler::setOutstream(), and SoPlexLegacy::unsimplify().

void unscaleRedCost ( Vector & r ) const

virtual

unscale dense reduced cost vector given in r.

Definition at line 313 of file spxscaler.cpp.

References VectorBase< R >::dim(), SPxScaler::m_colscale, DataArray< T >::size(), soplex::spxFrexp(), and soplex::spxLdexp().

Referenced by SoPlex::_resolveWithoutPreprocessing(), SoPlex::_solveRealForRational(), SoPlexLegacy::getRedCost(), SPxScaler::setOutstream(), and SoPlexLegacy::unsimplify().

void unscaleSlacks ( Vector & s ) const

virtual

unscale dense slack vector given in s.

Definition at line 279 of file spxscaler.cpp.

References VectorBase< R >::dim(), SPxScaler::m_rowscale, DataArray< T >::size(), soplex::spxFrexp(), and soplex::spxLdexp().

Referenced by SoPlex::_resolveWithoutPreprocessing(), SoPlex::_solveRealForRational(), SoPlexLegacy::getSlacks(), SPxScaler::setOutstream(), and SoPlexLegacy::unsimplify().

Friends And Related Function Documentation

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

friend

Definition at line 35 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().

SPxOut* spxout

protected

message handler

Definition at line 51 of file spxscaler.h.

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

SoPlex

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