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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>

Public Member Functions

Construction / destruction
 SPxGeometSC (bool equilibrate=false, 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) More...
 
 SPxGeometSC (const SPxGeometSC &old)
 copy constructor More...
 
SPxGeometSCoperator= (const SPxGeometSC &)
 assignment operator More...
 
virtual ~SPxGeometSC ()
 destructor More...
 
virtual SPxScalerclone () const override
 clone function for polymorphism More...
 
Scaling
virtual void scale (SPxLPBase< Real > &lp, bool persistent=true) override
 Scale the loaded SPxLP. More...
 
- Public Member Functions inherited from SPxScaler
virtual int computeScaleExp (const SVector &vec, const DataArray< int > &oldScaleExp) const
 compute a single scaling vector , e.g. of a newly added row More...
 
virtual int computeScaleExp (const SVectorBase< Rational > &vec, const DataArray< int > &oldScaleExp) const
 
virtual void applyScaling (SPxLPBase< Real > &lp)
 applies m_colscale and m_rowscale to the lp. More...
 
 SPxScaler (const char *name, bool colFirst=false, bool doBoth=true, SPxOut *spxout=NULL)
 constructor More...
 
 SPxScaler (const SPxScaler &)
 copy constructor More...
 
SPxScaleroperator= (const SPxScaler &)
 assignment operator More...
 
virtual ~SPxScaler ()
 destructor. More...
 
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...
 
virtual void setRealParam (Real param, const char *name="realparam")
 set real parameter More...
 
virtual void setIntParam (int param, const char *name="intparam")
 set int parameter More...
 
virtual void unscale (SPxLPBase< Real > &lp)
 unscale SPxLP More...
 
virtual int getColScaleExp (int i) const
 returns scaling factor for column i More...
 
virtual int getRowScaleExp (int i) const
 returns scaling factor for row i More...
 
virtual void getColUnscaled (const SPxLPBase< Real > &lp, int i, DSVector &vec) const
 gets unscaled column i More...
 
virtual Real getColMaxAbsUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns maximum absolute value of unscaled column i More...
 
virtual Real getColMinAbsUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns minumum absolute value of unscaled column i More...
 
virtual Real upperUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns unscaled upper bound i More...
 
virtual void getUpperUnscaled (const SPxLPBase< Real > &lp, Vector &vec) const
 returns unscaled upper bound vector of lp More...
 
virtual Real lowerUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns unscaled lower bound i More...
 
virtual void getLowerUnscaled (const SPxLPBase< Real > &lp, Vector &vec) const
 gets unscaled lower bound vector More...
 
virtual Real maxObjUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns unscaled objective function coefficient of i More...
 
virtual void getMaxObjUnscaled (const SPxLPBase< Real > &lp, Vector &vec) const
 gets unscaled objective function More...
 
virtual void getRowUnscaled (const SPxLPBase< Real > &lp, int i, DSVector &vec) const
 returns unscaled row i More...
 
virtual Real getRowMaxAbsUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns maximum absolute value of unscaled row i More...
 
virtual Real getRowMinAbsUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns minimum absolute value of unscaled row i More...
 
virtual Real rhsUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns unscaled right hand side i More...
 
virtual void getRhsUnscaled (const SPxLPBase< Real > &lp, Vector &vec) const
 gets unscaled right hand side vector More...
 
virtual Real lhsUnscaled (const SPxLPBase< Real > &lp, int i) const
 returns unscaled left hand side i of lp More...
 
virtual void getLhsUnscaled (const SPxLPBase< Real > &lp, Vector &vec) const
 returns unscaled left hand side vector of lp More...
 
virtual Real getCoefUnscaled (const SPxLPBase< Real > &lp, int row, int col) const
 returns unscaled coefficient of lp More...
 
virtual void unscalePrimal (const SPxLPBase< Real > &lp, Vector &x) const
 unscale dense primal solution vector given in x. More...
 
virtual void unscaleSlacks (const SPxLPBase< Real > &lp, Vector &s) const
 unscale dense slack vector given in s. More...
 
virtual void unscaleDual (const SPxLPBase< Real > &lp, Vector &pi) const
 unscale dense dual solution vector given in pi. More...
 
virtual void unscaleRedCost (const SPxLPBase< Real > &lp, Vector &r) const
 unscale dense reduced cost vector given in r. More...
 
virtual void unscalePrimalray (const SPxLPBase< Real > &lp, Vector &ray) const
 unscale primal ray given in ray. More...
 
virtual void unscaleDualray (const SPxLPBase< Real > &lp, Vector &ray) const
 unscale dual ray given in ray. More...
 
virtual void scaleObj (const SPxLPBase< Real > &lp, VectorReal &origObj) const
 apply scaling to objective function vector origObj. More...
 
virtual Real scaleObj (const SPxLPBase< Real > &lp, int i, Real origObj) const
 returns scaled objective function coefficient origObj. More...
 
virtual Real scaleElement (const SPxLPBase< Real > &lp, int row, int col, Real val) const
 returns scaled LP element in row and col. More...
 
virtual Real scaleLower (const SPxLPBase< Real > &lp, int col, Real lower) const
 returns scaled lower bound of column col. More...
 
virtual Real scaleUpper (const SPxLPBase< Real > &lp, int col, Real upper) const
 returns scaled upper bound of column col. More...
 
virtual Real scaleLhs (const SPxLPBase< Real > &lp, int row, Real lhs) const
 returns scaled left hand side of row row. More...
 
virtual Real scaleRhs (const SPxLPBase< Real > &lp, int row, Real rhs) const
 returns scaled right hand side of row row. 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 SPxLPBase< Real > &lp) const
 maximum ratio between absolute biggest and smallest element in any column. More...
 
virtual Real maxRowRatio (const SPxLPBase< Real > &lp) const
 maximum ratio between absolute biggest and smallest element in any row. More...
 
void computeExpVec (const std::vector< Real > &vec, DataArray< int > &vecExp)
 round vector entries to power of 2 More...
 
virtual bool isConsistent () const
 consistency check More...
 

Protected Attributes

Data
const bool postequilibration
 equilibrate after geometric scaling? More...
 
const int m_maxIterations
 maximum number of scaling iterations. More...
 
const Real m_minImprovement
 improvement necessary to carry on. (Bixby said Fourer said in MP 23, 274 ff. that 0.9 is a good value) More...
 
const Real m_goodEnoughRatio
 no scaling needed if ratio is less than this. More...
 
- Protected Attributes inherited from SPxScaler
const char * m_name
 Name of the scaler. More...
 
DataArray< int > * m_activeColscaleExp
 pointer to currently active column scaling factors More...
 
DataArray< int > * m_activeRowscaleExp
 pointer to currently active row scaling factors More...
 
bool m_colFirst
 do column scaling first More...
 
bool m_doBoth
 do columns and rows More...
 
SPxOutspxout
 message handler More...
 

Additional Inherited Members

- Protected Member Functions inherited from SPxScaler
virtual void setup (SPxLPBase< Real > &lp)
 clear and setup scaling arrays in the LP More...
 

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() [1/2]

SPxGeometSC ( bool  equilibrate = false,
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)

Definition at line 81 of file spxgeometsc.cpp.

Referenced by SPxGeometSC::clone().

◆ SPxGeometSC() [2/2]

SPxGeometSC ( const SPxGeometSC old)

◆ ~SPxGeometSC()

virtual ~SPxGeometSC ( )
virtual

destructor

Definition at line 62 of file spxgeometsc.h.

Member Function Documentation

◆ clone()

virtual SPxScaler* clone ( ) const
overridevirtual

clone function for polymorphism

Implements SPxScaler.

Definition at line 65 of file spxgeometsc.h.

References SPxGeometSC::scale(), and SPxGeometSC::SPxGeometSC().

◆ operator=()

SPxGeometSC & operator= ( const SPxGeometSC rhs)

assignment operator

Definition at line 105 of file spxgeometsc.cpp.

References SPxScaler::operator=().

◆ scale()

Member Data Documentation

◆ m_goodEnoughRatio

const Real m_goodEnoughRatio
protected

no scaling needed if ratio is less than this.

Definition at line 46 of file spxgeometsc.h.

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

◆ m_maxIterations

const int m_maxIterations
protected

maximum number of scaling iterations.

Definition at line 43 of file spxgeometsc.h.

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

◆ m_minImprovement

const Real m_minImprovement
protected

improvement necessary to carry on. (Bixby said Fourer said in MP 23, 274 ff. that 0.9 is a good value)

Definition at line 45 of file spxgeometsc.h.

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

◆ postequilibration

const bool postequilibration
protected

equilibrate after geometric scaling?

Definition at line 42 of file spxgeometsc.h.

Referenced by SPxGeometSC::scale().