Least squares scaling.This SPxScaler implementation performs least squares scaling as suggested by Curtis and Reid in: On the Automatic Scaling of Matrices for Gaussian Elimination (1972). More...

#include <spxleastsqsc.h>

Public Member Functions
Construction / destruction
	SPxLeastSqSC ()
	default constructor (this scaler makes no use of inherited member m_colFirst) More...

	SPxLeastSqSC (const SPxLeastSqSC &old)
	copy constructor More...

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

virtual	~SPxLeastSqSC ()
	destructor More...

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

Access / modification
virtual void	setRealParam (Real param, const char *name)
	set real param (conjugate gradient accuracy) More...

virtual void	setIntParam (int param, const char *name)
	set int param (maximal conjugate gradient rounds) 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...

SPxScaler &	operator= (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	scale (SPxLPBase< Real > &lp, bool persistent=true)=0
	scale SPxLP. 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...

Scaling
Real	acrcydivisor = 1000.0

int	maxrounds = 20

virtual void	scale (SPxLP &lp, bool persistent=true)
	Scale the loaded SPxLP. 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...

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...

SPxOut *	spxout
	message handler More...

Detailed Description

Least squares scaling.

This SPxScaler implementation performs least squares scaling as suggested by Curtis and Reid in: On the Automatic Scaling of Matrices for Gaussian Elimination (1972).

Definition at line 36 of file spxleastsqsc.h.

Constructor & Destructor Documentation

◆ SPxLeastSqSC() [1/2]

SPxLeastSqSC ( )

explicit

default constructor (this scaler makes no use of inherited member m_colFirst)

Definition at line 194 of file spxleastsqsc.cpp.

Referenced by SPxLeastSqSC::clone().

◆ SPxLeastSqSC() [2/2]

SPxLeastSqSC ( const SPxLeastSqSC & old )

copy constructor

Definition at line 198 of file spxleastsqsc.cpp.

◆ ~SPxLeastSqSC()

virtual ~SPxLeastSqSC ( )

virtual

destructor

Definition at line 50 of file spxleastsqsc.h.

Member Function Documentation

◆ clone()

virtual SPxScaler* clone ( ) const

virtual

clone function for polymorphism

Implements SPxScaler.

Definition at line 53 of file spxleastsqsc.h.

References SPxLeastSqSC::scale(), SPxLeastSqSC::setIntParam(), SPxLeastSqSC::setRealParam(), and SPxLeastSqSC::SPxLeastSqSC().

◆ operator=()

SPxLeastSqSC & operator= ( const SPxLeastSqSC & rhs )

assignment operator

Definition at line 202 of file spxleastsqsc.cpp.

References SPxScaler::operator=().

◆ scale()

void scale	(	SPxLP &	lp,
		bool	persistent = `true`
	)

virtual

Scale the loaded SPxLP.

Definition at line 225 of file spxleastsqsc.cpp.

References SPxLeastSqSC::acrcydivisor, SPxScaler::applyScaling(), SSVectorBase< R >::assign2product4setup(), SSVectorBase< R >::assignPWproduct4setup(), LPColSetBase< R >::colSet(), soplex::initConstVecs(), SSVectorBase< R >::isSetup(), SPxScaler::m_activeColscaleExp, SPxScaler::m_activeRowscaleExp, SPxScaler::maxAbsColscale(), SPxLPBase< R >::maxAbsNzo(), SPxScaler::maxAbsRowscale(), SPxScaler::maxColRatio(), SPxLeastSqSC::maxrounds, SPxScaler::maxRowRatio(), SPxScaler::minAbsColscale(), SPxLPBase< R >::minAbsNzo(), SPxScaler::minAbsRowscale(), MSG_INFO1, MSG_INFO2, MSG_INFO3, SPxLPBase< R >::nCols(), SPxLPBase< R >::nNzos(), SPxLPBase< R >::nRows(), LPRowSetBase< R >::rowSet(), SPxScaler::setup(), SSVectorBase< R >::setup(), SPxScaler::spxout, soplex::updateRes(), soplex::updateScale(), and soplex::updateScaleFinal().

Referenced by SPxLeastSqSC::clone().

◆ setIntParam()

void setIntParam	(	int	param,
		const char *	name
	)

virtual

set int param (maximal conjugate gradient rounds)

Reimplemented from SPxScaler.

Definition at line 219 of file spxleastsqsc.cpp.

References SPxLeastSqSC::maxrounds.

Referenced by SPxLeastSqSC::clone().

◆ setRealParam()

void setRealParam	(	Real	param,
		const char *	name
	)

virtual

set real param (conjugate gradient accuracy)

Reimplemented from SPxScaler.

Definition at line 213 of file spxleastsqsc.cpp.

References SPxLeastSqSC::acrcydivisor.

Referenced by SPxLeastSqSC::clone().

Member Data Documentation

◆ acrcydivisor

Real acrcydivisor = 1000.0

protected

Definition at line 76 of file spxleastsqsc.h.

Referenced by SPxLeastSqSC::scale(), and SPxLeastSqSC::setRealParam().

◆ maxrounds

int maxrounds = 20

protected

Definition at line 77 of file spxleastsqsc.h.

Referenced by SPxLeastSqSC::scale(), and SPxLeastSqSC::setIntParam().

SoPlex

Public Member Functions

Scaling

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SPxLeastSqSC() [1/2]

◆ SPxLeastSqSC() [2/2]

◆ ~SPxLeastSqSC()

Member Function Documentation

◆ clone()

◆ operator=()

◆ scale()

◆ setIntParam()

◆ setRealParam()

Member Data Documentation

◆ acrcydivisor

◆ maxrounds