spxleastsqsc.h

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/*                  This file is part of the class library                   */
/*       SoPlex --- the Sequential object-oriented simPlex.                  */
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/*    Copyright (C) 1996-2019 Konrad-Zuse-Zentrum                            */
/*                            fuer Informationstechnik Berlin                */
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/**@file  spxleastsqsc.h
 * @brief LP least squares scaling.
 */
#ifndef _SPXLEASTSQSC_H_
#define _SPXLEASTSQSC_H_

#include <assert.h>
#include "soplex/spxsolver.h"
#include "soplex/spxscaler.h"
#include "soplex/spxlp.h"

namespace soplex
{

/**@brief Least squares scaling.
   @ingroup Algo

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

   //-------------------------------------
   /**@name Construction / destruction */
   //@{
   /// default constructor (this scaler makes no use of inherited member m_colFirst)
   explicit SPxLeastSqSC();
   /// copy constructor
   SPxLeastSqSC(const SPxLeastSqSC& old);
   /// assignment operator
   SPxLeastSqSC& operator=(const SPxLeastSqSC&);
   /// destructor
   virtual ~SPxLeastSqSC()
   {}
   /// clone function for polymorphism
   inline virtual SPxScaler* clone() const
   {
      return new SPxLeastSqSC(*this);
   }
   //@}

   //-------------------------------------
   /**@name Access / modification */
   //@{
   /// set real param (conjugate gradient accuracy)
   virtual void setRealParam(Real param, const char* name);
   /// set int param (maximal conjugate gradient rounds)
   virtual void setIntParam(int param, const char* name);
   //@}

   //-------------------------------------
   /**@name Scaling */
   //@{
   /// Scale the loaded SPxLP.
   virtual void scale(SPxLP& lp, bool persistent = true);


protected:
   Real acrcydivisor = 1000.0;
   int maxrounds = 20;

};
} // namespace soplex
#endif // _SPXLEASTSQSC_H_