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>

Public Member Functions
virtual int	computeScaleExp (const SVectorBase< R > &vec, const DataArray< int > &oldScaleExp) const
	compute a single scaling vector , e.g. of a newly added row More...

virtual void	applyScaling (SPxLPBase< R > &lp)
	applies m_colscale and m_rowscale to the `lp`. More...

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...

virtual void	setRealParam (R param, const char *name="realparam")
	set R parameter More...

virtual void	setIntParam (int param, const char *name="intparam")
	set int parameter More...

Scaling
virtual void	scale (SPxLPBase< R > &lp, bool persistent=true)=0
	scale SPxLP. More...

virtual void	unscale (SPxLPBase< R > &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< R > &lp, int i, DSVectorBase< R > &vec) const
	gets unscaled column `i` More...

virtual R	getColMaxAbsUnscaled (const SPxLPBase< R > &lp, int i) const
	returns maximum absolute value of unscaled column `i` More...

virtual R	getColMinAbsUnscaled (const SPxLPBase< R > &lp, int i) const
	returns minumum absolute value of unscaled column `i` More...

virtual R	upperUnscaled (const SPxLPBase< R > &lp, int i) const
	returns unscaled upper bound `i` More...

virtual void	getUpperUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
	returns unscaled upper bound vector of `lp` More...

virtual R	lowerUnscaled (const SPxLPBase< R > &lp, int i) const
	returns unscaled lower bound `i` More...

virtual void	getLowerUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
	gets unscaled lower bound vector More...

virtual R	maxObjUnscaled (const SPxLPBase< R > &lp, int i) const
	returns unscaled objective function coefficient of `i` More...

virtual void	getMaxObjUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
	gets unscaled objective function More...

virtual void	getRowUnscaled (const SPxLPBase< R > &lp, int i, DSVectorBase< R > &vec) const
	returns unscaled row `i` More...

virtual R	getRowMaxAbsUnscaled (const SPxLPBase< R > &lp, int i) const
	returns maximum absolute value of unscaled row `i` More...

virtual R	getRowMinAbsUnscaled (const SPxLPBase< R > &lp, int i) const
	returns minimum absolute value of unscaled row `i` More...

virtual R	rhsUnscaled (const SPxLPBase< R > &lp, int i) const
	returns unscaled right hand side `i` More...

virtual void	getRhsUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
	gets unscaled right hand side vector More...

virtual R	lhsUnscaled (const SPxLPBase< R > &lp, int i) const
	returns unscaled left hand side `i` of `lp` More...

virtual void	getLhsUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
	returns unscaled left hand side vector of `lp` More...

virtual R	getCoefUnscaled (const SPxLPBase< R > &lp, int row, int col) const
	returns unscaled coefficient of `lp` More...

virtual void	unscalePrimal (const SPxLPBase< R > &lp, VectorBase< R > &x) const
	unscale dense primal solution vector given in `x`. More...

virtual void	unscaleSlacks (const SPxLPBase< R > &lp, VectorBase< R > &s) const
	unscale dense slack vector given in `s`. More...

virtual void	unscaleDual (const SPxLPBase< R > &lp, VectorBase< R > &pi) const
	unscale dense dual solution vector given in `pi`. More...

virtual void	unscaleRedCost (const SPxLPBase< R > &lp, VectorBase< R > &r) const
	unscale dense reduced cost vector given in `r`. More...

virtual void	unscalePrimalray (const SPxLPBase< R > &lp, VectorBase< R > &ray) const
	unscale primal ray given in `ray`. More...

virtual void	unscaleDualray (const SPxLPBase< R > &lp, VectorBase< R > &ray) const
	unscale dual ray given in `ray`. More...

virtual void	scaleObj (const SPxLPBase< R > &lp, VectorBase< R > &origObj) const
	apply scaling to objective function vector `origObj`. More...

virtual R	scaleObj (const SPxLPBase< R > &lp, int i, R origObj) const
	returns scaled objective function coefficient `origObj`. More...

virtual R	scaleElement (const SPxLPBase< R > &lp, int row, int col, R val) const
	returns scaled LP element in `row` and `col`. More...

virtual R	scaleLower (const SPxLPBase< R > &lp, int col, R lower) const
	returns scaled lower bound of column `col`. More...

virtual R	scaleUpper (const SPxLPBase< R > &lp, int col, R upper) const
	returns scaled upper bound of column `col`. More...

virtual R	scaleLhs (const SPxLPBase< R > &lp, int row, R lhs) const
	returns scaled left hand side of row `row`. More...

virtual R	scaleRhs (const SPxLPBase< R > &lp, int row, R rhs) const
	returns scaled right hand side of row `row`. More...

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

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

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

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

virtual R	maxColRatio (const SPxLPBase< R > &lp) const
	maximum ratio between absolute biggest and smallest element in any column. More...

virtual R	maxRowRatio (const SPxLPBase< R > &lp) const
	maximum ratio between absolute biggest and smallest element in any row. More...

void	computeExpVec (const std::vector< R > &vec, DataArray< int > &vecExp)
	round vector entries to power of 2 More...

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

Protected Member Functions
Protected helpers
virtual void	setup (SPxLPBase< R > &lp)
	clear and setup scaling arrays in the LP More...

Protected Attributes
Data
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...

Friends
template<class T >
std::ostream &	operator<< (std::ostream &s, const SPxScaler< T > &sc)

Detailed Description

template<class R>
class soplex::SPxScaler< R >

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().

Mathematically, the scaling of a constraint matrix A can be written as \( A' = R A C \), with \( R \) and \( C \), being diagonal matrices corresponding to the row and column scale factors, respectively. Besides the constraints matrix, also the upper and lower bounds of both columns and rows need to be scaled.

Note that by default scaling is performed both before and after presolving and the former scaling factors are retained during branch-and-bound (persistent scaling). However, while within SoPlex the scaled problem is used, data accessed through the soplex.cpp interface is provided w.r.t. the original problem (i.e., in unscaled form). For instance, consider a scaled constraints matrix A' that is extended by artificial slack variables to the matrix (A',I). A basis \( B' = [(A',I)P]_{[1:m][1:m] }\) (with P being a permutation matrix) for the scaled problem corresponds to the basis \( B = R^{-1} [(A',I)P]_{[1:m][1:m]} [P^{T} \tilde{C}^{-1} P]_{[1:m][1:m] } \). In this equation, \( \tilde{C} \) is of the form

\[ \begin{array}{cc} C & 0 \\ O & R^{-1} \end{array} \]

Note that in SoPlex only scaling factors \( 2^k, k \in \mathbb{Z} \) are used.

Definition at line 77 of file spxscaler.h.

Constructor & Destructor Documentation

◆ SPxScaler() [1/2]

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

explicit

constructor

◆ SPxScaler() [2/2]

SPxScaler ( const SPxScaler< R > & )

copy constructor

◆ ~SPxScaler()

virtual ~SPxScaler ( )

virtual

destructor.

Member Function Documentation

◆ applyScaling()

virtual void applyScaling ( SPxLPBase< R > & lp )

virtual

applies m_colscale and m_rowscale to the lp.

◆ clone()

virtual SPxScaler* clone ( ) const

pure virtual

clone function for polymorphism

Implemented in SPxGeometSC< R >, SPxEquiliSC< R >, and SPxLeastSqSC< R >.

◆ computeExpVec()

void computeExpVec	(	const std::vector< R > &	vec,
		DataArray< int > &	vecExp
	)

round vector entries to power of 2

Referenced by SPxScaler< R >::setOutstream().

◆ computeScaleExp()

virtual int computeScaleExp	(	const SVectorBase< R > &	vec,
		const DataArray< int > &	oldScaleExp
	)		const

virtual

compute a single scaling vector , e.g. of a newly added row

◆ getCoefUnscaled()

virtual R getCoefUnscaled	(	const SPxLPBase< R > &	lp,
		int	row,
		int	col
	)		const

virtual

returns unscaled coefficient of lp

Referenced by SPxScaler< R >::setOutstream().

◆ getColMaxAbsUnscaled()

virtual R getColMaxAbsUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns maximum absolute value of unscaled column i

Referenced by SPxScaler< R >::setOutstream().

◆ getColMinAbsUnscaled()

virtual R getColMinAbsUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns minumum absolute value of unscaled column i

Referenced by SPxScaler< R >::setOutstream().

◆ getColScaleExp()

virtual int getColScaleExp ( int i ) const

virtual

returns scaling factor for column i

Referenced by SPxScaler< R >::setOutstream().

◆ getColUnscaled()

virtual void getColUnscaled	(	const SPxLPBase< R > &	lp,
		int	i,
		DSVectorBase< R > &	vec
	)		const

virtual

gets unscaled column i

Referenced by SPxScaler< R >::setOutstream().

◆ getLhsUnscaled()

virtual void getLhsUnscaled	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	vec
	)		const

virtual

returns unscaled left hand side vector of lp

Referenced by SPxScaler< R >::setOutstream().

◆ getLowerUnscaled()

virtual void getLowerUnscaled	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	vec
	)		const

virtual

gets unscaled lower bound vector

Referenced by SPxScaler< R >::setOutstream().

◆ getMaxObjUnscaled()

virtual void getMaxObjUnscaled	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	vec
	)		const

virtual

gets unscaled objective function

Referenced by SPxScaler< R >::setOutstream().

◆ getName()

virtual const char* getName ( ) const

virtual

get name of scaler

◆ getRhsUnscaled()

virtual void getRhsUnscaled	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	vec
	)		const

virtual

gets unscaled right hand side vector

Referenced by SPxScaler< R >::setOutstream().

◆ getRowMaxAbsUnscaled()

virtual R getRowMaxAbsUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns maximum absolute value of unscaled row i

Referenced by SPxScaler< R >::setOutstream().

◆ getRowMinAbsUnscaled()

virtual R getRowMinAbsUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns minimum absolute value of unscaled row i

Referenced by SPxScaler< R >::setOutstream().

◆ getRowScaleExp()

virtual int getRowScaleExp ( int i ) const

virtual

returns scaling factor for row i

Referenced by SPxScaler< R >::setOutstream().

◆ getRowUnscaled()

virtual void getRowUnscaled	(	const SPxLPBase< R > &	lp,
		int	i,
		DSVectorBase< R > &	vec
	)		const

virtual

returns unscaled row i

Referenced by SPxScaler< R >::setOutstream().

◆ getUpperUnscaled()

virtual void getUpperUnscaled	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	vec
	)		const

virtual

returns unscaled upper bound vector of lp

Referenced by SPxScaler< R >::setOutstream().

◆ isConsistent()

virtual bool isConsistent ( ) const

virtual

consistency check

Referenced by SPxScaler< R >::setOutstream().

◆ lhsUnscaled()

virtual R lhsUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns unscaled left hand side i of lp

Referenced by SPxScaler< R >::setOutstream().

◆ lowerUnscaled()

virtual R lowerUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns unscaled lower bound i

Referenced by SPxScaler< R >::setOutstream().

◆ maxAbsColscale()

virtual R maxAbsColscale ( ) const

virtual

absolute biggest column scaling factor

Referenced by SPxScaler< R >::setOutstream().

◆ maxAbsRowscale()

virtual R maxAbsRowscale ( ) const

virtual

absolute biggest row scaling factor

Referenced by SPxScaler< R >::setOutstream().

◆ maxColRatio()

virtual R maxColRatio ( const SPxLPBase< R > & lp ) const

virtual

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

Referenced by SPxScaler< R >::setOutstream().

◆ maxObjUnscaled()

virtual R maxObjUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns unscaled objective function coefficient of i

Referenced by SPxScaler< R >::setOutstream().

◆ maxRowRatio()

virtual R maxRowRatio ( const SPxLPBase< R > & lp ) const

virtual

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

Referenced by SPxScaler< R >::setOutstream().

◆ minAbsColscale()

virtual R minAbsColscale ( ) const

virtual

absolute smallest column scaling factor

Referenced by SPxScaler< R >::setOutstream().

◆ minAbsRowscale()

virtual R minAbsRowscale ( ) const

virtual

absolute smallest row scaling factor

Referenced by SPxScaler< R >::setOutstream().

◆ operator=()

SPxScaler& operator= ( const SPxScaler< R > & )

assignment operator

◆ rhsUnscaled()

virtual R rhsUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns unscaled right hand side i

Referenced by SPxScaler< R >::setOutstream().

◆ scale()

virtual void scale	(	SPxLPBase< R > &	lp,
		bool	persistent = `true`
	)

pure virtual

scale SPxLP.

Implemented in SPxGeometSC< R >, SPxEquiliSC< R >, and SPxLeastSqSC< R >.

Referenced by SPxScaler< R >::setOutstream().

◆ scaleElement()

virtual R scaleElement	(	const SPxLPBase< R > &	lp,
		int	row,
		int	col,
		R	val
	)		const

virtual

returns scaled LP element in row and col.

Referenced by SPxScaler< R >::setOutstream().

◆ scaleLhs()

virtual R scaleLhs	(	const SPxLPBase< R > &	lp,
		int	row,
		R	lhs
	)		const

virtual

returns scaled left hand side of row row.

Referenced by SPxScaler< R >::setOutstream().

◆ scaleLower()

virtual R scaleLower	(	const SPxLPBase< R > &	lp,
		int	col,
		R	lower
	)		const

virtual

returns scaled lower bound of column col.

Referenced by SPxScaler< R >::setOutstream().

◆ scaleObj() [1/2]

virtual void scaleObj	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	origObj
	)		const

virtual

apply scaling to objective function vector origObj.

Referenced by SPxScaler< R >::setOutstream().

◆ scaleObj() [2/2]

virtual R scaleObj	(	const SPxLPBase< R > &	lp,
		int	i,
		R	origObj
	)		const

virtual

returns scaled objective function coefficient origObj.

◆ scaleRhs()

virtual R scaleRhs	(	const SPxLPBase< R > &	lp,
		int	row,
		R	rhs
	)		const

virtual

returns scaled right hand side of row row.

Referenced by SPxScaler< R >::setOutstream().

◆ scaleUpper()

virtual R scaleUpper	(	const SPxLPBase< R > &	lp,
		int	col,
		R	upper
	)		const

virtual

returns scaled upper bound of column col.

Referenced by SPxScaler< R >::setOutstream().

◆ setBoth()

virtual void setBoth ( bool both )

virtual

set wether column and row scaling should be performed

◆ setIntParam()

virtual void setIntParam	(	int	param,
		const char *	name = `"intparam"`
	)

virtual

set int parameter

Reimplemented in SPxLeastSqSC< R >.

Referenced by SPxScaler< R >::setOutstream().

◆ setOrder()

virtual void setOrder ( bool colFirst )

virtual

set scaling order

◆ setOutstream()

virtual void setOutstream ( SPxOut & newOutstream )

virtual

set message handler

Definition at line 141 of file spxscaler.h.

◆ setRealParam()

virtual void setRealParam	(	R	param,
		const char *	name = `"realparam"`
	)

virtual

set R parameter

Reimplemented in SPxLeastSqSC< R >.

Referenced by SPxScaler< R >::setOutstream().

◆ setup()

virtual void setup ( SPxLPBase< R > & lp )

protectedvirtual

clear and setup scaling arrays in the LP

◆ unscale()

virtual void unscale ( SPxLPBase< R > & lp )

virtual

unscale SPxLP

Referenced by SPxScaler< R >::setOutstream().

◆ unscaleDual()

virtual void unscaleDual	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	pi
	)		const

virtual

unscale dense dual solution vector given in pi.

Referenced by SPxScaler< R >::setOutstream().

◆ unscaleDualray()

virtual void unscaleDualray	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	ray
	)		const

virtual

unscale dual ray given in ray.

Referenced by SPxScaler< R >::setOutstream().

◆ unscalePrimal()

virtual void unscalePrimal	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	x
	)		const

virtual

unscale dense primal solution vector given in x.

Referenced by SPxScaler< R >::setOutstream().

◆ unscalePrimalray()

virtual void unscalePrimalray	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	ray
	)		const

virtual

unscale primal ray given in ray.

Referenced by SPxScaler< R >::setOutstream().

◆ unscaleRedCost()

virtual void unscaleRedCost	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	r
	)		const

virtual

unscale dense reduced cost vector given in r.

Referenced by SPxScaler< R >::setOutstream().

◆ unscaleSlacks()

virtual void unscaleSlacks	(	const SPxLPBase< R > &	lp,
		VectorBase< R > &	s
	)		const

virtual

unscale dense slack vector given in s.

Referenced by SPxScaler< R >::setOutstream().

◆ upperUnscaled()

virtual R upperUnscaled	(	const SPxLPBase< R > &	lp,
		int	i
	)		const

virtual

returns unscaled upper bound i

Referenced by SPxScaler< R >::setOutstream().

Friends And Related Function Documentation

◆ operator<<

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

friend

Member Data Documentation

◆ m_activeColscaleExp

DataArray< int >* m_activeColscaleExp

protected

pointer to currently active column scaling factors

Definition at line 85 of file spxscaler.h.

◆ m_activeRowscaleExp

DataArray< int >* m_activeRowscaleExp

protected

pointer to currently active row scaling factors

Definition at line 86 of file spxscaler.h.

◆ m_colFirst

bool m_colFirst

protected

do column scaling first

Definition at line 87 of file spxscaler.h.

◆ m_doBoth

bool m_doBoth

protected

do columns and rows

Definition at line 88 of file spxscaler.h.

◆ m_name

const char* m_name

protected

Name of the scaler.

Definition at line 84 of file spxscaler.h.

◆ spxout

SPxOut* spxout

protected

message handler

Definition at line 89 of file spxscaler.h.

SoPlex

Public Member Functions

Protected Member Functions

Protected Attributes

Friends

Detailed Description

template<class R> class soplex::SPxScaler< R >

Constructor & Destructor Documentation

◆ SPxScaler() [1/2]

◆ SPxScaler() [2/2]

◆ ~SPxScaler()

Member Function Documentation

◆ applyScaling()

◆ clone()

◆ computeExpVec()

◆ computeScaleExp()

◆ getCoefUnscaled()

◆ getColMaxAbsUnscaled()

◆ getColMinAbsUnscaled()

◆ getColScaleExp()

◆ getColUnscaled()

◆ getLhsUnscaled()

◆ getLowerUnscaled()

◆ getMaxObjUnscaled()

◆ getName()

◆ getRhsUnscaled()

◆ getRowMaxAbsUnscaled()

◆ getRowMinAbsUnscaled()

◆ getRowScaleExp()

◆ getRowUnscaled()

◆ getUpperUnscaled()

◆ isConsistent()

◆ lhsUnscaled()

◆ lowerUnscaled()

◆ maxAbsColscale()

◆ maxAbsRowscale()

◆ maxColRatio()

◆ maxObjUnscaled()

◆ maxRowRatio()

◆ minAbsColscale()

◆ minAbsRowscale()

◆ operator=()

◆ rhsUnscaled()

◆ scale()

◆ scaleElement()

◆ scaleLhs()

◆ scaleLower()

◆ scaleObj() [1/2]

◆ scaleObj() [2/2]

◆ scaleRhs()

◆ scaleUpper()

◆ setBoth()

◆ setIntParam()

◆ setOrder()

◆ setOutstream()

◆ setRealParam()

◆ setup()

◆ unscale()

◆ unscaleDual()

◆ unscaleDualray()

◆ unscalePrimal()

◆ unscalePrimalray()

◆ unscaleRedCost()

◆ unscaleSlacks()

◆ upperUnscaled()

Friends And Related Function Documentation

◆ operator<<

Member Data Documentation

◆ m_activeColscaleExp

◆ m_activeRowscaleExp

◆ m_colFirst

◆ m_doBoth

◆ m_name

◆ spxout

template<class R>
class soplex::SPxScaler< R >