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SPxGeometSC< R > Class Template Reference

Geometric mean row/column scaling. More...

#include <spxgeometsc.h>

Inheritance diagram for SPxGeometSC< R >:
SPxScaler< R >

Public Member Functions

Construction / destruction
 SPxGeometSC (bool equilibrate=false, int maxIters=8, R minImpr=0.85, R goodEnough=1e3)
 default constructor (this scaler makes no use of inherited members m_colFirst and m_doBoth)
 SPxGeometSC (const SPxGeometSC &old)
 copy constructor
SPxGeometSCoperator= (const SPxGeometSC &)
 assignment operator
virtual ~SPxGeometSC ()
 destructor
virtual SPxScaler< R > * clone () const override
 clone function for polymorphism
Scaling
virtual void scale (SPxLPBase< R > &lp, bool persistent=true) override
 Scale the loaded SPxLPBase<R>.
Public Member Functions inherited from SPxScaler< R >
virtual int computeScaleExp (const SVectorBase< R > &vec, const DataArray< int > &oldScaleExp) const
 compute a single scaling vector , e.g. of a newly added row
virtual void applyScaling (SPxLPBase< R > &lp)
 applies m_colscale and m_rowscale to the lp.
 SPxScaler (const char *name, bool colFirst=false, bool doBoth=true, SPxOut *spxout=nullptr)
 constructor
 SPxScaler (const SPxScaler &)
 copy constructor
SPxScaleroperator= (const SPxScaler &)
 assignment operator
virtual ~SPxScaler ()
 destructor.
virtual const char * getName () const
 get name of scaler
virtual void setOrder (bool colFirst)
 set scaling order
virtual void setBoth (bool both)
 set wether column and row scaling should be performed
virtual void setOutstream (SPxOut &newOutstream)
 set message handler
virtual void setRealParam (R param, const char *name="realparam")
 set R parameter
virtual void setIntParam (int param, const char *name="intparam")
 set int parameter
virtual void setTolerances (std::shared_ptr< Tolerances > &tolerances)
 set tolerances
const std::shared_ptr< Tolerancestolerances () const
 get the _tolerances member variable
virtual void unscale (SPxLPBase< R > &lp)
 unscale SPxLP
virtual int getColScaleExp (int i) const
 returns scaling factor for column i
virtual int getRowScaleExp (int i) const
 returns scaling factor for row i
virtual void getColUnscaled (const SPxLPBase< R > &lp, int i, DSVectorBase< R > &vec) const
 gets unscaled column i
virtual R getColMaxAbsUnscaled (const SPxLPBase< R > &lp, int i) const
 returns maximum absolute value of unscaled column i
virtual R getColMinAbsUnscaled (const SPxLPBase< R > &lp, int i) const
 returns minumum absolute value of unscaled column i
virtual R upperUnscaled (const SPxLPBase< R > &lp, int i) const
 returns unscaled upper bound i
virtual void getUpperUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
 returns unscaled upper bound vector of lp
virtual R lowerUnscaled (const SPxLPBase< R > &lp, int i) const
 returns unscaled lower bound i
virtual void getLowerUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
 gets unscaled lower bound vector
virtual R maxObjUnscaled (const SPxLPBase< R > &lp, int i) const
 returns unscaled objective function coefficient of i
virtual void getMaxObjUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
 gets unscaled objective function
virtual void getRowUnscaled (const SPxLPBase< R > &lp, int i, DSVectorBase< R > &vec) const
 returns unscaled row i
virtual R getRowMaxAbsUnscaled (const SPxLPBase< R > &lp, int i) const
 returns maximum absolute value of unscaled row i
virtual R getRowMinAbsUnscaled (const SPxLPBase< R > &lp, int i) const
 returns minimum absolute value of unscaled row i
virtual R rhsUnscaled (const SPxLPBase< R > &lp, int i) const
 returns unscaled right hand side i
virtual void getRhsUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
 gets unscaled right hand side vector
virtual R lhsUnscaled (const SPxLPBase< R > &lp, int i) const
 returns unscaled left hand side i of lp
virtual void getLhsUnscaled (const SPxLPBase< R > &lp, VectorBase< R > &vec) const
 returns unscaled left hand side vector of lp
virtual R getCoefUnscaled (const SPxLPBase< R > &lp, int row, int col) const
 returns unscaled coefficient of lp
virtual void unscalePrimal (const SPxLPBase< R > &lp, VectorBase< R > &x) const
 unscale dense primal solution vector given in x.
virtual void unscaleSlacks (const SPxLPBase< R > &lp, VectorBase< R > &s) const
 unscale dense slack vector given in s.
virtual void unscaleDual (const SPxLPBase< R > &lp, VectorBase< R > &pi) const
 unscale dense dual solution vector given in pi.
virtual void unscaleRedCost (const SPxLPBase< R > &lp, VectorBase< R > &r) const
 unscale dense reduced cost vector given in r.
virtual void unscalePrimalray (const SPxLPBase< R > &lp, VectorBase< R > &ray) const
 unscale primal ray given in ray.
virtual void unscaleDualray (const SPxLPBase< R > &lp, VectorBase< R > &ray) const
 unscale dual ray given in ray.
virtual void scaleObj (const SPxLPBase< R > &lp, VectorBase< R > &origObj) const
 apply scaling to objective function vector origObj.
virtual R scaleObj (const SPxLPBase< R > &lp, int i, R origObj) const
 returns scaled objective function coefficient origObj.
virtual R scaleElement (const SPxLPBase< R > &lp, int row, int col, R val) const
 returns scaled LP element in row and col.
virtual R scaleLower (const SPxLPBase< R > &lp, int col, R lower) const
 returns scaled lower bound of column col.
virtual R scaleUpper (const SPxLPBase< R > &lp, int col, R upper) const
 returns scaled upper bound of column col.
virtual R scaleLhs (const SPxLPBase< R > &lp, int row, R lhs) const
 returns scaled left hand side of row row.
virtual R scaleRhs (const SPxLPBase< R > &lp, int row, R rhs) const
 returns scaled right hand side of row row.
virtual R minAbsColscale () const
 absolute smallest column scaling factor
virtual R maxAbsColscale () const
 absolute biggest column scaling factor
virtual R minAbsRowscale () const
 absolute smallest row scaling factor
virtual R maxAbsRowscale () const
 absolute biggest row scaling factor
virtual R maxColRatio (const SPxLPBase< R > &lp) const
 maximum ratio between absolute biggest and smallest element in any column.
virtual R maxRowRatio (const SPxLPBase< R > &lp) const
 maximum ratio between absolute biggest and smallest element in any row.
void computeExpVec (const std::vector< R > &vec, DataArray< int > &vecExp)
 round vector entries to power of 2
virtual bool isConsistent () const
 consistency check

Protected Attributes

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

Additional Inherited Members

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

Detailed Description

template<class R>
class soplex::SPxGeometSC< R >

Geometric mean row/column scaling.

This SPxScaler implementation performs geometric mean scaling of the LPs rows and columns.

Definition at line 45 of file spxgeometsc.h.

Constructor & Destructor Documentation

◆ SPxGeometSC() [1/2]

template<class R>
SPxGeometSC ( bool equilibrate = false,
int maxIters = 8,
R minImpr = 0.85,
R goodEnough = 1e3 )
explicit

default constructor (this scaler makes no use of inherited members m_colFirst and m_doBoth)

Referenced by clone(), operator=(), and SPxGeometSC().

◆ SPxGeometSC() [2/2]

template<class R>
SPxGeometSC ( const SPxGeometSC< R > & old)

copy constructor

References SPxGeometSC().

◆ ~SPxGeometSC()

template<class R>
virtual ~SPxGeometSC ( )
virtual

destructor

Definition at line 71 of file spxgeometsc.h.

Member Function Documentation

◆ clone()

template<class R>
virtual SPxScaler< R > * clone ( ) const
overridevirtual

clone function for polymorphism

Implements SPxScaler< R >.

Definition at line 74 of file spxgeometsc.h.

References SPxGeometSC(), and SPxScaler< R >::SPxScaler().

◆ operator=()

template<class R>
SPxGeometSC & operator= ( const SPxGeometSC< R > & )

assignment operator

References SPxGeometSC().

◆ scale()

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

Scale the loaded SPxLPBase<R>.

Implements SPxScaler< R >.

Member Data Documentation

◆ m_goodEnoughRatio

template<class R>
const R m_goodEnoughRatio
protected

no scaling needed if ratio is less than this.

Definition at line 55 of file spxgeometsc.h.

◆ m_maxIterations

template<class R>
const int m_maxIterations
protected

maximum number of scaling iterations.

Definition at line 53 of file spxgeometsc.h.

◆ m_minImprovement

template<class R>
const R 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 54 of file spxgeometsc.h.

◆ postequilibration

template<class R>
const bool postequilibration
protected

equilibrate after geometric scaling?

Definition at line 52 of file spxgeometsc.h.