Least squares scaling. More...

#include <spxleastsqsc.h>

Inheritance diagram for SPxLeastSqSC< R >:

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

	SPxLeastSqSC (const SPxLeastSqSC &old)
	copy constructor

SPxLeastSqSC &	operator= (const SPxLeastSqSC &)
	assignment operator

virtual	~SPxLeastSqSC ()
	destructor

virtual SPxScaler< R > *	clone () const override
	clone function for polymorphism

Access / modification
virtual void	setRealParam (R param, const char *name) override
	set Real param (conjugate gradient accuracy)

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

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

SPxScaler &	operator= (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	setTolerances (std::shared_ptr< Tolerances > &tolerances)
	set tolerances

const std::shared_ptr< Tolerances >	tolerances () 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

Scaling
R	acrcydivisor = R(1000.0)

int	maxrounds = 20

virtual void	scale (SPxLPBase< R > &lp, bool persistent=true) override
	Scale the loaded SPxLP.

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

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

SPxOut *	spxout
	message handler

std::shared_ptr< Tolerances >	_tolerances
	the tolerances

Detailed Description

template<class R>
class soplex::SPxLeastSqSC< R >

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 72 of file spxlpbase.h.

Constructor & Destructor Documentation

◆ SPxLeastSqSC() [1/2]

template<class R >

SPxLeastSqSC ( )

explicit

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

Referenced by SPxLeastSqSC< R >::clone().

◆ SPxLeastSqSC() [2/2]

template<class R >

SPxLeastSqSC ( const SPxLeastSqSC< R > & old )

copy constructor

◆ ~SPxLeastSqSC()

template<class R >

virtual ~SPxLeastSqSC ( )

virtual

destructor

Definition at line 60 of file spxleastsqsc.h.

Member Function Documentation

◆ clone()

template<class R >

virtual SPxScaler< R > * clone ( ) const

overridevirtual

clone function for polymorphism

Implements SPxScaler< R >.

Definition at line 63 of file spxleastsqsc.h.

References SPxLeastSqSC< R >::SPxLeastSqSC().

◆ operator=()

template<class R >

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

assignment operator

◆ scale()

template<class R >

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

overridevirtual

Scale the loaded SPxLP.

Implements SPxScaler< R >.

◆ setIntParam()

template<class R >

virtual void setIntParam	(	int	param,
		const char *	name )

overridevirtual

set int param (maximal conjugate gradient rounds)

Reimplemented from SPxScaler< R >.

◆ setRealParam()

template<class R >

virtual void setRealParam	(	R	param,
		const char *	name )

overridevirtual

set Real param (conjugate gradient accuracy)

Reimplemented from SPxScaler< R >.

Member Data Documentation

◆ acrcydivisor

template<class R >

R acrcydivisor = R(1000.0)

private

Definition at line 86 of file spxleastsqsc.h.

◆ maxrounds

template<class R >

int maxrounds = 20

private

Definition at line 87 of file spxleastsqsc.h.

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