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Public Member Functions | List of all members
operations_research::glop::LpScalingHelper Class Reference

#include <lp_data_utils.h>

Public Member Functions

void Scale (LinearProgram *lp)
 Scale the given LP.
 
void Scale (const GlopParameters &params, LinearProgram *lp)
 
void Clear ()
 Clear all scaling coefficients.
 
Fractional ScaleVariableValue (ColIndex col, Fractional value) const
 Transforms value from unscaled domain to the scaled one.
 
Fractional ScaleReducedCost (ColIndex col, Fractional value) const
 
Fractional ScaleDualValue (RowIndex row, Fractional value) const
 
Fractional ScaleConstraintActivity (RowIndex row, Fractional value) const
 
Fractional UnscaleVariableValue (ColIndex col, Fractional value) const
 Transforms corresponding value from the scaled domain to the original one.
 
Fractional UnscaleReducedCost (ColIndex col, Fractional value) const
 
Fractional UnscaleDualValue (RowIndex row, Fractional value) const
 
Fractional UnscaleConstraintActivity (RowIndex row, Fractional value) const
 
void UnscaleUnitRowLeftSolve (ColIndex basis_col, ScatteredRow *left_inverse) const
 
void UnscaleColumnRightSolve (const RowToColMapping &basis, ColIndex col, ScatteredColumn *right_inverse) const
 Unscale a col vector v such that B.c = matrix_column_col.
 
Fractional VariableScalingFactor (ColIndex col) const
 
Fractional BoundsScalingFactor () const
 
Fractional ObjectiveScalingFactor () const
 

Detailed Description

Class to facilitate the conversion between an original "unscaled" LP problem and its scaled version. It is easy to get the direction wrong, so it make sense to have a single place where all the scaling formulas are kept.

Definition at line 52 of file lp_data_utils.h.

Member Function Documentation

◆ BoundsScalingFactor()

Fractional operations_research::glop::LpScalingHelper::BoundsScalingFactor ( ) const
inline

Visible for testing. All objective coefficients of the original LP where multiplied by this factor. Nothing else changed.

Definition at line 88 of file lp_data_utils.h.

◆ Clear()

void operations_research::glop::LpScalingHelper::Clear ( )

Clear all scaling coefficients.

Definition at line 93 of file lp_data_utils.cc.

◆ ObjectiveScalingFactor()

Fractional operations_research::glop::LpScalingHelper::ObjectiveScalingFactor ( ) const
inline

Visible for testing. All variable/constraint bounds of the original LP where multiplied by this factor. Nothing else changed.

Definition at line 92 of file lp_data_utils.h.

◆ Scale() [1/2]

void operations_research::glop::LpScalingHelper::Scale ( const GlopParameters & params,
LinearProgram * lp )

Definition at line 86 of file lp_data_utils.cc.

◆ Scale() [2/2]

void operations_research::glop::LpScalingHelper::Scale ( LinearProgram * lp)

Scale the given LP.

Definition at line 84 of file lp_data_utils.cc.

◆ ScaleConstraintActivity()

Fractional operations_research::glop::LpScalingHelper::ScaleConstraintActivity ( RowIndex row,
Fractional value ) const

The activity move with the row_scale and the bound_scaling_factor.

Definition at line 122 of file lp_data_utils.cc.

◆ ScaleDualValue()

Fractional operations_research::glop::LpScalingHelper::ScaleDualValue ( RowIndex row,
Fractional value ) const

The dual value move like the objective and the inverse of the row scale.

Definition at line 116 of file lp_data_utils.cc.

◆ ScaleReducedCost()

Fractional operations_research::glop::LpScalingHelper::ScaleReducedCost ( ColIndex col,
Fractional value ) const

The reduced cost move like the objective and the col scale.

Definition at line 110 of file lp_data_utils.cc.

◆ ScaleVariableValue()

Fractional operations_research::glop::LpScalingHelper::ScaleVariableValue ( ColIndex col,
Fractional value ) const

Transforms value from unscaled domain to the scaled one.

Definition at line 105 of file lp_data_utils.cc.

◆ UnscaleColumnRightSolve()

void operations_research::glop::LpScalingHelper::UnscaleColumnRightSolve ( const RowToColMapping & basis,
ColIndex col,
ScatteredColumn * right_inverse ) const

Unscale a col vector v such that B.c = matrix_column_col.

[RowScale * B * BColScale] * inverse = RowScale * column * ColScale. That is B * (BColScale * inverse) = column * ColScale[col].

Definition at line 171 of file lp_data_utils.cc.

◆ UnscaleConstraintActivity()

Fractional operations_research::glop::LpScalingHelper::UnscaleConstraintActivity ( RowIndex row,
Fractional value ) const

The activity move with the row_scale and the bound_scaling_factor.

Definition at line 146 of file lp_data_utils.cc.

◆ UnscaleDualValue()

Fractional operations_research::glop::LpScalingHelper::UnscaleDualValue ( RowIndex row,
Fractional value ) const

The dual value move like the objective and the inverse of the row scale.

Definition at line 140 of file lp_data_utils.cc.

◆ UnscaleReducedCost()

Fractional operations_research::glop::LpScalingHelper::UnscaleReducedCost ( ColIndex col,
Fractional value ) const

The reduced cost move like the objective and the col scale.

Definition at line 134 of file lp_data_utils.cc.

◆ UnscaleUnitRowLeftSolve()

void operations_research::glop::LpScalingHelper::UnscaleUnitRowLeftSolve ( ColIndex basis_col,
ScatteredRow * left_inverse ) const

Unscale a row vector v such that v.B = unit_row. When basis_col is the index of the Column that correspond to the unit position in matrix B.

We have left_inverse * [RowScale * B * ColScale] = unit_row.

Definition at line 152 of file lp_data_utils.cc.

◆ UnscaleVariableValue()

Fractional operations_research::glop::LpScalingHelper::UnscaleVariableValue ( ColIndex col,
Fractional value ) const

Transforms corresponding value from the scaled domain to the original one.

Just the opposite of ScaleVariableValue().

Definition at line 128 of file lp_data_utils.cc.

◆ VariableScalingFactor()

Fractional operations_research::glop::LpScalingHelper::VariableScalingFactor ( ColIndex col) const

A variable value in the original domain must be multiplied by this factor to be in the scaled domain.

During scaling a col was multiplied by ColScalingFactor() and the variable bounds divided by it.

Definition at line 99 of file lp_data_utils.cc.

The documentation for this class was generated from the following files: