81 lines
2 KiB
C++
81 lines
2 KiB
C++
/*
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Copyright (c) 2013 Microsoft Corporation. All rights reserved.
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Released under Apache 2.0 license as described in the file LICENSE.
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Author: Lev Nachmanson
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*/
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#pragma once
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#include <vector>
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#include <math.h>
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#include <algorithm>
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#include <stdio.h> /* printf, fopen */
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#include <stdlib.h> /* exit, EXIT_FAILURE */
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#include "util/numerics/double.h"
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#include "util/lp/static_matrix.h"
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namespace lean {
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// for scaling an LP
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template <typename T, typename X>
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class scaler {
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std::vector<X> & m_b; // right side
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static_matrix<T, X> &m_A; // the constraint matrix
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const T & m_scaling_minimum;
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const T & m_scaling_maximum;
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std::vector<T>& m_column_scale;
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lp_settings & m_settings;
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public:
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// constructor
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scaler(std::vector<X> & b, static_matrix<T, X> &A, const T & scaling_minimum, const T & scaling_maximum, std::vector<T> & column_scale,
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lp_settings & settings):
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m_b(b),
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m_A(A),
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m_scaling_minimum(scaling_minimum),
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m_scaling_maximum(scaling_maximum),
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m_column_scale(column_scale),
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m_settings(settings) {
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lean_assert(m_column_scale.size() == 0);
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m_column_scale.resize(m_A.column_count(), numeric_traits<T>::one());
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}
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T right_side_balance();
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T get_balance() { return m_A.get_balance(); }
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T A_min() const;
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T A_max() const;
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T get_A_ratio() const;
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T get_max_ratio_on_rows() const;
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T get_max_ratio_on_columns() const;
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void scale_rows_with_geometric_mean();
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void scale_columns_with_geometric_mean();
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void scale_once_for_ratio();
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bool scale_with_ratio();
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void bring_row_maximums_to_one();
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void bring_column_maximums_to_one();
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void bring_rows_and_columns_maximums_to_one();
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bool scale_with_log_balance();
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// Returns true if and only if the scaling was successful.
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// It is the caller responsibility to restore the matrix
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bool scale();
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void scale_rows();
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void scale_row(unsigned i);
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void scale_column(unsigned i);
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void scale_columns();
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};
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}
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