/* * The MIT License (MIT) * * Copyright (c) 2017 Pantelis Sopasakis (https://alphaville.github.io), * Krina Menounou (https://www.linkedin.com/in/krinamenounou), * Panagiotis Patrinos (http://homes.esat.kuleuven.be/~ppatrino) * Copyright (c) 2012 Brendan O'Donoghue (bodonoghue85@gmail.com) * * Permission is hereby granted, free of charge, to any person obtaining a copy * of this software and associated documentation files (the "Software"), to deal * in the Software without restriction, including without limitation the rights * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell * copies of the Software, and to permit persons to whom the Software is * furnished to do so, subject to the following conditions: * * The above copyright notice and this permission notice shall be included in all * copies or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE * SOFTWARE. * */ #ifndef SCS_NORMALIZE_H_GUARD #define SCS_NORMALIZE_H_GUARD #include "scs.h" #define MIN_SCALE (1e-3) #define MAX_SCALE (1e3) void scs_normalize_bc(ScsWork *w) { scs_int i; scs_float nm, *D = w->scal->D, *E = w->scal->E, *b = w->b, *c = w->c; /* scale b */ for (i = 0; i < w->m; ++i) { b[i] /= D[i]; } nm = scs_norm(b, w->m); w->sc_b = w->scal->meanNormColA / MAX(nm, MIN_SCALE); /* scale c */ for (i = 0; i < w->n; ++i) { c[i] /= E[i]; } nm = scs_norm(c, w->n); w->sc_c = w->scal->meanNormRowA / MAX(nm, MIN_SCALE); scs_scale_array(b, w->sc_b * w->stgs->scale, w->m); scs_scale_array(c, w->sc_c * w->stgs->scale, w->n); } /* TENTATIVELY REMOVE THIS FUNCTION void scs_calculate_scaled_residuals(ScsWork *w, struct scs_residuals *r) { scs_float *D = w->scal->D; scs_float *E = w->scal->E; scs_float *u = w->u; scs_float *u_t = w->u_t; scs_float *u_prev = w->u_prev; scs_float tmp; scs_int i, n = w->n, m = w->m; r->res_pri = 0; for (i = 0; i < n; ++i) { tmp = (u[i] - u_t[i]) / (E[i] * w->sc_b); r->res_pri += tmp * tmp; } for (i = 0; i < m; ++i) { tmp = (u[i + n] - u_t[i + n]) / (D[i] * w->sc_c); r->res_pri += tmp * tmp; } tmp = u[n + m] - u_t[n + m]; r->res_pri += tmp * tmp; r->res_pri = sqrt(r->res_pri); r->res_dual = 0; for (i = 0; i < n; ++i) { tmp = (u[i] - u_prev[i]) * E[i] / w->sc_b; r->res_dual += tmp * tmp; } for (i = 0; i < m; ++i) { tmp = (u[i + n] - u_prev[i + n]) * D[i] / w->sc_c; r->res_dual += tmp * tmp; } tmp = u[n + m] - u_t[n + m]; r->res_dual += tmp * tmp; r->res_dual = sqrt(r->res_dual); } */ void scs_normalize_warm_start(ScsWork *w) { scs_int i; scs_float *D; scs_float *E; scs_float *x; scs_float *y; D = w->scal->D; E = w->scal->E; if (!w->stgs->do_super_scs) { scs_float *s; x = w->u; y = &(w->u[w->n]); s = &(w->u[w->n]); for (i = 0; i < w->m; ++i) { s[i] /= (D[i] / (w->sc_b * w->stgs->scale)); } } else { x = w->u_t; y = &(w->u_t[w->n]); } for (i = 0; i < w->n; ++i) { x[i] *= (E[i] * w->sc_b); } for (i = 0; i < w->m; ++i) { y[i] *= (D[i] * w->sc_c); } } void scs_unnormalize_sol(ScsWork *w, ScsSolution *sol) { scs_int i; scs_float *D = w->scal->D; scs_float *E = w->scal->E; for (i = 0; i < w->n; ++i) { sol->x[i] /= (E[i] * w->sc_b); } for (i = 0; i < w->m; ++i) { sol->y[i] /= (D[i] * w->sc_c); } for (i = 0; i < w->m; ++i) { sol->s[i] *= D[i] / (w->sc_b * w->stgs->scale); } } #endif