Update preprocess.jl to fix the slow diagonal scaling (#119)

* Update preprocess.jl * Update preprocess.jl * Update preprocess.jl Run auto-format
google-research · Nov 3, 2023 · 69dcc66 · 69dcc66
1 parent 205e0e7
commit 69dcc66
Showing 1 changed file with 2 additions and 4 deletions.
diff --git a/src/preprocess.jl b/src/preprocess.jl
@@ -561,15 +561,13 @@ function scale_problem(
   @assert all(t -> t > 0, variable_rescaling)
   problem.objective_vector ./= variable_rescaling
   problem.objective_matrix =
-    Diagonal(1 ./ variable_rescaling) *
-    problem.objective_matrix *
+    (Diagonal(1 ./ variable_rescaling) * problem.objective_matrix) *
     Diagonal(1 ./ variable_rescaling)
   problem.variable_upper_bound .*= variable_rescaling
   problem.variable_lower_bound .*= variable_rescaling
   problem.right_hand_side ./= constraint_rescaling
   problem.constraint_matrix =
-    Diagonal(1 ./ constraint_rescaling) *
-    problem.constraint_matrix *
+    (Diagonal(1 ./ constraint_rescaling) * problem.constraint_matrix) *
     Diagonal(1 ./ variable_rescaling)
   return
 end