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< a href = "initial__basis_8cc.html" > Go to the documentation of this file.< / a > < div class = "fragment" > < div class = "line" > < a id = "l00001" name = "l00001" > < / a > < span class = "lineno" > 1< / span > < span class = "comment" > // Copyright 2010-2021 Google LLC< / span > < / div >
< div class = "line" > < a id = "l00002" name = "l00002" > < / a > < span class = "lineno" > 2< / span > < span class = "comment" > // Licensed under the Apache License, Version 2.0 (the " License" );< / span > < / div >
< div class = "line" > < a id = "l00003" name = "l00003" > < / a > < span class = "lineno" > 3< / span > < span class = "comment" > // you may not use this file except in compliance with the License.< / span > < / div >
< div class = "line" > < a id = "l00004" name = "l00004" > < / a > < span class = "lineno" > 4< / span > < span class = "comment" > // You may obtain a copy of the License at< / span > < / div >
< div class = "line" > < a id = "l00005" name = "l00005" > < / a > < span class = "lineno" > 5< / span > < span class = "comment" > //< / span > < / div >
< div class = "line" > < a id = "l00006" name = "l00006" > < / a > < span class = "lineno" > 6< / span > < span class = "comment" > // http://www.apache.org/licenses/LICENSE-2.0< / span > < / div >
< div class = "line" > < a id = "l00007" name = "l00007" > < / a > < span class = "lineno" > 7< / span > < span class = "comment" > //< / span > < / div >
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< div class = "line" > < a id = "l00010" name = "l00010" > < / a > < span class = "lineno" > 10< / span > < span class = "comment" > // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.< / span > < / div >
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< div class = "line" > < a id = "l00014" name = "l00014" > < / a > < span class = "lineno" > 14< / span > < span class = "preprocessor" > #include " < a class = "code" href = "initial__basis_8h.html" > ortools/glop/initial_basis.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00015" name = "l00015" > < / a > < span class = "lineno" > 15< / span > < / div >
< div class = "line" > < a id = "l00016" name = "l00016" > < / a > < span class = "lineno" > 16< / span > < span class = "preprocessor" > #include < queue> < / span > < / div >
< div class = "line" > < a id = "l00017" name = "l00017" > < / a > < span class = "lineno" > 17< / span > < / div >
< div class = "line" > < a id = "l00018" name = "l00018" > < / a > < span class = "lineno" > 18< / span > < span class = "preprocessor" > #include " < a class = "code" href = "markowitz_8h.html" > ortools/glop/markowitz.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00019" name = "l00019" > < / a > < span class = "lineno" > 19< / span > < span class = "preprocessor" > #include " < a class = "code" href = "lp__data_2lp__utils_8h.html" > ortools/lp_data/lp_utils.h< / a > " < / span > < / div >
< div class = "line" > < a id = "l00020" name = "l00020" > < / a > < span class = "lineno" > 20< / span > < / div >
< div class = "line" > < a id = "l00021" name = "l00021" > < / a > < span class = "lineno" > 21< / span > < span class = "keyword" > namespace < / span > < a class = "code hl_namespace" href = "namespaceoperations__research.html" > operations_research< / a > {< / div >
< div class = "line" > < a id = "l00022" name = "l00022" > < / a > < span class = "lineno" > 22< / span > < span class = "keyword" > namespace < / span > glop {< / div >
< div class = "line" > < a id = "l00023" name = "l00023" > < / a > < span class = "lineno" > 23< / span > < / div >
< div class = "line" > < a id = "l00024" name = "l00024" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a438d4b4af9e16ef2e33252a47d2cbdcc" > 24< / a > < / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a438d4b4af9e16ef2e33252a47d2cbdcc" > InitialBasis::InitialBasis< / a > (< span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html" > CompactSparseMatrix< / a > & compact_matrix,< / div >
< div class = "line" > < a id = "l00025" name = "l00025" > < / a > < span class = "lineno" > 25< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & objective,< / div >
< div class = "line" > < a id = "l00026" name = "l00026" > < / a > < span class = "lineno" > 26< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & < a class = "code hl_variable" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > ,< / div >
< div class = "line" > < a id = "l00027" name = "l00027" > < / a > < span class = "lineno" > 27< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & < a class = "code hl_variable" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ,< / div >
< div class = "line" > < a id = "l00028" name = "l00028" > < / a > < span class = "lineno" > 28< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > VariableTypeRow< / a > & variable_type)< / div >
< div class = "line" > < a id = "l00029" name = "l00029" > < / a > < span class = "lineno" > 29< / span > : max_scaled_abs_cost_(0.0),< / div >
< div class = "line" > < a id = "l00030" name = "l00030" > < / a > < span class = "lineno" > 30< / span > bixby_column_comparator_(*this),< / div >
< div class = "line" > < a id = "l00031" name = "l00031" > < / a > < span class = "lineno" > 31< / span > triangular_column_comparator_(*this),< / div >
< div class = "line" > < a id = "l00032" name = "l00032" > < / a > < span class = "lineno" > 32< / span > compact_matrix_(compact_matrix),< / div >
< div class = "line" > < a id = "l00033" name = "l00033" > < / a > < span class = "lineno" > 33< / span > < a class = "code hl_variable" href = "search_8cc.html#a9c6d2505b571d11bc113813060f465a3" > objective_< / a > (objective),< / div >
< div class = "line" > < a id = "l00034" name = "l00034" > < / a > < span class = "lineno" > 34< / span > lower_bound_(< a class = "code hl_variable" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > ),< / div >
< div class = "line" > < a id = "l00035" name = "l00035" > < / a > < span class = "lineno" > 35< / span > upper_bound_(< a class = "code hl_variable" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ),< / div >
< div class = "line" > < a id = "l00036" name = "l00036" > < / a > < span class = "lineno" > 36< / span > variable_type_(variable_type) {}< / div >
< div class = "line" > < a id = "l00037" name = "l00037" > < / a > < span class = "lineno" > 37< / span > < / div >
< div class = "line" > < a id = "l00038" name = "l00038" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a5131899a6d009ae005c0ed3bdc610bc2" > 38< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a5131899a6d009ae005c0ed3bdc610bc2" > InitialBasis::CompleteBixbyBasis< / a > (ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00039" name = "l00039" > < / a > < span class = "lineno" > 39< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00040" name = "l00040" > < / a > < span class = "lineno" > 40< / span > < span class = "comment" > // Initialize can_be_replaced (' I' in Bixby' s paper) and has_zero_coefficient< / span > < / div >
< div class = "line" > < a id = "l00041" name = "l00041" > < / a > < span class = "lineno" > 41< / span > < span class = "comment" > // (' r' in Bixby' s paper).< / span > < / div >
< div class = "line" > < a id = "l00042" name = "l00042" > < / a > < span class = "lineno" > 42< / span > < span class = "keyword" > const< / span > RowIndex num_rows = compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00043" name = "l00043" > < / a > < span class = "lineno" > 43< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseBooleanColumn< / a > can_be_replaced(num_rows, < span class = "keyword" > false< / span > );< / div >
< div class = "line" > < a id = "l00044" name = "l00044" > < / a > < span class = "lineno" > 44< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseBooleanColumn< / a > has_zero_coefficient(num_rows, < span class = "keyword" > false< / span > );< / div >
< div class = "line" > < a id = "l00045" name = "l00045" > < / a > < span class = "lineno" > 45< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_rows, basis-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a id = "l00046" name = "l00046" > < / a > < span class = "lineno" > 46< / span > basis-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_rows, < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > );< / div >
< div class = "line" > < a id = "l00047" name = "l00047" > < / a > < span class = "lineno" > 47< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a id = "l00048" name = "l00048" > < / a > < span class = "lineno" > 48< / span > < span class = "keywordflow" > if< / span > ((*basis)[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] == < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ) {< / div >
< div class = "line" > < a id = "l00049" name = "l00049" > < / a > < span class = "lineno" > 49< / span > can_be_replaced[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00050" name = "l00050" > < / a > < span class = "lineno" > 50< / span > has_zero_coefficient[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00051" name = "l00051" > < / a > < span class = "lineno" > 51< / span > }< / div >
< div class = "line" > < a id = "l00052" name = "l00052" > < / a > < span class = "lineno" > 52< / span > }< / div >
< div class = "line" > < a id = "l00053" name = "l00053" > < / a > < span class = "lineno" > 53< / span > < / div >
< div class = "line" > < a id = "l00054" name = "l00054" > < / a > < span class = "lineno" > 54< / span > < span class = "comment" > // This is ' v' in Bixby' s paper.< / span > < / div >
< div class = "line" > < a id = "l00055" name = "l00055" > < / a > < span class = "lineno" > 55< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > scaled_diagonal_abs(compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > (), < a class = "code hl_variable" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > );< / div >
< div class = "line" > < a id = "l00056" name = "l00056" > < / a > < span class = "lineno" > 56< / span > < / div >
< div class = "line" > < a id = "l00057" name = "l00057" > < / a > < span class = "lineno" > 57< / span > < span class = "comment" > // Compute a list of candidate indices and sort them using the heuristic< / span > < / div >
< div class = "line" > < a id = "l00058" name = "l00058" > < / a > < span class = "lineno" > 58< / span > < span class = "comment" > // described in Bixby' s paper.< / span > < / div >
< div class = "line" > < a id = "l00059" name = "l00059" > < / a > < span class = "lineno" > 59< / span > std::vector< ColIndex> candidates;< / div >
< div class = "line" > < a id = "l00060" name = "l00060" > < / a > < span class = "lineno" > 60< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#aed74a869cec0e008dc81b453176426f6" > ComputeCandidates< / a > (num_cols, & candidates);< / div >
< div class = "line" > < a id = "l00061" name = "l00061" > < / a > < span class = "lineno" > 61< / span > < / div >
< div class = "line" > < a id = "l00062" name = "l00062" > < / a > < span class = "lineno" > 62< / span > < span class = "comment" > // Loop over the candidate columns, and add them to the basis if the< / span > < / div >
< div class = "line" > < a id = "l00063" name = "l00063" > < / a > < span class = "lineno" > 63< / span > < span class = "comment" > // heuristics are satisfied.< / span > < / div >
< div class = "line" > < a id = "l00064" name = "l00064" > < / a > < span class = "lineno" > 64< / span > < span class = "keywordflow" > for< / span > (< span class = "keywordtype" > int< / span > i = 0; i < candidates.size(); ++i) {< / div >
< div class = "line" > < a id = "l00065" name = "l00065" > < / a > < span class = "lineno" > 65< / span > < span class = "keywordtype" > bool< / span > enter_basis = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00066" name = "l00066" > < / a > < span class = "lineno" > 66< / span > < span class = "keyword" > const< / span > ColIndex candidate_col_index = candidates[i];< / div >
< div class = "line" > < a id = "l00067" name = "l00067" > < / a > < span class = "lineno" > 67< / span > < span class = "keyword" > const< / span > < span class = "keyword" > auto< / span > & candidate_col = compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > column< / a > (candidate_col_index);< / div >
< div class = "line" > < a id = "l00068" name = "l00068" > < / a > < span class = "lineno" > 68< / span > < / div >
< div class = "line" > < a id = "l00069" name = "l00069" > < / a > < span class = "lineno" > 69< / span > < span class = "comment" > // Bixby' s heuristic only works with scaled columns. This should be the< / span > < / div >
< div class = "line" > < a id = "l00070" name = "l00070" > < / a > < span class = "lineno" > 70< / span > < span class = "comment" > // case by default since we only use this when the matrix is scaled, but< / span > < / div >
< div class = "line" > < a id = "l00071" name = "l00071" > < / a > < span class = "lineno" > 71< / span > < span class = "comment" > // it is not the case for our tests... The overhead for computing the< / span > < / div >
< div class = "line" > < a id = "l00072" name = "l00072" > < / a > < span class = "lineno" > 72< / span > < span class = "comment" > // infinity norm for each column should be minimal.< / span > < / div >
< div class = "line" > < a id = "l00073" name = "l00073" > < / a > < span class = "lineno" > 73< / span > < span class = "keywordflow" > if< / span > (< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb" > InfinityNorm< / a > (candidate_col) != 1.0) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00074" name = "l00074" > < / a > < span class = "lineno" > 74< / span > < / div >
< div class = "line" > < a id = "l00075" name = "l00075" > < / a > < span class = "lineno" > 75< / span > RowIndex candidate_row;< / div >
< div class = "line" > < a id = "l00076" name = "l00076" > < / a > < span class = "lineno" > 76< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > candidate_coeff = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#ad8019bac1bde0ead6ff32980cd5bff52" > RestrictedInfinityNorm< / a > (< / div >
< div class = "line" > < a id = "l00077" name = "l00077" > < / a > < span class = "lineno" > 77< / span > candidate_col, has_zero_coefficient, & candidate_row);< / div >
< div class = "line" > < a id = "l00078" name = "l00078" > < / a > < span class = "lineno" > 78< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kBixbyHighThreshold = 0.99;< / div >
< div class = "line" > < a id = "l00079" name = "l00079" > < / a > < span class = "lineno" > 79< / span > < span class = "keywordflow" > if< / span > (candidate_coeff > kBixbyHighThreshold) {< / div >
< div class = "line" > < a id = "l00080" name = "l00080" > < / a > < span class = "lineno" > 80< / span > enter_basis = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00081" name = "l00081" > < / a > < span class = "lineno" > 81< / span > } < span class = "keywordflow" > else< / span > < span class = "keywordflow" > if< / span > (< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a9a9b90bb0105347953a41ae1d6f4dce3" > IsDominated< / a > (candidate_col, scaled_diagonal_abs)) {< / div >
< div class = "line" > < a id = "l00082" name = "l00082" > < / a > < span class = "lineno" > 82< / span > candidate_coeff = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#ad8019bac1bde0ead6ff32980cd5bff52" > RestrictedInfinityNorm< / a > (candidate_col, can_be_replaced,< / div >
< div class = "line" > < a id = "l00083" name = "l00083" > < / a > < span class = "lineno" > 83< / span > & candidate_row);< / div >
< div class = "line" > < a id = "l00084" name = "l00084" > < / a > < span class = "lineno" > 84< / span > < span class = "keywordflow" > if< / span > (candidate_coeff != 0.0) {< / div >
< div class = "line" > < a id = "l00085" name = "l00085" > < / a > < span class = "lineno" > 85< / span > enter_basis = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00086" name = "l00086" > < / a > < span class = "lineno" > 86< / span > }< / div >
< div class = "line" > < a id = "l00087" name = "l00087" > < / a > < span class = "lineno" > 87< / span > }< / div >
< div class = "line" > < a id = "l00088" name = "l00088" > < / a > < span class = "lineno" > 88< / span > < / div >
< div class = "line" > < a id = "l00089" name = "l00089" > < / a > < span class = "lineno" > 89< / span > < span class = "keywordflow" > if< / span > (enter_basis) {< / div >
< div class = "line" > < a id = "l00090" name = "l00090" > < / a > < span class = "lineno" > 90< / span > can_be_replaced[candidate_row] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00091" name = "l00091" > < / a > < span class = "lineno" > 91< / span > < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a82b6c13b99cf0a0c7c92f4f1e44eda29" > SetSupportToFalse< / a > (candidate_col, & has_zero_coefficient);< / div >
< div class = "line" > < a id = "l00092" name = "l00092" > < / a > < span class = "lineno" > 92< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kBixbyLowThreshold = 0.01;< / div >
< div class = "line" > < a id = "l00093" name = "l00093" > < / a > < span class = "lineno" > 93< / span > scaled_diagonal_abs[candidate_row] =< / div >
< div class = "line" > < a id = "l00094" name = "l00094" > < / a > < span class = "lineno" > 94< / span > kBixbyLowThreshold * std::abs(candidate_coeff);< / div >
< div class = "line" > < a id = "l00095" name = "l00095" > < / a > < span class = "lineno" > 95< / span > (*basis)[candidate_row] = candidate_col_index;< / div >
< div class = "line" > < a id = "l00096" name = "l00096" > < / a > < span class = "lineno" > 96< / span > }< / div >
< div class = "line" > < a id = "l00097" name = "l00097" > < / a > < span class = "lineno" > 97< / span > }< / div >
< div class = "line" > < a id = "l00098" name = "l00098" > < / a > < span class = "lineno" > 98< / span > }< / div >
< div class = "line" > < a id = "l00099" name = "l00099" > < / a > < span class = "lineno" > 99< / span > < / div >
< div class = "line" > < a id = "l00100" name = "l00100" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a7cba4815d55cf1ab1e2f9258dae8b3b2" > 100< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a7cba4815d55cf1ab1e2f9258dae8b3b2" > InitialBasis::GetPrimalMarosBasis< / a > (ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00101" name = "l00101" > < / a > < span class = "lineno" > 101< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00102" name = "l00102" > < / a > < span class = "lineno" > 102< / span > < span class = "keywordflow" > return< / span > GetMarosBasis< false> (num_cols, basis);< / div >
< div class = "line" > < a id = "l00103" name = "l00103" > < / a > < span class = "lineno" > 103< / span > }< / div >
< div class = "line" > < a id = "l00104" name = "l00104" > < / a > < span class = "lineno" > 104< / span > < / div >
< div class = "line" > < a id = "l00105" name = "l00105" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a76876ba077b64a095c15770aea40d6c9" > 105< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a76876ba077b64a095c15770aea40d6c9" > InitialBasis::GetDualMarosBasis< / a > (ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00106" name = "l00106" > < / a > < span class = "lineno" > 106< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00107" name = "l00107" > < / a > < span class = "lineno" > 107< / span > < span class = "keywordflow" > return< / span > GetMarosBasis< true> (num_cols, basis);< / div >
< div class = "line" > < a id = "l00108" name = "l00108" > < / a > < span class = "lineno" > 108< / span > }< / div >
< div class = "line" > < a id = "l00109" name = "l00109" > < / a > < span class = "lineno" > 109< / span > < / div >
< div class = "line" > < a id = "l00110" name = "l00110" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a32936088b1bad8c16018509688635b92" > 110< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a32936088b1bad8c16018509688635b92" > InitialBasis::CompleteTriangularPrimalBasis< / a > (ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00111" name = "l00111" > < / a > < span class = "lineno" > 111< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00112" name = "l00112" > < / a > < span class = "lineno" > 112< / span > < span class = "keywordflow" > return< / span > CompleteTriangularBasis< false> (num_cols, basis);< / div >
< div class = "line" > < a id = "l00113" name = "l00113" > < / a > < span class = "lineno" > 113< / span > }< / div >
< div class = "line" > < a id = "l00114" name = "l00114" > < / a > < span class = "lineno" > 114< / span > < / div >
< div class = "line" > < a id = "l00115" name = "l00115" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a3d28502c22b7bcc6a65a04a97aee3ac5" > 115< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#a3d28502c22b7bcc6a65a04a97aee3ac5" > InitialBasis::CompleteTriangularDualBasis< / a > (ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00116" name = "l00116" > < / a > < span class = "lineno" > 116< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00117" name = "l00117" > < / a > < span class = "lineno" > 117< / span > < span class = "keywordflow" > return< / span > CompleteTriangularBasis< true> (num_cols, basis);< / div >
< div class = "line" > < a id = "l00118" name = "l00118" > < / a > < span class = "lineno" > 118< / span > }< / div >
< div class = "line" > < a id = "l00119" name = "l00119" > < / a > < span class = "lineno" > 119< / span > < / div >
< div class = "line" > < a id = "l00120" name = "l00120" > < / a > < span class = "lineno" > 120< / span > < span class = "keyword" > template< / span > < < span class = "keywordtype" > bool< / span > only_allow_zero_cost_column> < / div >
< div class = "line" > < a id = "l00121" name = "l00121" > < / a > < span class = "lineno" > 121< / span > < span class = "keywordtype" > void< / span > InitialBasis::CompleteTriangularBasis(ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00122" name = "l00122" > < / a > < span class = "lineno" > 122< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00123" name = "l00123" > < / a > < span class = "lineno" > 123< / span > < span class = "comment" > // Initialize can_be_replaced.< / span > < / div >
< div class = "line" > < a id = "l00124" name = "l00124" > < / a > < span class = "lineno" > 124< / span > < span class = "keyword" > const< / span > RowIndex num_rows = compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00125" name = "l00125" > < / a > < span class = "lineno" > 125< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseBooleanColumn< / a > can_be_replaced(num_rows, < span class = "keyword" > false< / span > );< / div >
< div class = "line" > < a id = "l00126" name = "l00126" > < / a > < span class = "lineno" > 126< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_rows, basis-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a id = "l00127" name = "l00127" > < / a > < span class = "lineno" > 127< / span > basis-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_rows, < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > );< / div >
< div class = "line" > < a id = "l00128" name = "l00128" > < / a > < span class = "lineno" > 128< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a id = "l00129" name = "l00129" > < / a > < span class = "lineno" > 129< / span > < span class = "keywordflow" > if< / span > ((*basis)[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] == < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ) {< / div >
< div class = "line" > < a id = "l00130" name = "l00130" > < / a > < span class = "lineno" > 130< / span > can_be_replaced[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00131" name = "l00131" > < / a > < span class = "lineno" > 131< / span > }< / div >
< div class = "line" > < a id = "l00132" name = "l00132" > < / a > < span class = "lineno" > 132< / span > }< / div >
< div class = "line" > < a id = "l00133" name = "l00133" > < / a > < span class = "lineno" > 133< / span > < / div >
< div class = "line" > < a id = "l00134" name = "l00134" > < / a > < span class = "lineno" > 134< / span > < span class = "comment" > // Initialize the residual non-zero pattern for the rows that can be replaced.< / span > < / div >
< div class = "line" > < a id = "l00135" name = "l00135" > < / a > < span class = "lineno" > 135< / span > MatrixNonZeroPattern residual_pattern;< / div >
< div class = "line" > < a id = "l00136" name = "l00136" > < / a > < span class = "lineno" > 136< / span > residual_pattern.Reset(num_rows, num_cols);< / div >
< div class = "line" > < a id = "l00137" name = "l00137" > < / a > < span class = "lineno" > 137< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00138" name = "l00138" > < / a > < span class = "lineno" > 138< / span > < span class = "keywordflow" > if< / span > (only_allow_zero_cost_column & & objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] != 0.0) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00139" name = "l00139" > < / a > < span class = "lineno" > 139< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00140" name = "l00140" > < / a > < span class = "lineno" > 140< / span > < span class = "keywordflow" > if< / span > (can_be_replaced[e.row()]) {< / div >
< div class = "line" > < a id = "l00141" name = "l00141" > < / a > < span class = "lineno" > 141< / span > residual_pattern.AddEntry(e.row(), < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00142" name = "l00142" > < / a > < span class = "lineno" > 142< / span > }< / div >
< div class = "line" > < a id = "l00143" name = "l00143" > < / a > < span class = "lineno" > 143< / span > }< / div >
< div class = "line" > < a id = "l00144" name = "l00144" > < / a > < span class = "lineno" > 144< / span > }< / div >
< div class = "line" > < a id = "l00145" name = "l00145" > < / a > < span class = "lineno" > 145< / span > < / div >
< div class = "line" > < a id = "l00146" name = "l00146" > < / a > < span class = "lineno" > 146< / span > < span class = "comment" > // Initialize a priority queue of residual singleton columns.< / span > < / div >
< div class = "line" > < a id = "l00147" name = "l00147" > < / a > < span class = "lineno" > 147< / span > < span class = "comment" > // Also compute max_scaled_abs_cost_ for GetColumnPenalty().< / span > < / div >
< div class = "line" > < a id = "l00148" name = "l00148" > < / a > < span class = "lineno" > 148< / span > std::vector< ColIndex> residual_singleton_column;< / div >
< div class = "line" > < a id = "l00149" name = "l00149" > < / a > < span class = "lineno" > 149< / span > max_scaled_abs_cost_ = 0.0;< / div >
< div class = "line" > < a id = "l00150" name = "l00150" > < / a > < span class = "lineno" > 150< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00151" name = "l00151" > < / a > < span class = "lineno" > 151< / span > max_scaled_abs_cost_ =< / div >
< div class = "line" > < a id = "l00152" name = "l00152" > < / a > < span class = "lineno" > 152< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_scaled_abs_cost_, std::abs(objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]));< / div >
< div class = "line" > < a id = "l00153" name = "l00153" > < / a > < span class = "lineno" > 153< / span > < span class = "keywordflow" > if< / span > (residual_pattern.ColDegree(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) == 1) {< / div >
< div class = "line" > < a id = "l00154" name = "l00154" > < / a > < span class = "lineno" > 154< / span > residual_singleton_column.push_back(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00155" name = "l00155" > < / a > < span class = "lineno" > 155< / span > }< / div >
< div class = "line" > < a id = "l00156" name = "l00156" > < / a > < span class = "lineno" > 156< / span > }< / div >
< div class = "line" > < a id = "l00157" name = "l00157" > < / a > < span class = "lineno" > 157< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kBixbyWeight = 1000.0;< / div >
< div class = "line" > < a id = "l00158" name = "l00158" > < / a > < span class = "lineno" > 158< / span > max_scaled_abs_cost_ =< / div >
< div class = "line" > < a id = "l00159" name = "l00159" > < / a > < span class = "lineno" > 159< / span > (max_scaled_abs_cost_ == 0.0) ? 1.0 : kBixbyWeight * max_scaled_abs_cost_;< / div >
< div class = "line" > < a id = "l00160" name = "l00160" > < / a > < span class = "lineno" > 160< / span > std::priority_queue< ColIndex, std::vector< ColIndex> ,< / div >
< div class = "line" > < a id = "l00161" name = "l00161" > < / a > < span class = "lineno" > 161< / span > InitialBasis::TriangularColumnComparator> < / div >
< div class = "line" > < a id = "l00162" name = "l00162" > < / a > < span class = "lineno" > 162< / span > queue(residual_singleton_column.begin(), residual_singleton_column.end(),< / div >
< div class = "line" > < a id = "l00163" name = "l00163" > < / a > < span class = "lineno" > 163< / span > triangular_column_comparator_);< / div >
< div class = "line" > < a id = "l00164" name = "l00164" > < / a > < span class = "lineno" > 164< / span > < / div >
< div class = "line" > < a id = "l00165" name = "l00165" > < / a > < span class = "lineno" > 165< / span > < span class = "comment" > // Process the residual singleton columns by priority and add them to the< / span > < / div >
< div class = "line" > < a id = "l00166" name = "l00166" > < / a > < span class = "lineno" > 166< / span > < span class = "comment" > // basis if their " diagonal" coefficient is not too small.< / span > < / div >
< div class = "line" > < a id = "l00167" name = "l00167" > < / a > < span class = "lineno" > 167< / span > < span class = "keywordflow" > while< / span > (!queue.empty()) {< / div >
< div class = "line" > < a id = "l00168" name = "l00168" > < / a > < span class = "lineno" > 168< / span > < span class = "keyword" > const< / span > ColIndex candidate = queue.top();< / div >
< div class = "line" > < a id = "l00169" name = "l00169" > < / a > < span class = "lineno" > 169< / span > queue.pop();< / div >
< div class = "line" > < a id = "l00170" name = "l00170" > < / a > < span class = "lineno" > 170< / span > < span class = "keywordflow" > if< / span > (residual_pattern.ColDegree(candidate) != 1) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00171" name = "l00171" > < / a > < span class = "lineno" > 171< / span > < / div >
< div class = "line" > < a id = "l00172" name = "l00172" > < / a > < span class = "lineno" > 172< / span > < span class = "comment" > // Find the position of the singleton and compute the infinity norm of< / span > < / div >
< div class = "line" > < a id = "l00173" name = "l00173" > < / a > < span class = "lineno" > 173< / span > < span class = "comment" > // the column (note that this is always 1.0 if the problem was scaled).< / span > < / div >
< div class = "line" > < a id = "l00174" name = "l00174" > < / a > < span class = "lineno" > 174< / span > RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015" > kInvalidRow< / a > );< / div >
< div class = "line" > < a id = "l00175" name = "l00175" > < / a > < span class = "lineno" > 175< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > coeff = 0.0;< / div >
< div class = "line" > < a id = "l00176" name = "l00176" > < / a > < span class = "lineno" > 176< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_magnitude = 0.0;< / div >
< div class = "line" > < a id = "l00177" name = "l00177" > < / a > < span class = "lineno" > 177< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > column< / a > (candidate)) {< / div >
< div class = "line" > < a id = "l00178" name = "l00178" > < / a > < span class = "lineno" > 178< / span > max_magnitude = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_magnitude, std::abs(e.coefficient()));< / div >
< div class = "line" > < a id = "l00179" name = "l00179" > < / a > < span class = "lineno" > 179< / span > < span class = "keywordflow" > if< / span > (can_be_replaced[e.row()]) {< / div >
< div class = "line" > < a id = "l00180" name = "l00180" > < / a > < span class = "lineno" > 180< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > = e.row();< / div >
< div class = "line" > < a id = "l00181" name = "l00181" > < / a > < span class = "lineno" > 181< / span > coeff = e.coefficient();< / div >
< div class = "line" > < a id = "l00182" name = "l00182" > < / a > < span class = "lineno" > 182< / span > < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00183" name = "l00183" > < / a > < span class = "lineno" > 183< / span > }< / div >
< div class = "line" > < a id = "l00184" name = "l00184" > < / a > < span class = "lineno" > 184< / span > }< / div >
< div class = "line" > < a id = "l00185" name = "l00185" > < / a > < span class = "lineno" > 185< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kStabilityThreshold = 0.01;< / div >
< div class = "line" > < a id = "l00186" name = "l00186" > < / a > < span class = "lineno" > 186< / span > < span class = "keywordflow" > if< / span > (std::abs(coeff) < kStabilityThreshold * max_magnitude) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00187" name = "l00187" > < / a > < span class = "lineno" > 187< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015" > kInvalidRow< / a > , < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > );< / div >
< div class = "line" > < a id = "l00188" name = "l00188" > < / a > < span class = "lineno" > 188< / span > < / div >
< div class = "line" > < a id = "l00189" name = "l00189" > < / a > < span class = "lineno" > 189< / span > < span class = "comment" > // Use this candidate column in the basis.< / span > < / div >
< div class = "line" > < a id = "l00190" name = "l00190" > < / a > < span class = "lineno" > 190< / span > (*basis)[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = candidate;< / div >
< div class = "line" > < a id = "l00191" name = "l00191" > < / a > < span class = "lineno" > 191< / span > can_be_replaced[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00192" name = "l00192" > < / a > < span class = "lineno" > 192< / span > residual_pattern.DeleteRowAndColumn(< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , candidate);< / div >
< div class = "line" > < a id = "l00193" name = "l00193" > < / a > < span class = "lineno" > 193< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : residual_pattern.RowNonZero(< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > )) {< / div >
< div class = "line" > < a id = "l00194" name = "l00194" > < / a > < span class = "lineno" > 194< / span > < span class = "keywordflow" > if< / span > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > == candidate) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00195" name = "l00195" > < / a > < span class = "lineno" > 195< / span > residual_pattern.DecreaseColDegree(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00196" name = "l00196" > < / a > < span class = "lineno" > 196< / span > < span class = "keywordflow" > if< / span > (residual_pattern.ColDegree(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) == 1) {< / div >
< div class = "line" > < a id = "l00197" name = "l00197" > < / a > < span class = "lineno" > 197< / span > queue.push(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00198" name = "l00198" > < / a > < span class = "lineno" > 198< / span > }< / div >
< div class = "line" > < a id = "l00199" name = "l00199" > < / a > < span class = "lineno" > 199< / span > }< / div >
< div class = "line" > < a id = "l00200" name = "l00200" > < / a > < span class = "lineno" > 200< / span > }< / div >
< div class = "line" > < a id = "l00201" name = "l00201" > < / a > < span class = "lineno" > 201< / span > }< / div >
< div class = "line" > < a id = "l00202" name = "l00202" > < / a > < span class = "lineno" > 202< / span > < / div >
< div class = "line" > < a id = "l00203" name = "l00203" > < / a > < span class = "lineno" > 203< / span > < span class = "keywordtype" > int< / span > InitialBasis::GetMarosPriority(ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00204" name = "l00204" > < / a > < span class = "lineno" > 204< / span > < span class = "comment" > // Priority values for columns as defined in Maros' s book.< / span > < / div >
< div class = "line" > < a id = "l00205" name = "l00205" > < / a > < span class = "lineno" > 205< / span > < span class = "keywordflow" > switch< / span > (variable_type_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a id = "l00206" name = "l00206" > < / a > < span class = "lineno" > 206< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1" > VariableType::UNCONSTRAINED< / a > :< / div >
< div class = "line" > < a id = "l00207" name = "l00207" > < / a > < span class = "lineno" > 207< / span > < span class = "keywordflow" > return< / span > 3;< / div >
< div class = "line" > < a id = "l00208" name = "l00208" > < / a > < span class = "lineno" > 208< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872" > VariableType::LOWER_BOUNDED< / a > :< / div >
< div class = "line" > < a id = "l00209" name = "l00209" > < / a > < span class = "lineno" > 209< / span > < span class = "keywordflow" > return< / span > 2;< / div >
< div class = "line" > < a id = "l00210" name = "l00210" > < / a > < span class = "lineno" > 210< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1" > VariableType::UPPER_BOUNDED< / a > :< / div >
< div class = "line" > < a id = "l00211" name = "l00211" > < / a > < span class = "lineno" > 211< / span > < span class = "keywordflow" > return< / span > 2;< / div >
< div class = "line" > < a id = "l00212" name = "l00212" > < / a > < span class = "lineno" > 212< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f" > VariableType::UPPER_AND_LOWER_BOUNDED< / a > :< / div >
< div class = "line" > < a id = "l00213" name = "l00213" > < / a > < span class = "lineno" > 213< / span > < span class = "keywordflow" > return< / span > 1;< / div >
< div class = "line" > < a id = "l00214" name = "l00214" > < / a > < span class = "lineno" > 214< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103" > VariableType::FIXED_VARIABLE< / a > :< / div >
< div class = "line" > < a id = "l00215" name = "l00215" > < / a > < span class = "lineno" > 215< / span > < span class = "keywordflow" > return< / span > 0;< / div >
< div class = "line" > < a id = "l00216" name = "l00216" > < / a > < span class = "lineno" > 216< / span > }< / div >
< div class = "line" > < a id = "l00217" name = "l00217" > < / a > < span class = "lineno" > 217< / span > }< / div >
< div class = "line" > < a id = "l00218" name = "l00218" > < / a > < span class = "lineno" > 218< / span > < / div >
< div class = "line" > < a id = "l00219" name = "l00219" > < / a > < span class = "lineno" > 219< / span > < span class = "keywordtype" > int< / span > InitialBasis::GetMarosPriority(RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00220" name = "l00220" > < / a > < span class = "lineno" > 220< / span > < span class = "comment" > // Priority values for rows are equal to< / span > < / div >
< div class = "line" > < a id = "l00221" name = "l00221" > < / a > < span class = "lineno" > 221< / span > < span class = "comment" > // 3 - row priority values as defined in Maros' s book< / span > < / div >
< div class = "line" > < a id = "l00222" name = "l00222" > < / a > < span class = "lineno" > 222< / span > ColIndex slack_index(< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) + compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > () -< / div >
< div class = "line" > < a id = "l00223" name = "l00223" > < / a > < span class = "lineno" > 223< / span > < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ()));< / div >
< div class = "line" > < a id = "l00224" name = "l00224" > < / a > < span class = "lineno" > 224< / span > < / div >
< div class = "line" > < a id = "l00225" name = "l00225" > < / a > < span class = "lineno" > 225< / span > < span class = "keywordflow" > return< / span > GetMarosPriority(slack_index);< / div >
< div class = "line" > < a id = "l00226" name = "l00226" > < / a > < span class = "lineno" > 226< / span > }< / div >
< div class = "line" > < a id = "l00227" name = "l00227" > < / a > < span class = "lineno" > 227< / span > < / div >
< div class = "line" > < a id = "l00228" name = "l00228" > < / a > < span class = "lineno" > 228< / span > < span class = "keyword" > template< / span > < < span class = "keywordtype" > bool< / span > only_allow_zero_cost_column> < / div >
< div class = "line" > < a id = "l00229" name = "l00229" > < / a > < span class = "lineno" > 229< / span > < span class = "keywordtype" > void< / span > InitialBasis::GetMarosBasis(ColIndex num_cols, < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803" > RowToColMapping< / a > * basis) {< / div >
< div class = "line" > < a id = "l00230" name = "l00230" > < / a > < span class = "lineno" > 230< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Starting Maros crash procedure." < / span > ;< / div >
< div class = "line" > < a id = "l00231" name = "l00231" > < / a > < span class = "lineno" > 231< / span > < / div >
< div class = "line" > < a id = "l00232" name = "l00232" > < / a > < span class = "lineno" > 232< / span > < span class = "comment" > // Initialize basis to the all-slack basis.< / span > < / div >
< div class = "line" > < a id = "l00233" name = "l00233" > < / a > < span class = "lineno" > 233< / span > < span class = "keyword" > const< / span > RowIndex num_rows = compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > num_rows< / a > ();< / div >
< div class = "line" > < a id = "l00234" name = "l00234" > < / a > < span class = "lineno" > 234< / span > < span class = "keyword" > const< / span > ColIndex first_slack = num_cols - < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (num_rows);< / div >
< div class = "line" > < a id = "l00235" name = "l00235" > < / a > < span class = "lineno" > 235< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_rows, basis-> size());< / div >
< div class = "line" > < a id = "l00236" name = "l00236" > < / a > < span class = "lineno" > 236< / span > basis-> resize(num_rows);< / div >
< div class = "line" > < a id = "l00237" name = "l00237" > < / a > < span class = "lineno" > 237< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ++) {< / div >
< div class = "line" > < a id = "l00238" name = "l00238" > < / a > < span class = "lineno" > 238< / span > (*basis)[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = first_slack + < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > );< / div >
< div class = "line" > < a id = "l00239" name = "l00239" > < / a > < span class = "lineno" > 239< / span > }< / div >
< div class = "line" > < a id = "l00240" name = "l00240" > < / a > < span class = "lineno" > 240< / span > < / div >
< div class = "line" > < a id = "l00241" name = "l00241" > < / a > < span class = "lineno" > 241< / span > < span class = "comment" > // Initialize the set of available rows and columns.< / span > < / div >
< div class = "line" > < a id = "l00242" name = "l00242" > < / a > < span class = "lineno" > 242< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#ac053cc327ce11b0008e2030fcdc467f9" > DenseBooleanRow< / a > available(num_cols, < span class = "keyword" > true< / span > );< / div >
< div class = "line" > < a id = "l00243" name = "l00243" > < / a > < span class = "lineno" > 243< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < first_slack; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00244" name = "l00244" > < / a > < span class = "lineno" > 244< / span > < span class = "keywordflow" > if< / span > (variable_type_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] == < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103" > VariableType::FIXED_VARIABLE< / a > ||< / div >
< div class = "line" > < a id = "l00245" name = "l00245" > < / a > < span class = "lineno" > 245< / span > (only_allow_zero_cost_column & & objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] != 0.0)) {< / div >
< div class = "line" > < a id = "l00246" name = "l00246" > < / a > < span class = "lineno" > 246< / span > available[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00247" name = "l00247" > < / a > < span class = "lineno" > 247< / span > }< / div >
< div class = "line" > < a id = "l00248" name = "l00248" > < / a > < span class = "lineno" > 248< / span > }< / div >
< div class = "line" > < a id = "l00249" name = "l00249" > < / a > < span class = "lineno" > 249< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > = first_slack; < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00250" name = "l00250" > < / a > < span class = "lineno" > 250< / span > < span class = "keywordflow" > if< / span > (variable_type_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] == < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1" > VariableType::UNCONSTRAINED< / a > ) {< / div >
< div class = "line" > < a id = "l00251" name = "l00251" > < / a > < span class = "lineno" > 251< / span > available[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00252" name = "l00252" > < / a > < span class = "lineno" > 252< / span > }< / div >
< div class = "line" > < a id = "l00253" name = "l00253" > < / a > < span class = "lineno" > 253< / span > }< / div >
< div class = "line" > < a id = "l00254" name = "l00254" > < / a > < span class = "lineno" > 254< / span > < / div >
< div class = "line" > < a id = "l00255" name = "l00255" > < / a > < span class = "lineno" > 255< / span > < span class = "comment" > // Initialize the residual non-zero pattern for the active part of the matrix.< / span > < / div >
< div class = "line" > < a id = "l00256" name = "l00256" > < / a > < span class = "lineno" > 256< / span > MatrixNonZeroPattern residual_pattern;< / div >
< div class = "line" > < a id = "l00257" name = "l00257" > < / a > < span class = "lineno" > 257< / span > residual_pattern.Reset(num_rows, num_cols);< / div >
< div class = "line" > < a id = "l00258" name = "l00258" > < / a > < span class = "lineno" > 258< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < first_slack; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00259" name = "l00259" > < / a > < span class = "lineno" > 259< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00260" name = "l00260" > < / a > < span class = "lineno" > 260< / span > < span class = "keywordflow" > if< / span > (available[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (e.row())] & & available[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a id = "l00261" name = "l00261" > < / a > < span class = "lineno" > 261< / span > residual_pattern.AddEntry(e.row(), < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00262" name = "l00262" > < / a > < span class = "lineno" > 262< / span > }< / div >
< div class = "line" > < a id = "l00263" name = "l00263" > < / a > < span class = "lineno" > 263< / span > }< / div >
< div class = "line" > < a id = "l00264" name = "l00264" > < / a > < span class = "lineno" > 264< / span > }< / div >
< div class = "line" > < a id = "l00265" name = "l00265" > < / a > < span class = "lineno" > 265< / span > < / div >
< div class = "line" > < a id = "l00266" name = "l00266" > < / a > < span class = "lineno" > 266< / span > < span class = "comment" > // Go over residual pattern and mark rows as unavailable.< / span > < / div >
< div class = "line" > < a id = "l00267" name = "l00267" > < / a > < span class = "lineno" > 267< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ++) {< / div >
< div class = "line" > < a id = "l00268" name = "l00268" > < / a > < span class = "lineno" > 268< / span > < span class = "keywordflow" > if< / span > (residual_pattern.RowDegree(< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) == 0) {< / div >
< div class = "line" > < a id = "l00269" name = "l00269" > < / a > < span class = "lineno" > 269< / span > available[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) + first_slack] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00270" name = "l00270" > < / a > < span class = "lineno" > 270< / span > }< / div >
< div class = "line" > < a id = "l00271" name = "l00271" > < / a > < span class = "lineno" > 271< / span > }< / div >
< div class = "line" > < a id = "l00272" name = "l00272" > < / a > < span class = "lineno" > 272< / span > < / div >
< div class = "line" > < a id = "l00273" name = "l00273" > < / a > < span class = "lineno" > 273< / span > < span class = "keywordflow" > for< / span > (;;) {< / div >
< div class = "line" > < a id = "l00274" name = "l00274" > < / a > < span class = "lineno" > 274< / span > < span class = "comment" > // Make row selection by the Row Priority Function (RPF) from Maros' s< / span > < / div >
< div class = "line" > < a id = "l00275" name = "l00275" > < / a > < span class = "lineno" > 275< / span > < span class = "comment" > // book.< / span > < / div >
< div class = "line" > < a id = "l00276" name = "l00276" > < / a > < span class = "lineno" > 276< / span > < span class = "keywordtype" > int< / span > max_row_priority_function = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > std::numeric_limits< int> ::min< / a > ();< / div >
< div class = "line" > < a id = "l00277" name = "l00277" > < / a > < span class = "lineno" > 277< / span > RowIndex max_rpf_row = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015" > kInvalidRow< / a > ;< / div >
< div class = "line" > < a id = "l00278" name = "l00278" > < / a > < span class = "lineno" > 278< / span > < span class = "keywordflow" > for< / span > (RowIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ++) {< / div >
< div class = "line" > < a id = "l00279" name = "l00279" > < / a > < span class = "lineno" > 279< / span > < span class = "keywordflow" > if< / span > (available[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) + first_slack]) {< / div >
< div class = "line" > < a id = "l00280" name = "l00280" > < / a > < span class = "lineno" > 280< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > rpf =< / div >
< div class = "line" > < a id = "l00281" name = "l00281" > < / a > < span class = "lineno" > 281< / span > 10 * (3 - GetMarosPriority(< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > )) - residual_pattern.RowDegree(< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > );< / div >
< div class = "line" > < a id = "l00282" name = "l00282" > < / a > < span class = "lineno" > 282< / span > < span class = "keywordflow" > if< / span > (rpf > max_row_priority_function) {< / div >
< div class = "line" > < a id = "l00283" name = "l00283" > < / a > < span class = "lineno" > 283< / span > max_row_priority_function = rpf;< / div >
< div class = "line" > < a id = "l00284" name = "l00284" > < / a > < span class = "lineno" > 284< / span > max_rpf_row = < a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ;< / div >
< div class = "line" > < a id = "l00285" name = "l00285" > < / a > < span class = "lineno" > 285< / span > }< / div >
< div class = "line" > < a id = "l00286" name = "l00286" > < / a > < span class = "lineno" > 286< / span > }< / div >
< div class = "line" > < a id = "l00287" name = "l00287" > < / a > < span class = "lineno" > 287< / span > }< / div >
< div class = "line" > < a id = "l00288" name = "l00288" > < / a > < span class = "lineno" > 288< / span > < span class = "keywordflow" > if< / span > (max_rpf_row == < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015" > kInvalidRow< / a > ) < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00289" name = "l00289" > < / a > < span class = "lineno" > 289< / span > < / div >
< div class = "line" > < a id = "l00290" name = "l00290" > < / a > < span class = "lineno" > 290< / span > < span class = "comment" > // Trace row for nonzero entries and pick one with best Column Priority< / span > < / div >
< div class = "line" > < a id = "l00291" name = "l00291" > < / a > < span class = "lineno" > 291< / span > < span class = "comment" > // Function (cpf).< / span > < / div >
< div class = "line" > < a id = "l00292" name = "l00292" > < / a > < span class = "lineno" > 292< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kStabilityThreshold = 1e-3;< / div >
< div class = "line" > < a id = "l00293" name = "l00293" > < / a > < span class = "lineno" > 293< / span > ColIndex max_cpf_col(< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > );< / div >
< div class = "line" > < a id = "l00294" name = "l00294" > < / a > < span class = "lineno" > 294< / span > < span class = "keywordtype" > int< / span > max_col_priority_function(< a class = "code hl_variable" href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > std::numeric_limits< int> ::min< / a > ());< / div >
< div class = "line" > < a id = "l00295" name = "l00295" > < / a > < span class = "lineno" > 295< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > pivot_absolute_value = 0.0;< / div >
< div class = "line" > < a id = "l00296" name = "l00296" > < / a > < span class = "lineno" > 296< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : residual_pattern.RowNonZero(max_rpf_row)) {< / div >
< div class = "line" > < a id = "l00297" name = "l00297" > < / a > < span class = "lineno" > 297< / span > < span class = "keywordflow" > if< / span > (!available[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00298" name = "l00298" > < / a > < span class = "lineno" > 298< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > cpf =< / div >
< div class = "line" > < a id = "l00299" name = "l00299" > < / a > < span class = "lineno" > 299< / span > 10 * GetMarosPriority(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) - residual_pattern.ColDegree(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00300" name = "l00300" > < / a > < span class = "lineno" > 300< / span > < span class = "keywordflow" > if< / span > (cpf > max_col_priority_function) {< / div >
< div class = "line" > < a id = "l00301" name = "l00301" > < / a > < span class = "lineno" > 301< / span > < span class = "comment" > // Make sure that the pivotal entry is not too small in magnitude.< / span > < / div >
< div class = "line" > < a id = "l00302" name = "l00302" > < / a > < span class = "lineno" > 302< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_magnitude = 0;< / div >
< div class = "line" > < a id = "l00303" name = "l00303" > < / a > < span class = "lineno" > 303< / span > pivot_absolute_value = 0.0;< / div >
< div class = "line" > < a id = "l00304" name = "l00304" > < / a > < span class = "lineno" > 304< / span > < span class = "keyword" > const< / span > < span class = "keyword" > auto< / span > & column_values = compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00305" name = "l00305" > < / a > < span class = "lineno" > 305< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > SparseColumn::Entry< / a > e : column_values) {< / div >
< div class = "line" > < a id = "l00306" name = "l00306" > < / a > < span class = "lineno" > 306< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > absolute_value = std::fabs(e.coefficient());< / div >
< div class = "line" > < a id = "l00307" name = "l00307" > < / a > < span class = "lineno" > 307< / span > < span class = "keywordflow" > if< / span > (e.row() == max_rpf_row) pivot_absolute_value = absolute_value;< / div >
< div class = "line" > < a id = "l00308" name = "l00308" > < / a > < span class = "lineno" > 308< / span > max_magnitude = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_magnitude, absolute_value);< / div >
< div class = "line" > < a id = "l00309" name = "l00309" > < / a > < span class = "lineno" > 309< / span > }< / div >
< div class = "line" > < a id = "l00310" name = "l00310" > < / a > < span class = "lineno" > 310< / span > < span class = "keywordflow" > if< / span > (pivot_absolute_value > = kStabilityThreshold * max_magnitude) {< / div >
< div class = "line" > < a id = "l00311" name = "l00311" > < / a > < span class = "lineno" > 311< / span > max_col_priority_function = cpf;< / div >
< div class = "line" > < a id = "l00312" name = "l00312" > < / a > < span class = "lineno" > 312< / span > max_cpf_col = < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ;< / div >
< div class = "line" > < a id = "l00313" name = "l00313" > < / a > < span class = "lineno" > 313< / span > }< / div >
< div class = "line" > < a id = "l00314" name = "l00314" > < / a > < span class = "lineno" > 314< / span > }< / div >
< div class = "line" > < a id = "l00315" name = "l00315" > < / a > < span class = "lineno" > 315< / span > }< / div >
< div class = "line" > < a id = "l00316" name = "l00316" > < / a > < span class = "lineno" > 316< / span > < / div >
< div class = "line" > < a id = "l00317" name = "l00317" > < / a > < span class = "lineno" > 317< / span > < span class = "keywordflow" > if< / span > (max_cpf_col == < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ) {< / div >
< div class = "line" > < a id = "l00318" name = "l00318" > < / a > < span class = "lineno" > 318< / span > available[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (max_rpf_row) + first_slack] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00319" name = "l00319" > < / a > < span class = "lineno" > 319< / span > < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00320" name = "l00320" > < / a > < span class = "lineno" > 320< / span > }< / div >
< div class = "line" > < a id = "l00321" name = "l00321" > < / a > < span class = "lineno" > 321< / span > < / div >
< div class = "line" > < a id = "l00322" name = "l00322" > < / a > < span class = "lineno" > 322< / span > < span class = "comment" > // Ensure that the row leaving the basis has a lower priority than the< / span > < / div >
< div class = "line" > < a id = "l00323" name = "l00323" > < / a > < span class = "lineno" > 323< / span > < span class = "comment" > // column entering the basis. If the best column is not good enough mark< / span > < / div >
< div class = "line" > < a id = "l00324" name = "l00324" > < / a > < span class = "lineno" > 324< / span > < span class = "comment" > // row as unavailable and choose another one.< / span > < / div >
< div class = "line" > < a id = "l00325" name = "l00325" > < / a > < span class = "lineno" > 325< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > row_priority = GetMarosPriority(max_rpf_row);< / div >
< div class = "line" > < a id = "l00326" name = "l00326" > < / a > < span class = "lineno" > 326< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > column_priority = GetMarosPriority(max_cpf_col);< / div >
< div class = "line" > < a id = "l00327" name = "l00327" > < / a > < span class = "lineno" > 327< / span > < span class = "keywordflow" > if< / span > (row_priority > = column_priority) {< / div >
< div class = "line" > < a id = "l00328" name = "l00328" > < / a > < span class = "lineno" > 328< / span > available[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (max_rpf_row) + first_slack] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00329" name = "l00329" > < / a > < span class = "lineno" > 329< / span > < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00330" name = "l00330" > < / a > < span class = "lineno" > 330< / span > }< / div >
< div class = "line" > < a id = "l00331" name = "l00331" > < / a > < span class = "lineno" > 331< / span > < / div >
< div class = "line" > < a id = "l00332" name = "l00332" > < / a > < span class = "lineno" > 332< / span > < span class = "comment" > // Use this candidate column in the basis. Update residual pattern and row< / span > < / div >
< div class = "line" > < a id = "l00333" name = "l00333" > < / a > < span class = "lineno" > 333< / span > < span class = "comment" > // counts list.< / span > < / div >
< div class = "line" > < a id = "l00334" name = "l00334" > < / a > < span class = "lineno" > 334< / span > (*basis)[max_rpf_row] = max_cpf_col;< / div >
< div class = "line" > < a id = "l00335" name = "l00335" > < / a > < span class = "lineno" > 335< / span > < / div >
< div class = "line" > < a id = "l00336" name = "l00336" > < / a > < span class = "lineno" > 336< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (2) < < < span class = "stringliteral" > " Slack variable " < / span > < < max_rpf_row < < < span class = "stringliteral" > " replaced by column " < / span > < / div >
< div class = "line" > < a id = "l00337" name = "l00337" > < / a > < span class = "lineno" > 337< / span > < < max_cpf_col< / div >
< div class = "line" > < a id = "l00338" name = "l00338" > < / a > < span class = "lineno" > 338< / span > < < < span class = "stringliteral" > " . Pivot coefficient magnitude: " < / span > < < pivot_absolute_value < < < span class = "stringliteral" > " ." < / span > ;< / div >
< div class = "line" > < a id = "l00339" name = "l00339" > < / a > < span class = "lineno" > 339< / span > < / div >
< div class = "line" > < a id = "l00340" name = "l00340" > < / a > < span class = "lineno" > 340< / span > available[max_cpf_col] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00341" name = "l00341" > < / a > < span class = "lineno" > 341< / span > available[first_slack + < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (max_rpf_row)] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00342" name = "l00342" > < / a > < span class = "lineno" > 342< / span > < / div >
< div class = "line" > < a id = "l00343" name = "l00343" > < / a > < span class = "lineno" > 343< / span > < span class = "comment" > // Maintain the invariant that all the still available columns will have< / span > < / div >
< div class = "line" > < a id = "l00344" name = "l00344" > < / a > < span class = "lineno" > 344< / span > < span class = "comment" > // zeros on the rows we already replaced. This ensures the lower-triangular< / span > < / div >
< div class = "line" > < a id = "l00345" name = "l00345" > < / a > < span class = "lineno" > 345< / span > < span class = "comment" > // nature (after permutation) of the returned basis.< / span > < / div >
< div class = "line" > < a id = "l00346" name = "l00346" > < / a > < span class = "lineno" > 346< / span > residual_pattern.DeleteRowAndColumn(max_rpf_row, max_cpf_col);< / div >
< div class = "line" > < a id = "l00347" name = "l00347" > < / a > < span class = "lineno" > 347< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : residual_pattern.RowNonZero(max_rpf_row)) {< / div >
< div class = "line" > < a id = "l00348" name = "l00348" > < / a > < span class = "lineno" > 348< / span > available[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00349" name = "l00349" > < / a > < span class = "lineno" > 349< / span > }< / div >
< div class = "line" > < a id = "l00350" name = "l00350" > < / a > < span class = "lineno" > 350< / span > }< / div >
< div class = "line" > < a id = "l00351" name = "l00351" > < / a > < span class = "lineno" > 351< / span > }< / div >
< div class = "line" > < a id = "l00352" name = "l00352" > < / a > < span class = "lineno" > 352< / span > < / div >
< div class = "line" > < a id = "l00353" name = "l00353" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_initial_basis.html#aed74a869cec0e008dc81b453176426f6" > 353< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_initial_basis.html#aed74a869cec0e008dc81b453176426f6" > InitialBasis::ComputeCandidates< / a > (ColIndex num_cols,< / div >
< div class = "line" > < a id = "l00354" name = "l00354" > < / a > < span class = "lineno" > 354< / span > std::vector< ColIndex> * candidates) {< / div >
< div class = "line" > < a id = "l00355" name = "l00355" > < / a > < span class = "lineno" > 355< / span > candidates-> clear();< / div >
< div class = "line" > < a id = "l00356" name = "l00356" > < / a > < span class = "lineno" > 356< / span > max_scaled_abs_cost_ = 0.0;< / div >
< div class = "line" > < a id = "l00357" name = "l00357" > < / a > < span class = "lineno" > 357< / span > < span class = "keywordflow" > for< / span > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00358" name = "l00358" > < / a > < span class = "lineno" > 358< / span > < span class = "keywordflow" > if< / span > (variable_type_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] != < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103" > VariableType::FIXED_VARIABLE< / a > & & < / div >
< div class = "line" > < a id = "l00359" name = "l00359" > < / a > < span class = "lineno" > 359< / span > compact_matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > column< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ).< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749" > num_entries< / a > () > 0) {< / div >
< div class = "line" > < a id = "l00360" name = "l00360" > < / a > < span class = "lineno" > 360< / span > candidates-> push_back(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00361" name = "l00361" > < / a > < span class = "lineno" > 361< / span > max_scaled_abs_cost_ =< / div >
< div class = "line" > < a id = "l00362" name = "l00362" > < / a > < span class = "lineno" > 362< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_scaled_abs_cost_, std::abs(objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]));< / div >
< div class = "line" > < a id = "l00363" name = "l00363" > < / a > < span class = "lineno" > 363< / span > }< / div >
< div class = "line" > < a id = "l00364" name = "l00364" > < / a > < span class = "lineno" > 364< / span > }< / div >
< div class = "line" > < a id = "l00365" name = "l00365" > < / a > < span class = "lineno" > 365< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > kBixbyWeight = 1000.0;< / div >
< div class = "line" > < a id = "l00366" name = "l00366" > < / a > < span class = "lineno" > 366< / span > max_scaled_abs_cost_ =< / div >
< div class = "line" > < a id = "l00367" name = "l00367" > < / a > < span class = "lineno" > 367< / span > (max_scaled_abs_cost_ == 0.0) ? 1.0 : kBixbyWeight * max_scaled_abs_cost_;< / div >
< div class = "line" > < a id = "l00368" name = "l00368" > < / a > < span class = "lineno" > 368< / span > std::sort(candidates-> begin(), candidates-> end(), bixby_column_comparator_);< / div >
< div class = "line" > < a id = "l00369" name = "l00369" > < / a > < span class = "lineno" > 369< / span > }< / div >
< div class = "line" > < a id = "l00370" name = "l00370" > < / a > < span class = "lineno" > 370< / span > < / div >
< div class = "line" > < a id = "l00371" name = "l00371" > < / a > < span class = "lineno" > 371< / span > < span class = "keywordtype" > int< / span > InitialBasis::GetColumnCategory(ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00372" name = "l00372" > < / a > < span class = "lineno" > 372< / span > < span class = "comment" > // Only the relative position of the returned number is important, so we use< / span > < / div >
< div class = "line" > < a id = "l00373" name = "l00373" > < / a > < span class = "lineno" > 373< / span > < span class = "comment" > // 2 for the category C2 in Bixby' s paper and so on.< / span > < / div >
< div class = "line" > < a id = "l00374" name = "l00374" > < / a > < span class = "lineno" > 374< / span > < span class = "keywordflow" > switch< / span > (variable_type_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a id = "l00375" name = "l00375" > < / a > < span class = "lineno" > 375< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1" > VariableType::UNCONSTRAINED< / a > :< / div >
< div class = "line" > < a id = "l00376" name = "l00376" > < / a > < span class = "lineno" > 376< / span > < span class = "keywordflow" > return< / span > 2;< / div >
< div class = "line" > < a id = "l00377" name = "l00377" > < / a > < span class = "lineno" > 377< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872" > VariableType::LOWER_BOUNDED< / a > :< / div >
< div class = "line" > < a id = "l00378" name = "l00378" > < / a > < span class = "lineno" > 378< / span > < span class = "keywordflow" > return< / span > 3;< / div >
< div class = "line" > < a id = "l00379" name = "l00379" > < / a > < span class = "lineno" > 379< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1" > VariableType::UPPER_BOUNDED< / a > :< / div >
< div class = "line" > < a id = "l00380" name = "l00380" > < / a > < span class = "lineno" > 380< / span > < span class = "keywordflow" > return< / span > 3;< / div >
< div class = "line" > < a id = "l00381" name = "l00381" > < / a > < span class = "lineno" > 381< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f" > VariableType::UPPER_AND_LOWER_BOUNDED< / a > :< / div >
< div class = "line" > < a id = "l00382" name = "l00382" > < / a > < span class = "lineno" > 382< / span > < span class = "keywordflow" > return< / span > 4;< / div >
< div class = "line" > < a id = "l00383" name = "l00383" > < / a > < span class = "lineno" > 383< / span > < span class = "keywordflow" > case< / span > < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103" > VariableType::FIXED_VARIABLE< / a > :< / div >
< div class = "line" > < a id = "l00384" name = "l00384" > < / a > < span class = "lineno" > 384< / span > < span class = "keywordflow" > return< / span > 5;< / div >
< div class = "line" > < a id = "l00385" name = "l00385" > < / a > < span class = "lineno" > 385< / span > }< / div >
< div class = "line" > < a id = "l00386" name = "l00386" > < / a > < span class = "lineno" > 386< / span > }< / div >
< div class = "line" > < a id = "l00387" name = "l00387" > < / a > < span class = "lineno" > 387< / span > < / div >
< div class = "line" > < a id = "l00388" name = "l00388" > < / a > < span class = "lineno" > 388< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > InitialBasis::GetColumnPenalty(ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00389" name = "l00389" > < / a > < span class = "lineno" > 389< / span > < span class = "keyword" > const< / span > < a class = "code hl_enumeration" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027" > VariableType< / a > type = variable_type_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00390" name = "l00390" > < / a > < span class = "lineno" > 390< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > penalty = 0.0;< / div >
< div class = "line" > < a id = "l00391" name = "l00391" > < / a > < span class = "lineno" > 391< / span > < span class = "keywordflow" > if< / span > (type == < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872" > VariableType::LOWER_BOUNDED< / a > ) {< / div >
< div class = "line" > < a id = "l00392" name = "l00392" > < / a > < span class = "lineno" > 392< / span > penalty = lower_bound_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00393" name = "l00393" > < / a > < span class = "lineno" > 393< / span > }< / div >
< div class = "line" > < a id = "l00394" name = "l00394" > < / a > < span class = "lineno" > 394< / span > < span class = "keywordflow" > if< / span > (type == < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1" > VariableType::UPPER_BOUNDED< / a > ) {< / div >
< div class = "line" > < a id = "l00395" name = "l00395" > < / a > < span class = "lineno" > 395< / span > penalty = -upper_bound_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00396" name = "l00396" > < / a > < span class = "lineno" > 396< / span > }< / div >
< div class = "line" > < a id = "l00397" name = "l00397" > < / a > < span class = "lineno" > 397< / span > < span class = "keywordflow" > if< / span > (type == < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f" > VariableType::UPPER_AND_LOWER_BOUNDED< / a > ) {< / div >
< div class = "line" > < a id = "l00398" name = "l00398" > < / a > < span class = "lineno" > 398< / span > penalty = lower_bound_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] - upper_bound_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00399" name = "l00399" > < / a > < span class = "lineno" > 399< / span > }< / div >
< div class = "line" > < a id = "l00400" name = "l00400" > < / a > < span class = "lineno" > 400< / span > < span class = "keywordflow" > return< / span > penalty + std::abs(objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) / max_scaled_abs_cost_;< / div >
< div class = "line" > < a id = "l00401" name = "l00401" > < / a > < span class = "lineno" > 401< / span > }< / div >
< div class = "line" > < a id = "l00402" name = "l00402" > < / a > < span class = "lineno" > 402< / span > < / div >
< div class = "line" > < a id = "l00403" name = "l00403" > < / a > < span class = "lineno" > 403< / span > < span class = "keywordtype" > bool< / span > InitialBasis::BixbyColumnComparator::operator()(ColIndex col_a,< / div >
< div class = "line" > < a id = "l00404" name = "l00404" > < / a > < span class = "lineno" > 404< / span > ColIndex col_b)< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00405" name = "l00405" > < / a > < span class = "lineno" > 405< / span > < span class = "keywordflow" > if< / span > (col_a == col_b) < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00406" name = "l00406" > < / a > < span class = "lineno" > 406< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > category_a = initial_basis_.GetColumnCategory(col_a);< / div >
< div class = "line" > < a id = "l00407" name = "l00407" > < / a > < span class = "lineno" > 407< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > category_b = initial_basis_.GetColumnCategory(col_b);< / div >
< div class = "line" > < a id = "l00408" name = "l00408" > < / a > < span class = "lineno" > 408< / span > < span class = "keywordflow" > if< / span > (category_a != category_b) {< / div >
< div class = "line" > < a id = "l00409" name = "l00409" > < / a > < span class = "lineno" > 409< / span > < span class = "keywordflow" > return< / span > category_a < category_b;< / div >
< div class = "line" > < a id = "l00410" name = "l00410" > < / a > < span class = "lineno" > 410< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00411" name = "l00411" > < / a > < span class = "lineno" > 411< / span > < span class = "keywordflow" > return< / span > initial_basis_.GetColumnPenalty(col_a) < < / div >
< div class = "line" > < a id = "l00412" name = "l00412" > < / a > < span class = "lineno" > 412< / span > initial_basis_.GetColumnPenalty(col_b);< / div >
< div class = "line" > < a id = "l00413" name = "l00413" > < / a > < span class = "lineno" > 413< / span > }< / div >
< div class = "line" > < a id = "l00414" name = "l00414" > < / a > < span class = "lineno" > 414< / span > }< / div >
< div class = "line" > < a id = "l00415" name = "l00415" > < / a > < span class = "lineno" > 415< / span > < / div >
< div class = "line" > < a id = "l00416" name = "l00416" > < / a > < span class = "lineno" > 416< / span > < span class = "keywordtype" > bool< / span > InitialBasis::TriangularColumnComparator::operator()(< / div >
< div class = "line" > < a id = "l00417" name = "l00417" > < / a > < span class = "lineno" > 417< / span > ColIndex col_a, ColIndex col_b)< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00418" name = "l00418" > < / a > < span class = "lineno" > 418< / span > < span class = "keywordflow" > if< / span > (col_a == col_b) < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00419" name = "l00419" > < / a > < span class = "lineno" > 419< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > category_a = initial_basis_.GetColumnCategory(col_a);< / div >
< div class = "line" > < a id = "l00420" name = "l00420" > < / a > < span class = "lineno" > 420< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > category_b = initial_basis_.GetColumnCategory(col_b);< / div >
< div class = "line" > < a id = "l00421" name = "l00421" > < / a > < span class = "lineno" > 421< / span > < span class = "keywordflow" > if< / span > (category_a != category_b) {< / div >
< div class = "line" > < a id = "l00422" name = "l00422" > < / a > < span class = "lineno" > 422< / span > < span class = "keywordflow" > return< / span > category_a > category_b;< / div >
< div class = "line" > < a id = "l00423" name = "l00423" > < / a > < span class = "lineno" > 423< / span > }< / div >
< div class = "line" > < a id = "l00424" name = "l00424" > < / a > < span class = "lineno" > 424< / span > < / div >
< div class = "line" > < a id = "l00425" name = "l00425" > < / a > < span class = "lineno" > 425< / span > < span class = "comment" > // The nonzero is not in the original Bixby paper, but experiment shows it is< / span > < / div >
< div class = "line" > < a id = "l00426" name = "l00426" > < / a > < span class = "lineno" > 426< / span > < span class = "comment" > // important. It leads to sparser solves, but also sparser direction, which< / span > < / div >
< div class = "line" > < a id = "l00427" name = "l00427" > < / a > < span class = "lineno" > 427< / span > < span class = "comment" > // mean potentially less blocking variables on each pivot...< / span > < / div >
< div class = "line" > < a id = "l00428" name = "l00428" > < / a > < span class = "lineno" > 428< / span > < span class = "comment" > //< / span > < / div >
< div class = "line" > < a id = "l00429" name = "l00429" > < / a > < span class = "lineno" > 429< / span > < span class = "comment" > // TODO(user): Experiments more with this comparator or the< / span > < / div >
< div class = "line" > < a id = "l00430" name = "l00430" > < / a > < span class = "lineno" > 430< / span > < span class = "comment" > // BixbyColumnComparator.< / span > < / div >
< div class = "line" > < a id = "l00431" name = "l00431" > < / a > < span class = "lineno" > 431< / span > < span class = "keywordflow" > if< / span > (initial_basis_.compact_matrix_.column(col_a).num_entries() !=< / div >
< div class = "line" > < a id = "l00432" name = "l00432" > < / a > < span class = "lineno" > 432< / span > initial_basis_.compact_matrix_.column(col_b).num_entries()) {< / div >
< div class = "line" > < a id = "l00433" name = "l00433" > < / a > < span class = "lineno" > 433< / span > < span class = "keywordflow" > return< / span > initial_basis_.compact_matrix_.column(col_a).num_entries() > < / div >
< div class = "line" > < a id = "l00434" name = "l00434" > < / a > < span class = "lineno" > 434< / span > initial_basis_.compact_matrix_.column(col_b).num_entries();< / div >
< div class = "line" > < a id = "l00435" name = "l00435" > < / a > < span class = "lineno" > 435< / span > }< / div >
< div class = "line" > < a id = "l00436" name = "l00436" > < / a > < span class = "lineno" > 436< / span > < span class = "keywordflow" > return< / span > initial_basis_.GetColumnPenalty(col_a) > < / div >
< div class = "line" > < a id = "l00437" name = "l00437" > < / a > < span class = "lineno" > 437< / span > initial_basis_.GetColumnPenalty(col_b);< / div >
< div class = "line" > < a id = "l00438" name = "l00438" > < / a > < span class = "lineno" > 438< / span > }< / div >
< div class = "line" > < a id = "l00439" name = "l00439" > < / a > < span class = "lineno" > 439< / span > < / div >
< div class = "line" > < a id = "l00440" name = "l00440" > < / a > < span class = "lineno" > 440< / span > } < span class = "comment" > // namespace glop< / span > < / div >
< div class = "line" > < a id = "l00441" name = "l00441" > < / a > < span class = "lineno" > 441< / span > } < span class = "comment" > // namespace operations_research< / span > < / div >
< div class = "ttc" id = "aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > max< / a > < / div > < div class = "ttdeci" > int64_t max< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00140" > alldiff_cst.cc:140< / a > < / div > < / div >
< div class = "ttc" id = "aalldiff__cst_8cc_html_ad10edae0a852d72fb76afb1c77735045" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > min< / a > < / div > < div class = "ttdeci" > int64_t min< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00139" > alldiff_cst.cc:139< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0" > < div class = "ttname" > < a href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > < / div > < div class = "ttdeci" > #define DCHECK_NE(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00887" > base/logging.h:887< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0" > < div class = "ttname" > < a href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > < / div > < div class = "ttdeci" > #define DCHECK_EQ(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00886" > base/logging.h:886< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927" > < div class = "ttname" > < a href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > < / div > < div class = "ttdeci" > #define VLOG(verboselevel)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00979" > base/logging.h:979< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_column_view_html_af69d9b7065a8f31604a8134be4307749" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749" > operations_research::glop::ColumnView::num_entries< / a > < / div > < div class = "ttdeci" > EntryIndex num_entries() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse__column_8h_source.html#l00082" > sparse_column.h:82< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html" > operations_research::glop::CompactSparseMatrix< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00289" > sparse.h:289< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a41741829541d089f1c4d34f190884813" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > operations_research::glop::CompactSparseMatrix::num_cols< / a > < / div > < div class = "ttdeci" > ColIndex num_cols() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00350" > sparse.h:350< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd" > operations_research::glop::CompactSparseMatrix::num_rows< / a > < / div > < div class = "ttdeci" > RowIndex num_rows() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00349" > sparse.h:349< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_afbe7c81d6b4066bf7874299a0f7c0d59" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59" > operations_research::glop::CompactSparseMatrix::column< / a > < / div > < div class = "ttdeci" > ColumnView column(ColIndex col) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00369" > sparse.h:369< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_a32936088b1bad8c16018509688635b92" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#a32936088b1bad8c16018509688635b92" > operations_research::glop::InitialBasis::CompleteTriangularPrimalBasis< / a > < / div > < div class = "ttdeci" > void CompleteTriangularPrimalBasis(ColIndex num_cols, RowToColMapping *basis)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00110" > initial_basis.cc:110< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_a3d28502c22b7bcc6a65a04a97aee3ac5" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#a3d28502c22b7bcc6a65a04a97aee3ac5" > operations_research::glop::InitialBasis::CompleteTriangularDualBasis< / a > < / div > < div class = "ttdeci" > void CompleteTriangularDualBasis(ColIndex num_cols, RowToColMapping *basis)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00115" > initial_basis.cc:115< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_a438d4b4af9e16ef2e33252a47d2cbdcc" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#a438d4b4af9e16ef2e33252a47d2cbdcc" > operations_research::glop::InitialBasis::InitialBasis< / a > < / div > < div class = "ttdeci" > InitialBasis(const CompactSparseMatrix & compact_matrix, const DenseRow & objective, const DenseRow & lower_bound, const DenseRow & upper_bound, const VariableTypeRow & variable_type)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00024" > initial_basis.cc:24< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_a5131899a6d009ae005c0ed3bdc610bc2" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#a5131899a6d009ae005c0ed3bdc610bc2" > operations_research::glop::InitialBasis::CompleteBixbyBasis< / a > < / div > < div class = "ttdeci" > void CompleteBixbyBasis(ColIndex num_cols, RowToColMapping *basis)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00038" > initial_basis.cc:38< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_a76876ba077b64a095c15770aea40d6c9" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#a76876ba077b64a095c15770aea40d6c9" > operations_research::glop::InitialBasis::GetDualMarosBasis< / a > < / div > < div class = "ttdeci" > void GetDualMarosBasis(ColIndex num_cols, RowToColMapping *basis)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00105" > initial_basis.cc:105< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_a7cba4815d55cf1ab1e2f9258dae8b3b2" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#a7cba4815d55cf1ab1e2f9258dae8b3b2" > operations_research::glop::InitialBasis::GetPrimalMarosBasis< / a > < / div > < div class = "ttdeci" > void GetPrimalMarosBasis(ColIndex num_cols, RowToColMapping *basis)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00100" > initial_basis.cc:100< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_initial_basis_html_aed74a869cec0e008dc81b453176426f6" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_initial_basis.html#aed74a869cec0e008dc81b453176426f6" > operations_research::glop::InitialBasis::ComputeCandidates< / a > < / div > < div class = "ttdeci" > void ComputeCandidates(ColIndex num_cols, std::vector< ColIndex > *candidates)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "initial__basis_8cc_source.html#l00353" > initial_basis.cc:353< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_sparse_vector_html_ab38326ea6cb6187267665dd8b2748f3d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d" > operations_research::glop::SparseVector< RowIndex, SparseColumnIterator > ::Entry< / a > < / div > < div class = "ttdeci" > typename Iterator::Entry Entry< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse__vector_8h_source.html#l00091" > sparse_vector.h:91< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > operations_research::glop::StrictITIVector< ColIndex, Fractional > < / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > operations_research::glop::StrictITIVector::resize< / a > < / div > < div class = "ttdeci" > void resize(IntType size)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00273" > lp_types.h:273< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > operations_research::glop::StrictITIVector::size< / a > < / div > < div class = "ttdeci" > IntType size() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00280" > lp_types.h:280< / a > < / div > < / div >
< div class = "ttc" id = "agscip__solver_8cc_html_a1ba5ca0f61f2fa13bd23bf0f89004f35" > < div class = "ttname" > < a href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > < / div > < div class = "ttdeci" > double upper_bound< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "gscip__solver_8cc_source.html#l00126" > gscip_solver.cc:126< / a > < / div > < / div >
< div class = "ttc" id = "agscip__solver_8cc_html_a1e2f9a2352c1d9a6cada9544898fceec" > < div class = "ttname" > < a href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > < / div > < div class = "ttdeci" > double lower_bound< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "gscip__solver_8cc_source.html#l00125" > gscip_solver.cc:125< / a > < / div > < / div >
< div class = "ttc" id = "ainitial__basis_8h_html" > < div class = "ttname" > < a href = "initial__basis_8h.html" > initial_basis.h< / a > < / div > < / div >
< div class = "ttc" id = "alp__data_2lp__utils_8h_html" > < div class = "ttname" > < a href = "lp__data_2lp__utils_8h.html" > lp_utils.h< / a > < / div > < / div >
< div class = "ttc" id = "amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c" > < div class = "ttname" > < a href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < / div > < div class = "ttdeci" > ColIndex col< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "markowitz_8cc_source.html#l00183" > markowitz.cc:183< / a > < / div > < / div >
< div class = "ttc" id = "amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52" > < div class = "ttname" > < a href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < / div > < div class = "ttdeci" > RowIndex row< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "markowitz_8cc_source.html#l00182" > markowitz.cc:182< / a > < / div > < / div >
< div class = "ttc" id = "amarkowitz_8h_html" > < div class = "ttname" > < a href = "markowitz_8h.html" > markowitz.h< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a2ad7ea612bc859f5b637d5029fb875fb" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb" > operations_research::glop::InfinityNorm< / a > < / div > < div class = "ttdeci" > Fractional InfinityNorm(const DenseColumn & v)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8cc_source.html#l00081" > lp_data/lp_utils.cc:81< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a31ee82f6ef05c3da492c0376f910d015" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015" > operations_research::glop::kInvalidRow< / a > < / div > < div class = "ttdeci" > const RowIndex kInvalidRow(-1)< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027" > operations_research::glop::VariableType< / a > < / div > < div class = "ttdeci" > VariableType< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00175" > lp_types.h:175< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a2882f30bbca588e5d0e88be217ce75c1" > operations_research::glop::VariableType::UNCONSTRAINED< / a > < / div > < div class = "ttdeci" > @ UNCONSTRAINED< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a62e32b9a6efb029208f576ee123b459f" > operations_research::glop::VariableType::UPPER_AND_LOWER_BOUNDED< / a > < / div > < div class = "ttdeci" > @ UPPER_AND_LOWER_BOUNDED< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027a9972b9c8a6068625d6cf1f789f3fd872" > operations_research::glop::VariableType::LOWER_BOUNDED< / a > < / div > < div class = "ttdeci" > @ LOWER_BOUNDED< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027aaa56837dd3f2917e1e13f3173b596103" > operations_research::glop::VariableType::FIXED_VARIABLE< / a > < / div > < div class = "ttdeci" > @ FIXED_VARIABLE< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027ae7243c883ff6508ee41b3b1339a7e8f1" > operations_research::glop::VariableType::UPPER_BOUNDED< / a > < / div > < div class = "ttdeci" > @ UPPER_BOUNDED< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > operations_research::glop::Fractional< / a > < / div > < div class = "ttdeci" > double Fractional< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00078" > lp_types.h:78< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a82b6c13b99cf0a0c7c92f4f1e44eda29" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a82b6c13b99cf0a0c7c92f4f1e44eda29" > operations_research::glop::SetSupportToFalse< / a > < / div > < div class = "ttdeci" > void SetSupportToFalse(const ColumnView & column, DenseBooleanColumn *b)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8cc_source.html#l00146" > lp_data/lp_utils.cc:146< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a8fbc9efd86a3cc862a9079d86ab8b524" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > operations_research::glop::RowToColIndex< / a > < / div > < div class = "ttdeci" > ColIndex RowToColIndex(RowIndex row)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00049" > lp_types.h:49< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a9a9b90bb0105347953a41ae1d6f4dce3" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a9a9b90bb0105347953a41ae1d6f4dce3" > operations_research::glop::IsDominated< / a > < / div > < div class = "ttdeci" > bool IsDominated(const ColumnView & column, const DenseColumn & radius)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8cc_source.html#l00154" > lp_data/lp_utils.cc:154< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_ac053cc327ce11b0008e2030fcdc467f9" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#ac053cc327ce11b0008e2030fcdc467f9" > operations_research::glop::DenseBooleanRow< / a > < / div > < div class = "ttdeci" > StrictITIVector< ColIndex, bool > DenseBooleanRow< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00306" > lp_types.h:306< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_ad73165f71f932e8ccc240d4db5097803" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803" > operations_research::glop::RowToColMapping< / a > < / div > < div class = "ttdeci" > StrictITIVector< RowIndex, ColIndex > RowToColMapping< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00346" > lp_types.h:346< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_ad8019bac1bde0ead6ff32980cd5bff52" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#ad8019bac1bde0ead6ff32980cd5bff52" > operations_research::glop::RestrictedInfinityNorm< / a > < / div > < div class = "ttdeci" > Fractional RestrictedInfinityNorm(const ColumnView & column, const DenseBooleanColumn & rows_to_consider, RowIndex *row_index)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8cc_source.html#l00133" > lp_data/lp_utils.cc:133< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > operations_research::glop::kInfinity< / a > < / div > < div class = "ttdeci" > const double kInfinity< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00084" > lp_types.h:84< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_afb755b7934d8679476e2f05a89739bcd" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > operations_research::glop::kInvalidCol< / a > < / div > < div class = "ttdeci" > const ColIndex kInvalidCol(-1)< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_html" > < div class = "ttname" > < a href = "namespaceoperations__research.html" > operations_research< / a > < / div > < div class = "ttdoc" > Collection of objects used to extend the Constraint Solver library.< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "dense__doubly__linked__list_8h_source.html#l00021" > dense_doubly_linked_list.h:21< / a > < / div > < / div >
< div class = "ttc" id = "asearch_8cc_html_a9c6d2505b571d11bc113813060f465a3" > < div class = "ttname" > < a href = "search_8cc.html#a9c6d2505b571d11bc113813060f465a3" > objective_< / a > < / div > < div class = "ttdeci" > IntVar *const objective_< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "search_8cc_source.html#l02966" > search.cc:2966< / a > < / div > < / div >
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