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<a href="markowitz_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span>&#160;<span class="comment">// Copyright 2010-2021 Google LLC</span></div><div class="line"><a name="l00002"></a><span class="lineno"> 2</span>&#160;<span class="comment">// Licensed under the Apache License, Version 2.0 (the &quot;License&quot;);</span></div><div class="line"><a name="l00003"></a><span class="lineno"> 3</span>&#160;<span class="comment">// you may not use this file except in compliance with the License.</span></div><div class="line"><a name="l00004"></a><span class="lineno"> 4</span>&#160;<span class="comment">// You may obtain a copy of the License at</span></div><div class="line"><a name="l00005"></a><span class="lineno"> 5</span>&#160;<span class="comment">//</span></div><div class="line"><a name="l00006"></a><span class="lineno"> 6</span>&#160;<span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div><div class="line"><a name="l00007"></a><span class="lineno"> 7</span>&#160;<span class="comment">//</span></div><div class="line"><a name="l00008"></a><span class="lineno"> 8</span>&#160;<span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div><div class="line"><a name="l00009"></a><span class="lineno"> 9</span>&#160;<span class="comment">// distributed under the License is distributed on an &quot;AS IS&quot; BASIS,</span></div><div class="line"><a name="l00010"></a><span class="lineno"> 10</span>&#160;<span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div><div class="line"><a name="l00011"></a><span class="lineno"> 11</span>&#160;<span class="comment">// See the License for the specific language governing permissions and</span></div><div class="line"><a name="l00012"></a><span class="lineno"> 12</span>&#160;<span class="comment">// limitations under the License.</span></div><div class="line"><a name="l00013"></a><span class="lineno"> 13</span>&#160;</div><div class="line"><a name="l00014"></a><span class="lineno"> 14</span>&#160;<span class="comment">// LU decomposition algorithm of a sparse matrix B with Markowitz pivot</span></div><div class="line"><a name="l00015"></a><span class="lineno"> 15</span>&#160;<span class="comment">// selection strategy. The algorithm constructs a lower matrix L, upper matrix</span></div><div class="line"><a name="l00016"></a><span class="lineno"> 16</span>&#160;<span class="comment">// U, row permutation P and a column permutation Q such that L.U = P.B.Q^{-1}.</span></div><div class="line"><a name="l00017"></a><span class="lineno"> 17</span>&#160;<span class="comment">//</span></div><div class="line"><a name="l00018"></a><span class="lineno"> 18</span>&#160;<span class="comment">// The current algorithm is a mix of ideas that can be found in the literature</span></div><div class="line"><a name="l00019"></a><span class="lineno"> 19</span>&#160;<span class="comment">// and of some optimizations tailored for its use in a revised simplex algorithm</span></div><div class="line"><a name="l00020"></a><span class="lineno"> 20</span>&#160;<span class="comment">// (like a fast processing of the singleton columns present in B). It constructs</span></div><div class="line"><a name="l00021"></a><span class="lineno"> 21</span>&#160;<span class="comment">// L and U column by column from left to right.</span></div><div class="line"><a name="l00022"></a><span class="lineno"> 22</span>&#160;<span class="comment">//</span></div><div class="line"><a name="l00023"></a><span class="lineno"> 23</span>&#160;<span class="comment">// A key concept is the one of the residual matrix which is the bottom right</span></div><div class="line"><a name="l00024"></a><span class="lineno"> 24</span>&#160;<span class="comment">// square submatrix that still needs to be factorized during the classical</span></div><div class="line"><a name="l00025"></a><span class="lineno
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::Markowitz::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00169">markowitz.cc:169</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_column_priority_queue_html_a49e7d07685ccac64b842fa1b1cc9a3cc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_priority_queue.html#a49e7d07685ccac64b842fa1b1cc9a3cc">operations_research::glop::ColumnPriorityQueue::Pop</a></div><div class="ttdeci">ColIndex Pop()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00849">markowitz.cc:849</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_column_priority_queue_html_a0a601ea6856d6a6162a705fe6ab48cbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_priority_queue.html#a0a601ea6856d6a6162a705fe6ab48cbc">operations_research::glop::ColumnPriorityQueue::PushOrAdjust</a></div><div class="ttdeci">void PushOrAdjust(ColIndex col, int32_t degree)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00823">markowitz.cc:823</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a965275e22dbb55799f5b99cca98e0fbc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a965275e22dbb55799f5b99cca98e0fbc">operations_research::glop::MatrixNonZeroPattern::Update</a></div><div class="ttdeci">void Update(RowIndex pivot_row, ColIndex pivot_col, const SparseColumn &amp;column)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00678">markowitz.cc:678</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a2527e336adfc8144ee253eed236fa699"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a2527e336adfc8144ee253eed236fa699">operations_research::glop::MatrixNonZeroPattern::RemoveDeletedColumnsFromRow</a></div><div class="ttdeci">void RemoveDeletedColumnsFromRow(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00656">markowitz.cc:656</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a85e6c7ebc5ac22d117ff412e3658c72d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a85e6c7ebc5ac22d117ff412e3658c72d">operations_research::glop::MatrixNonZeroPattern::Reset</a></div><div class="ttdeci">void Reset(RowIndex num_rows, ColIndex num_cols)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00566">markowitz.cc:566</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::SparseMatrixWithReusableColumnMemory::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00898">markowitz.cc:898</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_aa844f860b76cad2a3682e7d9b927195c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#aa844f860b76cad2a3682e7d9b927195c">operations_research::glop::MatrixNonZeroPattern::DecreaseRowDegree</a></div><div class="ttdeci">int32_t DecreaseRowDegree(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00638">markowitz.cc:638</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html_afd3f022e573b8f4f0901624a813ade07"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#afd3f022e573b8f4f0901624a813ade07">operations_research::glop::Markowitz::ComputeRowAndColumnPermutation</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status ComputeRowAndColumnPermutation(const CompactSparseMatrixView &amp;basis_matrix, RowPermutation *row_perm, ColumnPermutation *col_perm)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00027">markowitz.cc:27</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a1f59bbe4cda31ad0ee8a91c4bd57e945"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a1f59bbe4cda31ad0ee8a91c4bd57e945">operations_research::glop::MatrixNonZeroPattern::IsColumnDeleted</a></div><div class="ttdeci">bool IsColumnDeleted(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00652">markowitz.cc:652</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html_a4d3e4198a395b77980b341d40ddb8b3c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html#a4d3e4198a395b77980b341d40ddb8b3c">operations_research::glop::SparseMatrixWithReusableColumnMemory::ClearAndReleaseColumn</a></div><div class="ttdeci">void ClearAndReleaseColumn(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00891">markowitz.cc:891</a></div></div>
<div class="ttc" id="markowitz_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="namespaceoperations__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="classoperations__research_1_1glop_1_1_markowitz_html_acd934697ef32b418d57819482183c7a1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#acd934697ef32b418d57819482183c7a1">operations_research::glop::Markowitz::Markowitz</a></div><div class="ttdeci">Markowitz()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00275">markowitz.h:275</a></div></div>
<div class="ttc" id="markowitz_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="sparse_8h_html"><div class="ttname"><a href="sparse_8h.html">sparse.h</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_permutation_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_permutation.html">operations_research::glop::Permutation&lt; RowIndex &gt;</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a25db8d6277cbd4811441929a1817dea0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a25db8d6277cbd4811441929a1817dea0">operations_research::glop::MatrixNonZeroPattern::DecreaseColDegree</a></div><div class="ttdeci">int32_t DecreaseColDegree(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00634">markowitz.cc:634</a></div></div>
<div class="ttc" id="lp__data_2permutation_8h_html"><div class="ttname"><a href="lp__data_2permutation_8h.html">permutation.h</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::Markowitz::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &amp;parameters)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00313">markowitz.h:313</a></div></div>
<div class="ttc" id="namespaceoperations__research_1_1glop_html_a6b1b56ad0cb77edbd314f2bec33b467a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6b1b56ad0cb77edbd314f2bec33b467a">operations_research::glop::ColumnPermutation</a></div><div class="ttdeci">Permutation&lt; ColIndex &gt; ColumnPermutation</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00095">lp_data/permutation.h:95</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html_a7273cc492a51a1c5d45c620b32fce502"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html#a7273cc492a51a1c5d45c620b32fce502">operations_research::glop::SparseMatrixWithReusableColumnMemory::column</a></div><div class="ttdeci">const SparseColumn &amp; column(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00870">markowitz.cc:870</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_column_priority_queue_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_priority_queue.html">operations_research::glop::ColumnPriorityQueue</a></div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00205">markowitz.h:205</a></div></div>
<div class="ttc" id="stats_8h_html"><div class="ttname"><a href="stats_8h.html">stats.h</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_triangular_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_triangular_matrix.html">operations_research::glop::TriangularMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00511">sparse.h:511</a></div></div>
<div class="ttc" id="strong__vector_8h_html"><div class="ttname"><a href="strong__vector_8h.html">strong_vector.h</a></div></div>
<div class="ttc" id="parameters_8pb_8h_html"><div class="ttname"><a href="parameters_8pb_8h.html">parameters.pb.h</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a437a888007d0475cfaf07ac70538c458"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a437a888007d0475cfaf07ac70538c458">operations_research::glop::MatrixNonZeroPattern::DeleteRowAndColumn</a></div><div class="ttdeci">void DeleteRowAndColumn(RowIndex pivot_row, ColIndex pivot_col)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00642">markowitz.cc:642</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html_a7ac2557be8cf0394f9953fbdac2f18f4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#a7ac2557be8cf0394f9953fbdac2f18f4">operations_research::glop::Markowitz::ComputeLU</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status ComputeLU(const CompactSparseMatrixView &amp;basis_matrix, RowPermutation *row_perm, ColumnPermutation *col_perm, TriangularMatrix *lower, TriangularMatrix *upper)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00149">markowitz.cc:149</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a1ef38cd7e00a3d31093afe05ef6e9b8a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a1ef38cd7e00a3d31093afe05ef6e9b8a">operations_research::glop::MatrixNonZeroPattern::RowNonZero</a></div><div class="ttdeci">const absl::InlinedVector&lt; ColIndex, 6 &gt; &amp; RowNonZero(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00168">markowitz.h:168</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_column_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_column.html">operations_research::glop::SparseColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00044">sparse_column.h:44</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_af14468b811c1218ef477ccbd170e6f8d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#af14468b811c1218ef477ccbd170e6f8d">operations_research::glop::MatrixNonZeroPattern::GetFirstNonDeletedColumnFromRow</a></div><div class="ttdeci">ColIndex GetFirstNonDeletedColumnFromRow(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00670">markowitz.cc:670</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_status_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html">operations_research::glop::Status</a></div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00024">status.h:24</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html_a564caf35589006190ef4985fbda74faa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html#a564caf35589006190ef4985fbda74faa">operations_research::glop::SparseMatrixWithReusableColumnMemory::mutable_column</a></div><div class="ttdeci">SparseColumn * mutable_column(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00876">markowitz.cc:876</a></div></div>
<div class="ttc" id="pack_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00509">pack.cc:509</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html">operations_research::glop::Markowitz</a></div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00273">markowitz.h:273</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html_acb517f5adde1de4cba4f19fc201331cf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html#acb517f5adde1de4cba4f19fc201331cf">operations_research::glop::SparseMatrixWithReusableColumnMemory::SparseMatrixWithReusableColumnMemory</a></div><div class="ttdeci">SparseMatrixWithReusableColumnMemory()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00239">markowitz.h:239</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_column_priority_queue_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_priority_queue.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::ColumnPriorityQueue::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00809">markowitz.cc:809</a></div></div>
<div class="ttc" id="classoperations__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&lt; RowIndex, int32_t &gt;</a></div></div>
<div class="ttc" id="base_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html_a627511bf305a6af5d7e114817c1792c2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#a627511bf305a6af5d7e114817c1792c2">operations_research::glop::Markowitz::DeterministicTimeOfLastFactorization</a></div><div class="ttdeci">double DeterministicTimeOfLastFactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00553">markowitz.cc:553</a></div></div>
<div class="ttc" id="base_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00885">base/logging.h:885</a></div></div>
<div class="ttc" id="sparse__column_8h_html"><div class="ttname"><a href="sparse__column_8h.html">sparse_column.h</a></div></div>
<div class="ttc" id="classabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
<div class="ttc" id="status_8h_html"><div class="ttname"><a href="status_8h.html">status.h</a></div></div>
<div class="ttc" id="namespaceoperations__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&lt; ColIndex, bool &gt; 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="classoperations__research_1_1_ratio_distribution_html"><div class="ttname"><a href="classoperations__research_1_1_ratio_distribution.html">operations_research::RatioDistribution</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00263">stats.h:263</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a44badccd63c183b774ba7bfb005aac9f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a44badccd63c183b774ba7bfb005aac9f">operations_research::glop::MatrixNonZeroPattern::RowDegree</a></div><div class="ttdeci">int32_t RowDegree(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00163">markowitz.h:163</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html_a1eb060a55278923620fda32549d18ae7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html#a1eb060a55278923620fda32549d18ae7">operations_research::glop::SparseMatrixWithReusableColumnMemory::Reset</a></div><div class="ttdeci">void Reset(ColIndex num_cols)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00864">markowitz.cc:864</a></div></div>
<div class="ttc" id="namespaceoperations__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="cp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00116">cp_model_fz_solver.cc:116</a></div></div>
<div class="ttc" id="namespaceoperations__research_1_1glop_html_ae69267cf0653a77925ee13121b9857ec"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae69267cf0653a77925ee13121b9857ec">operations_research::glop::RowPermutation</a></div><div class="ttdeci">Permutation&lt; RowIndex &gt; RowPermutation</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00094">lp_data/permutation.h:94</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_markowitz_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_markowitz.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::Markowitz::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00310">markowitz.h:310</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_column_priority_queue_html_a026a7cba6cd132662dae0468f395d3cf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_priority_queue.html#a026a7cba6cd132662dae0468f395d3cf">operations_research::glop::ColumnPriorityQueue::Reset</a></div><div class="ttdeci">void Reset(int32_t max_degree, ColIndex num_cols)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00815">markowitz.cc:815</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_a7b4c72fa527ab49507eed8e26349cb10"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#a7b4c72fa527ab49507eed8e26349cb10">operations_research::glop::MatrixNonZeroPattern::MatrixNonZeroPattern</a></div><div class="ttdeci">MatrixNonZeroPattern()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00102">markowitz.h:102</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_ac6fdf4b27f37d788a51ff50a47d0a3df"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#ac6fdf4b27f37d788a51ff50a47d0a3df">operations_research::glop::MatrixNonZeroPattern::ColDegree</a></div><div class="ttdeci">int32_t ColDegree(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00156">markowitz.h:156</a></div></div>
<div class="ttc" id="lp__types_8h_html"><div class="ttname"><a href="lp__types_8h.html">lp_types.h</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html">operations_research::glop::MatrixNonZeroPattern</a></div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00100">markowitz.h:100</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::MatrixNonZeroPattern::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00557">markowitz.cc:557</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix_with_reusable_column_memory.html">operations_research::glop::SparseMatrixWithReusableColumnMemory</a></div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00237">markowitz.h:237</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_glop_parameters_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_glop_parameters.html">operations_research::glop::GlopParameters</a></div><div class="ttdef"><b>Definition:</b> <a href="parameters_8pb_8h_source.html#l00194">parameters.pb.h:194</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_column_priority_queue_html_aac1a38f1cb51b5e6e62e1279150968a6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_priority_queue.html#aac1a38f1cb51b5e6e62e1279150968a6">operations_research::glop::ColumnPriorityQueue::ColumnPriorityQueue</a></div><div class="ttdeci">ColumnPriorityQueue()</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8h_source.html#l00207">markowitz.h:207</a></div></div>
<div class="ttc" id="classoperations__research_1_1_stats_group_html"><div class="ttname"><a href="classoperations__research_1_1_stats_group.html">operations_research::StatsGroup</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00131">stats.h:131</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern_html_af6141c80a5d2f56d86f149c822065cc5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_matrix_non_zero_pattern.html#af6141c80a5d2f56d86f149c822065cc5">operations_research::glop::MatrixNonZeroPattern::InitializeFromMatrixSubset</a></div><div class="ttdeci">void InitializeFromMatrixSubset(const CompactSparseMatrixView &amp;basis_matrix, const RowPermutation &amp;row_perm, const ColumnPermutation &amp;col_perm, std::vector&lt; ColIndex &gt; *singleton_columns, std::vector&lt; RowIndex &gt; *singleton_rows)</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00576">markowitz.cc:576</a></div></div>
<div class="ttc" id="classoperations__research_1_1glop_1_1_compact_sparse_matrix_view_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix_view.html">operations_research::glop::CompactSparseMatrixView</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00476">sparse.h:476</a></div></div>
2021-01-26 11:28:50 +01:00
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