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< a href = "reduced__costs_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 = "l00012" name = "l00012" > < / a > < span class = "lineno" > 12< / span > < span class = "comment" > // limitations under the License.< / span > < / div >
< div class = "line" > < a id = "l00013" name = "l00013" > < / a > < span class = "lineno" > 13< / span > < / div >
< div class = "line" > < a id = "l00014" name = "l00014" > < / a > < span class = "lineno" > 14< / span > < span class = "preprocessor" > #include " < a class = "code" href = "reduced__costs_8h.html" > ortools/glop/reduced_costs.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 < random> < / 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" > #ifdef OMP< / span > < / div >
< div class = "line" > < a id = "l00019" name = "l00019" > < / a > < span class = "lineno" > 19< / span > < span class = "preprocessor" > #include < omp.h> < / span > < / div >
< div class = "line" > < a id = "l00020" name = "l00020" > < / a > < span class = "lineno" > 20< / span > < span class = "preprocessor" > #endif< / span > < / div >
< div class = "line" > < a id = "l00021" name = "l00021" > < / a > < span class = "lineno" > 21< / span > < / div >
< div class = "line" > < a id = "l00022" name = "l00022" > < / a > < span class = "lineno" > 22< / 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 = "l00023" name = "l00023" > < / a > < span class = "lineno" > 23< / span > < / div >
< div class = "line" > < a id = "l00024" name = "l00024" > < / a > < span class = "lineno" > 24< / span > < span class = "keyword" > namespace < / span > < a class = "code hl_namespace" href = "namespaceoperations__research.html" > operations_research< / a > {< / div >
< div class = "line" > < a id = "l00025" name = "l00025" > < / a > < span class = "lineno" > 25< / span > < span class = "keyword" > namespace < / span > glop {< / div >
< div class = "line" > < a id = "l00026" name = "l00026" > < / a > < span class = "lineno" > 26< / span > < / div >
< div class = "line" > < a id = "l00027" name = "l00027" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895" > 27< / a > < / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895" > ReducedCosts::ReducedCosts< / a > (< span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html" > CompactSparseMatrix< / a > & matrix,< / 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" > DenseRow< / a > & objective,< / div >
< div class = "line" > < a id = "l00029" name = "l00029" > < / a > < span class = "lineno" > 29< / span > < span class = "keyword" > const< / 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 = "l00030" name = "l00030" > < / a > < span class = "lineno" > 30< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_variables_info.html" > VariablesInfo< / a > & variables_info,< / div >
< div class = "line" > < a id = "l00031" name = "l00031" > < / a > < span class = "lineno" > 31< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_basis_factorization.html" > BasisFactorization< / a > & basis_factorization,< / div >
< div class = "line" > < a id = "l00032" name = "l00032" > < / a > < span class = "lineno" > 32< / span > absl::BitGenRef random)< / div >
< div class = "line" > < a id = "l00033" name = "l00033" > < / a > < span class = "lineno" > 33< / span > : matrix_(matrix),< / div >
< div class = "line" > < a id = "l00034" name = "l00034" > < / a > < span class = "lineno" > 34< / span > < a class = "code hl_variable" href = "search_8cc.html#a9c6d2505b571d11bc113813060f465a3" > objective_< / a > (objective),< / div >
< div class = "line" > < a id = "l00035" name = "l00035" > < / a > < span class = "lineno" > 35< / span > basis_(basis),< / div >
< div class = "line" > < a id = "l00036" name = "l00036" > < / a > < span class = "lineno" > 36< / span > variables_info_(variables_info),< / div >
< div class = "line" > < a id = "l00037" name = "l00037" > < / a > < span class = "lineno" > 37< / span > basis_factorization_(basis_factorization),< / div >
< div class = "line" > < a id = "l00038" name = "l00038" > < / a > < span class = "lineno" > 38< / span > random_(random),< / div >
< div class = "line" > < a id = "l00039" name = "l00039" > < / a > < span class = "lineno" > 39< / span > parameters_(),< / div >
< div class = "line" > < a id = "l00040" name = "l00040" > < / a > < span class = "lineno" > 40< / span > stats_(),< / div >
< div class = "line" > < a id = "l00041" name = "l00041" > < / a > < span class = "lineno" > 41< / span > must_refactorize_basis_(false),< / div >
< div class = "line" > < a id = "l00042" name = "l00042" > < / a > < span class = "lineno" > 42< / span > recompute_basic_objective_left_inverse_(true),< / div >
< div class = "line" > < a id = "l00043" name = "l00043" > < / a > < span class = "lineno" > 43< / span > recompute_basic_objective_(true),< / div >
< div class = "line" > < a id = "l00044" name = "l00044" > < / a > < span class = "lineno" > 44< / span > recompute_reduced_costs_(true),< / div >
< div class = "line" > < a id = "l00045" name = "l00045" > < / a > < span class = "lineno" > 45< / span > are_reduced_costs_precise_(false),< / div >
< div class = "line" > < a id = "l00046" name = "l00046" > < / a > < span class = "lineno" > 46< / span > are_reduced_costs_recomputed_(false),< / div >
< div class = "line" > < a id = "l00047" name = "l00047" > < / a > < span class = "lineno" > 47< / span > basic_objective_(),< / div >
< div class = "line" > < a id = "l00048" name = "l00048" > < / a > < span class = "lineno" > 48< / span > reduced_costs_(),< / div >
< div class = "line" > < a id = "l00049" name = "l00049" > < / a > < span class = "lineno" > 49< / span > basic_objective_left_inverse_(),< / div >
< div class = "line" > < a id = "l00050" name = "l00050" > < / a > < span class = "lineno" > 50< / span > dual_feasibility_tolerance_() {}< / 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" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc" > 52< / a > < / span > < span class = "keywordtype" > bool< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc" > ReducedCosts::NeedsBasisRefactorization< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00053" name = "l00053" > < / a > < span class = "lineno" > 53< / span > < span class = "keywordflow" > return< / span > must_refactorize_basis_;< / div >
< div class = "line" > < a id = "l00054" name = "l00054" > < / a > < span class = "lineno" > 54< / span > }< / div >
< div class = "line" > < a id = "l00055" name = "l00055" > < / a > < span class = "lineno" > 55< / span > < / div >
< div class = "line" > < a id = "l00056" name = "l00056" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf" > 56< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf" > ReducedCosts::TestEnteringReducedCostPrecision< / a > (< / div >
< div class = "line" > < a id = "l00057" name = "l00057" > < / a > < span class = "lineno" > 57< / span > ColIndex entering_col, < span class = "keyword" > const< / span > < a class = "code hl_struct" href = "structoperations__research_1_1glop_1_1_scattered_column.html" > ScatteredColumn< / a > & direction) {< / div >
< div class = "line" > < a id = "l00058" name = "l00058" > < / a > < span class = "lineno" > 58< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00059" name = "l00059" > < / a > < span class = "lineno" > 59< / span > < span class = "keywordflow" > if< / span > (recompute_basic_objective_) {< / div >
< div class = "line" > < a id = "l00060" name = "l00060" > < / a > < span class = "lineno" > 60< / span > ComputeBasicObjective();< / 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 = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > old_reduced_cost = reduced_costs_[entering_col];< / div >
< div class = "line" > < a id = "l00063" name = "l00063" > < / a > < span class = "lineno" > 63< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > precise_reduced_cost =< / div >
< div class = "line" > < a id = "l00064" name = "l00064" > < / a > < span class = "lineno" > 64< / span > objective_[entering_col] + cost_perturbations_[entering_col] -< / div >
< div class = "line" > < a id = "l00065" name = "l00065" > < / a > < span class = "lineno" > 65< / span > < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067" > PreciseScalarProduct< / a > (basic_objective_, direction);< / div >
< div class = "line" > < a id = "l00066" name = "l00066" > < / a > < span class = "lineno" > 66< / span > < / div >
< div class = "line" > < a id = "l00067" name = "l00067" > < / a > < span class = "lineno" > 67< / span > < span class = "comment" > // Update the reduced cost of the entering variable with the precise version.< / span > < / div >
< div class = "line" > < a id = "l00068" name = "l00068" > < / a > < span class = "lineno" > 68< / span > reduced_costs_[entering_col] = precise_reduced_cost;< / div >
< div class = "line" > < a id = "l00069" name = "l00069" > < / a > < span class = "lineno" > 69< / span > < / div >
< div class = "line" > < a id = "l00070" name = "l00070" > < / a > < span class = "lineno" > 70< / span > < span class = "comment" > // At this point, we have an entering variable that will move the objective in< / span > < / div >
< div class = "line" > < a id = "l00071" name = "l00071" > < / a > < span class = "lineno" > 71< / span > < span class = "comment" > // the good direction. We check the precision of the reduced cost and edges< / span > < / div >
< div class = "line" > < a id = "l00072" name = "l00072" > < / a > < span class = "lineno" > 72< / span > < span class = "comment" > // norm, but even if they are imprecise, we finish this pivot and will< / span > < / div >
< div class = "line" > < a id = "l00073" name = "l00073" > < / a > < span class = "lineno" > 73< / span > < span class = "comment" > // recompute them during the next call to ChooseEnteringColumn().< / 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 > < span class = "comment" > // Estimate the accuracy of the reduced costs using the entering variable.< / span > < / div >
< div class = "line" > < a id = "l00076" name = "l00076" > < / a > < span class = "lineno" > 76< / span > < span class = "keywordflow" > if< / span > (!recompute_reduced_costs_) {< / div >
< div class = "line" > < a id = "l00077" name = "l00077" > < / a > < span class = "lineno" > 77< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > estimated_reduced_costs_accuracy =< / div >
< div class = "line" > < a id = "l00078" name = "l00078" > < / a > < span class = "lineno" > 78< / span > old_reduced_cost - precise_reduced_cost;< / div >
< div class = "line" > < a id = "l00079" name = "l00079" > < / a > < span class = "lineno" > 79< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > scale =< / div >
< div class = "line" > < a id = "l00080" name = "l00080" > < / a > < span class = "lineno" > 80< / span > (std::abs(precise_reduced_cost) < = 1.0) ? 1.0 : precise_reduced_cost;< / div >
< div class = "line" > < a id = "l00081" name = "l00081" > < / a > < span class = "lineno" > 81< / span > stats_.reduced_costs_accuracy.Add(estimated_reduced_costs_accuracy / scale);< / div >
< div class = "line" > < a id = "l00082" name = "l00082" > < / a > < span class = "lineno" > 82< / span > < span class = "keywordflow" > if< / span > (std::abs(estimated_reduced_costs_accuracy) / scale > < / div >
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< div class = "line" > < a id = "l00083" name = "l00083" > < / a > < span class = "lineno" > 83< / span > parameters_.recompute_reduced_costs_threshold()) {< / div >
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< div class = "line" > < a id = "l00084" name = "l00084" > < / a > < span class = "lineno" > 84< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Recomputing reduced costs, value = " < / span > < < precise_reduced_cost< / div >
< div class = "line" > < a id = "l00085" name = "l00085" > < / a > < span class = "lineno" > 85< / span > < < < span class = "stringliteral" > " error = " < / span > < / div >
< div class = "line" > < a id = "l00086" name = "l00086" > < / a > < span class = "lineno" > 86< / span > < < std::abs(precise_reduced_cost - old_reduced_cost);< / div >
< div class = "line" > < a id = "l00087" name = "l00087" > < / a > < span class = "lineno" > 87< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2" > MakeReducedCostsPrecise< / a > ();< / 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 > }< / div >
< div class = "line" > < a id = "l00090" name = "l00090" > < / a > < span class = "lineno" > 90< / span > < / div >
< div class = "line" > < a id = "l00091" name = "l00091" > < / a > < span class = "lineno" > 91< / span > < span class = "keywordflow" > return< / span > precise_reduced_cost;< / div >
< div class = "line" > < a id = "l00092" name = "l00092" > < / a > < span class = "lineno" > 92< / span > }< / div >
< div class = "line" > < a id = "l00093" name = "l00093" > < / a > < span class = "lineno" > 93< / span > < / div >
< div class = "line" > < a id = "l00094" name = "l00094" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea" > 94< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea" > ReducedCosts::ComputeMaximumDualResidual< / a > () {< / div >
< div class = "line" > < a id = "l00095" name = "l00095" > < / a > < span class = "lineno" > 95< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00096" name = "l00096" > < / a > < span class = "lineno" > 96< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_residual_error(0.0);< / div >
< div class = "line" > < a id = "l00097" name = "l00097" > < / a > < span class = "lineno" > 97< / span > < span class = "keyword" > const< / span > RowIndex num_rows = 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 = "l00098" name = "l00098" > < / a > < span class = "lineno" > 98< / 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 > & dual_values = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430" > Transpose< / a > (< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc" > GetDualValues< / a > ());< / div >
< div class = "line" > < a id = "l00099" name = "l00099" > < / a > < span class = "lineno" > 99< / 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 = "l00100" name = "l00100" > < / a > < span class = "lineno" > 100< / span > < span class = "keyword" > const< / span > ColIndex basic_col = basis_[< a class = "code hl_variable" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a id = "l00101" name = "l00101" > < / a > < span class = "lineno" > 101< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > residual =< / div >
< div class = "line" > < a id = "l00102" name = "l00102" > < / a > < span class = "lineno" > 102< / span > objective_[basic_col] + cost_perturbations_[basic_col] -< / div >
< div class = "line" > < a id = "l00103" name = "l00103" > < / a > < span class = "lineno" > 103< / span > matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26" > ColumnScalarProduct< / a > (basic_col, dual_values);< / div >
< div class = "line" > < a id = "l00104" name = "l00104" > < / a > < span class = "lineno" > 104< / span > dual_residual_error = < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (dual_residual_error, std::abs(residual));< / div >
< div class = "line" > < a id = "l00105" name = "l00105" > < / a > < span class = "lineno" > 105< / span > }< / div >
< div class = "line" > < a id = "l00106" name = "l00106" > < / a > < span class = "lineno" > 106< / span > < span class = "keywordflow" > return< / span > dual_residual_error;< / div >
< div class = "line" > < a id = "l00107" name = "l00107" > < / a > < span class = "lineno" > 107< / span > }< / 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" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211" > 109< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211" > ReducedCosts::ComputeMaximumDualInfeasibility< / a > () {< / div >
< div class = "line" > < a id = "l00110" name = "l00110" > < / a > < span class = "lineno" > 110< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00111" name = "l00111" > < / a > < span class = "lineno" > 111< / span > < / div >
< div class = "line" > < a id = "l00112" name = "l00112" > < / a > < span class = "lineno" > 112< / span > < span class = "comment" > // Trigger a recomputation if needed so that reduced_costs_ is valid.< / span > < / div >
< div class = "line" > < a id = "l00113" name = "l00113" > < / a > < span class = "lineno" > 113< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / 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" > 115< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > maximum_dual_infeasibility = 0.0;< / div >
< div class = "line" > < a id = "l00116" name = "l00116" > < / a > < span class = "lineno" > 116< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00117" name = "l00117" > < / a > < span class = "lineno" > 117< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00118" name = "l00118" > < / a > < span class = "lineno" > 118< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1" > GetIsRelevantBitRow< / a > ()) {< / div >
< div class = "line" > < a id = "l00119" name = "l00119" > < / a > < span class = "lineno" > 119< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > rc = reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00120" name = "l00120" > < / a > < span class = "lineno" > 120< / span > < span class = "keywordflow" > if< / span > ((can_increase.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & rc < 0.0) ||< / div >
< div class = "line" > < a id = "l00121" name = "l00121" > < / a > < span class = "lineno" > 121< / span > (can_decrease.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & rc > 0.0)) {< / div >
< div class = "line" > < a id = "l00122" name = "l00122" > < / a > < span class = "lineno" > 122< / span > maximum_dual_infeasibility =< / div >
< div class = "line" > < a id = "l00123" name = "l00123" > < / a > < span class = "lineno" > 123< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (maximum_dual_infeasibility, std::abs(rc));< / div >
< div class = "line" > < a id = "l00124" name = "l00124" > < / a > < span class = "lineno" > 124< / span > }< / div >
< div class = "line" > < a id = "l00125" name = "l00125" > < / a > < span class = "lineno" > 125< / span > }< / div >
< div class = "line" > < a id = "l00126" name = "l00126" > < / a > < span class = "lineno" > 126< / span > < span class = "keywordflow" > return< / span > maximum_dual_infeasibility;< / div >
< div class = "line" > < a id = "l00127" name = "l00127" > < / a > < span class = "lineno" > 127< / span > }< / div >
< div class = "line" > < a id = "l00128" name = "l00128" > < / a > < span class = "lineno" > 128< / span > < / div >
< div class = "line" > < a id = "l00129" name = "l00129" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65" > 129< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65" > ReducedCosts::ComputeMaximumDualInfeasibilityOnNonBoxedVariables< / a > () {< / div >
< div class = "line" > < a id = "l00130" name = "l00130" > < / a > < span class = "lineno" > 130< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / 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 > < span class = "comment" > // Trigger a recomputation if needed so that reduced_costs_ is valid.< / span > < / div >
< div class = "line" > < a id = "l00133" name = "l00133" > < / a > < span class = "lineno" > 133< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
< div class = "line" > < a id = "l00134" name = "l00134" > < / a > < span class = "lineno" > 134< / span > < / div >
< div class = "line" > < a id = "l00135" name = "l00135" > < / a > < span class = "lineno" > 135< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > maximum_dual_infeasibility = 0.0;< / div >
< div class = "line" > < a id = "l00136" name = "l00136" > < / a > < span class = "lineno" > 136< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00137" name = "l00137" > < / a > < span class = "lineno" > 137< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00138" name = "l00138" > < / a > < span class = "lineno" > 138< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & is_boxed = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628" > GetNonBasicBoxedVariables< / a > ();< / 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 > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a" > GetNotBasicBitRow< / a > ()) {< / div >
< div class = "line" > < a id = "l00140" name = "l00140" > < / a > < span class = "lineno" > 140< / span > < span class = "keywordflow" > if< / span > (is_boxed[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a id = "l00141" name = "l00141" > < / a > < span class = "lineno" > 141< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > rc = reduced_costs_[< 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 > < span class = "keywordflow" > if< / span > ((can_increase.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & rc < 0.0) ||< / div >
< div class = "line" > < a id = "l00143" name = "l00143" > < / a > < span class = "lineno" > 143< / span > (can_decrease.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & rc > 0.0)) {< / div >
< div class = "line" > < a id = "l00144" name = "l00144" > < / a > < span class = "lineno" > 144< / span > maximum_dual_infeasibility =< / div >
< div class = "line" > < a id = "l00145" name = "l00145" > < / a > < span class = "lineno" > 145< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (maximum_dual_infeasibility, std::abs(rc));< / div >
< div class = "line" > < a id = "l00146" name = "l00146" > < / a > < span class = "lineno" > 146< / span > }< / div >
< div class = "line" > < a id = "l00147" name = "l00147" > < / a > < span class = "lineno" > 147< / span > }< / div >
< div class = "line" > < a id = "l00148" name = "l00148" > < / a > < span class = "lineno" > 148< / span > < span class = "keywordflow" > return< / span > maximum_dual_infeasibility;< / div >
< div class = "line" > < a id = "l00149" name = "l00149" > < / a > < span class = "lineno" > 149< / span > }< / div >
< div class = "line" > < a id = "l00150" name = "l00150" > < / a > < span class = "lineno" > 150< / span > < / div >
< div class = "line" > < a id = "l00151" name = "l00151" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772" > 151< / a > < / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772" > ReducedCosts::ComputeSumOfDualInfeasibilities< / a > () {< / div >
< div class = "line" > < a id = "l00152" name = "l00152" > < / a > < span class = "lineno" > 152< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00153" name = "l00153" > < / a > < span class = "lineno" > 153< / span > < / div >
< div class = "line" > < a id = "l00154" name = "l00154" > < / a > < span class = "lineno" > 154< / span > < span class = "comment" > // Trigger a recomputation if needed so that reduced_costs_ is valid.< / span > < / div >
< div class = "line" > < a id = "l00155" name = "l00155" > < / a > < span class = "lineno" > 155< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / 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 > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_infeasibility_sum = 0.0;< / div >
< div class = "line" > < a id = "l00158" name = "l00158" > < / a > < span class = "lineno" > 158< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00159" name = "l00159" > < / a > < span class = "lineno" > 159< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00160" name = "l00160" > < / a > < span class = "lineno" > 160< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1" > GetIsRelevantBitRow< / a > ()) {< / div >
< div class = "line" > < a id = "l00161" name = "l00161" > < / a > < span class = "lineno" > 161< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > rc = reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00162" name = "l00162" > < / a > < span class = "lineno" > 162< / span > < span class = "keywordflow" > if< / span > ((can_increase.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & rc < 0.0) ||< / div >
< div class = "line" > < a id = "l00163" name = "l00163" > < / a > < span class = "lineno" > 163< / span > (can_decrease.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & rc > 0.0)) {< / div >
< div class = "line" > < a id = "l00164" name = "l00164" > < / a > < span class = "lineno" > 164< / span > dual_infeasibility_sum += std::abs(std::abs(rc));< / div >
< div class = "line" > < a id = "l00165" name = "l00165" > < / a > < span class = "lineno" > 165< / span > }< / div >
< div class = "line" > < a id = "l00166" name = "l00166" > < / a > < span class = "lineno" > 166< / span > }< / div >
< div class = "line" > < a id = "l00167" name = "l00167" > < / a > < span class = "lineno" > 167< / span > < span class = "keywordflow" > return< / span > dual_infeasibility_sum;< / div >
< div class = "line" > < a id = "l00168" name = "l00168" > < / a > < span class = "lineno" > 168< / span > }< / div >
< div class = "line" > < a id = "l00169" name = "l00169" > < / a > < span class = "lineno" > 169< / span > < / div >
< div class = "line" > < a id = "l00170" name = "l00170" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056" > 170< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056" > ReducedCosts::UpdateBeforeBasisPivot< / a > (ColIndex entering_col,< / div >
< div class = "line" > < a id = "l00171" name = "l00171" > < / a > < span class = "lineno" > 171< / span > RowIndex leaving_row,< / div >
< div class = "line" > < a id = "l00172" name = "l00172" > < / a > < span class = "lineno" > 172< / span > < span class = "keyword" > const< / span > < a class = "code hl_struct" href = "structoperations__research_1_1glop_1_1_scattered_column.html" > ScatteredColumn< / a > & direction,< / div >
< div class = "line" > < a id = "l00173" name = "l00173" > < / a > < span class = "lineno" > 173< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_update_row.html" > UpdateRow< / a > * update_row) {< / div >
< div class = "line" > < a id = "l00174" name = "l00174" > < / a > < span class = "lineno" > 174< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00175" name = "l00175" > < / a > < span class = "lineno" > 175< / span > < span class = "keyword" > const< / span > ColIndex leaving_col = basis_[leaving_row];< / div >
< div class = "line" > < a id = "l00176" name = "l00176" > < / a > < span class = "lineno" > 176< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (!variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c" > GetIsBasicBitRow< / a > ().< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (entering_col));< / div >
< div class = "line" > < a id = "l00177" name = "l00177" > < / a > < span class = "lineno" > 177< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c" > GetIsBasicBitRow< / a > ().< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (leaving_col));< / div >
< div class = "line" > < a id = "l00178" name = "l00178" > < / a > < span class = "lineno" > 178< / span > < / div >
< div class = "line" > < a id = "l00179" name = "l00179" > < / a > < span class = "lineno" > 179< / span > < span class = "comment" > // If we are recomputing everything when requested, no need to update.< / span > < / div >
< div class = "line" > < a id = "l00180" name = "l00180" > < / a > < span class = "lineno" > 180< / span > < span class = "keywordflow" > if< / span > (!recompute_reduced_costs_) {< / div >
< div class = "line" > < a id = "l00181" name = "l00181" > < / a > < span class = "lineno" > 181< / span > UpdateReducedCosts(entering_col, leaving_col, leaving_row,< / div >
< div class = "line" > < a id = "l00182" name = "l00182" > < / a > < span class = "lineno" > 182< / span > direction[leaving_row], update_row);< / 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 = "comment" > // Note that it is important to update basic_objective_ AFTER calling< / span > < / div >
< div class = "line" > < a id = "l00186" name = "l00186" > < / a > < span class = "lineno" > 186< / span > < span class = "comment" > // UpdateReducedCosts().< / span > < / div >
< div class = "line" > < a id = "l00187" name = "l00187" > < / a > < span class = "lineno" > 187< / span > UpdateBasicObjective(entering_col, leaving_row);< / 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 > < / div >
< div class = "line" > < a id = "l00190" name = "l00190" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d" > 190< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d" > ReducedCosts::SetNonBasicVariableCostToZero< / a > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ,< / div >
< div class = "line" > < a id = "l00191" name = "l00191" > < / a > < span class = "lineno" > 191< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > * current_cost) {< / div >
< div class = "line" > < a id = "l00192" name = "l00192" > < / a > < span class = "lineno" > 192< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b" > GetStatusRow< / a > ()[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], < a class = "code hl_enumvalue" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > VariableStatus::BASIC< / a > );< / div >
< div class = "line" > < a id = "l00193" name = "l00193" > < / a > < span class = "lineno" > 193< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (current_cost, & objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a id = "l00194" name = "l00194" > < / a > < span class = "lineno" > 194< / span > reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] -= objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00195" name = "l00195" > < / a > < span class = "lineno" > 195< / span > *current_cost = 0.0;< / div >
< div class = "line" > < a id = "l00196" name = "l00196" > < / a > < span class = "lineno" > 196< / span > }< / div >
< div class = "line" > < a id = "l00197" name = "l00197" > < / a > < span class = "lineno" > 197< / span > < / div >
2022-03-04 00:11:33 +01:00
< div class = "line" > < a id = "l00198" name = "l00198" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea" > 198< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea" > ReducedCosts::SetParameters< / a > (< span class = "keyword" > const< / span > GlopParameters& < a class = "code hl_variable" href = "cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219" > parameters< / a > ) {< / div >
2022-01-17 21:42:14 +01:00
< div class = "line" > < a id = "l00199" name = "l00199" > < / a > < span class = "lineno" > 199< / span > parameters_ = < a class = "code hl_variable" href = "cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219" > parameters< / a > ;< / 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" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c" > 202< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c" > ReducedCosts::ResetForNewObjective< / a > () {< / div >
< div class = "line" > < a id = "l00203" name = "l00203" > < / a > < span class = "lineno" > 203< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00204" name = "l00204" > < / a > < span class = "lineno" > 204< / span > recompute_basic_objective_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00205" name = "l00205" > < / a > < span class = "lineno" > 205< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00206" name = "l00206" > < / a > < span class = "lineno" > 206< / span > are_reduced_costs_precise_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00207" name = "l00207" > < / a > < span class = "lineno" > 207< / span > SetRecomputeReducedCostsAndNotifyWatchers();< / div >
< div class = "line" > < a id = "l00208" name = "l00208" > < / a > < span class = "lineno" > 208< / span > }< / div >
< div class = "line" > < a id = "l00209" name = "l00209" > < / a > < span class = "lineno" > 209< / span > < / div >
< div class = "line" > < a id = "l00210" name = "l00210" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58" > 210< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58" > ReducedCosts::UpdateDataOnBasisPermutation< / a > () {< / div >
< div class = "line" > < a id = "l00211" name = "l00211" > < / a > < span class = "lineno" > 211< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00212" name = "l00212" > < / a > < span class = "lineno" > 212< / span > recompute_basic_objective_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00213" name = "l00213" > < / a > < span class = "lineno" > 213< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00214" name = "l00214" > < / a > < span class = "lineno" > 214< / span > }< / div >
< div class = "line" > < a id = "l00215" name = "l00215" > < / a > < span class = "lineno" > 215< / span > < / div >
< div class = "line" > < a id = "l00216" name = "l00216" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2" > 216< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2" > ReducedCosts::MakeReducedCostsPrecise< / a > () {< / div >
< div class = "line" > < a id = "l00217" name = "l00217" > < / a > < span class = "lineno" > 217< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00218" name = "l00218" > < / a > < span class = "lineno" > 218< / span > < span class = "keywordflow" > if< / span > (are_reduced_costs_precise_) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00219" name = "l00219" > < / a > < span class = "lineno" > 219< / span > must_refactorize_basis_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00220" name = "l00220" > < / a > < span class = "lineno" > 220< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00221" name = "l00221" > < / a > < span class = "lineno" > 221< / span > SetRecomputeReducedCostsAndNotifyWatchers();< / div >
< div class = "line" > < a id = "l00222" name = "l00222" > < / a > < span class = "lineno" > 222< / span > }< / div >
< div class = "line" > < a id = "l00223" name = "l00223" > < / a > < span class = "lineno" > 223< / span > < / div >
< div class = "line" > < a id = "l00224" name = "l00224" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e" > 224< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e" > ReducedCosts::PerturbCosts< / a > () {< / div >
< div class = "line" > < a id = "l00225" name = "l00225" > < / a > < span class = "lineno" > 225< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00226" name = "l00226" > < / a > < span class = "lineno" > 226< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Perturbing the costs ... " < / 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 > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_cost_magnitude = 0.0;< / div >
< div class = "line" > < a id = "l00229" name = "l00229" > < / a > < span class = "lineno" > 229< / span > < span class = "keyword" > const< / span > ColIndex structural_size =< / div >
< div class = "line" > < a id = "l00230" name = "l00230" > < / a > < span class = "lineno" > 230< / span > matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > () - < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (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 = "l00231" name = "l00231" > < / a > < span class = "lineno" > 231< / 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 > < structural_size; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00232" name = "l00232" > < / a > < span class = "lineno" > 232< / span > max_cost_magnitude =< / div >
< div class = "line" > < a id = "l00233" name = "l00233" > < / a > < span class = "lineno" > 233< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_cost_magnitude, std::abs(objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]));< / div >
< div class = "line" > < a id = "l00234" name = "l00234" > < / a > < span class = "lineno" > 234< / span > }< / div >
< div class = "line" > < a id = "l00235" name = "l00235" > < / a > < span class = "lineno" > 235< / span > < / div >
< div class = "line" > < a id = "l00236" name = "l00236" > < / a > < span class = "lineno" > 236< / span > cost_perturbations_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0" > AssignToZero< / a > (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 = "l00237" name = "l00237" > < / a > < span class = "lineno" > 237< / 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 > < structural_size; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00238" name = "l00238" > < / a > < span class = "lineno" > 238< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > objective = objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00239" name = "l00239" > < / a > < span class = "lineno" > 239< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > magnitude =< / div >
< div class = "line" > < a id = "l00240" name = "l00240" > < / a > < span class = "lineno" > 240< / span > (1.0 + std::uniform_real_distribution< double> ()(random_)) *< / div >
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< div class = "line" > < a id = "l00241" name = "l00241" > < / a > < span class = "lineno" > 241< / span > (parameters_.relative_cost_perturbation() * std::abs(objective) +< / div >
< div class = "line" > < a id = "l00242" name = "l00242" > < / a > < span class = "lineno" > 242< / span > parameters_.relative_max_cost_perturbation() * max_cost_magnitude);< / div >
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< div class = "line" > < a id = "l00243" name = "l00243" > < / a > < span class = "lineno" > 243< / span > < a class = "code hl_define" href = "base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295" > DCHECK_GE< / a > (magnitude, 0.0);< / div >
< div class = "line" > < a id = "l00244" name = "l00244" > < / a > < span class = "lineno" > 244< / span > < / div >
< div class = "line" > < a id = "l00245" name = "l00245" > < / a > < span class = "lineno" > 245< / span > < span class = "comment" > // The perturbation direction is such that a dual-feasible solution stays< / span > < / div >
< div class = "line" > < a id = "l00246" name = "l00246" > < / a > < span class = "lineno" > 246< / span > < span class = "comment" > // feasible. This is important.< / span > < / div >
< div class = "line" > < a id = "l00247" name = "l00247" > < / a > < span class = "lineno" > 247< / span > < span class = "keyword" > const< / span > < a class = "code hl_enumeration" href = "namespaceoperations__research_1_1glop.html#a4452e21ffb34da40470f1e0791800027" > VariableType< / a > type = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b" > GetTypeRow< / a > ()[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00248" name = "l00248" > < / a > < span class = "lineno" > 248< / span > < span class = "keywordflow" > switch< / span > (type) {< / div >
< div class = "line" > < a id = "l00249" name = "l00249" > < / a > < span class = "lineno" > 249< / 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 = "l00250" name = "l00250" > < / a > < span class = "lineno" > 250< / span > < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00251" name = "l00251" > < / a > < span class = "lineno" > 251< / 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 = "l00252" name = "l00252" > < / a > < span class = "lineno" > 252< / span > < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00253" name = "l00253" > < / a > < span class = "lineno" > 253< / 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 = "l00254" name = "l00254" > < / a > < span class = "lineno" > 254< / span > cost_perturbations_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = magnitude;< / div >
< div class = "line" > < a id = "l00255" name = "l00255" > < / a > < span class = "lineno" > 255< / span > < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00256" name = "l00256" > < / a > < span class = "lineno" > 256< / 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 = "l00257" name = "l00257" > < / a > < span class = "lineno" > 257< / span > cost_perturbations_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = -magnitude;< / div >
< div class = "line" > < a id = "l00258" name = "l00258" > < / a > < span class = "lineno" > 258< / span > < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a id = "l00259" name = "l00259" > < / a > < span class = "lineno" > 259< / 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 = "l00260" name = "l00260" > < / a > < span class = "lineno" > 260< / span > < span class = "comment" > // Here we don' t necessarily maintain the dual-feasibility of a dual< / span > < / div >
< div class = "line" > < a id = "l00261" name = "l00261" > < / a > < span class = "lineno" > 261< / span > < span class = "comment" > // feasible solution, however we can always shift the variable to its< / span > < / div >
< div class = "line" > < a id = "l00262" name = "l00262" > < / a > < span class = "lineno" > 262< / span > < span class = "comment" > // other bound (because it is boxed) to restore dual-feasiblity. This is< / span > < / div >
< div class = "line" > < a id = "l00263" name = "l00263" > < / a > < span class = "lineno" > 263< / span > < span class = "comment" > // done by MakeBoxedVariableDualFeasible() at the end of the dual< / span > < / div >
< div class = "line" > < a id = "l00264" name = "l00264" > < / a > < span class = "lineno" > 264< / span > < span class = "comment" > // phase-I algorithm.< / span > < / div >
< div class = "line" > < a id = "l00265" name = "l00265" > < / a > < span class = "lineno" > 265< / span > < span class = "keywordflow" > if< / span > (objective > 0.0) {< / div >
< div class = "line" > < a id = "l00266" name = "l00266" > < / a > < span class = "lineno" > 266< / span > cost_perturbations_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = magnitude;< / div >
< div class = "line" > < a id = "l00267" name = "l00267" > < / a > < span class = "lineno" > 267< / span > } < span class = "keywordflow" > else< / span > < span class = "keywordflow" > if< / span > (objective < 0.0) {< / div >
< div class = "line" > < a id = "l00268" name = "l00268" > < / a > < span class = "lineno" > 268< / span > cost_perturbations_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = -magnitude;< / div >
< div class = "line" > < a id = "l00269" name = "l00269" > < / a > < span class = "lineno" > 269< / span > }< / div >
< div class = "line" > < a id = "l00270" name = "l00270" > < / a > < span class = "lineno" > 270< / span > < span class = "keywordflow" > break< / 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 > }< / div >
< div class = "line" > < a id = "l00274" name = "l00274" > < / a > < span class = "lineno" > 274< / span > < / div >
< div class = "line" > < a id = "l00275" name = "l00275" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4" > 275< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4" > ReducedCosts::ShiftCostIfNeeded< / a > (< span class = "keywordtype" > bool< / span > increasing_rc_is_needed,< / div >
< div class = "line" > < a id = "l00276" name = "l00276" > < / a > < span class = "lineno" > 276< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00277" name = "l00277" > < / a > < span class = "lineno" > 277< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00278" name = "l00278" > < / a > < span class = "lineno" > 278< / span > < / div >
< div class = "line" > < a id = "l00279" name = "l00279" > < / a > < span class = "lineno" > 279< / span > < span class = "comment" > // We always want a minimum step size, so if we have a negative step or< / span > < / div >
< div class = "line" > < a id = "l00280" name = "l00280" > < / a > < span class = "lineno" > 280< / span > < span class = "comment" > // a step that is really small, we will shift the cost of the given column.< / span > < / div >
< div class = "line" > < a id = "l00281" name = "l00281" > < / a > < span class = "lineno" > 281< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > minimum_delta =< / div >
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< div class = "line" > < a id = "l00282" name = "l00282" > < / a > < span class = "lineno" > 282< / span > parameters_.degenerate_ministep_factor() * dual_feasibility_tolerance_;< / div >
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< div class = "line" > < a id = "l00283" name = "l00283" > < / a > < span class = "lineno" > 283< / span > < span class = "keywordflow" > if< / span > (increasing_rc_is_needed & & reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] < = -minimum_delta) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00284" name = "l00284" > < / a > < span class = "lineno" > 284< / span > < span class = "keywordflow" > if< / span > (!increasing_rc_is_needed & & reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] > = minimum_delta) < span class = "keywordflow" > return< / span > ;< / 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 > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_variable" href = "resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e" > delta< / a > =< / div >
< div class = "line" > < a id = "l00287" name = "l00287" > < / a > < span class = "lineno" > 287< / span > increasing_rc_is_needed ? minimum_delta : -minimum_delta;< / div >
< div class = "line" > < a id = "l00288" name = "l00288" > < / a > < span class = "lineno" > 288< / span > < a class = "code hl_define" href = "stats_8h.html#a3c3e6b102f0d91c523099325c98e1887" > IF_STATS_ENABLED< / a > (stats_.cost_shift.Add(reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] + < a class = "code hl_variable" href = "resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e" > delta< / a > ));< / div >
< div class = "line" > < a id = "l00289" name = "l00289" > < / a > < span class = "lineno" > 289< / span > cost_perturbations_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] -= reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] + < a class = "code hl_variable" href = "resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e" > delta< / a > ;< / div >
< div class = "line" > < a id = "l00290" name = "l00290" > < / a > < span class = "lineno" > 290< / span > reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = -< a class = "code hl_variable" href = "resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e" > delta< / a > ;< / div >
< div class = "line" > < a id = "l00291" name = "l00291" > < / a > < span class = "lineno" > 291< / span > has_cost_shift_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00292" name = "l00292" > < / a > < span class = "lineno" > 292< / span > }< / div >
< div class = "line" > < a id = "l00293" name = "l00293" > < / a > < span class = "lineno" > 293< / span > < / div >
< div class = "line" > < a id = "l00294" name = "l00294" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33" > 294< / a > < / span > < span class = "keywordtype" > bool< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33" > ReducedCosts::StepIsDualDegenerate< / a > (< span class = "keywordtype" > bool< / span > increasing_rc_is_needed,< / div >
< div class = "line" > < a id = "l00295" name = "l00295" > < / a > < span class = "lineno" > 295< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00296" name = "l00296" > < / a > < span class = "lineno" > 296< / span > < span class = "keywordflow" > if< / span > (increasing_rc_is_needed & & reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] > = 0.0) < span class = "keywordflow" > return< / span > < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00297" name = "l00297" > < / a > < span class = "lineno" > 297< / span > < span class = "keywordflow" > if< / span > (!increasing_rc_is_needed & & reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] < = 0.0) < span class = "keywordflow" > return< / span > < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00298" name = "l00298" > < / a > < span class = "lineno" > 298< / span > < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00299" name = "l00299" > < / a > < span class = "lineno" > 299< / span > }< / div >
< div class = "line" > < a id = "l00300" name = "l00300" > < / a > < span class = "lineno" > 300< / span > < / div >
< div class = "line" > < a id = "l00301" name = "l00301" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6" > 301< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6" > ReducedCosts::ClearAndRemoveCostShifts< / a > () {< / div >
< div class = "line" > < a id = "l00302" name = "l00302" > < / a > < span class = "lineno" > 302< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00303" name = "l00303" > < / a > < span class = "lineno" > 303< / span > has_cost_shift_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00304" name = "l00304" > < / a > < span class = "lineno" > 304< / span > cost_perturbations_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0" > AssignToZero< / a > (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 = "l00305" name = "l00305" > < / a > < span class = "lineno" > 305< / span > recompute_basic_objective_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00306" name = "l00306" > < / a > < span class = "lineno" > 306< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00307" name = "l00307" > < / a > < span class = "lineno" > 307< / span > are_reduced_costs_precise_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00308" name = "l00308" > < / a > < span class = "lineno" > 308< / span > SetRecomputeReducedCostsAndNotifyWatchers();< / 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 > < / div >
< div class = "line" > < a id = "l00311" name = "l00311" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5" > 311< / a > < / 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_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5" > ReducedCosts::GetFullReducedCosts< / a > () {< / div >
< div class = "line" > < a id = "l00312" name = "l00312" > < / a > < span class = "lineno" > 312< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00313" name = "l00313" > < / a > < span class = "lineno" > 313< / span > < span class = "keywordflow" > if< / span > (!are_reduced_costs_recomputed_) {< / div >
< div class = "line" > < a id = "l00314" name = "l00314" > < / a > < span class = "lineno" > 314< / span > SetRecomputeReducedCostsAndNotifyWatchers();< / 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 > < span class = "keywordflow" > return< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
< div class = "line" > < a id = "l00317" name = "l00317" > < / a > < span class = "lineno" > 317< / span > }< / div >
< div class = "line" > < a id = "l00318" name = "l00318" > < / a > < span class = "lineno" > 318< / span > < / div >
< div class = "line" > < a id = "l00319" name = "l00319" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > 319< / a > < / 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_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > ReducedCosts::GetReducedCosts< / a > () {< / div >
< div class = "line" > < a id = "l00320" name = "l00320" > < / a > < span class = "lineno" > 320< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00321" name = "l00321" > < / a > < span class = "lineno" > 321< / span > < span class = "keywordflow" > if< / span > (basis_factorization_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c" > IsRefactorized< / a > ()) {< / div >
< div class = "line" > < a id = "l00322" name = "l00322" > < / a > < span class = "lineno" > 322< / span > must_refactorize_basis_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00323" name = "l00323" > < / a > < span class = "lineno" > 323< / span > }< / div >
< div class = "line" > < a id = "l00324" name = "l00324" > < / a > < span class = "lineno" > 324< / span > < span class = "keywordflow" > if< / span > (recompute_reduced_costs_) {< / div >
< div class = "line" > < a id = "l00325" name = "l00325" > < / a > < span class = "lineno" > 325< / span > ComputeReducedCosts();< / div >
< div class = "line" > < a id = "l00326" name = "l00326" > < / a > < span class = "lineno" > 326< / span > }< / div >
< div class = "line" > < a id = "l00327" name = "l00327" > < / a > < span class = "lineno" > 327< / span > < span class = "keywordflow" > return< / span > reduced_costs_;< / div >
< div class = "line" > < a id = "l00328" name = "l00328" > < / a > < span class = "lineno" > 328< / span > }< / div >
< div class = "line" > < a id = "l00329" name = "l00329" > < / a > < span class = "lineno" > 329< / span > < / div >
< div class = "line" > < a id = "l00330" name = "l00330" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc" > 330< / a > < / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseColumn< / a > & < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc" > ReducedCosts::GetDualValues< / a > () {< / div >
< div class = "line" > < a id = "l00331" name = "l00331" > < / a > < span class = "lineno" > 331< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00332" name = "l00332" > < / a > < span class = "lineno" > 332< / span > ComputeBasicObjectiveLeftInverse();< / div >
< div class = "line" > < a id = "l00333" name = "l00333" > < / a > < span class = "lineno" > 333< / span > < span class = "keywordflow" > return< / span > < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430" > Transpose< / a > (basic_objective_left_inverse_.< a class = "code hl_variable" href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4" > values< / a > );< / div >
< div class = "line" > < a id = "l00334" name = "l00334" > < / a > < span class = "lineno" > 334< / span > }< / 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 > < span class = "keywordtype" > void< / span > ReducedCosts::ComputeBasicObjective() {< / div >
< div class = "line" > < a id = "l00337" name = "l00337" > < / a > < span class = "lineno" > 337< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00338" name = "l00338" > < / a > < span class = "lineno" > 338< / span > < span class = "keyword" > const< / span > ColIndex num_cols_in_basis = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (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 = "l00339" name = "l00339" > < / a > < span class = "lineno" > 339< / span > cost_perturbations_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813" > num_cols< / a > (), 0.0);< / div >
< div class = "line" > < a id = "l00340" name = "l00340" > < / a > < span class = "lineno" > 340< / span > basic_objective_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_cols_in_basis, 0.0);< / div >
< div class = "line" > < a id = "l00341" name = "l00341" > < / a > < span class = "lineno" > 341< / 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_in_basis; ++< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00342" name = "l00342" > < / a > < span class = "lineno" > 342< / span > < span class = "keyword" > const< / span > ColIndex basis_col = basis_[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64" > ColToRowIndex< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )];< / div >
< div class = "line" > < a id = "l00343" name = "l00343" > < / a > < span class = "lineno" > 343< / span > basic_objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] =< / div >
< div class = "line" > < a id = "l00344" name = "l00344" > < / a > < span class = "lineno" > 344< / span > objective_[basis_col] + cost_perturbations_[basis_col];< / div >
< div class = "line" > < a id = "l00345" name = "l00345" > < / a > < span class = "lineno" > 345< / span > }< / div >
< div class = "line" > < a id = "l00346" name = "l00346" > < / a > < span class = "lineno" > 346< / span > recompute_basic_objective_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00347" name = "l00347" > < / a > < span class = "lineno" > 347< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00348" name = "l00348" > < / a > < span class = "lineno" > 348< / 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 > < span class = "keywordtype" > void< / span > ReducedCosts::ComputeReducedCosts() {< / div >
< div class = "line" > < a id = "l00351" name = "l00351" > < / a > < span class = "lineno" > 351< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00352" name = "l00352" > < / a > < span class = "lineno" > 352< / span > < span class = "keywordflow" > if< / span > (recompute_basic_objective_left_inverse_) {< / div >
< div class = "line" > < a id = "l00353" name = "l00353" > < / a > < span class = "lineno" > 353< / span > ComputeBasicObjectiveLeftInverse();< / div >
< div class = "line" > < a id = "l00354" name = "l00354" > < / a > < span class = "lineno" > 354< / span > }< / div >
< div class = "line" > < a id = "l00355" name = "l00355" > < / a > < span class = "lineno" > 355< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_residual_error(0.0);< / div >
< div class = "line" > < a id = "l00356" name = "l00356" > < / a > < span class = "lineno" > 356< / span > < span class = "keyword" > const< / span > ColIndex num_cols = 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 = "l00357" name = "l00357" > < / a > < span class = "lineno" > 357< / span > < / div >
< div class = "line" > < a id = "l00358" name = "l00358" > < / a > < span class = "lineno" > 358< / span > reduced_costs_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_cols, 0.0);< / div >
< div class = "line" > < a id = "l00359" name = "l00359" > < / a > < span class = "lineno" > 359< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49" > DenseBitRow< / a > & is_basic = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c" > GetIsBasicBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00360" name = "l00360" > < / a > < span class = "lineno" > 360< / span > < span class = "preprocessor" > #ifdef OMP< / span > < / div >
2022-03-04 00:11:33 +01:00
< div class = "line" > < a id = "l00361" name = "l00361" > < / a > < span class = "lineno" > 361< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > num_omp_threads = parameters_.num_omp_threads();< / div >
2022-01-17 21:42:14 +01:00
< div class = "line" > < a id = "l00362" name = "l00362" > < / a > < span class = "lineno" > 362< / span > < span class = "preprocessor" > #else< / span > < / div >
< div class = "line" > < a id = "l00363" name = "l00363" > < / a > < span class = "lineno" > 363< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > num_omp_threads = 1;< / div >
< div class = "line" > < a id = "l00364" name = "l00364" > < / a > < span class = "lineno" > 364< / span > < span class = "preprocessor" > #endif< / span > < / div >
< div class = "line" > < a id = "l00365" name = "l00365" > < / a > < span class = "lineno" > 365< / span > < span class = "keywordflow" > if< / span > (num_omp_threads == 1) {< / div >
< div class = "line" > < a id = "l00366" name = "l00366" > < / a > < span class = "lineno" > 366< / 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 = "l00367" name = "l00367" > < / a > < span class = "lineno" > 367< / span > reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] + cost_perturbations_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] -< / div >
< div class = "line" > < a id = "l00368" name = "l00368" > < / a > < span class = "lineno" > 368< / span > matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26" > ColumnScalarProduct< / a > (< / div >
< div class = "line" > < a id = "l00369" name = "l00369" > < / a > < span class = "lineno" > 369< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , basic_objective_left_inverse_.< a class = "code hl_variable" href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4" > values< / a > );< / 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 = "comment" > // We also compute the dual residual error y.B - c_B.< / span > < / div >
< div class = "line" > < a id = "l00372" name = "l00372" > < / a > < span class = "lineno" > 372< / span > < span class = "keywordflow" > if< / span > (is_basic.IsSet(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00373" name = "l00373" > < / a > < span class = "lineno" > 373< / span > dual_residual_error =< / div >
< div class = "line" > < a id = "l00374" name = "l00374" > < / a > < span class = "lineno" > 374< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (dual_residual_error, std::abs(reduced_costs_[< 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 > }< / div >
< div class = "line" > < a id = "l00376" name = "l00376" > < / a > < span class = "lineno" > 376< / span > }< / div >
< div class = "line" > < a id = "l00377" name = "l00377" > < / a > < span class = "lineno" > 377< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00378" name = "l00378" > < / a > < span class = "lineno" > 378< / span > < span class = "preprocessor" > #ifdef OMP< / span > < / div >
< div class = "line" > < a id = "l00379" name = "l00379" > < / a > < span class = "lineno" > 379< / span > < span class = "comment" > // In the multi-threaded case, perform the same computation as in the< / span > < / div >
< div class = "line" > < a id = "l00380" name = "l00380" > < / a > < span class = "lineno" > 380< / span > < span class = "comment" > // single-threaded case above.< / span > < / div >
< div class = "line" > < a id = "l00381" name = "l00381" > < / a > < span class = "lineno" > 381< / span > std::vector< Fractional> thread_local_dual_residual_error(num_omp_threads,< / div >
< div class = "line" > < a id = "l00382" name = "l00382" > < / a > < span class = "lineno" > 382< / span > 0.0);< / div >
< div class = "line" > < a id = "l00383" name = "l00383" > < / a > < span class = "lineno" > 383< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > parallel_loop_size = num_cols.value();< / div >
< div class = "line" > < a id = "l00384" name = "l00384" > < / a > < span class = "lineno" > 384< / span > < span class = "preprocessor" > #pragma omp parallel for num_threads(num_omp_threads)< / span > < / div >
< div class = "line" > < a id = "l00385" name = "l00385" > < / a > < span class = "lineno" > 385< / span > < span class = "keywordflow" > for< / span > (< span class = "keywordtype" > int< / span > i = 0; i < parallel_loop_size; i++) {< / div >
< div class = "line" > < a id = "l00386" name = "l00386" > < / a > < span class = "lineno" > 386< / span > < span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (i);< / div >
< div class = "line" > < a id = "l00387" name = "l00387" > < / a > < span class = "lineno" > 387< / span > reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = objective_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] + objective_perturbation_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] -< / div >
< div class = "line" > < a id = "l00388" name = "l00388" > < / a > < span class = "lineno" > 388< / span > matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26" > ColumnScalarProduct< / a > (< / div >
< div class = "line" > < a id = "l00389" name = "l00389" > < / a > < span class = "lineno" > 389< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , basic_objective_left_inverse_.< a class = "code hl_variable" href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4" > values< / a > );< / div >
< div class = "line" > < a id = "l00390" name = "l00390" > < / a > < span class = "lineno" > 390< / span > < / div >
< div class = "line" > < a id = "l00391" name = "l00391" > < / a > < span class = "lineno" > 391< / span > < span class = "keywordflow" > if< / span > (is_basic.IsSet(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00392" name = "l00392" > < / a > < span class = "lineno" > 392< / span > thread_local_dual_residual_error[omp_get_thread_num()] =< / div >
< div class = "line" > < a id = "l00393" name = "l00393" > < / a > < span class = "lineno" > 393< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (thread_local_dual_residual_error[omp_get_thread_num()],< / div >
< div class = "line" > < a id = "l00394" name = "l00394" > < / a > < span class = "lineno" > 394< / span > std::abs(reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]));< / div >
< div class = "line" > < a id = "l00395" name = "l00395" > < / a > < span class = "lineno" > 395< / span > }< / 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 = "comment" > // end of omp parallel for< / span > < / div >
< div class = "line" > < a id = "l00398" name = "l00398" > < / a > < span class = "lineno" > 398< / span > < span class = "keywordflow" > for< / span > (< span class = "keywordtype" > int< / span > i = 0; i < num_omp_threads; i++) {< / div >
< div class = "line" > < a id = "l00399" name = "l00399" > < / a > < span class = "lineno" > 399< / span > dual_residual_error =< / div >
< div class = "line" > < a id = "l00400" name = "l00400" > < / a > < span class = "lineno" > 400< / span > < a class = "code hl_variable" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (dual_residual_error, thread_local_dual_residual_error[i]);< / 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 > < span class = "preprocessor" > #endif < / span > < span class = "comment" > // OMP< / span > < / div >
< div class = "line" > < a id = "l00403" name = "l00403" > < / a > < span class = "lineno" > 403< / span > }< / div >
< div class = "line" > < a id = "l00404" name = "l00404" > < / a > < span class = "lineno" > 404< / span > < / div >
< div class = "line" > < a id = "l00405" name = "l00405" > < / a > < span class = "lineno" > 405< / span > deterministic_time_ +=< / div >
< div class = "line" > < a id = "l00406" name = "l00406" > < / a > < span class = "lineno" > 406< / span > < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#aedb714d776d86539dbb9f42ae5d7d923" > DeterministicTimeForFpOperations< / a > (matrix_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749" > num_entries< / a > ().value());< / div >
< div class = "line" > < a id = "l00407" name = "l00407" > < / a > < span class = "lineno" > 407< / span > recompute_reduced_costs_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00408" name = "l00408" > < / a > < span class = "lineno" > 408< / span > are_reduced_costs_recomputed_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00409" name = "l00409" > < / a > < span class = "lineno" > 409< / span > are_reduced_costs_precise_ = basis_factorization_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c" > IsRefactorized< / a > ();< / div >
< div class = "line" > < a id = "l00410" name = "l00410" > < / a > < span class = "lineno" > 410< / span > < / div >
< div class = "line" > < a id = "l00411" name = "l00411" > < / a > < span class = "lineno" > 411< / span > < span class = "comment" > // It is not resonable to have a dual tolerance lower than the current< / span > < / div >
< div class = "line" > < a id = "l00412" name = "l00412" > < / a > < span class = "lineno" > 412< / span > < span class = "comment" > // dual_residual_error, otherwise we may never terminate (This is happening on< / span > < / div >
< div class = "line" > < a id = "l00413" name = "l00413" > < / a > < span class = "lineno" > 413< / span > < span class = "comment" > // dfl001.mps with a low dual_feasibility_tolerance). Note that since we< / span > < / div >
< div class = "line" > < a id = "l00414" name = "l00414" > < / a > < span class = "lineno" > 414< / span > < span class = "comment" > // recompute the reduced costs with maximum precision before really exiting,< / span > < / div >
< div class = "line" > < a id = "l00415" name = "l00415" > < / a > < span class = "lineno" > 415< / span > < span class = "comment" > // it is fine to do a couple of iterations with a high zero tolerance.< / span > < / div >
2022-03-04 00:11:33 +01:00
< div class = "line" > < a id = "l00416" name = "l00416" > < / a > < span class = "lineno" > 416< / span > dual_feasibility_tolerance_ = parameters_.dual_feasibility_tolerance();< / div >
2022-01-17 21:42:14 +01:00
< div class = "line" > < a id = "l00417" name = "l00417" > < / a > < span class = "lineno" > 417< / span > < span class = "keywordflow" > if< / span > (dual_residual_error > dual_feasibility_tolerance_) {< / div >
< div class = "line" > < a id = "l00418" name = "l00418" > < / a > < span class = "lineno" > 418< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (2) < < < span class = "stringliteral" > " Changing dual_feasibility_tolerance to " < / span > < < dual_residual_error;< / div >
< div class = "line" > < a id = "l00419" name = "l00419" > < / a > < span class = "lineno" > 419< / span > dual_feasibility_tolerance_ = dual_residual_error;< / div >
< div class = "line" > < a id = "l00420" name = "l00420" > < / a > < span class = "lineno" > 420< / span > }< / div >
< div class = "line" > < a id = "l00421" name = "l00421" > < / a > < span class = "lineno" > 421< / span > }< / div >
< div class = "line" > < a id = "l00422" name = "l00422" > < / a > < span class = "lineno" > 422< / span > < / div >
< div class = "line" > < a id = "l00423" name = "l00423" > < / a > < span class = "lineno" > 423< / span > < span class = "keywordtype" > void< / span > ReducedCosts::ComputeBasicObjectiveLeftInverse() {< / div >
< div class = "line" > < a id = "l00424" name = "l00424" > < / a > < span class = "lineno" > 424< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00425" name = "l00425" > < / a > < span class = "lineno" > 425< / span > < span class = "keywordflow" > if< / span > (recompute_basic_objective_) {< / div >
< div class = "line" > < a id = "l00426" name = "l00426" > < / a > < span class = "lineno" > 426< / span > ComputeBasicObjective();< / div >
< div class = "line" > < a id = "l00427" name = "l00427" > < / a > < span class = "lineno" > 427< / span > }< / div >
< div class = "line" > < a id = "l00428" name = "l00428" > < / a > < span class = "lineno" > 428< / span > basic_objective_left_inverse_.< a class = "code hl_variable" href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4" > values< / a > = basic_objective_;< / div >
< div class = "line" > < a id = "l00429" name = "l00429" > < / a > < span class = "lineno" > 429< / span > basic_objective_left_inverse_.< a class = "code hl_variable" href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b" > non_zeros< / a > .clear();< / div >
< div class = "line" > < a id = "l00430" name = "l00430" > < / a > < span class = "lineno" > 430< / span > basis_factorization_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_basis_factorization.html#aacdbeb58ac2d391f6586ad88db99ad61" > LeftSolve< / a > (& basic_objective_left_inverse_);< / div >
< div class = "line" > < a id = "l00431" name = "l00431" > < / a > < span class = "lineno" > 431< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00432" name = "l00432" > < / a > < span class = "lineno" > 432< / span > < a class = "code hl_define" href = "stats_8h.html#a3c3e6b102f0d91c523099325c98e1887" > IF_STATS_ENABLED< / a > (stats_.basic_objective_left_inverse_density.Add(< / div >
< div class = "line" > < a id = "l00433" name = "l00433" > < / a > < span class = "lineno" > 433< / span > < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a6b36bbbcd695191600dab9b88487ff18" > Density< / a > (basic_objective_left_inverse_.< a class = "code hl_variable" href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4" > values< / a > )));< / div >
< div class = "line" > < a id = "l00434" name = "l00434" > < / a > < span class = "lineno" > 434< / span > < / div >
< div class = "line" > < a id = "l00435" name = "l00435" > < / a > < span class = "lineno" > 435< / span > < span class = "comment" > // TODO(user): Estimate its accuracy by a few scalar products, and refactorize< / span > < / div >
< div class = "line" > < a id = "l00436" name = "l00436" > < / a > < span class = "lineno" > 436< / span > < span class = "comment" > // if it is above a threshold?< / span > < / div >
< div class = "line" > < a id = "l00437" name = "l00437" > < / a > < span class = "lineno" > 437< / span > }< / 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 > < span class = "comment" > // Note that the update is such than the entering reduced cost is always set to< / span > < / div >
< div class = "line" > < a id = "l00440" name = "l00440" > < / a > < span class = "lineno" > 440< / span > < span class = "comment" > // 0.0. In particular, because of this we can step in the wrong direction for< / span > < / div >
< div class = "line" > < a id = "l00441" name = "l00441" > < / a > < span class = "lineno" > 441< / span > < span class = "comment" > // the dual method if the reduced cost is slightly infeasible.< / span > < / div >
< div class = "line" > < a id = "l00442" name = "l00442" > < / a > < span class = "lineno" > 442< / span > < span class = "keywordtype" > void< / span > ReducedCosts::UpdateReducedCosts(ColIndex entering_col,< / div >
< div class = "line" > < a id = "l00443" name = "l00443" > < / a > < span class = "lineno" > 443< / span > ColIndex leaving_col,< / div >
< div class = "line" > < a id = "l00444" name = "l00444" > < / a > < span class = "lineno" > 444< / span > RowIndex leaving_row, < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > pivot,< / div >
< div class = "line" > < a id = "l00445" name = "l00445" > < / a > < span class = "lineno" > 445< / span > UpdateRow* update_row) {< / div >
< div class = "line" > < a id = "l00446" name = "l00446" > < / a > < span class = "lineno" > 446< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (entering_col, leaving_col);< / div >
< div class = "line" > < a id = "l00447" name = "l00447" > < / a > < span class = "lineno" > 447< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (pivot, 0.0);< / div >
< div class = "line" > < a id = "l00448" name = "l00448" > < / a > < span class = "lineno" > 448< / span > < span class = "keywordflow" > if< / span > (recompute_reduced_costs_) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00449" name = "l00449" > < / a > < span class = "lineno" > 449< / span > < / div >
< div class = "line" > < a id = "l00450" name = "l00450" > < / a > < span class = "lineno" > 450< / span > < span class = "comment" > // Note that this is precise because of the CheckPrecision().< / span > < / div >
< div class = "line" > < a id = "l00451" name = "l00451" > < / a > < span class = "lineno" > 451< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > entering_reduced_cost = reduced_costs_[entering_col];< / div >
< div class = "line" > < a id = "l00452" name = "l00452" > < / a > < span class = "lineno" > 452< / span > < / div >
< div class = "line" > < a id = "l00453" name = "l00453" > < / a > < span class = "lineno" > 453< / span > < span class = "comment" > // Nothing to do if the entering reduced cost is 0.0.< / span > < / div >
< div class = "line" > < a id = "l00454" name = "l00454" > < / a > < span class = "lineno" > 454< / span > < span class = "comment" > // This correspond to a dual degenerate pivot.< / span > < / div >
< div class = "line" > < a id = "l00455" name = "l00455" > < / a > < span class = "lineno" > 455< / span > < span class = "keywordflow" > if< / span > (entering_reduced_cost == 0.0) {< / div >
< div class = "line" > < a id = "l00456" name = "l00456" > < / a > < span class = "lineno" > 456< / span > < a class = "code hl_define" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (2) < < < span class = "stringliteral" > " Reduced costs didn' t change." < / span > ;< / div >
< div class = "line" > < a id = "l00457" name = "l00457" > < / a > < span class = "lineno" > 457< / span > < / div >
< div class = "line" > < a id = "l00458" name = "l00458" > < / a > < span class = "lineno" > 458< / span > < span class = "comment" > // TODO(user): the reduced costs may still be " precise" in this case, but< / span > < / div >
< div class = "line" > < a id = "l00459" name = "l00459" > < / a > < span class = "lineno" > 459< / span > < span class = "comment" > // other parts of the code assume that if they are precise then the basis< / span > < / div >
< div class = "line" > < a id = "l00460" name = "l00460" > < / a > < span class = "lineno" > 460< / span > < span class = "comment" > // was just refactorized in order to recompute them which is not the case< / span > < / div >
< div class = "line" > < a id = "l00461" name = "l00461" > < / a > < span class = "lineno" > 461< / span > < span class = "comment" > // here. Clean this up.< / span > < / div >
< div class = "line" > < a id = "l00462" name = "l00462" > < / a > < span class = "lineno" > 462< / span > are_reduced_costs_precise_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00463" name = "l00463" > < / a > < span class = "lineno" > 463< / span > < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00464" name = "l00464" > < / a > < span class = "lineno" > 464< / span > }< / div >
< div class = "line" > < a id = "l00465" name = "l00465" > < / a > < span class = "lineno" > 465< / span > < / div >
< div class = "line" > < a id = "l00466" name = "l00466" > < / a > < span class = "lineno" > 466< / span > are_reduced_costs_recomputed_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00467" name = "l00467" > < / a > < span class = "lineno" > 467< / span > are_reduced_costs_precise_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00468" name = "l00468" > < / a > < span class = "lineno" > 468< / span > update_row-> ComputeUpdateRow(leaving_row);< / div >
< div class = "line" > < a id = "l00469" name = "l00469" > < / a > < span class = "lineno" > 469< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00470" name = "l00470" > < / a > < span class = "lineno" > 470< / span > < / div >
< div class = "line" > < a id = "l00471" name = "l00471" > < / a > < span class = "lineno" > 471< / span > < span class = "comment" > // Update the leaving variable reduced cost.< / span > < / div >
< div class = "line" > < a id = "l00472" name = "l00472" > < / a > < span class = "lineno" > 472< / span > < span class = "comment" > // ' -pivot' is the value of the entering_edge at ' leaving_row' .< / span > < / div >
< div class = "line" > < a id = "l00473" name = "l00473" > < / a > < span class = "lineno" > 473< / span > < span class = "comment" > // The edge of the ' leaving_col' in the new basis is equal to< / span > < / div >
< div class = "line" > < a id = "l00474" name = "l00474" > < / a > < span class = "lineno" > 474< / span > < span class = "comment" > // ' entering_edge / -pivot' .< / span > < / div >
< div class = "line" > < a id = "l00475" name = "l00475" > < / a > < span class = "lineno" > 475< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > new_leaving_reduced_cost = entering_reduced_cost / -pivot;< / div >
< div class = "line" > < a id = "l00476" name = "l00476" > < / a > < span class = "lineno" > 476< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : update_row-> GetNonZeroPositions()) {< / div >
< div class = "line" > < a id = "l00477" name = "l00477" > < / a > < span class = "lineno" > 477< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code hl_variable" href = "variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587" > coeff< / a > = update_row-> GetCoefficient(< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00478" name = "l00478" > < / a > < span class = "lineno" > 478< / span > reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] += new_leaving_reduced_cost * < a class = "code hl_variable" href = "variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587" > coeff< / a > ;< / div >
< div class = "line" > < a id = "l00479" name = "l00479" > < / a > < span class = "lineno" > 479< / span > }< / div >
< div class = "line" > < a id = "l00480" name = "l00480" > < / a > < span class = "lineno" > 480< / span > reduced_costs_[leaving_col] = new_leaving_reduced_cost;< / div >
< div class = "line" > < a id = "l00481" name = "l00481" > < / a > < span class = "lineno" > 481< / span > < / div >
< div class = "line" > < a id = "l00482" name = "l00482" > < / a > < span class = "lineno" > 482< / span > < span class = "comment" > // In the dual, since we compute the update before selecting the entering< / span > < / div >
< div class = "line" > < a id = "l00483" name = "l00483" > < / a > < span class = "lineno" > 483< / span > < span class = "comment" > // variable, this cost is still in the update_position_list, so we make sure< / span > < / div >
< div class = "line" > < a id = "l00484" name = "l00484" > < / a > < span class = "lineno" > 484< / span > < span class = "comment" > // it is 0 here.< / span > < / div >
< div class = "line" > < a id = "l00485" name = "l00485" > < / a > < span class = "lineno" > 485< / span > reduced_costs_[entering_col] = 0.0;< / div >
< div class = "line" > < a id = "l00486" name = "l00486" > < / a > < span class = "lineno" > 486< / span > }< / div >
< div class = "line" > < a id = "l00487" name = "l00487" > < / a > < span class = "lineno" > 487< / span > < / div >
< div class = "line" > < a id = "l00488" name = "l00488" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > 488< / a > < / span > < span class = "keywordtype" > bool< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > ReducedCosts::IsValidPrimalEnteringCandidate< / a > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a id = "l00489" name = "l00489" > < / a > < span class = "lineno" > 489< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > reduced_cost = reduced_costs_[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00490" name = "l00490" > < / a > < span class = "lineno" > 490< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00491" name = "l00491" > < / a > < span class = "lineno" > 491< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00492" name = "l00492" > < / a > < span class = "lineno" > 492< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = dual_feasibility_tolerance_;< / div >
< div class = "line" > < a id = "l00493" name = "l00493" > < / a > < span class = "lineno" > 493< / span > < span class = "keywordflow" > return< / span > (can_increase.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & (reduced_cost < -tolerance)) ||< / div >
< div class = "line" > < a id = "l00494" name = "l00494" > < / a > < span class = "lineno" > 494< / span > (can_decrease.< a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & (reduced_cost > tolerance));< / div >
< div class = "line" > < a id = "l00495" name = "l00495" > < / a > < span class = "lineno" > 495< / span > }< / div >
< div class = "line" > < a id = "l00496" name = "l00496" > < / a > < span class = "lineno" > 496< / span > < / div >
< div class = "line" > < a id = "l00497" name = "l00497" > < / a > < span class = "lineno" > 497< / span > < span class = "keywordtype" > void< / span > ReducedCosts::UpdateBasicObjective(ColIndex entering_col,< / div >
< div class = "line" > < a id = "l00498" name = "l00498" > < / a > < span class = "lineno" > 498< / span > RowIndex leaving_row) {< / div >
< div class = "line" > < a id = "l00499" name = "l00499" > < / a > < span class = "lineno" > 499< / span > < a class = "code hl_define" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a id = "l00500" name = "l00500" > < / a > < span class = "lineno" > 500< / span > basic_objective_[< a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524" > RowToColIndex< / a > (leaving_row)] =< / div >
< div class = "line" > < a id = "l00501" name = "l00501" > < / a > < span class = "lineno" > 501< / span > objective_[entering_col] + cost_perturbations_[entering_col];< / div >
< div class = "line" > < a id = "l00502" name = "l00502" > < / a > < span class = "lineno" > 502< / span > recompute_basic_objective_left_inverse_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00503" name = "l00503" > < / a > < span class = "lineno" > 503< / span > }< / div >
< div class = "line" > < a id = "l00504" name = "l00504" > < / a > < span class = "lineno" > 504< / span > < / div >
< div class = "line" > < a id = "l00505" name = "l00505" > < / a > < span class = "lineno" > 505< / span > < span class = "keywordtype" > void< / span > ReducedCosts::SetRecomputeReducedCostsAndNotifyWatchers() {< / div >
< div class = "line" > < a id = "l00506" name = "l00506" > < / a > < span class = "lineno" > 506< / span > recompute_reduced_costs_ = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00507" name = "l00507" > < / a > < span class = "lineno" > 507< / span > < span class = "keywordflow" > for< / span > (< span class = "keywordtype" > bool< / span > * watcher : watchers_) *watcher = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a id = "l00508" name = "l00508" > < / a > < span class = "lineno" > 508< / span > }< / div >
< div class = "line" > < a id = "l00509" name = "l00509" > < / a > < span class = "lineno" > 509< / span > < / div >
< div class = "line" > < a id = "l00510" name = "l00510" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2" > 510< / a > < / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2" > PrimalPrices::PrimalPrices< / a > (absl::BitGenRef random,< / div >
< div class = "line" > < a id = "l00511" name = "l00511" > < / a > < span class = "lineno" > 511< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_variables_info.html" > VariablesInfo< / a > & variables_info,< / div >
< div class = "line" > < a id = "l00512" name = "l00512" > < / a > < span class = "lineno" > 512< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html" > PrimalEdgeNorms< / a > * primal_edge_norms,< / div >
< div class = "line" > < a id = "l00513" name = "l00513" > < / a > < span class = "lineno" > 513< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_reduced_costs.html" > ReducedCosts< / a > * reduced_costs)< / div >
< div class = "line" > < a id = "l00514" name = "l00514" > < / a > < span class = "lineno" > 514< / span > : prices_(random),< / div >
< div class = "line" > < a id = "l00515" name = "l00515" > < / a > < span class = "lineno" > 515< / span > variables_info_(variables_info),< / div >
< div class = "line" > < a id = "l00516" name = "l00516" > < / a > < span class = "lineno" > 516< / span > primal_edge_norms_(primal_edge_norms),< / div >
< div class = "line" > < a id = "l00517" name = "l00517" > < / a > < span class = "lineno" > 517< / span > reduced_costs_(reduced_costs) {< / div >
< div class = "line" > < a id = "l00518" name = "l00518" > < / a > < span class = "lineno" > 518< / span > reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7" > AddRecomputationWatcher< / a > (& recompute_);< / div >
< div class = "line" > < a id = "l00519" name = "l00519" > < / a > < span class = "lineno" > 519< / span > primal_edge_norms-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a241d43fe7b6c19b4705e688db918fea7" > AddRecomputationWatcher< / a > (& recompute_);< / div >
< div class = "line" > < a id = "l00520" name = "l00520" > < / a > < span class = "lineno" > 520< / span > }< / div >
< div class = "line" > < a id = "l00521" name = "l00521" > < / a > < span class = "lineno" > 521< / span > < / div >
< div class = "line" > < a id = "l00522" name = "l00522" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a" > 522< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a" > PrimalPrices::UpdateBeforeBasisPivot< / a > (ColIndex entering_col,< / div >
< div class = "line" > < a id = "l00523" name = "l00523" > < / a > < span class = "lineno" > 523< / span > < a class = "code hl_class" href = "classoperations__research_1_1glop_1_1_update_row.html" > UpdateRow< / a > * update_row) {< / div >
< div class = "line" > < a id = "l00524" name = "l00524" > < / a > < span class = "lineno" > 524< / span > < span class = "comment" > // If we are recomputing everything when requested, no need to update.< / span > < / div >
< div class = "line" > < a id = "l00525" name = "l00525" > < / a > < span class = "lineno" > 525< / span > < span class = "keywordflow" > if< / span > (recompute_) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00526" name = "l00526" > < / a > < span class = "lineno" > 526< / span > < / div >
< div class = "line" > < a id = "l00527" name = "l00527" > < / a > < span class = "lineno" > 527< / span > < span class = "comment" > // Note that the set of positions works because both the reduced costs< / span > < / div >
< div class = "line" > < a id = "l00528" name = "l00528" > < / a > < span class = "lineno" > 528< / span > < span class = "comment" > // and the primal edge norms are updated on the same positions which are< / span > < / div >
< div class = "line" > < a id = "l00529" name = "l00529" > < / a > < span class = "lineno" > 529< / span > < span class = "comment" > // given by the update_row.< / span > < / div >
< div class = "line" > < a id = "l00530" name = "l00530" > < / a > < span class = "lineno" > 530< / span > UpdateEnteringCandidates< < span class = "comment" > /*from_clean_state=*/< / span > < span class = "keyword" > false< / span > > (< / div >
< div class = "line" > < a id = "l00531" name = "l00531" > < / a > < span class = "lineno" > 531< / span > update_row-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f" > GetNonZeroPositions< / a > ());< / div >
< div class = "line" > < a id = "l00532" name = "l00532" > < / a > < span class = "lineno" > 532< / span > }< / div >
< div class = "line" > < a id = "l00533" name = "l00533" > < / a > < span class = "lineno" > 533< / span > < / div >
< div class = "line" > < a id = "l00534" name = "l00534" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7" > 534< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7" > PrimalPrices::RecomputePriceAt< / a > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00535" name = "l00535" > < / a > < span class = "lineno" > 535< / span > < span class = "keywordflow" > if< / span > (recompute_) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00536" name = "l00536" > < / a > < span class = "lineno" > 536< / span > < span class = "keywordflow" > if< / span > (reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > IsValidPrimalEnteringCandidate< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a id = "l00537" name = "l00537" > < / a > < span class = "lineno" > 537< / 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 > & squared_norms = primal_edge_norms_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a11b5738482346b103919cf0e6481c977" > GetSquaredNorms< / a > ();< / div >
< div class = "line" > < a id = "l00538" name = "l00538" > < / a > < span class = "lineno" > 538< / 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 > & reduced_costs = reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
< div class = "line" > < a id = "l00539" name = "l00539" > < / a > < span class = "lineno" > 539< / span > < a class = "code hl_define" href = "base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0" > DCHECK_NE< / a > (0.0, squared_norms[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a id = "l00540" name = "l00540" > < / a > < span class = "lineno" > 540< / span > prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79" > AddOrUpdate< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e" > Square< / a > (reduced_costs[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) / squared_norms[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a id = "l00541" name = "l00541" > < / a > < span class = "lineno" > 541< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00542" name = "l00542" > < / a > < span class = "lineno" > 542< / span > prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab" > Remove< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00543" name = "l00543" > < / a > < span class = "lineno" > 543< / span > }< / div >
< div class = "line" > < a id = "l00544" name = "l00544" > < / a > < span class = "lineno" > 544< / span > }< / div >
< div class = "line" > < a id = "l00545" name = "l00545" > < / a > < span class = "lineno" > 545< / span > < / div >
< div class = "line" > < a id = "l00546" name = "l00546" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb" > 546< / a > < / span > < span class = "keywordtype" > void< / span > < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb" > PrimalPrices::SetAndDebugCheckThatColumnIsDualFeasible< / a > (ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
< div class = "line" > < a id = "l00547" name = "l00547" > < / a > < span class = "lineno" > 547< / span > < span class = "comment" > // If we need a recomputation, we cannot assumes that the reduced costs are< / span > < / div >
< div class = "line" > < a id = "l00548" name = "l00548" > < / a > < span class = "lineno" > 548< / span > < span class = "comment" > // valid until we are about to recompute the prices.< / span > < / div >
< div class = "line" > < a id = "l00549" name = "l00549" > < / a > < span class = "lineno" > 549< / span > < span class = "keywordflow" > if< / span > (recompute_) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a id = "l00550" name = "l00550" > < / a > < span class = "lineno" > 550< / span > < / div >
< div class = "line" > < a id = "l00551" name = "l00551" > < / a > < span class = "lineno" > 551< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (!reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > IsValidPrimalEnteringCandidate< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ));< / div >
< div class = "line" > < a id = "l00552" name = "l00552" > < / a > < span class = "lineno" > 552< / span > prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab" > Remove< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00553" name = "l00553" > < / a > < span class = "lineno" > 553< / span > }< / div >
< div class = "line" > < a id = "l00554" name = "l00554" > < / a > < span class = "lineno" > 554< / span > < / div >
< div class = "line" > < a id = "l00555" name = "l00555" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453" > 555< / a > < / span > ColIndex < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453" > PrimalPrices::GetBestEnteringColumn< / a > () {< / div >
< div class = "line" > < a id = "l00556" name = "l00556" > < / a > < span class = "lineno" > 556< / span > < span class = "keywordflow" > if< / span > (recompute_) {< / div >
< div class = "line" > < a id = "l00557" name = "l00557" > < / a > < span class = "lineno" > 557< / 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 > & reduced_costs = reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
< div class = "line" > < a id = "l00558" name = "l00558" > < / a > < span class = "lineno" > 558< / span > prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a783736d86811c9bc5a68dd8ff1890192" > ClearAndResize< / a > (reduced_costs.< 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 = "l00559" name = "l00559" > < / a > < span class = "lineno" > 559< / span > UpdateEnteringCandidates< < span class = "comment" > /*from_clean_state=*/< / span > < span class = "keyword" > true< / span > > (< / div >
< div class = "line" > < a id = "l00560" name = "l00560" > < / a > < span class = "lineno" > 560< / span > variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1" > GetIsRelevantBitRow< / a > ());< / div >
< div class = "line" > < a id = "l00561" name = "l00561" > < / a > < span class = "lineno" > 561< / span > recompute_ = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a id = "l00562" name = "l00562" > < / a > < span class = "lineno" > 562< / span > }< / div >
< div class = "line" > < a id = "l00563" name = "l00563" > < / a > < span class = "lineno" > 563< / span > < span class = "keywordflow" > return< / span > prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b" > GetMaximum< / a > ();< / div >
< div class = "line" > < a id = "l00564" name = "l00564" > < / a > < span class = "lineno" > 564< / span > }< / div >
< div class = "line" > < a id = "l00565" name = "l00565" > < / a > < span class = "lineno" > 565< / span > < / div >
< div class = "line" > < a id = "l00566" name = "l00566" > < / a > < span class = "lineno" > 566< / span > < span class = "comment" > // A variable is an entering candidate if it can move in a direction that< / span > < / div >
< div class = "line" > < a id = "l00567" name = "l00567" > < / a > < span class = "lineno" > 567< / span > < span class = "comment" > // minimizes the objective. That is, its value needs to increase if its< / span > < / div >
< div class = "line" > < a id = "l00568" name = "l00568" > < / a > < span class = "lineno" > 568< / span > < span class = "comment" > // reduced cost is negative or it needs to decrease if its reduced cost is< / span > < / div >
< div class = "line" > < a id = "l00569" name = "l00569" > < / a > < span class = "lineno" > 569< / span > < span class = "comment" > // positive (see the IsValidPrimalEnteringCandidate() function). Note that< / span > < / div >
< div class = "line" > < a id = "l00570" name = "l00570" > < / a > < span class = "lineno" > 570< / span > < span class = "comment" > // this is the same as a dual-infeasible variable.< / span > < / div >
< div class = "line" > < a id = "l00571" name = "l00571" > < / a > < span class = "lineno" > 571< / span > < span class = "keyword" > template< / span > < < span class = "keywordtype" > bool< / span > from_clean_state, < span class = "keyword" > typename< / span > ColumnsToUpdate> < / div >
< div class = "line" > < a id = "l00572" name = "l00572" > < / a > < span class = "lineno" > 572< / span > < span class = "keywordtype" > void< / span > PrimalPrices::UpdateEnteringCandidates(< span class = "keyword" > const< / span > ColumnsToUpdate& cols) {< / div >
< div class = "line" > < a id = "l00573" name = "l00573" > < / a > < span class = "lineno" > 573< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1" > GetDualFeasibilityTolerance< / a > ();< / div >
< div class = "line" > < a id = "l00574" name = "l00574" > < / a > < span class = "lineno" > 574< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00575" name = "l00575" > < / a > < span class = "lineno" > 575< / span > < span class = "keyword" > const< / span > < a class = "code hl_class" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a id = "l00576" name = "l00576" > < / a > < span class = "lineno" > 576< / 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 > & squared_norms = primal_edge_norms_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a11b5738482346b103919cf0e6481c977" > GetSquaredNorms< / a > ();< / div >
< div class = "line" > < a id = "l00577" name = "l00577" > < / a > < span class = "lineno" > 577< / 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 > & reduced_costs = reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
< div class = "line" > < a id = "l00578" name = "l00578" > < / a > < span class = "lineno" > 578< / span > < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : cols) {< / div >
< div class = "line" > < a id = "l00579" name = "l00579" > < / a > < span class = "lineno" > 579< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > reduced_cost = reduced_costs[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00580" name = "l00580" > < / a > < span class = "lineno" > 580< / span > < / div >
< div class = "line" > < a id = "l00581" name = "l00581" > < / a > < span class = "lineno" > 581< / span > < span class = "comment" > // Optimization for speed (The function is about 30% faster than the code in< / span > < / div >
< div class = "line" > < a id = "l00582" name = "l00582" > < / a > < span class = "lineno" > 582< / span > < span class = "comment" > // IsValidPrimalEnteringCandidate() or a switch() on variable_status[col]).< / span > < / div >
< div class = "line" > < a id = "l00583" name = "l00583" > < / a > < span class = "lineno" > 583< / span > < span class = "comment" > // This relies on the fact that (double1 > double2) returns a 1 or 0 result< / span > < / div >
< div class = "line" > < a id = "l00584" name = "l00584" > < / a > < span class = "lineno" > 584< / span > < span class = "comment" > // when converted to an int. It also uses an XOR (which appears to be< / span > < / div >
< div class = "line" > < a id = "l00585" name = "l00585" > < / a > < span class = "lineno" > 585< / span > < span class = "comment" > // faster) since the two conditions on the reduced cost are exclusive.< / span > < / div >
< div class = "line" > < a id = "l00586" name = "l00586" > < / a > < span class = "lineno" > 586< / span > < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > is_dual_infeasible = < a class = "code hl_function" href = "classoperations__research_1_1_bitset64.html#af3f6c35f8d82633642cc87510743fdd6" > Bitset64< ColIndex> ::ConditionalXorOfTwoBits< / a > (< / div >
< div class = "line" > < a id = "l00587" name = "l00587" > < / a > < span class = "lineno" > 587< / span > < a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , reduced_cost > tolerance, can_decrease, reduced_cost < -tolerance,< / div >
< div class = "line" > < a id = "l00588" name = "l00588" > < / a > < span class = "lineno" > 588< / span > can_increase);< / div >
< div class = "line" > < a id = "l00589" name = "l00589" > < / a > < span class = "lineno" > 589< / span > < span class = "keywordflow" > if< / span > (is_dual_infeasible) {< / div >
< div class = "line" > < a id = "l00590" name = "l00590" > < / a > < span class = "lineno" > 590< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > IsValidPrimalEnteringCandidate< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ));< / div >
< div class = "line" > < a id = "l00591" name = "l00591" > < / a > < span class = "lineno" > 591< / span > < span class = "keyword" > const< / span > < a class = "code hl_typedef" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > price = < a class = "code hl_function" href = "namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e" > Square< / a > (reduced_cost) / squared_norms[< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a id = "l00592" name = "l00592" > < / a > < span class = "lineno" > 592< / span > prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79" > AddOrUpdate< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , price);< / div >
< div class = "line" > < a id = "l00593" name = "l00593" > < / a > < span class = "lineno" > 593< / span > } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a id = "l00594" name = "l00594" > < / a > < span class = "lineno" > 594< / span > < a class = "code hl_define" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (!reduced_costs_-> < a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > IsValidPrimalEnteringCandidate< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ));< / div >
< div class = "line" > < a id = "l00595" name = "l00595" > < / a > < span class = "lineno" > 595< / span > < span class = "keywordflow" > if< / span > (!from_clean_state) prices_.< a class = "code hl_function" href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab" > Remove< / a > (< a class = "code hl_variable" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a id = "l00596" name = "l00596" > < / a > < span class = "lineno" > 596< / span > }< / div >
< div class = "line" > < a id = "l00597" name = "l00597" > < / a > < span class = "lineno" > 597< / span > }< / div >
< div class = "line" > < a id = "l00598" name = "l00598" > < / a > < span class = "lineno" > 598< / span > }< / div >
< div class = "line" > < a id = "l00599" name = "l00599" > < / a > < span class = "lineno" > 599< / span > < / div >
< div class = "line" > < a id = "l00600" name = "l00600" > < / a > < span class = "lineno" > 600< / span > } < span class = "comment" > // namespace glop< / span > < / div >
< div class = "line" > < a id = "l00601" name = "l00601" > < / a > < span class = "lineno" > 601< / 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 >
2022-03-04 00:11:33 +01:00
< 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#l00892" > base/logging.h:892< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295" > < div class = "ttname" > < a href = "base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295" > DCHECK_GE< / a > < / div > < div class = "ttdeci" > #define DCHECK_GE(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00895" > base/logging.h:895< / a > < / div > < / div >
< div class = "ttc" id = "abase_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#l00890" > base/logging.h:890< / 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#l00891" > base/logging.h:891< / 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#l00984" > base/logging.h:984< / a > < / div > < / div >
2022-01-17 21:42:14 +01:00
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html" > operations_research::Bitset64< ColIndex > < / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html_aa454a4099ee887726b8f5b4a8ed1a81d" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > operations_research::Bitset64::IsSet< / a > < / div > < div class = "ttdeci" > bool IsSet(IndexType i) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "bitset_8h_source.html#l00485" > bitset.h:485< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html_af3f6c35f8d82633642cc87510743fdd6" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html#af3f6c35f8d82633642cc87510743fdd6" > operations_research::Bitset64::ConditionalXorOfTwoBits< / a > < / div > < div class = "ttdeci" > static uint64_t ConditionalXorOfTwoBits(IndexType i, uint64_t use1, const Bitset64< IndexType > & set1, uint64_t use2, const Bitset64< IndexType > & set2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "bitset_8h_source.html#l00643" > bitset.h:643< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_basis_factorization_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_basis_factorization.html" > operations_research::glop::BasisFactorization< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "basis__representation_8h_source.html#l00151" > basis_representation.h:151< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_basis_factorization_html_a6e2a232672ee1580b9144f558662a77c" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c" > operations_research::glop::BasisFactorization::IsRefactorized< / a > < / div > < div class = "ttdeci" > bool IsRefactorized() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "basis__representation_8cc_source.html#l00222" > basis_representation.cc:222< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_basis_factorization_html_aacdbeb58ac2d391f6586ad88db99ad61" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_basis_factorization.html#aacdbeb58ac2d391f6586ad88db99ad61" > operations_research::glop::BasisFactorization::LeftSolve< / a > < / div > < div class = "ttdeci" > void LeftSolve(ScatteredRow *y) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "basis__representation_8cc_source.html#l00337" > basis_representation.cc:337< / 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_abdd940ad64b555052b33e763b80aea26" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26" > operations_research::glop::CompactSparseMatrix::ColumnScalarProduct< / a > < / div > < div class = "ttdeci" > Fractional ColumnScalarProduct(ColIndex col, const DenseRow & vector) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00387" > sparse.h:387< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_af69d9b7065a8f31604a8134be4307749" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749" > operations_research::glop::CompactSparseMatrix::num_entries< / a > < / div > < div class = "ttdeci" > EntryIndex num_entries() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "sparse_8h_source.html#l00345" > sparse.h:345< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a0288e565c7950baedeafd9d866f27f79" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a0288e565c7950baedeafd9d866f27f79" > operations_research::glop::DynamicMaximum::AddOrUpdate< / a > < / div > < div class = "ttdeci" > void AddOrUpdate(Index position, Fractional value)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "pricing_8h_source.html#l00185" > pricing.h:185< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a06262520df93f238136b5f3fa7dd41ab" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a06262520df93f238136b5f3fa7dd41ab" > operations_research::glop::DynamicMaximum::Remove< / a > < / div > < div class = "ttdeci" > void Remove(Index position)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "pricing_8h_source.html#l00164" > pricing.h:164< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_a783736d86811c9bc5a68dd8ff1890192" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#a783736d86811c9bc5a68dd8ff1890192" > operations_research::glop::DynamicMaximum::ClearAndResize< / a > < / div > < div class = "ttdeci" > void ClearAndResize(Index n)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "pricing_8h_source.html#l00156" > pricing.h:156< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_dynamic_maximum_html_ae9e909718fc3aa8d0c968ef9a35f495b" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_dynamic_maximum.html#ae9e909718fc3aa8d0c968ef9a35f495b" > operations_research::glop::DynamicMaximum::GetMaximum< / a > < / div > < div class = "ttdeci" > Index GetMaximum()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "pricing_8h_source.html#l00204" > pricing.h:204< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_edge_norms_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html" > operations_research::glop::PrimalEdgeNorms< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "primal__edge__norms_8h_source.html#l00056" > primal_edge_norms.h:56< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a11b5738482346b103919cf0e6481c977" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a11b5738482346b103919cf0e6481c977" > operations_research::glop::PrimalEdgeNorms::GetSquaredNorms< / a > < / div > < div class = "ttdeci" > const DenseRow & GetSquaredNorms()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "primal__edge__norms_8cc_source.html#l00049" > primal_edge_norms.cc:49< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a241d43fe7b6c19b4705e688db918fea7" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a241d43fe7b6c19b4705e688db918fea7" > operations_research::glop::PrimalEdgeNorms::AddRecomputationWatcher< / a > < / div > < div class = "ttdeci" > void AddRecomputationWatcher(bool *watcher)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "primal__edge__norms_8h_source.html#l00129" > primal_edge_norms.h:129< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_prices_html_a74fea3dc78cd1ea3532f9959c4abfceb" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_prices.html#a74fea3dc78cd1ea3532f9959c4abfceb" > operations_research::glop::PrimalPrices::SetAndDebugCheckThatColumnIsDualFeasible< / a > < / div > < div class = "ttdeci" > void SetAndDebugCheckThatColumnIsDualFeasible(ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00546" > reduced_costs.cc:546< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_prices_html_a807603acb92a43313d5d7d5d4210e33a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_prices.html#a807603acb92a43313d5d7d5d4210e33a" > operations_research::glop::PrimalPrices::UpdateBeforeBasisPivot< / a > < / div > < div class = "ttdeci" > void UpdateBeforeBasisPivot(ColIndex entering_col, UpdateRow *update_row)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00522" > reduced_costs.cc:522< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_prices_html_aaa00400326cbb8ea63aad47d6d09d5d2" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_prices.html#aaa00400326cbb8ea63aad47d6d09d5d2" > operations_research::glop::PrimalPrices::PrimalPrices< / a > < / div > < div class = "ttdeci" > PrimalPrices(absl::BitGenRef random, const VariablesInfo & variables_info, PrimalEdgeNorms *primal_edge_norms, ReducedCosts *reduced_costs)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00510" > reduced_costs.cc:510< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_prices_html_af4e081e5eec4e1d0a50f20753640b9c7" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_prices.html#af4e081e5eec4e1d0a50f20753640b9c7" > operations_research::glop::PrimalPrices::RecomputePriceAt< / a > < / div > < div class = "ttdeci" > void RecomputePriceAt(ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00534" > reduced_costs.cc:534< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_prices_html_afcbf91eb87421ba5ddeaf193febe3453" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_prices.html#afcbf91eb87421ba5ddeaf193febe3453" > operations_research::glop::PrimalPrices::GetBestEnteringColumn< / a > < / div > < div class = "ttdeci" > ColIndex GetBestEnteringColumn()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00555" > reduced_costs.cc:555< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html" > operations_research::glop::ReducedCosts< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8h_source.html#l00049" > reduced_costs.h:49< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a1e791b0f7c5332a1089da9dd0c6be895" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a1e791b0f7c5332a1089da9dd0c6be895" > operations_research::glop::ReducedCosts::ReducedCosts< / a > < / div > < div class = "ttdeci" > ReducedCosts(const CompactSparseMatrix & matrix_, const DenseRow & objective, const RowToColMapping & basis, const VariablesInfo & variables_info, const BasisFactorization & basis_factorization, absl::BitGenRef random)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00027" > reduced_costs.cc:27< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a241d43fe7b6c19b4705e688db918fea7" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a241d43fe7b6c19b4705e688db918fea7" > operations_research::glop::ReducedCosts::AddRecomputationWatcher< / a > < / div > < div class = "ttdeci" > void AddRecomputationWatcher(bool *watcher)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8h_source.html#l00194" > reduced_costs.h:194< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a30f0ce948222e17e5992ebd66493316e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e" > operations_research::glop::ReducedCosts::PerturbCosts< / a > < / div > < div class = "ttdeci" > void PerturbCosts()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00224" > reduced_costs.cc:224< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a385e5d3d11acfdf7a24318aaba18589c" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c" > operations_research::glop::ReducedCosts::ResetForNewObjective< / a > < / div > < div class = "ttdeci" > void ResetForNewObjective()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00202" > reduced_costs.cc:202< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4c84d90865988c9b4cf5e793be311bbf" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4c84d90865988c9b4cf5e793be311bbf" > operations_research::glop::ReducedCosts::TestEnteringReducedCostPrecision< / a > < / div > < div class = "ttdeci" > Fractional TestEnteringReducedCostPrecision(ColIndex entering_col, const ScatteredColumn & direction)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00056" > reduced_costs.cc:56< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4d2715d1aa0805cc72a6fdd909b575a2" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2" > operations_research::glop::ReducedCosts::MakeReducedCostsPrecise< / a > < / div > < div class = "ttdeci" > void MakeReducedCostsPrecise()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00216" > reduced_costs.cc:216< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a64f77679a598b14d2c5b6455921fb07b" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b" > operations_research::glop::ReducedCosts::IsValidPrimalEnteringCandidate< / a > < / div > < div class = "ttdeci" > bool IsValidPrimalEnteringCandidate(ColIndex col) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00488" > reduced_costs.cc:488< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6601cb283594a187e1a513598f3a9b3d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d" > operations_research::glop::ReducedCosts::SetNonBasicVariableCostToZero< / a > < / div > < div class = "ttdeci" > void SetNonBasicVariableCostToZero(ColIndex col, Fractional *current_cost)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00190" > reduced_costs.cc:190< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a7020dbf208be9d5773aa72da00522a65" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a7020dbf208be9d5773aa72da00522a65" > operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibilityOnNonBoxedVariables< / a > < / div > < div class = "ttdeci" > Fractional ComputeMaximumDualInfeasibilityOnNonBoxedVariables()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00129" > reduced_costs.cc:129< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a748f3c689d4d77942316d8be3f105d33" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a748f3c689d4d77942316d8be3f105d33" > operations_research::glop::ReducedCosts::StepIsDualDegenerate< / a > < / div > < div class = "ttdeci" > bool StepIsDualDegenerate(bool increasing_rc_is_needed, ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00294" > reduced_costs.cc:294< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a8c6b06588c4c7831a7be2ad14be46772" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a8c6b06588c4c7831a7be2ad14be46772" > operations_research::glop::ReducedCosts::ComputeSumOfDualInfeasibilities< / a > < / div > < div class = "ttdeci" > Fractional ComputeSumOfDualInfeasibilities()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00151" > reduced_costs.cc:151< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a95434616ab4c32fad60527c49fb7cfe5" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a95434616ab4c32fad60527c49fb7cfe5" > operations_research::glop::ReducedCosts::GetFullReducedCosts< / a > < / div > < div class = "ttdeci" > const DenseRow & GetFullReducedCosts()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00311" > reduced_costs.cc:311< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9a45fa5802a8fec70bec2fc6f9258056" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056" > operations_research::glop::ReducedCosts::UpdateBeforeBasisPivot< / a > < / div > < div class = "ttdeci" > void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn & direction, UpdateRow *update_row)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00170" > reduced_costs.cc:170< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9f7d17ed171863f104fbb2a450f89251" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > operations_research::glop::ReducedCosts::GetReducedCosts< / a > < / div > < div class = "ttdeci" > const DenseRow & GetReducedCosts()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00319" > reduced_costs.cc:319< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa6a9551b792028d16dc7123c80f429d1" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1" > operations_research::glop::ReducedCosts::GetDualFeasibilityTolerance< / a > < / div > < div class = "ttdeci" > Fractional GetDualFeasibilityTolerance() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8h_source.html#l00177" > reduced_costs.h:177< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_aafa77a9d37843a7c27694231735465bc" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc" > operations_research::glop::ReducedCosts::GetDualValues< / a > < / div > < div class = "ttdeci" > const DenseColumn & GetDualValues()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00330" > reduced_costs.cc:330< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_ab621f81a664a0dc316f158e526dd17d6" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6" > operations_research::glop::ReducedCosts::ClearAndRemoveCostShifts< / a > < / div > < div class = "ttdeci" > void ClearAndRemoveCostShifts()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00301" > reduced_costs.cc:301< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_abe66b4ab180dc3214aeda5f430bab5ea" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#abe66b4ab180dc3214aeda5f430bab5ea" > operations_research::glop::ReducedCosts::ComputeMaximumDualResidual< / a > < / div > < div class = "ttdeci" > Fractional ComputeMaximumDualResidual()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00094" > reduced_costs.cc:94< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac51f5d5ea0bb75f2f55e836527c43f58" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58" > operations_research::glop::ReducedCosts::UpdateDataOnBasisPermutation< / a > < / div > < div class = "ttdeci" > void UpdateDataOnBasisPermutation()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00210" > reduced_costs.cc:210< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_ad505e9a2cef08b82d01e13dbd031e2b4" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ad505e9a2cef08b82d01e13dbd031e2b4" > operations_research::glop::ReducedCosts::ShiftCostIfNeeded< / a > < / div > < div class = "ttdeci" > void ShiftCostIfNeeded(bool increasing_rc_is_needed, ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00275" > reduced_costs.cc:275< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_adbccaf804edd4b0dd0a1241f94796211" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#adbccaf804edd4b0dd0a1241f94796211" > operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibility< / a > < / div > < div class = "ttdeci" > Fractional ComputeMaximumDualInfeasibility()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00109" > reduced_costs.cc:109< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_ae7202d055b6b172a8a1da4f5b136f9ea" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea" > operations_research::glop::ReducedCosts::SetParameters< / a > < / div > < div class = "ttdeci" > void SetParameters(const GlopParameters & parameters)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00198" > reduced_costs.cc:198< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_af507437729fd1e93677772e748ca1cfc" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc" > operations_research::glop::ReducedCosts::NeedsBasisRefactorization< / a > < / div > < div class = "ttdeci" > bool NeedsBasisRefactorization() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00052" > reduced_costs.cc:52< / 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_a3de922485ca2c30f3e07d959dd97cdd0" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0" > operations_research::glop::StrictITIVector::AssignToZero< / a > < / div > < div class = "ttdeci" > void AssignToZero(IntType size)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00294" > lp_types.h:294< / 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 = "aclassoperations__research_1_1glop_1_1_update_row_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_update_row.html" > operations_research::glop::UpdateRow< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "update__row_8h_source.html#l00040" > update_row.h:40< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_update_row_html_af8e957f1c8389089554ded7bd2b7b45f" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f" > operations_research::glop::UpdateRow::GetNonZeroPositions< / a > < / div > < div class = "ttdeci" > const ColIndexVector & GetNonZeroPositions() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "update__row_8cc_source.html#l00167" > update_row.cc:167< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html" > operations_research::glop::VariablesInfo< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8h_source.html#l00055" > variables_info.h:55< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a28ad52f334e030f4eb45939756a4476c" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c" > operations_research::glop::VariablesInfo::GetIsBasicBitRow< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetIsBasicBitRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00306" > variables_info.cc:306< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a505af340486fcf70ee83abb32e31a628" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628" > operations_research::glop::VariablesInfo::GetNonBasicBoxedVariables< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetNonBasicBoxedVariables() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00312" > variables_info.cc:312< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a6cc56ab5da3a82aa2793d18a37f422c4" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > operations_research::glop::VariablesInfo::GetCanIncreaseBitRow< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetCanIncreaseBitRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00294" > variables_info.cc:294< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a71d4734d51e7037c043b68a74bd7857f" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > operations_research::glop::VariablesInfo::GetCanDecreaseBitRow< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetCanDecreaseBitRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00298" > variables_info.cc:298< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a78146b251b30383686ec55362254cc3b" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b" > operations_research::glop::VariablesInfo::GetTypeRow< / a > < / div > < div class = "ttdeci" > const VariableTypeRow & GetTypeRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00286" > variables_info.cc:286< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a8e726c118c4449d9d3c5761e2853661a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a" > operations_research::glop::VariablesInfo::GetNotBasicBitRow< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetNotBasicBitRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00308" > variables_info.cc:308< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_ab4494c9680fc5d769a6143f11f00423b" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b" > operations_research::glop::VariablesInfo::GetStatusRow< / a > < / div > < div class = "ttdeci" > const VariableStatusRow & GetStatusRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00290" > variables_info.cc:290< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_ac4385751c629a96a6d1ef5ac70af45e1" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1" > operations_research::glop::VariablesInfo::GetIsRelevantBitRow< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetIsRelevantBitRow() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8cc_source.html#l00302" > variables_info.cc:302< / a > < / div > < / div >
2022-03-04 00:11:33 +01:00
< div class = "ttc" id = "acp__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#l00119" > cp_model_fz_solver.cc:119< / a > < / div > < / div >
2022-01-17 21:42:14 +01:00
< 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 = "anamespaceoperations__research_1_1glop_html_a1dcd08b0f6c19cd4a302bb5a3a6ea06e" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e" > operations_research::glop::Square< / a > < / div > < div class = "ttdeci" > Fractional Square(Fractional f)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8h_source.html#l00036" > lp_data/lp_utils.h:36< / a > < / 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_a46fb729c0be27d1b97db15e0ce9c6067" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067" > operations_research::glop::PreciseScalarProduct< / a > < / div > < div class = "ttdeci" > Fractional PreciseScalarProduct(const DenseRowOrColumn & u, const DenseRowOrColumn2 & v)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8h_source.html#l00092" > lp_data/lp_utils.h:92< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a6b36bbbcd695191600dab9b88487ff18" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a6b36bbbcd695191600dab9b88487ff18" > operations_research::glop::Density< / a > < / div > < div class = "ttdeci" > double Density(const DenseRow & row)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8cc_source.html#l00106" > lp_data/lp_utils.cc:106< / a > < / 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_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_aaa803ce9366dca251925e0bdde517430" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430" > operations_research::glop::Transpose< / a > < / div > < div class = "ttdeci" > const DenseRow & Transpose(const DenseColumn & col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8h_source.html#l00192" > lp_data/lp_utils.h:192< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > operations_research::glop::VariableStatus::BASIC< / a > < / div > < div class = "ttdeci" > @ BASIC< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaf3efa52c50a245bf2fc964386a15d49" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49" > operations_research::glop::DenseBitRow< / a > < / div > < div class = "ttdeci" > Bitset64< ColIndex > DenseBitRow< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00327" > lp_types.h:327< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_ab65a327cfc2a74c15fa26b91f19acc64" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64" > operations_research::glop::ColToRowIndex< / a > < / div > < div class = "ttdeci" > RowIndex ColToRowIndex(ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00052" > lp_types.h:52< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aedb714d776d86539dbb9f42ae5d7d923" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aedb714d776d86539dbb9f42ae5d7d923" > operations_research::glop::DeterministicTimeForFpOperations< / a > < / div > < div class = "ttdeci" > static double DeterministicTimeForFpOperations(int64_t n)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00383" > lp_types.h:383< / a > < / 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 = "areduced__costs_8h_html" > < div class = "ttname" > < a href = "reduced__costs_8h.html" > reduced_costs.h< / a > < / div > < / div >
2022-03-04 00:11:33 +01:00
< div class = "ttc" id = "aresource_8cc_html_af12056bc2a8e3ec563f0940d87abbd2e" > < div class = "ttname" > < a href = "resource_8cc.html#af12056bc2a8e3ec563f0940d87abbd2e" > delta< / a > < / div > < div class = "ttdeci" > int64_t delta< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "resource_8cc_source.html#l01694" > resource.cc:1694< / a > < / div > < / div >
2022-01-17 21:42:14 +01:00
< 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#l03017" > search.cc:3017< / a > < / div > < / div >
< div class = "ttc" id = "astats_8h_html_a3c3e6b102f0d91c523099325c98e1887" > < div class = "ttname" > < a href = "stats_8h.html#a3c3e6b102f0d91c523099325c98e1887" > IF_STATS_ENABLED< / a > < / div > < div class = "ttdeci" > #define IF_STATS_ENABLED(instructions)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "stats_8h_source.html#l00437" > stats.h:437< / a > < / div > < / div >
< div class = "ttc" id = "astats_8h_html_a9995704aaaf45fc21e08c847551a8d04" > < div class = "ttname" > < a href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > < / div > < div class = "ttdeci" > #define SCOPED_TIME_STAT(stats)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "stats_8h_source.html#l00438" > stats.h:438< / a > < / div > < / div >
2022-03-04 00:11:33 +01:00
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_scattered_column_html" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_scattered_column.html" > operations_research::glop::ScatteredColumn< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "scattered__vector_8h_source.html#l00195" > scattered_vector.h:196< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_scattered_vector_html_ac146d47daa294f7e6546c7569c9c881b" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b" > operations_research::glop::ScatteredVector::non_zeros< / a > < / div > < div class = "ttdeci" > std::vector< Index > non_zeros< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "scattered__vector_8h_source.html#l00061" > scattered_vector.h:61< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_scattered_vector_html_ae0473e18a367af671dc3f08063c80da4" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4" > operations_research::glop::ScatteredVector::values< / a > < / div > < div class = "ttdeci" > StrictITIVector< Index, Fractional > values< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "scattered__vector_8h_source.html#l00056" > scattered_vector.h:56< / a > < / div > < / div >
< div class = "ttc" id = "avariable__and__expressions_8cc_html_a2091cd7d80fdd31762020bce86138587" > < div class = "ttname" > < a href = "variable__and__expressions_8cc.html#a2091cd7d80fdd31762020bce86138587" > coeff< / a > < / div > < div class = "ttdeci" > const double coeff< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variable__and__expressions_8cc_source.html#l00105" > variable_and_expressions.cc:105< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
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