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< a href = "entering__variable_8cc.html" > Go to the documentation of this file.< / a > < div class = "fragment" > < div class = "line" > < a name = "l00001" > < / a > < span class = "lineno" > 1< / span >   < span class = "comment" > // Copyright 2010-2018 Google LLC< / span > < / div >
< div class = "line" > < a 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 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 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 name = "l00005" > < / a > < span class = "lineno" > 5< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a 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 name = "l00007" > < / a > < span class = "lineno" > 7< / span >   < span class = "comment" > //< / span > < / div >
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< div class = "line" > < a name = "l00010" > < / a > < span class = "lineno" > 10< / span >   < span class = "comment" > // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.< / span > < / div >
< div class = "line" > < a name = "l00011" > < / a > < span class = "lineno" > 11< / span >   < span class = "comment" > // See the License for the specific language governing permissions and< / span > < / div >
< div class = "line" > < a name = "l00012" > < / a > < span class = "lineno" > 12< / span >   < span class = "comment" > // limitations under the License.< / span > < / div >
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< div class = "line" > < a name = "l00014" > < / a > < span class = "lineno" > 14< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "entering__variable_8h.html" > ortools/glop/entering_variable.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00015" > < / a > < span class = "lineno" > 15< / span >   < / div >
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< div class = "line" > < a name = "l00019" > < / a > < span class = "lineno" > 19< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "lp__data_2lp__utils_8h.html" > ortools/lp_data/lp_utils.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00020" > < / a > < span class = "lineno" > 20< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "port_2proto__utils_8h.html" > ortools/port/proto_utils.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00021" > < / a > < span class = "lineno" > 21< / span >   < / div >
< div class = "line" > < a name = "l00022" > < / a > < span class = "lineno" > 22< / span >   < span class = "keyword" > namespace < / span > < a class = "code" href = "namespaceoperations__research.html" > operations_research< / a > {< / div >
< div class = "line" > < a name = "l00023" > < / a > < span class = "lineno" > 23< / span >   < span class = "keyword" > namespace < / span > glop {< / div >
< div class = "line" > < a name = "l00024" > < / a > < span class = "lineno" > 24< / span >   < / div >
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< div class = "line" > < a name = "l00025" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a89f8a547d5b7781ed931411543cc3178" > 25< / a > < / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a89f8a547d5b7781ed931411543cc3178" > EnteringVariable::EnteringVariable< / a > (< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html" > VariablesInfo< / a > & variables_info,< / div >
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< div class = "line" > < a name = "l00026" > < / a > < span class = "lineno" > 26< / span >   < a class = "code" href = "namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b" > random_engine_t< / a > * random,< / div >
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< div class = "line" > < a name = "l00027" > < / a > < span class = "lineno" > 27< / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html" > ReducedCosts< / a > * reduced_costs,< / div >
< div class = "line" > < a name = "l00028" > < / a > < span class = "lineno" > 28< / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html" > PrimalEdgeNorms< / a > * primal_edge_norms)< / div >
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< div class = "line" > < a name = "l00029" > < / a > < span class = "lineno" > 29< / span >   : variables_info_(variables_info),< / div >
< div class = "line" > < a name = "l00030" > < / a > < span class = "lineno" > 30< / span >   random_(random),< / div >
< div class = "line" > < a name = "l00031" > < / a > < span class = "lineno" > 31< / span >   reduced_costs_(reduced_costs),< / div >
< div class = "line" > < a name = "l00032" > < / a > < span class = "lineno" > 32< / span >   primal_edge_norms_(primal_edge_norms),< / div >
< div class = "line" > < a name = "l00033" > < / a > < span class = "lineno" > 33< / span >   parameters_(),< / div >
< div class = "line" > < a name = "l00034" > < / a > < span class = "lineno" > 34< / span >   rule_(GlopParameters::DANTZIG),< / div >
< div class = "line" > < a name = "l00035" > < / a > < span class = "lineno" > 35< / span >   unused_columns_() {}< / div >
< div class = "line" > < a name = "l00036" > < / a > < span class = "lineno" > 36< / span >   < / div >
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< div class = "line" > < a name = "l00037" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a47f0e702c155e2cf5c48d8a9a7d0b434" > 37< / a > < / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html" > Status< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a47f0e702c155e2cf5c48d8a9a7d0b434" > EnteringVariable::PrimalChooseEnteringColumn< / a > (ColIndex* entering_col) {< / div >
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< div class = "line" > < a name = "l00038" > < / a > < span class = "lineno" > 38< / span >   < a class = "code" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a name = "l00039" > < / a > < span class = "lineno" > 39< / span >   < a class = "code" href = "status_8h.html#ae9a90d3e61ffae636234f2c1283117d8" > GLOP_RETURN_ERROR_IF_NULL< / a > (entering_col);< / div >
< div class = "line" > < a name = "l00040" > < / a > < span class = "lineno" > 40< / span >   < / div >
< div class = "line" > < a name = "l00041" > < / a > < span class = "lineno" > 41< / span >   < span class = "comment" > // For better redability of the templated function calls below.< / span > < / div >
< div class = "line" > < a name = "l00042" > < / a > < span class = "lineno" > 42< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > kNormalize = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l00043" > < / a > < span class = "lineno" > 43< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > kNested = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l00044" > < / a > < span class = "lineno" > 44< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > kSteepest = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l00045" > < / a > < span class = "lineno" > 45< / span >   < / div >
< div class = "line" > < a name = "l00046" > < / a > < span class = "lineno" > 46< / span >   < span class = "keywordflow" > switch< / span > (rule_) {< / div >
< div class = "line" > < a name = "l00047" > < / a > < span class = "lineno" > 47< / span >   < span class = "keywordflow" > case< / span > GlopParameters::DANTZIG:< / div >
< div class = "line" > < a name = "l00048" > < / a > < span class = "lineno" > 48< / span >   < span class = "keywordflow" > if< / span > (parameters_.use_nested_pricing()) {< / div >
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< div class = "line" > < a name = "l00049" > < / a > < span class = "lineno" > 49< / span >   < span class = "keywordflow" > if< / span > (unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#a1df2b3a4485e328397fda9b5f9b3ea2b" > size< / a > () != variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#ac619daf8c660b9dd6193606a051820a3" > GetNumberOfColumns< / a > ()) {< / div >
< div class = "line" > < a name = "l00050" > < / a > < span class = "lineno" > 50< / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548" > ResetUnusedColumns< / a > ();< / div >
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< div class = "line" > < a name = "l00051" > < / a > < span class = "lineno" > 51< / span >   }< / div >
< div class = "line" > < a name = "l00052" > < / a > < span class = "lineno" > 52< / span >   < span class = "keywordflow" > if< / span > (parameters_.normalize_using_column_norm()) {< / div >
< div class = "line" > < a name = "l00053" > < / a > < span class = "lineno" > 53< / span >   DantzigChooseEnteringColumn< kNormalize, kNested> (entering_col);< / div >
< div class = "line" > < a name = "l00054" > < / a > < span class = "lineno" > 54< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00055" > < / a > < span class = "lineno" > 55< / span >   DantzigChooseEnteringColumn< !kNormalize, kNested> (entering_col);< / div >
< div class = "line" > < a name = "l00056" > < / a > < span class = "lineno" > 56< / span >   }< / div >
< div class = "line" > < a name = "l00057" > < / a > < span class = "lineno" > 57< / span >   < span class = "keywordflow" > if< / span > (*entering_col != < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ) {< / div >
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< div class = "line" > < a name = "l00058" > < / a > < span class = "lineno" > 58< / span >   unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#a61e6f65595ec1afb4b7955f370c67c08" > Clear< / a > (*entering_col);< / div >
< div class = "line" > < a name = "l00059" > < / a > < span class = "lineno" > 59< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00060" > < / a > < span class = "lineno" > 60< / span >   }< / div >
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< div class = "line" > < a name = "l00061" > < / a > < span class = "lineno" > 61< / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548" > ResetUnusedColumns< / a > ();< / div >
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< div class = "line" > < a name = "l00062" > < / a > < span class = "lineno" > 62< / span >   < span class = "keywordflow" > if< / span > (parameters_.normalize_using_column_norm()) {< / div >
< div class = "line" > < a name = "l00063" > < / a > < span class = "lineno" > 63< / span >   DantzigChooseEnteringColumn< kNormalize, kNested> (entering_col);< / div >
< div class = "line" > < a name = "l00064" > < / a > < span class = "lineno" > 64< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00065" > < / a > < span class = "lineno" > 65< / span >   DantzigChooseEnteringColumn< !kNormalize, kNested> (entering_col);< / div >
< div class = "line" > < a name = "l00066" > < / a > < span class = "lineno" > 66< / span >   }< / div >
< div class = "line" > < a name = "l00067" > < / a > < span class = "lineno" > 67< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00068" > < / a > < span class = "lineno" > 68< / span >   < span class = "keywordflow" > if< / span > (parameters_.normalize_using_column_norm()) {< / div >
< div class = "line" > < a name = "l00069" > < / a > < span class = "lineno" > 69< / span >   DantzigChooseEnteringColumn< kNormalize, !kNested> (entering_col);< / div >
< div class = "line" > < a name = "l00070" > < / a > < span class = "lineno" > 70< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00071" > < / a > < span class = "lineno" > 71< / span >   DantzigChooseEnteringColumn< !kNormalize, !kNested> (entering_col);< / div >
< div class = "line" > < a name = "l00072" > < / a > < span class = "lineno" > 72< / span >   }< / div >
< div class = "line" > < a name = "l00073" > < / a > < span class = "lineno" > 73< / span >   }< / div >
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< div class = "line" > < a name = "l00074" > < / a > < span class = "lineno" > 74< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00075" > < / a > < span class = "lineno" > 75< / span >   < span class = "keywordflow" > case< / span > GlopParameters::STEEPEST_EDGE:< / div >
< div class = "line" > < a name = "l00076" > < / a > < span class = "lineno" > 76< / span >   NormalizedChooseEnteringColumn< kSteepest> (entering_col);< / div >
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< div class = "line" > < a name = "l00077" > < / a > < span class = "lineno" > 77< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00078" > < / a > < span class = "lineno" > 78< / span >   < span class = "keywordflow" > case< / span > GlopParameters::DEVEX:< / div >
< div class = "line" > < a name = "l00079" > < / a > < span class = "lineno" > 79< / span >   NormalizedChooseEnteringColumn< !kSteepest> (entering_col);< / div >
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< div class = "line" > < a name = "l00080" > < / a > < span class = "lineno" > 80< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00081" > < / a > < span class = "lineno" > 81< / span >   }< / div >
< div class = "line" > < a name = "l00082" > < / a > < span class = "lineno" > 82< / span >   LOG(DFATAL) < < < span class = "stringliteral" > " Unknown pricing rule: " < / span > < / div >
< div class = "line" > < a name = "l00083" > < / a > < span class = "lineno" > 83< / span >   < < ProtoEnumToString< GlopParameters::PricingRule> (rule_)< / div >
< div class = "line" > < a name = "l00084" > < / a > < span class = "lineno" > 84< / span >   < < < span class = "stringliteral" > " . Using steepest edge." < / span > ;< / div >
< div class = "line" > < a name = "l00085" > < / a > < span class = "lineno" > 85< / span >   NormalizedChooseEnteringColumn< kSteepest> (entering_col);< / div >
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< div class = "line" > < a name = "l00086" > < / a > < span class = "lineno" > 86< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00087" > < / a > < span class = "lineno" > 87< / span >   }< / div >
< div class = "line" > < a name = "l00088" > < / a > < span class = "lineno" > 88< / span >   < / div >
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< div class = "line" > < a name = "l00089" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a5f7903563e698189cc516ed6a5496a9a" > 89< / a > < / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html" > Status< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a5f7903563e698189cc516ed6a5496a9a" > EnteringVariable::DualChooseEnteringColumn< / a > (< / div >
< div class = "line" > < a name = "l00090" > < / a > < span class = "lineno" > 90< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html" > UpdateRow< / a > & update_row, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > cost_variation,< / div >
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< div class = "line" > < a name = "l00091" > < / a > < span class = "lineno" > 91< / span >   std::vector< ColIndex> * bound_flip_candidates, ColIndex* entering_col,< / div >
< div class = "line" > < a name = "l00092" > < / a > < span class = "lineno" > 92< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > * step) {< / div >
< div class = "line" > < a name = "l00093" > < / a > < span class = "lineno" > 93< / span >   < a class = "code" href = "status_8h.html#ae9a90d3e61ffae636234f2c1283117d8" > GLOP_RETURN_ERROR_IF_NULL< / a > (entering_col);< / div >
< div class = "line" > < a name = "l00094" > < / a > < span class = "lineno" > 94< / span >   < a class = "code" href = "status_8h.html#ae9a90d3e61ffae636234f2c1283117d8" > GLOP_RETURN_ERROR_IF_NULL< / a > (step);< / div >
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< div class = "line" > < a name = "l00095" > < / a > < span class = "lineno" > 95< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & update_coefficient = update_row.< a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html#a30fddb9e35865ba28420bd52538a183f" > GetCoefficients< / a > ();< / div >
< div class = "line" > < a name = "l00096" > < / a > < span class = "lineno" > 96< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & reduced_costs = reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
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< div class = "line" > < a name = "l00097" > < / a > < span class = "lineno" > 97< / span >   < a class = "code" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a name = "l00098" > < / a > < span class = "lineno" > 98< / span >   < / div >
< div class = "line" > < a name = "l00099" > < / a > < span class = "lineno" > 99< / span >   breakpoints_.clear();< / div >
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< div class = "line" > < a name = "l00100" > < / a > < span class = "lineno" > 100< / span >   breakpoints_.reserve(update_row.< a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f" > GetNonZeroPositions< / a > ().size());< / div >
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< div class = "line" > < a name = "l00101" > < / a > < span class = "lineno" > 101< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > threshold = parameters_.ratio_test_zero_threshold();< / div >
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< div class = "line" > < a name = "l00102" > < / a > < span class = "lineno" > 102< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a name = "l00103" > < / a > < span class = "lineno" > 103< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a name = "l00104" > < / a > < span class = "lineno" > 104< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & is_boxed = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628" > GetNonBasicBoxedVariables< / a > ();< / div >
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< div class = "line" > < a name = "l00105" > < / a > < span class = "lineno" > 105< / span >   < / div >
< div class = "line" > < a name = "l00106" > < / a > < span class = "lineno" > 106< / span >   < span class = "comment" > // Harris ratio test. See below for more explanation. Here this is used to< / span > < / div >
< div class = "line" > < a name = "l00107" > < / a > < span class = "lineno" > 107< / span >   < span class = "comment" > // prune the first pass by not enqueueing ColWithRatio for columns that have< / span > < / div >
< div class = "line" > < a name = "l00108" > < / a > < span class = "lineno" > 108< / span >   < span class = "comment" > // a ratio greater than the current harris_ratio.< / span > < / div >
< div class = "line" > < a name = "l00109" > < / a > < span class = "lineno" > 109< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > harris_tolerance =< / div >
< div class = "line" > < a name = "l00110" > < / a > < span class = "lineno" > 110< / span >   parameters_.harris_tolerance_ratio() *< / div >
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< div class = "line" > < a name = "l00111" > < / a > < span class = "lineno" > 111< / span >   reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1" > GetDualFeasibilityTolerance< / a > ();< / div >
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< div class = "line" > < a name = "l00112" > < / a > < span class = "lineno" > 112< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a" > std::numeric_limits< Fractional> ::max< / a > ();< / div >
< div class = "line" > < a name = "l00113" > < / a > < span class = "lineno" > 113< / span >   < / div >
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< div class = "line" > < a name = "l00114" > < / a > < span class = "lineno" > 114< / span >   < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : update_row.< a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f" > GetNonZeroPositions< / a > ()) {< / div >
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< div class = "line" > < a name = "l00115" > < / a > < span class = "lineno" > 115< / span >   < span class = "comment" > // We will add ratio * coeff to this column with a ratio positive or zero.< / span > < / div >
< div class = "line" > < a name = "l00116" > < / a > < span class = "lineno" > 116< / span >   < span class = "comment" > // cost_variation makes sure the leaving variable will be dual-feasible< / span > < / div >
< div class = "line" > < a name = "l00117" > < / a > < span class = "lineno" > 117< / span >   < span class = "comment" > // (its update coeff is sign(cost_variation) * 1.0).< / span > < / div >
< div class = "line" > < a name = "l00118" > < / a > < span class = "lineno" > 118< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > coeff = (cost_variation > 0.0) ? update_coefficient[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]< / div >
< div class = "line" > < a name = "l00119" > < / a > < span class = "lineno" > 119< / span >   : -update_coefficient[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00120" > < / a > < span class = "lineno" > 120< / span >   < / div >
< div class = "line" > < a name = "l00121" > < / a > < span class = "lineno" > 121< / span >   < span class = "comment" > // In this case, at some point the reduced cost will be positive if not< / span > < / div >
< div class = "line" > < a name = "l00122" > < / a > < span class = "lineno" > 122< / span >   < span class = "comment" > // already, and the column will be dual-infeasible.< / span > < / div >
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< div class = "line" > < a name = "l00123" > < / a > < span class = "lineno" > 123< / span >   < span class = "keywordflow" > if< / span > (can_decrease.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & coeff > threshold) {< / div >
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< div class = "line" > < a name = "l00124" > < / a > < span class = "lineno" > 124< / span >   < span class = "keywordflow" > if< / span > (!is_boxed[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00125" > < / a > < span class = "lineno" > 125< / span >   < span class = "keywordflow" > if< / span > (-reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] > harris_ratio * coeff) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00126" > < / a > < span class = "lineno" > 126< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37" > std::min< / a > (< / div >
< div class = "line" > < a name = "l00127" > < / a > < span class = "lineno" > 127< / span >   harris_ratio, (-reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] + harris_tolerance) / coeff);< / div >
< div class = "line" > < a name = "l00128" > < / a > < span class = "lineno" > 128< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a" > std::max< / a > (0.0, harris_ratio);< / div >
< div class = "line" > < a name = "l00129" > < / a > < span class = "lineno" > 129< / span >   }< / div >
< div class = "line" > < a name = "l00130" > < / a > < span class = "lineno" > 130< / span >   breakpoints_.push_back(ColWithRatio(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , -reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], coeff));< / div >
< div class = "line" > < a name = "l00131" > < / a > < span class = "lineno" > 131< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00132" > < / a > < span class = "lineno" > 132< / span >   }< / div >
< div class = "line" > < a name = "l00133" > < / a > < span class = "lineno" > 133< / span >   < / div >
< div class = "line" > < a name = "l00134" > < / a > < span class = "lineno" > 134< / span >   < span class = "comment" > // In this case, at some point the reduced cost will be negative if not< / span > < / div >
< div class = "line" > < a name = "l00135" > < / a > < span class = "lineno" > 135< / span >   < span class = "comment" > // already, and the column will be dual-infeasible.< / span > < / div >
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< div class = "line" > < a name = "l00136" > < / a > < span class = "lineno" > 136< / span >   < span class = "keywordflow" > if< / span > (can_increase.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) & & coeff < -threshold) {< / div >
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< div class = "line" > < a name = "l00137" > < / a > < span class = "lineno" > 137< / span >   < span class = "keywordflow" > if< / span > (!is_boxed[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00138" > < / a > < span class = "lineno" > 138< / span >   < span class = "keywordflow" > if< / span > (reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] > harris_ratio * -coeff) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00139" > < / a > < span class = "lineno" > 139< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37" > std::min< / a > (< / div >
< div class = "line" > < a name = "l00140" > < / a > < span class = "lineno" > 140< / span >   harris_ratio, (reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] + harris_tolerance) / -coeff);< / div >
< div class = "line" > < a name = "l00141" > < / a > < span class = "lineno" > 141< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a" > std::max< / a > (0.0, harris_ratio);< / div >
< div class = "line" > < a name = "l00142" > < / a > < span class = "lineno" > 142< / span >   }< / div >
< div class = "line" > < a name = "l00143" > < / a > < span class = "lineno" > 143< / span >   breakpoints_.push_back(ColWithRatio(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], -coeff));< / div >
< div class = "line" > < a name = "l00144" > < / a > < span class = "lineno" > 144< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00145" > < / a > < span class = "lineno" > 145< / span >   }< / div >
< div class = "line" > < a name = "l00146" > < / a > < span class = "lineno" > 146< / span >   }< / div >
< div class = "line" > < a name = "l00147" > < / a > < span class = "lineno" > 147< / span >   < / div >
< div class = "line" > < a name = "l00148" > < / a > < span class = "lineno" > 148< / span >   < span class = "comment" > // Process the breakpoints in priority order as suggested by Maros in< / span > < / div >
< div class = "line" > < a name = "l00149" > < / a > < span class = "lineno" > 149< / span >   < span class = "comment" > // I. Maros, " A generalized dual phase-2 simplex algorithm" , European Journal< / span > < / div >
< div class = "line" > < a name = "l00150" > < / a > < span class = "lineno" > 150< / span >   < span class = "comment" > // of Operational Research, 149(1):1-16, 2003.< / span > < / div >
< div class = "line" > < a name = "l00151" > < / a > < span class = "lineno" > 151< / span >   < span class = "comment" > // We use directly make_heap() to avoid a copy of breakpoints, benchmark shows< / span > < / div >
< div class = "line" > < a name = "l00152" > < / a > < span class = "lineno" > 152< / span >   < span class = "comment" > // that it is slightly faster.< / span > < / div >
< div class = "line" > < a name = "l00153" > < / a > < span class = "lineno" > 153< / span >   std::make_heap(breakpoints_.begin(), breakpoints_.end());< / div >
< div class = "line" > < a name = "l00154" > < / a > < span class = "lineno" > 154< / span >   < / div >
< div class = "line" > < a name = "l00155" > < / a > < span class = "lineno" > 155< / span >   < span class = "comment" > // Harris ratio test. Since we process the breakpoints by increasing ratio, we< / span > < / div >
< div class = "line" > < a name = "l00156" > < / a > < span class = "lineno" > 156< / span >   < span class = "comment" > // do not need a two-pass algorithm as described in the literature. Each time< / span > < / div >
< div class = "line" > < a name = "l00157" > < / a > < span class = "lineno" > 157< / span >   < span class = "comment" > // we process a new breakpoint, we update the harris_ratio of all the< / span > < / div >
< div class = "line" > < a name = "l00158" > < / a > < span class = "lineno" > 158< / span >   < span class = "comment" > // processed breakpoints. For the first new breakpoint with a ratio greater< / span > < / div >
< div class = "line" > < a name = "l00159" > < / a > < span class = "lineno" > 159< / span >   < span class = "comment" > // than the current harris_ratio we know that:< / span > < / div >
< div class = "line" > < a name = "l00160" > < / a > < span class = "lineno" > 160< / span >   < span class = "comment" > // - All the unprocessed breakpoints will have a ratio greater too, so they< / span > < / div >
< div class = "line" > < a name = "l00161" > < / a > < span class = "lineno" > 161< / span >   < span class = "comment" > // will not contribute to the minimum Harris ratio.< / span > < / div >
< div class = "line" > < a name = "l00162" > < / a > < span class = "lineno" > 162< / span >   < span class = "comment" > // - We thus have the actual harris_ratio.< / span > < / div >
< div class = "line" > < a name = "l00163" > < / a > < span class = "lineno" > 163< / span >   < span class = "comment" > // - We have processed all breakpoints with a ratio smaller than it.< / span > < / div >
< div class = "line" > < a name = "l00164" > < / a > < span class = "lineno" > 164< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a" > std::numeric_limits< Fractional> ::max< / a > ();< / div >
< div class = "line" > < a name = "l00165" > < / a > < span class = "lineno" > 165< / span >   < / div >
< div class = "line" > < a name = "l00166" > < / a > < span class = "lineno" > 166< / span >   *entering_col = < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ;< / div >
< div class = "line" > < a name = "l00167" > < / a > < span class = "lineno" > 167< / span >   bound_flip_candidates-> clear();< / div >
< div class = "line" > < a name = "l00168" > < / a > < span class = "lineno" > 168< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > best_coeff = -1.0;< / div >
< div class = "line" > < a name = "l00169" > < / a > < span class = "lineno" > 169< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > variation_magnitude = std::abs(cost_variation);< / div >
< div class = "line" > < a name = "l00170" > < / a > < span class = "lineno" > 170< / span >   equivalent_entering_choices_.clear();< / div >
< div class = "line" > < a name = "l00171" > < / a > < span class = "lineno" > 171< / span >   < span class = "keywordflow" > while< / span > (!breakpoints_.empty()) {< / div >
< div class = "line" > < a name = "l00172" > < / a > < span class = "lineno" > 172< / span >   < span class = "keyword" > const< / span > ColWithRatio top = breakpoints_.front();< / div >
< div class = "line" > < a name = "l00173" > < / a > < span class = "lineno" > 173< / span >   < span class = "keywordflow" > if< / span > (top.ratio > harris_ratio) < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00174" > < / a > < span class = "lineno" > 174< / span >   < / div >
< div class = "line" > < a name = "l00175" > < / a > < span class = "lineno" > 175< / span >   < span class = "comment" > // If the column is boxed, we can just switch its bounds and< / span > < / div >
< div class = "line" > < a name = "l00176" > < / a > < span class = "lineno" > 176< / span >   < span class = "comment" > // ignore the breakpoint! But we need to see if the entering row still< / span > < / div >
< div class = "line" > < a name = "l00177" > < / a > < span class = "lineno" > 177< / span >   < span class = "comment" > // improve the objective. This is called the bound flipping ratio test in< / span > < / div >
< div class = "line" > < a name = "l00178" > < / a > < span class = "lineno" > 178< / span >   < span class = "comment" > // the literature. See for instance:< / span > < / div >
< div class = "line" > < a name = "l00179" > < / a > < span class = "lineno" > 179< / span >   < span class = "comment" > // http://www.mpi-inf.mpg.de/conferences/adfocs-03/Slides/Bixby_2.pdf< / span > < / div >
< div class = "line" > < a name = "l00180" > < / a > < span class = "lineno" > 180< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00181" > < / a > < span class = "lineno" > 181< / span >   < span class = "comment" > // For each bound flip, |cost_variation| decreases by< / span > < / div >
< div class = "line" > < a name = "l00182" > < / a > < span class = "lineno" > 182< / span >   < span class = "comment" > // |upper_bound - lower_bound| times |coeff|.< / span > < / div >
< div class = "line" > < a name = "l00183" > < / a > < span class = "lineno" > 183< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00184" > < / a > < span class = "lineno" > 184< / span >   < span class = "comment" > // Note that the actual flipping will be done afterwards by< / span > < / div >
< div class = "line" > < a name = "l00185" > < / a > < span class = "lineno" > 185< / span >   < span class = "comment" > // MakeBoxedVariableDualFeasible() in revised_simplex.cc.< / span > < / div >
< div class = "line" > < a name = "l00186" > < / a > < span class = "lineno" > 186< / span >   < span class = "keywordflow" > if< / span > (variation_magnitude > threshold) {< / div >
< div class = "line" > < a name = "l00187" > < / a > < span class = "lineno" > 187< / span >   < span class = "keywordflow" > if< / span > (is_boxed[top.col]) {< / div >
< div class = "line" > < a name = "l00188" > < / a > < span class = "lineno" > 188< / span >   variation_magnitude -=< / div >
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< div class = "line" > < a name = "l00189" > < / a > < span class = "lineno" > 189< / span >   variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a611fb1da73c33e2716b380db980fa825" > GetBoundDifference< / a > (top.col) * top.coeff_magnitude;< / div >
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< div class = "line" > < a name = "l00190" > < / a > < span class = "lineno" > 190< / span >   < span class = "keywordflow" > if< / span > (variation_magnitude > threshold) {< / div >
< div class = "line" > < a name = "l00191" > < / a > < span class = "lineno" > 191< / span >   bound_flip_candidates-> push_back(top.col);< / div >
< div class = "line" > < a name = "l00192" > < / a > < span class = "lineno" > 192< / span >   std::pop_heap(breakpoints_.begin(), breakpoints_.end());< / div >
< div class = "line" > < a name = "l00193" > < / a > < span class = "lineno" > 193< / span >   breakpoints_.pop_back();< / div >
< div class = "line" > < a name = "l00194" > < / a > < span class = "lineno" > 194< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00195" > < / a > < span class = "lineno" > 195< / span >   }< / div >
< div class = "line" > < a name = "l00196" > < / a > < span class = "lineno" > 196< / span >   }< / div >
< div class = "line" > < a name = "l00197" > < / a > < span class = "lineno" > 197< / span >   }< / div >
< div class = "line" > < a name = "l00198" > < / a > < span class = "lineno" > 198< / span >   < / div >
< div class = "line" > < a name = "l00199" > < / a > < span class = "lineno" > 199< / span >   < span class = "comment" > // TODO(user): We want to maximize both the ratio (objective improvement)< / span > < / div >
< div class = "line" > < a name = "l00200" > < / a > < span class = "lineno" > 200< / span >   < span class = "comment" > // and the coeff_magnitude (stable pivot), so we have to make some< / span > < / div >
< div class = "line" > < a name = "l00201" > < / a > < span class = "lineno" > 201< / span >   < span class = "comment" > // trade-offs. Investigate alternative strategies.< / span > < / div >
< div class = "line" > < a name = "l00202" > < / a > < span class = "lineno" > 202< / span >   < span class = "keywordflow" > if< / span > (top.coeff_magnitude > = best_coeff) {< / div >
< div class = "line" > < a name = "l00203" > < / a > < span class = "lineno" > 203< / span >   < span class = "comment" > // Update harris_ratio. Note that because we process ratio in order, the< / span > < / div >
< div class = "line" > < a name = "l00204" > < / a > < span class = "lineno" > 204< / span >   < span class = "comment" > // harris ratio can only get smaller if the coeff_magnitude is bigger< / span > < / div >
< div class = "line" > < a name = "l00205" > < / a > < span class = "lineno" > 205< / span >   < span class = "comment" > // than the one of the best coefficient.< / span > < / div >
< div class = "line" > < a name = "l00206" > < / a > < span class = "lineno" > 206< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37" > std::min< / a > (< / div >
< div class = "line" > < a name = "l00207" > < / a > < span class = "lineno" > 207< / span >   harris_ratio, top.ratio + harris_tolerance / top.coeff_magnitude);< / div >
< div class = "line" > < a name = "l00208" > < / a > < span class = "lineno" > 208< / span >   < / div >
< div class = "line" > < a name = "l00209" > < / a > < span class = "lineno" > 209< / span >   < span class = "comment" > // If the dual infeasibility is too high, the harris_ratio can be< / span > < / div >
< div class = "line" > < a name = "l00210" > < / a > < span class = "lineno" > 210< / span >   < span class = "comment" > // negative. In this case we set it to 0.0, allowing any infeasible< / span > < / div >
< div class = "line" > < a name = "l00211" > < / a > < span class = "lineno" > 211< / span >   < span class = "comment" > // position to enter the basis. This is quite important because its< / span > < / div >
< div class = "line" > < a name = "l00212" > < / a > < span class = "lineno" > 212< / span >   < span class = "comment" > // helps in the choice of a stable pivot.< / span > < / div >
< div class = "line" > < a name = "l00213" > < / a > < span class = "lineno" > 213< / span >   harris_ratio = < a class = "code" href = "alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a" > std::max< / a > (harris_ratio, 0.0);< / div >
< div class = "line" > < a name = "l00214" > < / a > < span class = "lineno" > 214< / span >   < / div >
< div class = "line" > < a name = "l00215" > < / a > < span class = "lineno" > 215< / span >   < span class = "keywordflow" > if< / span > (top.coeff_magnitude == best_coeff & & top.ratio == *step) {< / div >
< div class = "line" > < a name = "l00216" > < / a > < span class = "lineno" > 216< / span >   DCHECK_NE(*entering_col, < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > );< / div >
< div class = "line" > < a name = "l00217" > < / a > < span class = "lineno" > 217< / span >   equivalent_entering_choices_.push_back(top.col);< / div >
< div class = "line" > < a name = "l00218" > < / a > < span class = "lineno" > 218< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00219" > < / a > < span class = "lineno" > 219< / span >   equivalent_entering_choices_.clear();< / div >
< div class = "line" > < a name = "l00220" > < / a > < span class = "lineno" > 220< / span >   best_coeff = top.coeff_magnitude;< / div >
< div class = "line" > < a name = "l00221" > < / a > < span class = "lineno" > 221< / span >   *entering_col = top.col;< / div >
< div class = "line" > < a name = "l00222" > < / a > < span class = "lineno" > 222< / span >   < / div >
< div class = "line" > < a name = "l00223" > < / a > < span class = "lineno" > 223< / span >   < span class = "comment" > // Note that the step is not directly used, so it is okay to leave it< / span > < / div >
< div class = "line" > < a name = "l00224" > < / a > < span class = "lineno" > 224< / span >   < span class = "comment" > // negative.< / span > < / div >
< div class = "line" > < a name = "l00225" > < / a > < span class = "lineno" > 225< / span >   *step = top.ratio;< / div >
< div class = "line" > < a name = "l00226" > < / a > < span class = "lineno" > 226< / span >   }< / div >
< div class = "line" > < a name = "l00227" > < / a > < span class = "lineno" > 227< / span >   }< / div >
< div class = "line" > < a name = "l00228" > < / a > < span class = "lineno" > 228< / span >   < / div >
< div class = "line" > < a name = "l00229" > < / a > < span class = "lineno" > 229< / span >   < span class = "comment" > // Remove the top breakpoint and maintain the heap structure.< / span > < / div >
< div class = "line" > < a name = "l00230" > < / a > < span class = "lineno" > 230< / span >   < span class = "comment" > // This is the same as doing a pop() on a priority_queue.< / span > < / div >
< div class = "line" > < a name = "l00231" > < / a > < span class = "lineno" > 231< / span >   std::pop_heap(breakpoints_.begin(), breakpoints_.end());< / div >
< div class = "line" > < a name = "l00232" > < / a > < span class = "lineno" > 232< / span >   breakpoints_.pop_back();< / div >
< div class = "line" > < a name = "l00233" > < / a > < span class = "lineno" > 233< / span >   }< / div >
< div class = "line" > < a name = "l00234" > < / a > < span class = "lineno" > 234< / span >   < / div >
< div class = "line" > < a name = "l00235" > < / a > < span class = "lineno" > 235< / span >   < span class = "comment" > // Break the ties randomly.< / span > < / div >
< div class = "line" > < a name = "l00236" > < / a > < span class = "lineno" > 236< / span >   < span class = "keywordflow" > if< / span > (!equivalent_entering_choices_.empty()) {< / div >
< div class = "line" > < a name = "l00237" > < / a > < span class = "lineno" > 237< / span >   equivalent_entering_choices_.push_back(*entering_col);< / div >
< div class = "line" > < a name = "l00238" > < / a > < span class = "lineno" > 238< / span >   *entering_col =< / div >
< div class = "line" > < a name = "l00239" > < / a > < span class = "lineno" > 239< / span >   equivalent_entering_choices_[std::uniform_int_distribution< int> (< / div >
< div class = "line" > < a name = "l00240" > < / a > < span class = "lineno" > 240< / span >   0, equivalent_entering_choices_.size() - 1)(*random_)];< / div >
< div class = "line" > < a name = "l00241" > < / a > < span class = "lineno" > 241< / span >   < a class = "code" href = "stats_8h.html#a3c3e6b102f0d91c523099325c98e1887" > IF_STATS_ENABLED< / a > (< / div >
< div class = "line" > < a name = "l00242" > < / a > < span class = "lineno" > 242< / span >   stats_.num_perfect_ties.Add(equivalent_entering_choices_.size()));< / div >
< div class = "line" > < a name = "l00243" > < / a > < span class = "lineno" > 243< / span >   }< / div >
< div class = "line" > < a name = "l00244" > < / a > < span class = "lineno" > 244< / span >   < / div >
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< div class = "line" > < a name = "l00245" > < / a > < span class = "lineno" > 245< / span >   < span class = "keywordflow" > if< / span > (*entering_col == < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ) < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00246" > < / a > < span class = "lineno" > 246< / span >   < / div >
< div class = "line" > < a name = "l00247" > < / a > < span class = "lineno" > 247< / span >   < span class = "comment" > // If the step is 0.0, we make sure the reduced cost is 0.0 so< / span > < / div >
< div class = "line" > < a name = "l00248" > < / a > < span class = "lineno" > 248< / span >   < span class = "comment" > // UpdateReducedCosts() will not take a step that goes in the wrong way (a few< / span > < / div >
< div class = "line" > < a name = "l00249" > < / a > < span class = "lineno" > 249< / span >   < span class = "comment" > // experiments seems to indicate that this is not a good idea). See comment< / span > < / div >
< div class = "line" > < a name = "l00250" > < / a > < span class = "lineno" > 250< / span >   < span class = "comment" > // at the top of UpdateReducedCosts().< / span > < / div >
< div class = "line" > < a name = "l00251" > < / a > < span class = "lineno" > 251< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00252" > < / a > < span class = "lineno" > 252< / span >   < span class = "comment" > // Note that ShiftCost() actually shifts the cost a bit more in order to do a< / span > < / div >
< div class = "line" > < a name = "l00253" > < / a > < span class = "lineno" > 253< / span >   < span class = "comment" > // non-zero step. This helps on degenerate problems. See the comment of< / span > < / div >
< div class = "line" > < a name = "l00254" > < / a > < span class = "lineno" > 254< / span >   < span class = "comment" > // ShiftCost() for more detail.< / span > < / div >
< div class = "line" > < a name = "l00255" > < / a > < span class = "lineno" > 255< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00256" > < / a > < span class = "lineno" > 256< / span >   < span class = "comment" > // TODO(user): Do not do that if we do not end up using this pivot?< / span > < / div >
< div class = "line" > < a name = "l00257" > < / a > < span class = "lineno" > 257< / span >   < span class = "keywordflow" > if< / span > (*step < = 0.0) {< / div >
< div class = "line" > < a name = "l00258" > < / a > < span class = "lineno" > 258< / span >   < span class = "comment" > // In order to be mathematically consistent, we shift the cost of the< / span > < / div >
< div class = "line" > < a name = "l00259" > < / a > < span class = "lineno" > 259< / span >   < span class = "comment" > // entering column in such a way that its reduced cost is indeed zero. This< / span > < / div >
< div class = "line" > < a name = "l00260" > < / a > < span class = "lineno" > 260< / span >   < span class = "comment" > // is called cost-shifting or perturbation in the literature and it does< / span > < / div >
< div class = "line" > < a name = "l00261" > < / a > < span class = "lineno" > 261< / span >   < span class = "comment" > // really help on degenerate problems. The pertubation will be removed once< / span > < / div >
< div class = "line" > < a name = "l00262" > < / a > < span class = "lineno" > 262< / span >   < span class = "comment" > // the pertubed problem is solved to the optimal.< / span > < / div >
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< div class = "line" > < a name = "l00263" > < / a > < span class = "lineno" > 263< / span >   reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a2dfd88b95d16c53f032f31e13ce8d233" > ShiftCost< / a > (*entering_col);< / div >
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< div class = "line" > < a name = "l00264" > < / a > < span class = "lineno" > 264< / span >   }< / div >
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< div class = "line" > < a name = "l00265" > < / a > < span class = "lineno" > 265< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
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< div class = "line" > < a name = "l00266" > < / a > < span class = "lineno" > 266< / span >   }< / div >
< div class = "line" > < a name = "l00267" > < / a > < span class = "lineno" > 267< / span >   < / div >
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< div class = "line" > < a name = "l00268" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#ab86e98881b35d34abe244a4dd776c7f6" > 268< / a > < / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html" > Status< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#ab86e98881b35d34abe244a4dd776c7f6" > EnteringVariable::DualPhaseIChooseEnteringColumn< / a > (< / div >
< div class = "line" > < a name = "l00269" > < / a > < span class = "lineno" > 269< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html" > UpdateRow< / a > & update_row, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > cost_variation,< / div >
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< div class = "line" > < a name = "l00270" > < / a > < span class = "lineno" > 270< / span >   ColIndex* entering_col, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > * step) {< / div >
< div class = "line" > < a name = "l00271" > < / a > < span class = "lineno" > 271< / span >   < a class = "code" href = "status_8h.html#ae9a90d3e61ffae636234f2c1283117d8" > GLOP_RETURN_ERROR_IF_NULL< / a > (entering_col);< / div >
< div class = "line" > < a name = "l00272" > < / a > < span class = "lineno" > 272< / span >   < a class = "code" href = "status_8h.html#ae9a90d3e61ffae636234f2c1283117d8" > GLOP_RETURN_ERROR_IF_NULL< / a > (step);< / div >
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< div class = "line" > < a name = "l00273" > < / a > < span class = "lineno" > 273< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & update_coefficient = update_row.< a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html#a30fddb9e35865ba28420bd52538a183f" > GetCoefficients< / a > ();< / div >
< div class = "line" > < a name = "l00274" > < / a > < span class = "lineno" > 274< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & reduced_costs = reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
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< div class = "line" > < a name = "l00275" > < / a > < span class = "lineno" > 275< / span >   < a class = "code" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a name = "l00276" > < / a > < span class = "lineno" > 276< / span >   < / div >
< div class = "line" > < a name = "l00277" > < / a > < span class = "lineno" > 277< / span >   < span class = "comment" > // List of breakpoints where a variable change from feasibility to< / span > < / div >
< div class = "line" > < a name = "l00278" > < / a > < span class = "lineno" > 278< / span >   < span class = "comment" > // infeasibility or the opposite.< / span > < / div >
< div class = "line" > < a name = "l00279" > < / a > < span class = "lineno" > 279< / span >   breakpoints_.clear();< / div >
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< div class = "line" > < a name = "l00280" > < / a > < span class = "lineno" > 280< / span >   breakpoints_.reserve(update_row.< a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f" > GetNonZeroPositions< / a > ().size());< / div >
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< div class = "line" > < a name = "l00281" > < / a > < span class = "lineno" > 281< / span >   < / div >
< div class = "line" > < a name = "l00282" > < / a > < span class = "lineno" > 282< / span >   < span class = "comment" > // Ratio test.< / span > < / div >
< div class = "line" > < a name = "l00283" > < / a > < span class = "lineno" > 283< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > threshold = parameters_.ratio_test_zero_threshold();< / div >
< div class = "line" > < a name = "l00284" > < / a > < span class = "lineno" > 284< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_feasibility_tolerance =< / div >
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< div class = "line" > < a name = "l00285" > < / a > < span class = "lineno" > 285< / span >   reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1" > GetDualFeasibilityTolerance< / a > ();< / div >
< div class = "line" > < a name = "l00286" > < / a > < span class = "lineno" > 286< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_decrease = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f" > GetCanDecreaseBitRow< / a > ();< / div >
< div class = "line" > < a name = "l00287" > < / a > < span class = "lineno" > 287< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & can_increase = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4" > GetCanIncreaseBitRow< / a > ();< / div >
< div class = "line" > < a name = "l00288" > < / a > < span class = "lineno" > 288< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > VariableTypeRow< / a > & variable_type = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b" > GetTypeRow< / a > ();< / div >
< div class = "line" > < a name = "l00289" > < / a > < span class = "lineno" > 289< / span >   < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : update_row.< a class = "code" href = "classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f" > GetNonZeroPositions< / a > ()) {< / div >
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< div class = "line" > < a name = "l00290" > < / a > < span class = "lineno" > 290< / span >   < span class = "comment" > // Boxed variables shouldn' t be in the update position list because they< / span > < / div >
< div class = "line" > < a name = "l00291" > < / a > < span class = "lineno" > 291< / span >   < span class = "comment" > // will be dealt with afterwards by MakeBoxedVariableDualFeasible().< / span > < / div >
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< div class = "line" > < a name = "l00292" > < / a > < span class = "lineno" > 292< / span >   DCHECK_NE(variable_type[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], VariableType::UPPER_AND_LOWER_BOUNDED);< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00293" > < / a > < span class = "lineno" > 293< / span >   < / div >
< div class = "line" > < a name = "l00294" > < / a > < span class = "lineno" > 294< / span >   < span class = "comment" > // Fixed variable shouldn' t be in the update position list.< / span > < / div >
< div class = "line" > < a name = "l00295" > < / a > < span class = "lineno" > 295< / span >   DCHECK_NE(variable_type[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], < a class = "code" href = "namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103" > VariableType::FIXED_VARIABLE< / a > );< / div >
< div class = "line" > < a name = "l00296" > < / a > < span class = "lineno" > 296< / span >   < / div >
< div class = "line" > < a name = "l00297" > < / a > < span class = "lineno" > 297< / span >   < span class = "comment" > // Skip if the coeff is too small to be a numerically stable pivot.< / span > < / div >
< div class = "line" > < a name = "l00298" > < / a > < span class = "lineno" > 298< / span >   < span class = "keywordflow" > if< / span > (std::abs(update_coefficient[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) < threshold) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00299" > < / a > < span class = "lineno" > 299< / span >   < / div >
< div class = "line" > < a name = "l00300" > < / a > < span class = "lineno" > 300< / span >   < span class = "comment" > // We will add ratio * coeff to this column. cost_variation makes sure< / span > < / div >
< div class = "line" > < a name = "l00301" > < / a > < span class = "lineno" > 301< / span >   < span class = "comment" > // the leaving variable will be dual-feasible (its update coeff is< / span > < / div >
< div class = "line" > < a name = "l00302" > < / a > < span class = "lineno" > 302< / span >   < span class = "comment" > // sign(cost_variation) * 1.0).< / span > < / div >
< div class = "line" > < a name = "l00303" > < / a > < span class = "lineno" > 303< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00304" > < / a > < span class = "lineno" > 304< / span >   < span class = "comment" > // TODO(user): This is the same in DualChooseEnteringColumn(), remove< / span > < / div >
< div class = "line" > < a name = "l00305" > < / a > < span class = "lineno" > 305< / span >   < span class = "comment" > // duplication?< / span > < / div >
< div class = "line" > < a name = "l00306" > < / a > < span class = "lineno" > 306< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > coeff = (cost_variation > 0.0) ? update_coefficient[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]< / div >
< div class = "line" > < a name = "l00307" > < / a > < span class = "lineno" > 307< / span >   : -update_coefficient[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00308" > < / a > < span class = "lineno" > 308< / span >   < / div >
< div class = "line" > < a name = "l00309" > < / a > < span class = "lineno" > 309< / span >   < span class = "comment" > // Only proceed if there is a transition, note that if reduced_costs[col]< / span > < / div >
< div class = "line" > < a name = "l00310" > < / a > < span class = "lineno" > 310< / span >   < span class = "comment" > // is close to zero, then the variable is supposed to be dual-feasible.< / span > < / div >
< div class = "line" > < a name = "l00311" > < / a > < span class = "lineno" > 311< / span >   < span class = "keywordflow" > if< / span > (std::abs(reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) < = dual_feasibility_tolerance) {< / div >
< div class = "line" > < a name = "l00312" > < / a > < span class = "lineno" > 312< / span >   < span class = "comment" > // Continue if the variation goes in the dual-feasible direction.< / span > < / div >
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< div class = "line" > < a name = "l00313" > < / a > < span class = "lineno" > 313< / span >   < span class = "keywordflow" > if< / span > (coeff > 0 & & !can_decrease.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00314" > < / a > < span class = "lineno" > 314< / span >   < span class = "keywordflow" > if< / span > (coeff < 0 & & !can_increase.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) < span class = "keywordflow" > continue< / span > ;< / div >
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< div class = "line" > < a name = "l00315" > < / a > < span class = "lineno" > 315< / span >   < / div >
< div class = "line" > < a name = "l00316" > < / a > < span class = "lineno" > 316< / span >   < span class = "comment" > // Note that here, a variable which is already dual-infeasible will still< / span > < / div >
< div class = "line" > < a name = "l00317" > < / a > < span class = "lineno" > 317< / span >   < span class = "comment" > // have a positive ratio. This may sounds weird, but the idea is to put< / span > < / div >
< div class = "line" > < a name = "l00318" > < / a > < span class = "lineno" > 318< / span >   < span class = "comment" > // first in the sorted breakpoint list a variable which has a reduced< / span > < / div >
< div class = "line" > < a name = "l00319" > < / a > < span class = "lineno" > 319< / span >   < span class = "comment" > // costs close to zero in order to minimize the magnitude of a step in the< / span > < / div >
< div class = "line" > < a name = "l00320" > < / a > < span class = "lineno" > 320< / span >   < span class = "comment" > // wrong direction.< / span > < / div >
< div class = "line" > < a name = "l00321" > < / a > < span class = "lineno" > 321< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00322" > < / a > < span class = "lineno" > 322< / span >   < span class = "comment" > // If the two are of the same sign, there is no transition, skip.< / span > < / div >
< div class = "line" > < a name = "l00323" > < / a > < span class = "lineno" > 323< / span >   < span class = "keywordflow" > if< / span > (coeff * reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] > 0) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00324" > < / a > < span class = "lineno" > 324< / span >   }< / div >
< div class = "line" > < a name = "l00325" > < / a > < span class = "lineno" > 325< / span >   < / div >
< div class = "line" > < a name = "l00326" > < / a > < span class = "lineno" > 326< / span >   < span class = "comment" > // We are sure there is a transition, add it to the set of breakpoints.< / span > < / div >
< div class = "line" > < a name = "l00327" > < / a > < span class = "lineno" > 327< / span >   breakpoints_.push_back(< / div >
< div class = "line" > < a name = "l00328" > < / a > < span class = "lineno" > 328< / span >   ColWithRatio(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , std::abs(reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]), std::abs(coeff)));< / div >
< div class = "line" > < a name = "l00329" > < / a > < span class = "lineno" > 329< / span >   }< / div >
< div class = "line" > < a name = "l00330" > < / a > < span class = "lineno" > 330< / span >   < / div >
< div class = "line" > < a name = "l00331" > < / a > < span class = "lineno" > 331< / span >   < span class = "comment" > // Process the breakpoints in priority order.< / span > < / div >
< div class = "line" > < a name = "l00332" > < / a > < span class = "lineno" > 332< / span >   std::make_heap(breakpoints_.begin(), breakpoints_.end());< / div >
< div class = "line" > < a name = "l00333" > < / a > < span class = "lineno" > 333< / span >   < / div >
< div class = "line" > < a name = "l00334" > < / a > < span class = "lineno" > 334< / span >   < span class = "comment" > // Because of our priority queue, it is easy to choose a sub-optimal step to< / span > < / div >
< div class = "line" > < a name = "l00335" > < / a > < span class = "lineno" > 335< / span >   < span class = "comment" > // have a stable pivot. The pivot with the highest magnitude and that reduces< / span > < / div >
< div class = "line" > < a name = "l00336" > < / a > < span class = "lineno" > 336< / span >   < span class = "comment" > // the infeasibility the most is chosen.< / span > < / div >
< div class = "line" > < a name = "l00337" > < / a > < span class = "lineno" > 337< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > pivot_magnitude = 0.0;< / div >
< div class = "line" > < a name = "l00338" > < / a > < span class = "lineno" > 338< / span >   < / div >
< div class = "line" > < a name = "l00339" > < / a > < span class = "lineno" > 339< / span >   < span class = "comment" > // Select the last breakpoint that still improves the infeasibility and has a< / span > < / div >
< div class = "line" > < a name = "l00340" > < / a > < span class = "lineno" > 340< / span >   < span class = "comment" > // numerically stable pivot.< / span > < / div >
< div class = "line" > < a name = "l00341" > < / a > < span class = "lineno" > 341< / span >   *entering_col = < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ;< / div >
< div class = "line" > < a name = "l00342" > < / a > < span class = "lineno" > 342< / span >   *step = -1.0;< / div >
< div class = "line" > < a name = "l00343" > < / a > < span class = "lineno" > 343< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > improvement = std::abs(cost_variation);< / div >
< div class = "line" > < a name = "l00344" > < / a > < span class = "lineno" > 344< / span >   < span class = "keywordflow" > while< / span > (!breakpoints_.empty()) {< / div >
< div class = "line" > < a name = "l00345" > < / a > < span class = "lineno" > 345< / span >   < span class = "keyword" > const< / span > ColWithRatio top = breakpoints_.front();< / div >
< div class = "line" > < a name = "l00346" > < / a > < span class = "lineno" > 346< / span >   < / div >
< div class = "line" > < a name = "l00347" > < / a > < span class = "lineno" > 347< / span >   < span class = "comment" > // We keep the greatest coeff_magnitude for the same ratio.< / span > < / div >
< div class = "line" > < a name = "l00348" > < / a > < span class = "lineno" > 348< / span >   DCHECK(top.ratio > *step ||< / div >
< div class = "line" > < a name = "l00349" > < / a > < span class = "lineno" > 349< / span >   (top.ratio == *step & & top.coeff_magnitude < = pivot_magnitude));< / div >
< div class = "line" > < a name = "l00350" > < / a > < span class = "lineno" > 350< / span >   < span class = "keywordflow" > if< / span > (top.ratio > *step & & top.coeff_magnitude > = pivot_magnitude) {< / div >
< div class = "line" > < a name = "l00351" > < / a > < span class = "lineno" > 351< / span >   *entering_col = top.col;< / div >
< div class = "line" > < a name = "l00352" > < / a > < span class = "lineno" > 352< / span >   *step = top.ratio;< / div >
< div class = "line" > < a name = "l00353" > < / a > < span class = "lineno" > 353< / span >   pivot_magnitude = top.coeff_magnitude;< / div >
< div class = "line" > < a name = "l00354" > < / a > < span class = "lineno" > 354< / span >   }< / div >
< div class = "line" > < a name = "l00355" > < / a > < span class = "lineno" > 355< / span >   improvement -= top.coeff_magnitude;< / div >
< div class = "line" > < a name = "l00356" > < / a > < span class = "lineno" > 356< / span >   < / div >
< div class = "line" > < a name = "l00357" > < / a > < span class = "lineno" > 357< / span >   < span class = "comment" > // If the variable is free, then not only do we loose the infeasibility< / span > < / div >
< div class = "line" > < a name = "l00358" > < / a > < span class = "lineno" > 358< / span >   < span class = "comment" > // improvment, we also render it worse if we keep going in the same< / span > < / div >
< div class = "line" > < a name = "l00359" > < / a > < span class = "lineno" > 359< / span >   < span class = "comment" > // direction.< / span > < / div >
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< div class = "line" > < a name = "l00360" > < / a > < span class = "lineno" > 360< / span >   < span class = "keywordflow" > if< / span > (can_decrease.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (top.col) & & can_increase.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (top.col) & & < / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00361" > < / a > < span class = "lineno" > 361< / span >   std::abs(reduced_costs[top.col]) > threshold) {< / div >
< div class = "line" > < a name = "l00362" > < / a > < span class = "lineno" > 362< / span >   improvement -= top.coeff_magnitude;< / div >
< div class = "line" > < a name = "l00363" > < / a > < span class = "lineno" > 363< / span >   }< / div >
< div class = "line" > < a name = "l00364" > < / a > < span class = "lineno" > 364< / span >   < / div >
< div class = "line" > < a name = "l00365" > < / a > < span class = "lineno" > 365< / span >   < span class = "keywordflow" > if< / span > (improvement < = 0.0) < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00366" > < / a > < span class = "lineno" > 366< / span >   std::pop_heap(breakpoints_.begin(), breakpoints_.end());< / div >
< div class = "line" > < a name = "l00367" > < / a > < span class = "lineno" > 367< / span >   breakpoints_.pop_back();< / div >
< div class = "line" > < a name = "l00368" > < / a > < span class = "lineno" > 368< / span >   }< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00369" > < / a > < span class = "lineno" > 369< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > Status::OK< / a > ();< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00370" > < / a > < span class = "lineno" > 370< / span >   }< / div >
< div class = "line" > < a name = "l00371" > < / a > < span class = "lineno" > 371< / span >   < / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00372" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea" > 372< / a > < / span >   < span class = "keywordtype" > void< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea" > EnteringVariable::SetParameters< / a > (< span class = "keyword" > const< / span > GlopParameters& < a class = "code" href = "cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219" > parameters< / a > ) {< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00373" > < / a > < span class = "lineno" > 373< / span >   parameters_ = < a class = "code" href = "cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219" > parameters< / a > ;< / div >
< div class = "line" > < a name = "l00374" > < / a > < span class = "lineno" > 374< / span >   }< / div >
< div class = "line" > < a name = "l00375" > < / a > < span class = "lineno" > 375< / span >   < / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00376" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#ad3a8fd026015306e23a8ed6889b48f18" > 376< / a > < / span >   < span class = "keywordtype" > void< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#ad3a8fd026015306e23a8ed6889b48f18" > EnteringVariable::SetPricingRule< / a > (GlopParameters::PricingRule rule) {< / div >
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< div class = "line" > < a name = "l00377" > < / a > < span class = "lineno" > 377< / span >   rule_ = rule;< / div >
< div class = "line" > < a name = "l00378" > < / a > < span class = "lineno" > 378< / span >   }< / div >
< div class = "line" > < a name = "l00379" > < / a > < span class = "lineno" > 379< / span >   < / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00380" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548" > 380< / a > < / span >   < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > * < a class = "code" href = "classoperations__research_1_1glop_1_1_entering_variable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548" > EnteringVariable::ResetUnusedColumns< / a > () {< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00381" > < / a > < span class = "lineno" > 381< / span >   < a class = "code" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00382" > < / a > < span class = "lineno" > 382< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#ac619daf8c660b9dd6193606a051820a3" > GetNumberOfColumns< / a > ();< / div >
< div class = "line" > < a name = "l00383" > < / a > < span class = "lineno" > 383< / span >   < span class = "keywordflow" > if< / span > (unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#a1df2b3a4485e328397fda9b5f9b3ea2b" > size< / a > () != num_cols) {< / div >
< div class = "line" > < a name = "l00384" > < / a > < span class = "lineno" > 384< / span >   unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#a039b0192ce008be5451bc87ca5eea65c" > ClearAndResize< / a > (num_cols);< / div >
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< div class = "line" > < a name = "l00385" > < / a > < span class = "lineno" > 385< / span >   }< / div >
< div class = "line" > < a name = "l00386" > < / a > < span class = "lineno" > 386< / span >   < / div >
< div class = "line" > < a name = "l00387" > < / a > < span class = "lineno" > 387< / span >   < span class = "comment" > // Invert the set of unused columns, minus the basis.< / span > < / div >
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< div class = "line" > < a name = "l00388" > < / a > < span class = "lineno" > 388< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1_bitset64.html" > DenseBitRow< / a > & is_basic = variables_info_.< a class = "code" href = "classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c" > GetIsBasicBitRow< / a > ();< / div >
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< div class = "line" > < a name = "l00389" > < / a > < span class = "lineno" > 389< / span >   < span class = "keywordflow" > for< / span > (ColIndex < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > (0); < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < num_cols; ++< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ) {< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00390" > < / a > < span class = "lineno" > 390< / span >   < span class = "keywordflow" > if< / span > (unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a name = "l00391" > < / a > < span class = "lineno" > 391< / span >   unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#a61e6f65595ec1afb4b7955f370c67c08" > Clear< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00392" > < / a > < span class = "lineno" > 392< / span >   } < span class = "keywordflow" > else< / span > {< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00393" > < / a > < span class = "lineno" > 393< / span >   < span class = "keywordflow" > if< / span > (!is_basic.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) {< / div >
< div class = "line" > < a name = "l00394" > < / a > < span class = "lineno" > 394< / span >   unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009" > Set< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00395" > < / a > < span class = "lineno" > 395< / span >   }< / div >
< div class = "line" > < a name = "l00396" > < / a > < span class = "lineno" > 396< / span >   }< / div >
< div class = "line" > < a name = "l00397" > < / a > < span class = "lineno" > 397< / span >   }< / div >
< div class = "line" > < a name = "l00398" > < / a > < span class = "lineno" > 398< / span >   < span class = "keywordflow" > return< / span > & unused_columns_;< / div >
< div class = "line" > < a name = "l00399" > < / a > < span class = "lineno" > 399< / span >   }< / div >
< div class = "line" > < a name = "l00400" > < / a > < span class = "lineno" > 400< / span >   < / div >
< div class = "line" > < a name = "l00401" > < / a > < span class = "lineno" > 401< / span >   < span class = "keyword" > template< / span > < < span class = "keywordtype" > bool< / span > normalize, < span class = "keywordtype" > bool< / span > nested_pricing> < / div >
< div class = "line" > < a name = "l00402" > < / a > < span class = "lineno" > 402< / span >   < span class = "keywordtype" > void< / span > EnteringVariable::DantzigChooseEnteringColumn(ColIndex* entering_col) {< / div >
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< div class = "line" > < a name = "l00403" > < / a > < span class = "lineno" > 403< / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > dummy;< / div >
< div class = "line" > < a name = "l00404" > < / a > < span class = "lineno" > 404< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & matrix_column_norms =< / div >
< div class = "line" > < a name = "l00405" > < / a > < span class = "lineno" > 405< / span >   normalize ? primal_edge_norms_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a551ee6b517f861e2ad7557e092a9860d" > GetMatrixColumnNorms< / a > () : dummy;< / div >
< div class = "line" > < a name = "l00406" > < / a > < span class = "lineno" > 406< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > DenseRow< / a > & reduced_costs = reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
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< div class = "line" > < a name = "l00407" > < / a > < span class = "lineno" > 407< / span >   < a class = "code" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a name = "l00408" > < / a > < span class = "lineno" > 408< / span >   < / div >
< div class = "line" > < a name = "l00409" > < / a > < span class = "lineno" > 409< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > best_price(0.0);< / div >
< div class = "line" > < a name = "l00410" > < / a > < span class = "lineno" > 410< / span >   *entering_col = < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ;< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00411" > < / a > < span class = "lineno" > 411< / span >   < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#af70031c242af71554d75db3743129d24" > GetDualInfeasiblePositions< / a > ()) {< / div >
< div class = "line" > < a name = "l00412" > < / a > < span class = "lineno" > 412< / span >   < span class = "keywordflow" > if< / span > (nested_pricing & & !unused_columns_.< a class = "code" href = "classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d" > IsSet< / a > (< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > )) < span class = "keywordflow" > continue< / span > ;< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00413" > < / a > < span class = "lineno" > 413< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > unormalized_price = std::abs(reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00414" > < / a > < span class = "lineno" > 414< / span >   < span class = "keywordflow" > if< / span > (normalize) {< / div >
< div class = "line" > < a name = "l00415" > < / a > < span class = "lineno" > 415< / span >   < span class = "keywordflow" > if< / span > (unormalized_price > best_price * matrix_column_norms[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00416" > < / a > < span class = "lineno" > 416< / span >   best_price = unormalized_price / matrix_column_norms[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00417" > < / a > < span class = "lineno" > 417< / span >   *entering_col = < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ;< / div >
< div class = "line" > < a name = "l00418" > < / a > < span class = "lineno" > 418< / span >   }< / div >
< div class = "line" > < a name = "l00419" > < / a > < span class = "lineno" > 419< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00420" > < / a > < span class = "lineno" > 420< / span >   < span class = "keywordflow" > if< / span > (unormalized_price > best_price) {< / div >
< div class = "line" > < a name = "l00421" > < / a > < span class = "lineno" > 421< / span >   best_price = unormalized_price;< / div >
< div class = "line" > < a name = "l00422" > < / a > < span class = "lineno" > 422< / span >   *entering_col = < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ;< / div >
< div class = "line" > < a name = "l00423" > < / a > < span class = "lineno" > 423< / span >   }< / div >
< div class = "line" > < a name = "l00424" > < / a > < span class = "lineno" > 424< / span >   }< / div >
< div class = "line" > < a name = "l00425" > < / a > < span class = "lineno" > 425< / span >   }< / div >
< div class = "line" > < a name = "l00426" > < / a > < span class = "lineno" > 426< / span >   }< / div >
< div class = "line" > < a name = "l00427" > < / a > < span class = "lineno" > 427< / span >   < / div >
< div class = "line" > < a name = "l00428" > < / a > < span class = "lineno" > 428< / span >   < span class = "comment" > // TODO(user): Here we could fill a priority queue with the normalized< / span > < / div >
< div class = "line" > < a name = "l00429" > < / a > < span class = "lineno" > 429< / span >   < span class = "comment" > // reduced cost of the top n candidate columns. This makes it possible< / span > < / div >
< div class = "line" > < a name = "l00430" > < / a > < span class = "lineno" > 430< / span >   < span class = "comment" > // - To respond right away after each bound flip iteration.< / span > < / div >
< div class = "line" > < a name = "l00431" > < / a > < span class = "lineno" > 431< / span >   < span class = "comment" > // - To return the top-n choices if we want to consider multiple candidates in< / span > < / div >
< div class = "line" > < a name = "l00432" > < / a > < span class = "lineno" > 432< / span >   < span class = "comment" > // the other parts of the simplex algorithm.< / span > < / div >
< div class = "line" > < a name = "l00433" > < / a > < span class = "lineno" > 433< / span >   < span class = "keyword" > template< / span > < < span class = "keywordtype" > bool< / span > use_steepest_edge> < / div >
< div class = "line" > < a name = "l00434" > < / a > < span class = "lineno" > 434< / span >   < span class = "keywordtype" > void< / span > EnteringVariable::NormalizedChooseEnteringColumn(ColIndex* entering_col) {< / div >
< div class = "line" > < a name = "l00435" > < / a > < span class = "lineno" > 435< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12" > DenseRow< / a > & weights = use_steepest_edge< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00436" > < / a > < span class = "lineno" > 436< / span >   ? primal_edge_norms_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a67a5105630385abc274872ab7a28e70f" > GetEdgeSquaredNorms< / a > ()< / div >
< div class = "line" > < a name = "l00437" > < / a > < span class = "lineno" > 437< / span >   : primal_edge_norms_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a6f599ec9c50fc8a7421f98203a06a428" > GetDevexWeights< / a > ();< / div >
< div class = "line" > < a name = "l00438" > < / a > < span class = "lineno" > 438< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12" > DenseRow< / a > & reduced_costs = reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251" > GetReducedCosts< / a > ();< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00439" > < / a > < span class = "lineno" > 439< / span >   < a class = "code" href = "stats_8h.html#a9995704aaaf45fc21e08c847551a8d04" > SCOPED_TIME_STAT< / a > (& stats_);< / div >
< div class = "line" > < a name = "l00440" > < / a > < span class = "lineno" > 440< / span >   < / div >
< div class = "line" > < a name = "l00441" > < / a > < span class = "lineno" > 441< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > best_price(0.0);< / div >
< div class = "line" > < a name = "l00442" > < / a > < span class = "lineno" > 442< / span >   *entering_col = < a class = "code" href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > kInvalidCol< / a > ;< / div >
< div class = "line" > < a name = "l00443" > < / a > < span class = "lineno" > 443< / span >   equivalent_entering_choices_.clear();< / div >
2020-10-09 12:00:09 +02:00
< div class = "line" > < a name = "l00444" > < / a > < span class = "lineno" > 444< / span >   < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > ColIndex < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > : reduced_costs_-> < a class = "code" href = "classoperations__research_1_1glop_1_1_reduced_costs.html#af70031c242af71554d75db3743129d24" > GetDualInfeasiblePositions< / a > ()) {< / div >
2020-09-01 16:00:33 +02:00
< div class = "line" > < a name = "l00445" > < / a > < span class = "lineno" > 445< / span >   < span class = "keywordflow" > if< / span > (use_steepest_edge) {< / div >
< div class = "line" > < a name = "l00446" > < / a > < span class = "lineno" > 446< / span >   < span class = "comment" > // Note that here the weights are squared.< / span > < / div >
< div class = "line" > < a name = "l00447" > < / a > < span class = "lineno" > 447< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > squared_reduced_cost = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e" > Square< / a > (reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00448" > < / a > < span class = "lineno" > 448< / span >   < span class = "keywordflow" > if< / span > (squared_reduced_cost > = best_price * weights[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00449" > < / a > < span class = "lineno" > 449< / span >   < span class = "keywordflow" > if< / span > (squared_reduced_cost == best_price * weights[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00450" > < / a > < span class = "lineno" > 450< / span >   equivalent_entering_choices_.push_back(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a name = "l00451" > < / a > < span class = "lineno" > 451< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00452" > < / a > < span class = "lineno" > 452< / span >   }< / div >
< div class = "line" > < a name = "l00453" > < / a > < span class = "lineno" > 453< / span >   equivalent_entering_choices_.clear();< / div >
< div class = "line" > < a name = "l00454" > < / a > < span class = "lineno" > 454< / span >   best_price = squared_reduced_cost / weights[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00455" > < / a > < span class = "lineno" > 455< / span >   *entering_col = < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ;< / div >
< div class = "line" > < a name = "l00456" > < / a > < span class = "lineno" > 456< / span >   }< / div >
< div class = "line" > < a name = "l00457" > < / a > < span class = "lineno" > 457< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00458" > < / a > < span class = "lineno" > 458< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > positive_reduced_cost = std::abs(reduced_costs[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00459" > < / a > < span class = "lineno" > 459< / span >   < span class = "keywordflow" > if< / span > (positive_reduced_cost > = best_price * weights[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00460" > < / a > < span class = "lineno" > 460< / span >   < span class = "keywordflow" > if< / span > (positive_reduced_cost == best_price * weights[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00461" > < / a > < span class = "lineno" > 461< / span >   equivalent_entering_choices_.push_back(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a name = "l00462" > < / a > < span class = "lineno" > 462< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00463" > < / a > < span class = "lineno" > 463< / span >   }< / div >
< div class = "line" > < a name = "l00464" > < / a > < span class = "lineno" > 464< / span >   equivalent_entering_choices_.clear();< / div >
< div class = "line" > < a name = "l00465" > < / a > < span class = "lineno" > 465< / span >   best_price = positive_reduced_cost / weights[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00466" > < / a > < span class = "lineno" > 466< / span >   *entering_col = < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ;< / div >
< div class = "line" > < a name = "l00467" > < / a > < span class = "lineno" > 467< / span >   }< / div >
< div class = "line" > < a name = "l00468" > < / a > < span class = "lineno" > 468< / span >   }< / div >
< div class = "line" > < a name = "l00469" > < / a > < span class = "lineno" > 469< / span >   }< / div >
< div class = "line" > < a name = "l00470" > < / a > < span class = "lineno" > 470< / span >   < span class = "comment" > // Break the ties randomly.< / span > < / div >
< div class = "line" > < a name = "l00471" > < / a > < span class = "lineno" > 471< / span >   < span class = "keywordflow" > if< / span > (!equivalent_entering_choices_.empty()) {< / div >
< div class = "line" > < a name = "l00472" > < / a > < span class = "lineno" > 472< / span >   equivalent_entering_choices_.push_back(*entering_col);< / div >
< div class = "line" > < a name = "l00473" > < / a > < span class = "lineno" > 473< / span >   *entering_col =< / div >
< div class = "line" > < a name = "l00474" > < / a > < span class = "lineno" > 474< / span >   equivalent_entering_choices_[std::uniform_int_distribution< int> (< / div >
< div class = "line" > < a name = "l00475" > < / a > < span class = "lineno" > 475< / span >   0, equivalent_entering_choices_.size() - 1)(*random_)];< / div >
< div class = "line" > < a name = "l00476" > < / a > < span class = "lineno" > 476< / span >   < a class = "code" href = "stats_8h.html#a3c3e6b102f0d91c523099325c98e1887" > IF_STATS_ENABLED< / a > (< / div >
< div class = "line" > < a name = "l00477" > < / a > < span class = "lineno" > 477< / span >   stats_.num_perfect_ties.Add(equivalent_entering_choices_.size()));< / div >
< div class = "line" > < a name = "l00478" > < / a > < span class = "lineno" > 478< / span >   }< / div >
< div class = "line" > < a name = "l00479" > < / a > < span class = "lineno" > 479< / span >   }< / div >
< div class = "line" > < a name = "l00480" > < / a > < span class = "lineno" > 480< / span >   < / div >
< div class = "line" > < a name = "l00481" > < / a > < span class = "lineno" > 481< / span >   } < span class = "comment" > // namespace glop< / span > < / div >
< div class = "line" > < a name = "l00482" > < / a > < span class = "lineno" > 482< / span >   } < span class = "comment" > // namespace operations_research< / span > < / div >
< / div > <!-- fragment --> < / div > <!-- contents -->
< / div > <!-- doc - content -->
2020-10-09 12:00:09 +02:00
< 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#l00048" > reduced_costs.h:48< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "aalldiff__cst_8cc_html_a021e695f54a13bd809c34b2f4ca87c37" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37" > min< / a > < / div > < div class = "ttdeci" > int64 min< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00138" > alldiff_cst.cc:138< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a4dc8ae0f97c4110f3cc770715b2bbd12" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12" > operations_research::glop::DenseRow< / a > < / div > < div class = "ttdeci" > StrictITIVector< ColIndex, Fractional > DenseRow< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00299" > lp_types.h:299< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< 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#l00483" > bitset.h:483< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "aalldiff__cst_8cc_html_a9d0c202d5fdd62f4fa2c613339ff168a" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a" > max< / a > < / div > < div class = "ttdeci" > int64 max< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00139" > alldiff_cst.cc:139< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< 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#l00435" > stats.h:435< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_afb755b7934d8679476e2f05a89739bcd" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd" > operations_research::glop::kInvalidCol< / a > < / div > < div class = "ttdeci" > const ColIndex kInvalidCol(-1)< / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_entering_variable_html_ab86e98881b35d34abe244a4dd776c7f6" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#ab86e98881b35d34abe244a4dd776c7f6" > operations_research::glop::EnteringVariable::DualPhaseIChooseEnteringColumn< / a > < / div > < div class = "ttdeci" > ABSL_MUST_USE_RESULT Status DualPhaseIChooseEnteringColumn(const UpdateRow & update_row, Fractional cost_variation, ColIndex *entering_col, Fractional *step)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00268" > entering_variable.cc:268< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "aport_2proto__utils_8h_html" > < div class = "ttname" > < a href = "port_2proto__utils_8h.html" > proto_utils.h< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_a611fb1da73c33e2716b380db980fa825" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#a611fb1da73c33e2716b380db980fa825" > operations_research::glop::VariablesInfo::GetBoundDifference< / a > < / div > < div class = "ttdeci" > Fractional GetBoundDifference(ColIndex col) const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8h_source.html#l00076" > variables_info.h:76< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_status_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_status.html" > operations_research::glop::Status< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00024" > status.h:24< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< 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 = "anamespaceoperations__research_html" > < div class = "ttname" > < a href = "namespaceoperations__research.html" > operations_research< / a > < / div > < div class = "ttdoc" > The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...< / 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 >
2020-10-09 12:00:09 +02:00
< 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_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#l00038" > update_row.h:38< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_status_html_a071b1d04197c0ac6e7a4d0ec0b91ff43" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43" > operations_research::glop::Status::OK< / a > < / div > < div class = "ttdeci" > static const Status OK()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00054" > status.h:54< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html_a1df2b3a4485e328397fda9b5f9b3ea2b" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html#a1df2b3a4485e328397fda9b5f9b3ea2b" > operations_research::Bitset64::size< / a > < / div > < div class = "ttdeci" > IndexType size() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "bitset_8h_source.html#l00421" > bitset.h:421< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_af70031c242af71554d75db3743129d24" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#af70031c242af71554d75db3743129d24" > operations_research::glop::ReducedCosts::GetDualInfeasiblePositions< / a > < / div > < div class = "ttdeci" > const DenseBitRow & GetDualInfeasiblePositions() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8h_source.html#l00163" > reduced_costs.h:163< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "aentering__variable_8h_html" > < div class = "ttname" > < a href = "entering__variable_8h.html" > entering_variable.h< / 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#l00077" > lp_types.h:77< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< 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#l00436" > stats.h:436< / 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#l00105" > variables_info.cc:105< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_reduced_costs_html_a2dfd88b95d16c53f032f31e13ce8d233" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_reduced_costs.html#a2dfd88b95d16c53f032f31e13ce8d233" > operations_research::glop::ReducedCosts::ShiftCost< / a > < / div > < div class = "ttdeci" > void ShiftCost(ColIndex col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "reduced__costs_8cc_source.html#l00291" > reduced_costs.cc:291< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "atimer_8h_html" > < div class = "ttname" > < a href = "timer_8h.html" > timer.h< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html_a61e6f65595ec1afb4b7955f370c67c08" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html#a61e6f65595ec1afb4b7955f370c67c08" > operations_research::Bitset64::Clear< / a > < / div > < div class = "ttdeci" > void Clear(IndexType i)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "bitset_8h_source.html#l00455" > bitset.h:455< / 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_entering_variable_html_a47f0e702c155e2cf5c48d8a9a7d0b434" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#a47f0e702c155e2cf5c48d8a9a7d0b434" > operations_research::glop::EnteringVariable::PrimalChooseEnteringColumn< / a > < / div > < div class = "ttdeci" > ABSL_MUST_USE_RESULT Status PrimalChooseEnteringColumn(ColIndex *entering_col)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00037" > entering_variable.cc:37< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103" > operations_research::glop::VariableType::FIXED_VARIABLE< / a > < / div > < div class = "ttdeci" > @ FIXED_VARIABLE< / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_entering_variable_html_a2a939bd2d3e5cb2dfdf1e03e75b4a548" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548" > operations_research::glop::EnteringVariable::ResetUnusedColumns< / a > < / div > < div class = "ttdeci" > DenseBitRow * ResetUnusedColumns()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00380" > entering_variable.cc:380< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_entering_variable_html_ae7202d055b6b172a8a1da4f5b136f9ea" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea" > operations_research::glop::EnteringVariable::SetParameters< / a > < / div > < div class = "ttdeci" > void SetParameters(const GlopParameters & parameters)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00372" > entering_variable.cc:372< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_variables_info_html_ac619daf8c660b9dd6193606a051820a3" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_variables_info.html#ac619daf8c660b9dd6193606a051820a3" > operations_research::glop::VariablesInfo::GetNumberOfColumns< / a > < / div > < div class = "ttdeci" > const ColIndex GetNumberOfColumns() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "variables__info_8h_source.html#l00065" > variables_info.h:65< / 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#l00029" > variables_info.h:29< / 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#l00318" > reduced_costs.cc:318< / 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#l00109" > variables_info.cc:109< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a6f599ec9c50fc8a7421f98203a06a428" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a6f599ec9c50fc8a7421f98203a06a428" > operations_research::glop::PrimalEdgeNorms::GetDevexWeights< / a > < / div > < div class = "ttdeci" > const DenseRow & GetDevexWeights()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "primal__edge__norms_8cc_source.html#l00052" > primal_edge_norms.cc:52< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_update_row_html_a30fddb9e35865ba28420bd52538a183f" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_update_row.html#a30fddb9e35865ba28420bd52538a183f" > operations_research::glop::UpdateRow::GetCoefficients< / a > < / div > < div class = "ttdeci" > const DenseRow & GetCoefficients() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "update__row_8cc_source.html#l00168" > update_row.cc:168< / a > < / div > < / div >
< div class = "ttc" id = "astatus_8h_html_ae9a90d3e61ffae636234f2c1283117d8" > < div class = "ttname" > < a href = "status_8h.html#ae9a90d3e61ffae636234f2c1283117d8" > GLOP_RETURN_ERROR_IF_NULL< / a > < / div > < div class = "ttdeci" > #define GLOP_RETURN_ERROR_IF_NULL(arg)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "status_8h_source.html#l00085" > status.h:85< / 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#l00117" > variables_info.cc:117< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a551ee6b517f861e2ad7557e092a9860d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a551ee6b517f861e2ad7557e092a9860d" > operations_research::glop::PrimalEdgeNorms::GetMatrixColumnNorms< / a > < / div > < div class = "ttdeci" > const DenseRow & GetMatrixColumnNorms()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "primal__edge__norms_8cc_source.html#l00057" > primal_edge_norms.cc:57< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html_a76e58f3dd327215d28ea8c48f8c86009" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009" > operations_research::Bitset64::Set< / a > < / div > < div class = "ttdeci" > void Set(IndexType i)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "bitset_8h_source.html#l00493" > bitset.h:493< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_a67a5105630385abc274872ab7a28e70f" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_primal_edge_norms.html#a67a5105630385abc274872ab7a28e70f" > operations_research::glop::PrimalEdgeNorms::GetEdgeSquaredNorms< / a > < / div > < div class = "ttdeci" > const DenseRow & GetEdgeSquaredNorms()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "primal__edge__norms_8cc_source.html#l00047" > primal_edge_norms.cc:47< / 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#l00170" > update_row.cc:170< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< 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#l00176" > markowitz.cc:176< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_entering_variable_html_ad3a8fd026015306e23a8ed6889b48f18" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#ad3a8fd026015306e23a8ed6889b48f18" > operations_research::glop::EnteringVariable::SetPricingRule< / a > < / div > < div class = "ttdeci" > void SetPricingRule(GlopParameters::PricingRule rule)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00376" > entering_variable.cc:376< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< 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 >
2020-10-09 12:00:09 +02:00
< 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#l00123" > variables_info.cc:123< / 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#l00097" > variables_info.cc:97< / 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#l00176" > reduced_costs.h:176< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_bitset64_html_a039b0192ce008be5451bc87ca5eea65c" > < div class = "ttname" > < a href = "classoperations__research_1_1_bitset64.html#a039b0192ce008be5451bc87ca5eea65c" > operations_research::Bitset64::ClearAndResize< / a > < / div > < div class = "ttdeci" > void ClearAndResize(IndexType size)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "bitset_8h_source.html#l00438" > bitset.h:438< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_entering_variable_html_a89f8a547d5b7781ed931411543cc3178" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#a89f8a547d5b7781ed931411543cc3178" > operations_research::glop::EnteringVariable::EnteringVariable< / a > < / div > < div class = "ttdeci" > EnteringVariable(const VariablesInfo & variables_info, random_engine_t *random, ReducedCosts *reduced_costs, PrimalEdgeNorms *primal_edge_norms)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00025" > entering_variable.cc:25< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
< 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#l00107" > cp_model_fz_solver.cc:107< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_html_a6743e8c90bbb85a1017486ed70c7d29b" > < div class = "ttname" > < a href = "namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b" > operations_research::random_engine_t< / a > < / div > < div class = "ttdeci" > std::mt19937 random_engine_t< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "random__engine_8h_source.html#l00023" > random_engine.h:23< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_entering_variable_html_a5f7903563e698189cc516ed6a5496a9a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_entering_variable.html#a5f7903563e698189cc516ed6a5496a9a" > operations_research::glop::EnteringVariable::DualChooseEnteringColumn< / a > < / div > < div class = "ttdeci" > ABSL_MUST_USE_RESULT Status DualChooseEnteringColumn(const UpdateRow & update_row, Fractional cost_variation, std::vector< ColIndex > *bound_flip_candidates, ColIndex *entering_col, Fractional *step)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "entering__variable_8cc_source.html#l00089" > entering_variable.cc:89< / 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#l00054" > primal_edge_norms.h:54< / a > < / div > < / div >
2020-09-01 16:00:33 +02:00
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