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< a href = "lp__solver_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 2010-2021 Google LLC< / span > < / div >
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< 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 >
< div class = "line" > < a name = "l00008" > < / a > < span class = "lineno" > 8< / span >   < span class = "comment" > // Unless required by applicable law or agreed to in writing, software< / span > < / div >
< div class = "line" > < a name = "l00009" > < / a > < span class = "lineno" > 9< / span >   < span class = "comment" > // distributed under the License is distributed on an " AS IS" BASIS,< / span > < / div >
< 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 >
< div class = "line" > < a name = "l00013" > < / a > < span class = "lineno" > 13< / span >   < / div >
< div class = "line" > < a name = "l00014" > < / a > < span class = "lineno" > 14< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "lp__solver_8h.html" > ortools/glop/lp_solver.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00015" > < / a > < span class = "lineno" > 15< / span >   < / div >
< div class = "line" > < a name = "l00016" > < / a > < span class = "lineno" > 16< / span >   < span class = "preprocessor" > #include < cmath> < / span > < / div >
< div class = "line" > < a name = "l00017" > < / a > < span class = "lineno" > 17< / span >   < span class = "preprocessor" > #include < stack> < / span > < / div >
< div class = "line" > < a name = "l00018" > < / a > < span class = "lineno" > 18< / span >   < span class = "preprocessor" > #include < vector> < / span > < / div >
< div class = "line" > < a name = "l00019" > < / a > < span class = "lineno" > 19< / span >   < / div >
< div class = "line" > < a name = "l00020" > < / a > < span class = "lineno" > 20< / span >   < span class = "preprocessor" > #include " absl/memory/memory.h" < / span > < / div >
< div class = "line" > < a name = "l00021" > < / a > < span class = "lineno" > 21< / span >   < span class = "preprocessor" > #include " absl/strings/match.h" < / span > < / div >
< div class = "line" > < a name = "l00022" > < / a > < span class = "lineno" > 22< / span >   < span class = "preprocessor" > #include " absl/strings/str_format.h" < / span > < / div >
< div class = "line" > < a name = "l00023" > < / a > < span class = "lineno" > 23< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "commandlineflags_8h.html" > ortools/base/commandlineflags.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00024" > < / a > < span class = "lineno" > 24< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "integral__types_8h.html" > ortools/base/integral_types.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00025" > < / a > < span class = "lineno" > 25< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "timer_8h.html" > ortools/base/timer.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00026" > < / a > < span class = "lineno" > 26< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "preprocessor_8h.html" > ortools/glop/preprocessor.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00027" > < / a > < span class = "lineno" > 27< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "status_8h.html" > ortools/glop/status.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00028" > < / a > < span class = "lineno" > 28< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "lp__types_8h.html" > ortools/lp_data/lp_types.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00029" > < / a > < span class = "lineno" > 29< / 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 = "l00030" > < / a > < span class = "lineno" > 30< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "lp__data_2proto__utils_8h.html" > ortools/lp_data/proto_utils.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00031" > < / a > < span class = "lineno" > 31< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "fp__utils_8h.html" > ortools/util/fp_utils.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00032" > < / a > < span class = "lineno" > 32< / span >   < / div >
< div class = "line" > < a name = "l00033" > < / a > < span class = "lineno" > 33< / span >   < span class = "comment" > // TODO(user): abstract this in some way to the port directory.< / span > < / div >
< div class = "line" > < a name = "l00034" > < / a > < span class = "lineno" > 34< / span >   < span class = "preprocessor" > #ifndef __PORTABLE_PLATFORM__< / span > < / div >
< div class = "line" > < a name = "l00035" > < / a > < span class = "lineno" > 35< / span >   < span class = "preprocessor" > #include " < a class = "code" href = "file__util_8h.html" > ortools/util/file_util.h< / a > " < / span > < / div >
< div class = "line" > < a name = "l00036" > < / a > < span class = "lineno" > 36< / span >   < span class = "preprocessor" > #endif< / span > < / div >
< div class = "line" > < a name = "l00037" > < / a > < span class = "lineno" > 37< / span >   < / div >
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< div class = "line" > < a name = "l00038" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > 38< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (< span class = "keywordtype" > bool< / span > , lp_solver_enable_fp_exceptions, < span class = "keyword" > false< / span > ,< / div >
< div class = "line" > < a name = "l00039" > < / a > < span class = "lineno" > 39< / span >   < span class = "stringliteral" > " When true, NaNs and division / zero produce errors. " < / span > < / div >
< div class = "line" > < a name = "l00040" > < / a > < span class = "lineno" > 40< / span >   < span class = "stringliteral" > " This is very useful for debugging, but incompatible with LLVM. " < / span > < / div >
< div class = "line" > < a name = "l00041" > < / a > < span class = "lineno" > 41< / span >   < span class = "stringliteral" > " It is recommended to set this to false for production usage." < / span > );< / div >
< div class = "line" > < a name = "l00042" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#aa3003ab2d06a8ff3b490c100232fc05c" > 42< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (< span class = "keywordtype" > bool< / span > , lp_dump_to_proto_file, < span class = "keyword" > false< / span > ,< / div >
< div class = "line" > < a name = "l00043" > < / a > < span class = "lineno" > 43< / span >   < span class = "stringliteral" > " Tells whether do dump the problem to a protobuf file." < / span > );< / div >
< div class = "line" > < a name = "l00044" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#a3255b4eb70f1e20bab9f48f9d822d88a" > 44< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (< span class = "keywordtype" > bool< / span > , lp_dump_compressed_file, < span class = "keyword" > true< / span > ,< / div >
< div class = "line" > < a name = "l00045" > < / a > < span class = "lineno" > 45< / span >   < span class = "stringliteral" > " Whether the proto dump file is compressed." < / span > );< / div >
< div class = "line" > < a name = "l00046" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#a24e27c5235d5d6c4e7a2e377f98c3281" > 46< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (< span class = "keywordtype" > bool< / span > , lp_dump_binary_file, < span class = "keyword" > false< / span > ,< / div >
< div class = "line" > < a name = "l00047" > < / a > < span class = "lineno" > 47< / span >   < span class = "stringliteral" > " Whether the proto dump file is binary." < / span > );< / div >
< div class = "line" > < a name = "l00048" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#acaaf678d8a0ec2cbe6e933440b2b27f0" > 48< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (< span class = "keywordtype" > int< / span > , lp_dump_file_number, -1,< / div >
< div class = "line" > < a name = "l00049" > < / a > < span class = "lineno" > 49< / span >   < span class = "stringliteral" > " Number for the dump file, in the form name-000048.pb. " < / span > < / div >
< div class = "line" > < a name = "l00050" > < / a > < span class = "lineno" > 50< / span >   < span class = "stringliteral" > " If < 0, the file is automatically numbered from the number of " < / span > < / div >
< div class = "line" > < a name = "l00051" > < / a > < span class = "lineno" > 51< / span >   < span class = "stringliteral" > " calls to LPSolver::Solve()." < / span > );< / div >
< div class = "line" > < a name = "l00052" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#a5b18ae1b9058762bcf8aff02efe24092" > 52< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (std::string, lp_dump_dir, < span class = "stringliteral" > " /tmp" < / span > ,< / div >
< div class = "line" > < a name = "l00053" > < / a > < span class = "lineno" > 53< / span >   < span class = "stringliteral" > " Directory where dump files are written." < / span > );< / div >
< div class = "line" > < a name = "l00054" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#ac3ba1f6d9971758c9a56b57694613cfb" > 54< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (std::string, lp_dump_file_basename, < span class = "stringliteral" > " " < / span > ,< / div >
< div class = "line" > < a name = "l00055" > < / a > < span class = "lineno" > 55< / span >   < span class = "stringliteral" > " Base name for dump files. LinearProgram::name_ is used if " < / span > < / div >
< div class = "line" > < a name = "l00056" > < / a > < span class = "lineno" > 56< / span >   < span class = "stringliteral" > " lp_dump_file_basename is empty. If LinearProgram::name_ is " < / span > < / div >
< div class = "line" > < a name = "l00057" > < / a > < span class = "lineno" > 57< / span >   < span class = "stringliteral" > " empty, \" linear_program_dump_file\" is used." < / span > );< / div >
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< div class = "line" > < a name = "l00058" > < / a > < span class = "lineno" > < a class = "line" href = "lp__solver_8cc.html#aaba1097e4772aca4778b8eff407d261c" > 58< / a > < / span >   < a class = "code" href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > (std::string, glop_params, < span class = "stringliteral" > " " < / span > ,< / div >
< div class = "line" > < a name = "l00059" > < / a > < span class = "lineno" > 59< / span >   < span class = "stringliteral" > " Override any user parameters with the value of this flag. This is " < / span > < / div >
< div class = "line" > < a name = "l00060" > < / a > < span class = "lineno" > 60< / span >   < span class = "stringliteral" > " interpreted as a GlopParameters proto in text format." < / span > );< / div >
< div class = "line" > < a name = "l00061" > < / a > < span class = "lineno" > 61< / span >   < / div >
< div class = "line" > < a name = "l00062" > < / a > < span class = "lineno" > 62< / span >   < span class = "keyword" > namespace < / span > < a class = "code" href = "namespaceoperations__research.html" > operations_research< / a > {< / div >
< div class = "line" > < a name = "l00063" > < / a > < span class = "lineno" > 63< / span >   < span class = "keyword" > namespace < / span > glop {< / div >
< div class = "line" > < a name = "l00064" > < / a > < span class = "lineno" > 64< / span >   < span class = "keyword" > namespace < / span > {< / div >
< div class = "line" > < a name = "l00065" > < / a > < span class = "lineno" > 65< / span >   < / div >
< div class = "line" > < a name = "l00066" > < / a > < span class = "lineno" > 66< / span >   < span class = "comment" > // Writes a LinearProgram to a file if FLAGS_lp_dump_to_proto_file is true. The< / span > < / div >
< div class = "line" > < a name = "l00067" > < / a > < span class = "lineno" > 67< / span >   < span class = "comment" > // integer num is appended to the base name of the file. When this function is< / span > < / div >
< div class = "line" > < a name = "l00068" > < / a > < span class = "lineno" > 68< / span >   < span class = "comment" > // called from LPSolver::Solve(), num is usually the number of times Solve() was< / span > < / div >
< div class = "line" > < a name = "l00069" > < / a > < span class = "lineno" > 69< / span >   < span class = "comment" > // called. For a LinearProgram whose name is " LinPro" , and num = 48, the default< / span > < / div >
< div class = "line" > < a name = "l00070" > < / a > < span class = "lineno" > 70< / span >   < span class = "comment" > // output file will be /tmp/LinPro-000048.pb.gz.< / span > < / div >
< div class = "line" > < a name = "l00071" > < / a > < span class = "lineno" > 71< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00072" > < / a > < span class = "lineno" > 72< / span >   < span class = "comment" > // Warning: is a no-op on portable platforms (android, ios, etc).< / span > < / div >
< div class = "line" > < a name = "l00073" > < / a > < span class = "lineno" > 73< / span >   < span class = "keywordtype" > void< / span > DumpLinearProgramIfRequiredByFlags(< span class = "keyword" > const< / span > LinearProgram& linear_program,< / div >
< div class = "line" > < a name = "l00074" > < / a > < span class = "lineno" > 74< / span >   < span class = "keywordtype" > int< / span > num) {< / div >
< div class = "line" > < a name = "l00075" > < / a > < span class = "lineno" > 75< / span >   < span class = "keywordflow" > if< / span > (!absl::GetFlag(FLAGS_lp_dump_to_proto_file)) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a name = "l00076" > < / a > < span class = "lineno" > 76< / span >   < span class = "preprocessor" > #ifdef __PORTABLE_PLATFORM__< / span > < / div >
< div class = "line" > < a name = "l00077" > < / a > < span class = "lineno" > 77< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7" > WARNING< / a > ) < < < span class = "stringliteral" > " DumpLinearProgramIfRequiredByFlags(linear_program, num) " < / span > < / div >
< div class = "line" > < a name = "l00078" > < / a > < span class = "lineno" > 78< / span >   < span class = "stringliteral" > " requested for linear_program.name()=' " < / span > < / div >
< div class = "line" > < a name = "l00079" > < / a > < span class = "lineno" > 79< / span >   < < linear_program.name() < < < span class = "stringliteral" > " ' , num=" < / span > < < num< / div >
< div class = "line" > < a name = "l00080" > < / a > < span class = "lineno" > 80< / span >   < < < span class = "stringliteral" > " but is not implemented for this platform." < / span > ;< / div >
< div class = "line" > < a name = "l00081" > < / a > < span class = "lineno" > 81< / span >   < span class = "preprocessor" > #else< / span > < / div >
< div class = "line" > < a name = "l00082" > < / a > < span class = "lineno" > 82< / span >   std::string filename = absl::GetFlag(FLAGS_lp_dump_file_basename);< / div >
< div class = "line" > < a name = "l00083" > < / a > < span class = "lineno" > 83< / span >   < span class = "keywordflow" > if< / span > (filename.empty()) {< / div >
< div class = "line" > < a name = "l00084" > < / a > < span class = "lineno" > 84< / span >   < span class = "keywordflow" > if< / span > (linear_program.name().empty()) {< / div >
< div class = "line" > < a name = "l00085" > < / a > < span class = "lineno" > 85< / span >   filename = < span class = "stringliteral" > " linear_program_dump" < / span > ;< / div >
< div class = "line" > < a name = "l00086" > < / a > < span class = "lineno" > 86< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00087" > < / a > < span class = "lineno" > 87< / span >   filename = linear_program.name();< / div >
< div class = "line" > < a name = "l00088" > < / a > < span class = "lineno" > 88< / span >   }< / div >
< div class = "line" > < a name = "l00089" > < / a > < span class = "lineno" > 89< / span >   }< / div >
< div class = "line" > < a name = "l00090" > < / a > < span class = "lineno" > 90< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > int< / span > file_num = absl::GetFlag(FLAGS_lp_dump_file_number) > = 0< / div >
< div class = "line" > < a name = "l00091" > < / a > < span class = "lineno" > 91< / span >   ? absl::GetFlag(FLAGS_lp_dump_file_number)< / div >
< div class = "line" > < a name = "l00092" > < / a > < span class = "lineno" > 92< / span >   : num;< / div >
< div class = "line" > < a name = "l00093" > < / a > < span class = "lineno" > 93< / span >   absl::StrAppendFormat(& filename, < span class = "stringliteral" > " -%06d.pb" < / span > , file_num);< / div >
< div class = "line" > < a name = "l00094" > < / a > < span class = "lineno" > 94< / span >   < span class = "keyword" > const< / span > std::string filespec =< / div >
< div class = "line" > < a name = "l00095" > < / a > < span class = "lineno" > 95< / span >   absl::StrCat(absl::GetFlag(FLAGS_lp_dump_dir), < span class = "stringliteral" > " /" < / span > , filename);< / div >
< div class = "line" > < a name = "l00096" > < / a > < span class = "lineno" > 96< / span >   MPModelProto < a class = "code" href = "cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2" > proto< / a > ;< / div >
< div class = "line" > < a name = "l00097" > < / a > < span class = "lineno" > 97< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a8750840afdd5774223821fd504df04c5" > LinearProgramToMPModelProto< / a > (linear_program, & < a class = "code" href = "cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2" > proto< / a > );< / div >
< div class = "line" > < a name = "l00098" > < / a > < span class = "lineno" > 98< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72" > ProtoWriteFormat< / a > write_format = absl::GetFlag(FLAGS_lp_dump_binary_file)< / div >
< div class = "line" > < a name = "l00099" > < / a > < span class = "lineno" > 99< / span >   ? < a class = "code" href = "namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72aa0af2ac06be96f6784af5295aab62c76" > ProtoWriteFormat::kProtoBinary< / a > < / div >
< div class = "line" > < a name = "l00100" > < / a > < span class = "lineno" > 100< / span >   : < a class = "code" href = "namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72adfcd8e748f506324dff6a9d5e7aea00b" > ProtoWriteFormat::kProtoText< / a > ;< / div >
< div class = "line" > < a name = "l00101" > < / a > < span class = "lineno" > 101< / span >   < span class = "keywordflow" > if< / span > (!< a class = "code" href = "namespaceoperations__research.html#a57741d0280e266642d7d146d0d0beedb" > WriteProtoToFile< / a > (filespec, < a class = "code" href = "cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2" > proto< / a > , write_format,< / div >
< div class = "line" > < a name = "l00102" > < / a > < span class = "lineno" > 102< / span >   absl::GetFlag(FLAGS_lp_dump_compressed_file))) {< / div >
< div class = "line" > < a name = "l00103" > < / a > < span class = "lineno" > 103< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (DFATAL) < < < span class = "stringliteral" > " Could not write " < / span > < < filespec;< / div >
< div class = "line" > < a name = "l00104" > < / a > < span class = "lineno" > 104< / span >   }< / div >
< div class = "line" > < a name = "l00105" > < / a > < span class = "lineno" > 105< / span >   < span class = "preprocessor" > #endif< / span > < / div >
< div class = "line" > < a name = "l00106" > < / a > < span class = "lineno" > 106< / span >   }< / div >
< div class = "line" > < a name = "l00107" > < / a > < span class = "lineno" > 107< / span >   < / div >
< div class = "line" > < a name = "l00108" > < / a > < span class = "lineno" > 108< / span >   } < span class = "comment" > // anonymous namespace< / span > < / div >
< div class = "line" > < a name = "l00109" > < / a > < span class = "lineno" > 109< / span >   < / div >
< div class = "line" > < a name = "l00110" > < / a > < span class = "lineno" > 110< / span >   < span class = "comment" > // --------------------------------------------------------< / span > < / div >
< div class = "line" > < a name = "l00111" > < / a > < span class = "lineno" > 111< / span >   < span class = "comment" > // LPSolver< / span > < / div >
< div class = "line" > < a name = "l00112" > < / a > < span class = "lineno" > 112< / span >   < span class = "comment" > // --------------------------------------------------------< / span > < / div >
< div class = "line" > < a name = "l00113" > < / a > < span class = "lineno" > 113< / span >   < / div >
< div class = "line" > < a name = "l00114" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a1a5c13133724d1d457de6c3c7ce9df85" > 114< / a > < / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a1a5c13133724d1d457de6c3c7ce9df85" > LPSolver::LPSolver< / a > () : num_solves_(0) {}< / div >
< div class = "line" > < a name = "l00115" > < / a > < span class = "lineno" > 115< / span >   < / div >
< div class = "line" > < a name = "l00116" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae7202d055b6b172a8a1da4f5b136f9ea" > 116< / a > < / span >   < span class = "keywordtype" > void< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae7202d055b6b172a8a1da4f5b136f9ea" > LPSolver::SetParameters< / a > (< span class = "keyword" > const< / span > GlopParameters& < a class = "code" href = "cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219" > parameters< / a > ) {< / div >
< div class = "line" > < a name = "l00117" > < / a > < span class = "lineno" > 117< / span >   parameters_ = < a class = "code" href = "cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219" > parameters< / a > ;< / div >
< div class = "line" > < a name = "l00118" > < / a > < span class = "lineno" > 118< / span >   < span class = "preprocessor" > #ifndef __PORTABLE_PLATFORM__< / span > < / div >
< div class = "line" > < a name = "l00119" > < / a > < span class = "lineno" > 119< / span >   < span class = "keywordflow" > if< / span > (!absl::GetFlag(FLAGS_glop_params).empty()) {< / div >
< div class = "line" > < a name = "l00120" > < / a > < span class = "lineno" > 120< / span >   GlopParameters flag_params;< / div >
< div class = "line" > < a name = "l00121" > < / a > < span class = "lineno" > 121< / span >   < a class = "code" href = "base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274" > CHECK< / a > (google::protobuf::TextFormat::ParseFromString(< / div >
< div class = "line" > < a name = "l00122" > < / a > < span class = "lineno" > 122< / span >   absl::GetFlag(FLAGS_glop_params), & flag_params));< / div >
< div class = "line" > < a name = "l00123" > < / a > < span class = "lineno" > 123< / span >   parameters_.MergeFrom(flag_params);< / div >
< div class = "line" > < a name = "l00124" > < / a > < span class = "lineno" > 124< / span >   }< / div >
< div class = "line" > < a name = "l00125" > < / a > < span class = "lineno" > 125< / span >   < span class = "preprocessor" > #endif< / span > < / div >
< div class = "line" > < a name = "l00126" > < / a > < span class = "lineno" > 126< / span >   }< / div >
< div class = "line" > < a name = "l00127" > < / a > < span class = "lineno" > 127< / span >   < / div >
< div class = "line" > < a name = "l00128" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a01f64f8af66c6c5a66d3b4ebc868cab6" > 128< / a > < / span >   < span class = "keyword" > const< / span > GlopParameters& < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a01f64f8af66c6c5a66d3b4ebc868cab6" > LPSolver::GetParameters< / a > ()< span class = "keyword" > const < / span > { < span class = "keywordflow" > return< / span > parameters_; }< / div >
< div class = "line" > < a name = "l00129" > < / a > < span class = "lineno" > 129< / span >   < / div >
< div class = "line" > < a name = "l00130" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a71b04920d660067fdb3d2f4eaa5c7dc0" > 130< / a > < / span >   GlopParameters* < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a71b04920d660067fdb3d2f4eaa5c7dc0" > LPSolver::GetMutableParameters< / a > () { < span class = "keywordflow" > return< / span > & parameters_; }< / div >
< div class = "line" > < a name = "l00131" > < / a > < span class = "lineno" > 131< / span >   < / div >
< div class = "line" > < a name = "l00132" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ad0677fd7b636de2bffe3cffca65dcd20" > 132< / a > < / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493" > ProblemStatus< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ad0677fd7b636de2bffe3cffca65dcd20" > LPSolver::Solve< / a > (< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html" > LinearProgram< / a > & lp) {< / div >
< div class = "line" > < a name = "l00133" > < / a > < span class = "lineno" > 133< / span >   std::unique_ptr< TimeLimit> < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > =< / div >
< div class = "line" > < a name = "l00134" > < / a > < span class = "lineno" > 134< / span >   < a class = "code" href = "classoperations__research_1_1_time_limit.html#a96f95e438ca7940b115c838c96c06d87" > TimeLimit::FromParameters< / a > (parameters_);< / div >
< div class = "line" > < a name = "l00135" > < / a > < span class = "lineno" > 135< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2" > SolveWithTimeLimit< / a > (lp, < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > .get());< / div >
< div class = "line" > < a name = "l00136" > < / a > < span class = "lineno" > 136< / span >   }< / div >
< div class = "line" > < a name = "l00137" > < / a > < span class = "lineno" > 137< / span >   < / div >
< div class = "line" > < a name = "l00138" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2" > 138< / a > < / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493" > ProblemStatus< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2" > LPSolver::SolveWithTimeLimit< / a > (< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html" > LinearProgram< / a > & lp,< / div >
< div class = "line" > < a name = "l00139" > < / a > < span class = "lineno" > 139< / span >   < a class = "code" href = "classoperations__research_1_1_time_limit.html" > TimeLimit< / a > * < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > ) {< / div >
< div class = "line" > < a name = "l00140" > < / a > < span class = "lineno" > 140< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > == < span class = "keyword" > nullptr< / span > ) {< / div >
< div class = "line" > < a name = "l00141" > < / a > < span class = "lineno" > 141< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (DFATAL) < < < span class = "stringliteral" > " SolveWithTimeLimit() called with a nullptr time_limit." < / span > ;< / div >
< div class = "line" > < a name = "l00142" > < / a > < span class = "lineno" > 142< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb" > ProblemStatus::ABNORMAL< / a > ;< / div >
2020-11-18 14:53:30 +01:00
< div class = "line" > < a name = "l00143" > < / a > < span class = "lineno" > 143< / span >   }< / div >
2021-04-27 23:00:03 +02:00
< div class = "line" > < a name = "l00144" > < / a > < span class = "lineno" > 144< / span >   ++num_solves_;< / div >
< div class = "line" > < a name = "l00145" > < / a > < span class = "lineno" > 145< / span >   num_revised_simplex_iterations_ = 0;< / div >
< div class = "line" > < a name = "l00146" > < / a > < span class = "lineno" > 146< / span >   DumpLinearProgramIfRequiredByFlags(lp, num_solves_);< / div >
< div class = "line" > < a name = "l00147" > < / a > < span class = "lineno" > 147< / span >   < span class = "comment" > // Check some preconditions.< / span > < / div >
< div class = "line" > < a name = "l00148" > < / a > < span class = "lineno" > 148< / span >   < span class = "keywordflow" > if< / span > (!lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a" > IsCleanedUp< / a > ()) {< / div >
< div class = "line" > < a name = "l00149" > < / a > < span class = "lineno" > 149< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (DFATAL) < < < span class = "stringliteral" > " The columns of the given linear program should be ordered " < / span > < / div >
< div class = "line" > < a name = "l00150" > < / a > < span class = "lineno" > 150< / span >   < < < span class = "stringliteral" > " by row and contain no zero coefficients. Call CleanUp() " < / span > < / div >
< div class = "line" > < a name = "l00151" > < / a > < span class = "lineno" > 151< / span >   < < < span class = "stringliteral" > " on it before calling Solve()." < / span > ;< / div >
< div class = "line" > < a name = "l00152" > < / a > < span class = "lineno" > 152< / span >   ResizeSolution(lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a" > num_constraints< / a > (), lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > num_variables< / a > ());< / div >
< div class = "line" > < a name = "l00153" > < / a > < span class = "lineno" > 153< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82" > ProblemStatus::INVALID_PROBLEM< / a > ;< / 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 = "keywordflow" > if< / span > (!lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed" > IsValid< / a > ()) {< / div >
< div class = "line" > < a name = "l00156" > < / a > < span class = "lineno" > 156< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (DFATAL) < < < span class = "stringliteral" > " The given linear program is invalid. It contains NaNs, " < / span > < / div >
< div class = "line" > < a name = "l00157" > < / a > < span class = "lineno" > 157< / span >   < < < span class = "stringliteral" > " infinite coefficients or invalid bounds specification. " < / span > < / div >
< div class = "line" > < a name = "l00158" > < / a > < span class = "lineno" > 158< / span >   < < < span class = "stringliteral" > " You can construct it in debug mode to get the exact cause." < / span > ;< / div >
< div class = "line" > < a name = "l00159" > < / a > < span class = "lineno" > 159< / span >   ResizeSolution(lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a" > num_constraints< / a > (), lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > num_variables< / a > ());< / div >
< div class = "line" > < a name = "l00160" > < / a > < span class = "lineno" > 160< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82" > ProblemStatus::INVALID_PROBLEM< / a > ;< / div >
< div class = "line" > < a name = "l00161" > < / a > < span class = "lineno" > 161< / span >   }< / div >
< div class = "line" > < a name = "l00162" > < / a > < span class = "lineno" > 162< / span >   < span class = "comment" > // Display a warning if running in non-opt, unless we' re inside a unit test.< / span > < / div >
< div class = "line" > < a name = "l00163" > < / a > < span class = "lineno" > 163< / span >   < a class = "code" href = "base_2logging_8h.html#a30c3e3c313489ab5e42bb12fcfcc5968" > DLOG< / a > (< a class = "code" href = "log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7" > WARNING< / a > )< / div >
< div class = "line" > < a name = "l00164" > < / a > < span class = "lineno" > 164< / span >   < < < span class = "stringliteral" > " \n******************************************************************" < / span > < / div >
< div class = "line" > < a name = "l00165" > < / a > < span class = "lineno" > 165< / span >   < span class = "stringliteral" > " \n* WARNING: Glop will be very slow because it will use DCHECKs *" < / span > < / div >
< div class = "line" > < a name = "l00166" > < / a > < span class = "lineno" > 166< / span >   < span class = "stringliteral" > " \n* to verify the results and the precision of the solver. *" < / span > < / div >
< div class = "line" > < a name = "l00167" > < / a > < span class = "lineno" > 167< / span >   < span class = "stringliteral" > " \n* You can gain at least an order of magnitude speedup by *" < / span > < / div >
< div class = "line" > < a name = "l00168" > < / a > < span class = "lineno" > 168< / span >   < span class = "stringliteral" > " \n* compiling with optimizations enabled and by defining NDEBUG. *" < / span > < / div >
< div class = "line" > < a name = "l00169" > < / a > < span class = "lineno" > 169< / span >   < span class = "stringliteral" > " \n******************************************************************" < / span > ;< / div >
< div class = "line" > < a name = "l00170" > < / a > < span class = "lineno" > 170< / span >   < / div >
< div class = "line" > < a name = "l00171" > < / a > < span class = "lineno" > 171< / span >   < span class = "comment" > // Note that we only activate the floating-point exceptions after we are sure< / span > < / div >
< div class = "line" > < a name = "l00172" > < / a > < span class = "lineno" > 172< / span >   < span class = "comment" > // that the program is valid. This way, if we have input NaNs, we will not< / span > < / div >
< div class = "line" > < a name = "l00173" > < / a > < span class = "lineno" > 173< / span >   < span class = "comment" > // crash.< / span > < / div >
< div class = "line" > < a name = "l00174" > < / a > < span class = "lineno" > 174< / span >   < a class = "code" href = "classoperations__research_1_1_scoped_floating_point_env.html" > ScopedFloatingPointEnv< / a > scoped_fenv;< / div >
< div class = "line" > < a name = "l00175" > < / a > < span class = "lineno" > 175< / span >   < span class = "keywordflow" > if< / span > (absl::GetFlag(FLAGS_lp_solver_enable_fp_exceptions)) {< / div >
< div class = "line" > < a name = "l00176" > < / a > < span class = "lineno" > 176< / span >   < span class = "preprocessor" > #ifdef _MSC_VER< / span > < / div >
< div class = "line" > < a name = "l00177" > < / a > < span class = "lineno" > 177< / span >   scoped_fenv.< a class = "code" href = "classoperations__research_1_1_scoped_floating_point_env.html#a842438c1192d9044a7b244958355241b" > EnableExceptions< / a > (_EM_INVALID | EM_ZERODIVIDE);< / div >
< div class = "line" > < a name = "l00178" > < / a > < span class = "lineno" > 178< / span >   < span class = "preprocessor" > #else< / span > < / div >
< div class = "line" > < a name = "l00179" > < / a > < span class = "lineno" > 179< / span >   scoped_fenv.< a class = "code" href = "classoperations__research_1_1_scoped_floating_point_env.html#a842438c1192d9044a7b244958355241b" > EnableExceptions< / a > (FE_DIVBYZERO | FE_INVALID);< / div >
< div class = "line" > < a name = "l00180" > < / a > < span class = "lineno" > 180< / span >   < span class = "preprocessor" > #endif< / span > < / div >
< div class = "line" > < a name = "l00181" > < / a > < span class = "lineno" > 181< / span >   }< / div >
< div class = "line" > < a name = "l00182" > < / a > < span class = "lineno" > 182< / span >   < / div >
< div class = "line" > < a name = "l00183" > < / a > < span class = "lineno" > 183< / span >   < span class = "comment" > // Make an internal copy of the problem for the preprocessing.< / span > < / div >
< div class = "line" > < a name = "l00184" > < / a > < span class = "lineno" > 184< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00185" > < / a > < span class = "lineno" > 185< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00186" > < / a > < span class = "lineno" > 186< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Initial problem: " < / span > < < lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299" > GetDimensionString< / a > ();< / div >
< div class = "line" > < a name = "l00187" > < / a > < span class = "lineno" > 187< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Objective stats: " < / span > < < lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc" > GetObjectiveStatsString< / a > ();< / div >
< div class = "line" > < a name = "l00188" > < / a > < span class = "lineno" > 188< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Bounds stats: " < / span > < < lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1" > GetBoundsStatsString< / a > ();< / div >
< div class = "line" > < a name = "l00189" > < / a > < span class = "lineno" > 189< / span >   }< / div >
< div class = "line" > < a name = "l00190" > < / a > < span class = "lineno" > 190< / span >   current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61" > PopulateFromLinearProgram< / a > (lp);< / div >
< div class = "line" > < a name = "l00191" > < / a > < span class = "lineno" > 191< / span >   < / div >
< div class = "line" > < a name = "l00192" > < / a > < span class = "lineno" > 192< / span >   < span class = "comment" > // Preprocess.< / span > < / div >
< div class = "line" > < a name = "l00193" > < / a > < span class = "lineno" > 193< / span >   < a class = "code" href = "classoperations__research_1_1glop_1_1_main_lp_preprocessor.html" > MainLpPreprocessor< / a > preprocessor(& parameters_);< / div >
< div class = "line" > < a name = "l00194" > < / a > < span class = "lineno" > 194< / span >   preprocessor.< a class = "code" href = "classoperations__research_1_1glop_1_1_preprocessor.html#ad99bfbfbdeb3354d3694aecd7fda6deb" > SetTimeLimit< / a > (< a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > );< / div >
2020-12-29 22:27:47 +01:00
< div class = "line" > < a name = "l00195" > < / a > < span class = "lineno" > 195< / span >   < / div >
2021-04-27 23:00:03 +02:00
< div class = "line" > < a name = "l00196" > < / a > < span class = "lineno" > 196< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > postsolve_is_needed = preprocessor.< a class = "code" href = "classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a5d398cb6297813f547da141848e70bbc" > Run< / a > (& current_linear_program_);< / 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 >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00199" > < / a > < span class = "lineno" > 199< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Presolved problem: " < / span > < / div >
< div class = "line" > < a name = "l00200" > < / a > < span class = "lineno" > 200< / span >   < < current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299" > GetDimensionString< / a > ();< / div >
< div class = "line" > < a name = "l00201" > < / a > < span class = "lineno" > 201< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Objective stats: " < / span > < / div >
< div class = "line" > < a name = "l00202" > < / a > < span class = "lineno" > 202< / span >   < < current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc" > GetObjectiveStatsString< / a > ();< / div >
< div class = "line" > < a name = "l00203" > < / a > < span class = "lineno" > 203< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Bounds stats: " < / span > < / div >
< div class = "line" > < a name = "l00204" > < / a > < span class = "lineno" > 204< / span >   < < current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1" > GetBoundsStatsString< / a > ();< / div >
< div class = "line" > < a name = "l00205" > < / a > < span class = "lineno" > 205< / span >   }< / div >
< div class = "line" > < a name = "l00206" > < / a > < span class = "lineno" > 206< / span >   < / div >
< div class = "line" > < a name = "l00207" > < / a > < span class = "lineno" > 207< / span >   < span class = "comment" > // At this point, we need to initialize a ProblemSolution with the correct< / span > < / div >
< div class = "line" > < a name = "l00208" > < / a > < span class = "lineno" > 208< / span >   < span class = "comment" > // size and status.< / span > < / div >
< div class = "line" > < a name = "l00209" > < / a > < span class = "lineno" > 209< / span >   < a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html" > ProblemSolution< / a > solution(current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a" > num_constraints< / a > (),< / div >
< div class = "line" > < a name = "l00210" > < / a > < span class = "lineno" > 210< / span >   current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > num_variables< / a > ());< / div >
< div class = "line" > < a name = "l00211" > < / a > < span class = "lineno" > 211< / span >   solution.< a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb" > status< / a > = preprocessor.< a class = "code" href = "classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a" > status< / a > ();< / div >
< div class = "line" > < a name = "l00212" > < / a > < span class = "lineno" > 212< / span >   < / div >
< div class = "line" > < a name = "l00213" > < / a > < span class = "lineno" > 213< / span >   < span class = "comment" > // Do not launch the solver if the time limit was already reached. This might< / span > < / div >
< div class = "line" > < a name = "l00214" > < / a > < span class = "lineno" > 214< / span >   < span class = "comment" > // mean that the pre-processors were not all run, and current_linear_program_< / span > < / div >
< div class = "line" > < a name = "l00215" > < / a > < span class = "lineno" > 215< / span >   < span class = "comment" > // might not be in a completely safe state.< / span > < / div >
< div class = "line" > < a name = "l00216" > < / a > < span class = "lineno" > 216< / span >   < span class = "keywordflow" > if< / span > (!< a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > -> LimitReached()) {< / div >
< div class = "line" > < a name = "l00217" > < / a > < span class = "lineno" > 217< / span >   RunRevisedSimplexIfNeeded(& solution, < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > );< / div >
< div class = "line" > < a name = "l00218" > < / a > < span class = "lineno" > 218< / span >   }< / div >
< div class = "line" > < a name = "l00219" > < / a > < span class = "lineno" > 219< / span >   < / div >
< div class = "line" > < a name = "l00220" > < / a > < span class = "lineno" > 220< / span >   < span class = "keywordflow" > if< / span > (postsolve_is_needed) preprocessor.< a class = "code" href = "classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a465d7f4ac3a848d3ef84108d427b8de4" > RecoverSolution< / a > (& solution);< / div >
< div class = "line" > < a name = "l00221" > < / a > < span class = "lineno" > 221< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493" > ProblemStatus< / a > status = < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122" > LoadAndVerifySolution< / a > (lp, solution);< / 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" > // LOG some statistics that can be parsed by our benchmark script.< / span > < / div >
< div class = "line" > < a name = "l00224" > < / a > < span class = "lineno" > 224< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00225" > < / a > < span class = "lineno" > 225< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " status: " < / span > < < status;< / div >
< div class = "line" > < a name = "l00226" > < / a > < span class = "lineno" > 226< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " objective: " < / span > < < < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8" > GetObjectiveValue< / a > ();< / div >
< div class = "line" > < a name = "l00227" > < / a > < span class = "lineno" > 227< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " iterations: " < / span > < < < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae" > GetNumberOfSimplexIterations< / a > ();< / div >
< div class = "line" > < a name = "l00228" > < / a > < span class = "lineno" > 228< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " time: " < / span > < < < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > -> GetElapsedTime();< / div >
< div class = "line" > < a name = "l00229" > < / a > < span class = "lineno" > 229< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " deterministic_time: " < / span > < / div >
< div class = "line" > < a name = "l00230" > < / a > < span class = "lineno" > 230< / span >   < < < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > -> GetElapsedDeterministicTime();< / div >
< div class = "line" > < a name = "l00231" > < / a > < span class = "lineno" > 231< / span >   }< / div >
< div class = "line" > < a name = "l00232" > < / a > < span class = "lineno" > 232< / span >   < / div >
< div class = "line" > < a name = "l00233" > < / a > < span class = "lineno" > 233< / span >   < span class = "keywordflow" > return< / span > status;< / 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 >   < / div >
< div class = "line" > < a name = "l00236" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#aa71d36872f416feaa853788a7a7a7ef8" > 236< / a > < / span >   < span class = "keywordtype" > void< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#aa71d36872f416feaa853788a7a7a7ef8" > LPSolver::Clear< / a > () {< / div >
< div class = "line" > < a name = "l00237" > < / a > < span class = "lineno" > 237< / span >   ResizeSolution(RowIndex(0), ColIndex(0));< / div >
< div class = "line" > < a name = "l00238" > < / a > < span class = "lineno" > 238< / span >   revised_simplex_.reset(< span class = "keyword" > nullptr< / span > );< / div >
< div class = "line" > < a name = "l00239" > < / a > < span class = "lineno" > 239< / span >   }< / div >
< div class = "line" > < a name = "l00240" > < / a > < span class = "lineno" > 240< / span >   < / div >
< div class = "line" > < a name = "l00241" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a2b709dbbb97458a4e417e9af9d57f0de" > 241< / a > < / span >   < span class = "keywordtype" > void< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a2b709dbbb97458a4e417e9af9d57f0de" > LPSolver::SetInitialBasis< / a > (< / div >
< div class = "line" > < a name = "l00242" > < / a > < span class = "lineno" > 242< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > VariableStatusRow< / a > & variable_statuses,< / div >
< div class = "line" > < a name = "l00243" > < / a > < span class = "lineno" > 243< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html" > ConstraintStatusColumn< / a > & constraint_statuses) {< / div >
< div class = "line" > < a name = "l00244" > < / a > < span class = "lineno" > 244< / span >   < span class = "comment" > // Create the associated basis state.< / span > < / div >
< div class = "line" > < a name = "l00245" > < / a > < span class = "lineno" > 245< / span >   < a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html" > BasisState< / a > state;< / div >
< div class = "line" > < a name = "l00246" > < / a > < span class = "lineno" > 246< / span >   state.< a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f" > statuses< / a > = < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a69f41bae06f08e5e85e793c973997ae4" > variable_statuses< / a > ;< / div >
< div class = "line" > < a name = "l00247" > < / a > < span class = "lineno" > 247< / span >   < span class = "keywordflow" > for< / span > (< span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc" > ConstraintStatus< / a > status : < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a2fcdc6c1d7ad743bc685f8181ef82a5d" > constraint_statuses< / a > ) {< / div >
< div class = "line" > < a name = "l00248" > < / a > < span class = "lineno" > 248< / span >   < span class = "comment" > // Note the change of upper/lower bound between the status of a constraint< / span > < / div >
< div class = "line" > < a name = "l00249" > < / a > < span class = "lineno" > 249< / span >   < span class = "comment" > // and the status of its associated slack variable.< / span > < / div >
< div class = "line" > < a name = "l00250" > < / a > < span class = "lineno" > 250< / span >   < span class = "keywordflow" > switch< / span > (status) {< / div >
< div class = "line" > < a name = "l00251" > < / a > < span class = "lineno" > 251< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323" > ConstraintStatus::FREE< / a > :< / div >
< div class = "line" > < a name = "l00252" > < / a > < span class = "lineno" > 252< / span >   state.< a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f" > statuses< / a > .< a class = "code" href = "classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b" > push_back< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323" > VariableStatus::FREE< / a > );< / div >
< div class = "line" > < a name = "l00253" > < / a > < span class = "lineno" > 253< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00254" > < / a > < span class = "lineno" > 254< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce" > ConstraintStatus::AT_LOWER_BOUND< / a > :< / div >
< div class = "line" > < a name = "l00255" > < / a > < span class = "lineno" > 255< / span >   state.< a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f" > statuses< / a > .< a class = "code" href = "classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b" > push_back< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1" > VariableStatus::AT_UPPER_BOUND< / a > );< / div >
< div class = "line" > < a name = "l00256" > < / a > < span class = "lineno" > 256< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00257" > < / a > < span class = "lineno" > 257< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1" > ConstraintStatus::AT_UPPER_BOUND< / a > :< / div >
< div class = "line" > < a name = "l00258" > < / a > < span class = "lineno" > 258< / span >   state.< a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f" > statuses< / a > .< a class = "code" href = "classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b" > push_back< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce" > VariableStatus::AT_LOWER_BOUND< / a > );< / div >
< div class = "line" > < a name = "l00259" > < / a > < span class = "lineno" > 259< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00260" > < / a > < span class = "lineno" > 260< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501" > ConstraintStatus::FIXED_VALUE< / a > :< / div >
< div class = "line" > < a name = "l00261" > < / a > < span class = "lineno" > 261< / span >   state.< a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f" > statuses< / a > .< a class = "code" href = "classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b" > push_back< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501" > VariableStatus::FIXED_VALUE< / a > );< / div >
< div class = "line" > < a name = "l00262" > < / a > < span class = "lineno" > 262< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00263" > < / a > < span class = "lineno" > 263< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e" > ConstraintStatus::BASIC< / a > :< / div >
< div class = "line" > < a name = "l00264" > < / a > < span class = "lineno" > 264< / span >   state.< a class = "code" href = "structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f" > statuses< / a > .< a class = "code" href = "classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b" > push_back< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > VariableStatus::BASIC< / a > );< / div >
< div class = "line" > < a name = "l00265" > < / a > < span class = "lineno" > 265< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< 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 >
< div class = "line" > < a name = "l00268" > < / a > < span class = "lineno" > 268< / span >   < span class = "keywordflow" > if< / span > (revised_simplex_ == < span class = "keyword" > nullptr< / span > ) {< / div >
< div class = "line" > < a name = "l00269" > < / a > < span class = "lineno" > 269< / span >   revised_simplex_ = absl::make_unique< RevisedSimplex> ();< / div >
< div class = "line" > < a name = "l00270" > < / a > < span class = "lineno" > 270< / span >   }< / div >
< div class = "line" > < a name = "l00271" > < / a > < span class = "lineno" > 271< / span >   revised_simplex_-> LoadStateForNextSolve(state);< / div >
< div class = "line" > < a name = "l00272" > < / a > < span class = "lineno" > 272< / span >   < span class = "keywordflow" > if< / span > (parameters_.use_preprocessing()) {< / div >
< div class = "line" > < a name = "l00273" > < / a > < span class = "lineno" > 273< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7" > WARNING< / a > ) < < < span class = "stringliteral" > " In GLOP, SetInitialBasis() was called but the parameter " < / span > < / div >
< div class = "line" > < a name = "l00274" > < / a > < span class = "lineno" > 274< / span >   < span class = "stringliteral" > " use_preprocessing is true, this will likely not result in " < / span > < / div >
< div class = "line" > < a name = "l00275" > < / a > < span class = "lineno" > 275< / span >   < span class = "stringliteral" > " what you want." < / span > ;< / 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 >   }< / div >
< div class = "line" > < a name = "l00278" > < / a > < span class = "lineno" > 278< / span >   < / div >
< div class = "line" > < a name = "l00279" > < / a > < span class = "lineno" > 279< / span >   < span class = "keyword" > namespace < / span > {< / div >
< div class = "line" > < a name = "l00280" > < / a > < span class = "lineno" > 280< / span >   < span class = "comment" > // Computes the " real" problem objective from the one without offset nor< / span > < / div >
< div class = "line" > < a name = "l00281" > < / a > < span class = "lineno" > 281< / span >   < span class = "comment" > // scaling.< / span > < / div >
< div class = "line" > < a name = "l00282" > < / a > < span class = "lineno" > 282< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > ProblemObjectiveValue(< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html" > LinearProgram< / a > & lp, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > ) {< / div >
< div class = "line" > < a name = "l00283" > < / a > < span class = "lineno" > 283< / span >   < span class = "keywordflow" > return< / span > lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0" > objective_scaling_factor< / a > () * (< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > + lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c" > objective_offset< / a > ());< / div >
< div class = "line" > < a name = "l00284" > < / a > < span class = "lineno" > 284< / span >   }< / div >
< div class = "line" > < a name = "l00285" > < / a > < span class = "lineno" > 285< / span >   < / div >
< div class = "line" > < a name = "l00286" > < / a > < span class = "lineno" > 286< / span >   < span class = "comment" > // Returns the allowed error magnitude for something that should evaluate to< / span > < / div >
< div class = "line" > < a name = "l00287" > < / a > < span class = "lineno" > 287< / span >   < span class = "comment" > // value under the given tolerance.< / span > < / div >
< div class = "line" > < a name = "l00288" > < / a > < span class = "lineno" > 288< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > AllowedError(< a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > ) {< / div >
< div class = "line" > < a name = "l00289" > < / a > < span class = "lineno" > 289< / span >   < span class = "keywordflow" > return< / span > tolerance * < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (1.0, std::abs(< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > ));< / div >
< div class = "line" > < a name = "l00290" > < / a > < span class = "lineno" > 290< / span >   }< / div >
< div class = "line" > < a name = "l00291" > < / a > < span class = "lineno" > 291< / span >   } < span class = "comment" > // namespace< / span > < / div >
< div class = "line" > < a name = "l00292" > < / a > < span class = "lineno" > 292< / span >   < / div >
< div class = "line" > < a name = "l00293" > < / a > < span class = "lineno" > 293< / span >   < span class = "comment" > // TODO(user): Try to also check the precision of an INFEASIBLE or UNBOUNDED< / span > < / div >
< div class = "line" > < a name = "l00294" > < / a > < span class = "lineno" > 294< / span >   < span class = "comment" > // return status.< / span > < / div >
< div class = "line" > < a name = "l00295" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122" > 295< / a > < / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493" > ProblemStatus< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122" > LPSolver::LoadAndVerifySolution< / a > (< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html" > LinearProgram< / a > & lp,< / div >
< div class = "line" > < a name = "l00296" > < / a > < span class = "lineno" > 296< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html" > ProblemSolution< / a > & solution) {< / div >
< div class = "line" > < a name = "l00297" > < / a > < span class = "lineno" > 297< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00298" > < / a > < span class = "lineno" > 298< / span >   < / div >
< div class = "line" > < a name = "l00299" > < / a > < span class = "lineno" > 299< / span >   < span class = "keywordflow" > if< / span > (!IsProblemSolutionConsistent(lp, solution)) {< / div >
< div class = "line" > < a name = "l00300" > < / a > < span class = "lineno" > 300< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Inconsistency detected in the solution." < / span > ;< / div >
< div class = "line" > < a name = "l00301" > < / a > < span class = "lineno" > 301< / span >   ResizeSolution(lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a" > num_constraints< / a > (), lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > num_variables< / a > ());< / div >
< div class = "line" > < a name = "l00302" > < / a > < span class = "lineno" > 302< / span >   < span class = "keywordflow" > return< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb" > ProblemStatus::ABNORMAL< / a > ;< / div >
< div class = "line" > < a name = "l00303" > < / a > < span class = "lineno" > 303< / span >   }< / div >
< div class = "line" > < a name = "l00304" > < / a > < span class = "lineno" > 304< / span >   < / div >
< div class = "line" > < a name = "l00305" > < / a > < span class = "lineno" > 305< / span >   < span class = "comment" > // Load the solution.< / span > < / div >
< div class = "line" > < a name = "l00306" > < / a > < span class = "lineno" > 306< / span >   primal_values_ = solution.< a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66" > primal_values< / a > ;< / div >
< div class = "line" > < a name = "l00307" > < / a > < span class = "lineno" > 307< / span >   dual_values_ = solution.< a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed" > dual_values< / a > ;< / div >
< div class = "line" > < a name = "l00308" > < / a > < span class = "lineno" > 308< / span >   variable_statuses_ = solution.< a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c" > variable_statuses< / a > ;< / div >
< div class = "line" > < a name = "l00309" > < / a > < span class = "lineno" > 309< / span >   constraint_statuses_ = solution.< a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b" > constraint_statuses< / a > ;< / div >
< div class = "line" > < a name = "l00310" > < / a > < span class = "lineno" > 310< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493" > ProblemStatus< / a > status = solution.< a class = "code" href = "structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb" > status< / a > ;< / div >
< div class = "line" > < a name = "l00311" > < / a > < span class = "lineno" > 311< / span >   < / div >
< div class = "line" > < a name = "l00312" > < / a > < span class = "lineno" > 312< / span >   < span class = "comment" > // Objective before eventually moving the primal/dual values inside their< / span > < / div >
< div class = "line" > < a name = "l00313" > < / a > < span class = "lineno" > 313< / span >   < span class = "comment" > // bounds.< / span > < / div >
< div class = "line" > < a name = "l00314" > < / a > < span class = "lineno" > 314< / span >   ComputeReducedCosts(lp);< / div >
< div class = "line" > < a name = "l00315" > < / a > < span class = "lineno" > 315< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > primal_objective_value = ComputeObjective(lp);< / div >
< div class = "line" > < a name = "l00316" > < / a > < span class = "lineno" > 316< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_objective_value = ComputeDualObjective(lp);< / div >
< div class = "line" > < a name = "l00317" > < / a > < span class = "lineno" > 317< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00318" > < / a > < span class = "lineno" > 318< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Primal objective (before moving primal/dual values) = " < / span > < / div >
< div class = "line" > < a name = "l00319" > < / a > < span class = "lineno" > 319< / span >   < < absl::StrFormat(< span class = "stringliteral" > " %.15E" < / span > , ProblemObjectiveValue(< / div >
< div class = "line" > < a name = "l00320" > < / a > < span class = "lineno" > 320< / span >   lp, primal_objective_value));< / div >
< div class = "line" > < a name = "l00321" > < / a > < span class = "lineno" > 321< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Dual objective (before moving primal/dual values) = " < / span > < / div >
< div class = "line" > < a name = "l00322" > < / a > < span class = "lineno" > 322< / span >   < < absl::StrFormat(< / div >
< div class = "line" > < a name = "l00323" > < / a > < span class = "lineno" > 323< / span >   < span class = "stringliteral" > " %.15E" < / span > , ProblemObjectiveValue(lp, dual_objective_value));< / 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" > // Eventually move the primal/dual values inside their bounds.< / span > < / div >
< div class = "line" > < a name = "l00327" > < / a > < span class = "lineno" > 327< / span >   < span class = "keywordflow" > if< / span > (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > & & < / div >
< div class = "line" > < a name = "l00328" > < / a > < span class = "lineno" > 328< / span >   parameters_.provide_strong_optimal_guarantee()) {< / div >
< div class = "line" > < a name = "l00329" > < / a > < span class = "lineno" > 329< / span >   MovePrimalValuesWithinBounds(lp);< / div >
< div class = "line" > < a name = "l00330" > < / a > < span class = "lineno" > 330< / span >   MoveDualValuesWithinBounds(lp);< / div >
< div class = "line" > < a name = "l00331" > < / a > < span class = "lineno" > 331< / span >   }< / div >
< div class = "line" > < a name = "l00332" > < / a > < span class = "lineno" > 332< / span >   < / div >
< div class = "line" > < a name = "l00333" > < / a > < span class = "lineno" > 333< / span >   < span class = "comment" > // The reported objective to the user.< / span > < / div >
< div class = "line" > < a name = "l00334" > < / a > < span class = "lineno" > 334< / span >   problem_objective_value_ = ProblemObjectiveValue(lp, ComputeObjective(lp));< / div >
< div class = "line" > < a name = "l00335" > < / a > < span class = "lineno" > 335< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00336" > < / a > < span class = "lineno" > 336< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Primal objective (after moving primal/dual values) = " < / span > < / div >
< div class = "line" > < a name = "l00337" > < / a > < span class = "lineno" > 337< / span >   < < absl::StrFormat(< span class = "stringliteral" > " %.15E" < / span > , problem_objective_value_);< / 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 >   < / div >
< div class = "line" > < a name = "l00340" > < / a > < span class = "lineno" > 340< / span >   ComputeReducedCosts(lp);< / div >
< div class = "line" > < a name = "l00341" > < / a > < span class = "lineno" > 341< / span >   ComputeConstraintActivities(lp);< / div >
< div class = "line" > < a name = "l00342" > < / a > < span class = "lineno" > 342< / span >   < / div >
< div class = "line" > < a name = "l00343" > < / a > < span class = "lineno" > 343< / span >   < span class = "comment" > // These will be set to true if the associated " infeasibility" is too large.< / span > < / div >
< div class = "line" > < a name = "l00344" > < / a > < span class = "lineno" > 344< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00345" > < / a > < span class = "lineno" > 345< / span >   < span class = "comment" > // The tolerance used is the parameter solution_feasibility_tolerance. To be< / span > < / div >
< div class = "line" > < a name = "l00346" > < / a > < span class = "lineno" > 346< / span >   < span class = "comment" > // somewhat independent of the original problem scaling, the thresholds used< / span > < / div >
< div class = "line" > < a name = "l00347" > < / a > < span class = "lineno" > 347< / span >   < span class = "comment" > // depend of the quantity involved and of its coordinates:< / span > < / div >
< div class = "line" > < a name = "l00348" > < / a > < span class = "lineno" > 348< / span >   < span class = "comment" > // - tolerance * max(1.0, abs(cost[col])) when a reduced cost is infeasible.< / span > < / div >
< div class = "line" > < a name = "l00349" > < / a > < span class = "lineno" > 349< / span >   < span class = "comment" > // - tolerance * max(1.0, abs(bound)) when a bound is crossed.< / span > < / div >
< div class = "line" > < a name = "l00350" > < / a > < span class = "lineno" > 350< / span >   < span class = "comment" > // - tolerance for an infeasible dual value (because the limit is always 0.0).< / span > < / div >
< div class = "line" > < a name = "l00351" > < / a > < span class = "lineno" > 351< / span >   < span class = "keywordtype" > bool< / span > rhs_perturbation_is_too_large = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00352" > < / a > < span class = "lineno" > 352< / span >   < span class = "keywordtype" > bool< / span > cost_perturbation_is_too_large = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00353" > < / a > < span class = "lineno" > 353< / span >   < span class = "keywordtype" > bool< / span > primal_infeasibility_is_too_large = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00354" > < / a > < span class = "lineno" > 354< / span >   < span class = "keywordtype" > bool< / span > dual_infeasibility_is_too_large = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00355" > < / a > < span class = "lineno" > 355< / span >   < span class = "keywordtype" > bool< / span > primal_residual_is_too_large = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00356" > < / a > < span class = "lineno" > 356< / span >   < span class = "keywordtype" > bool< / span > dual_residual_is_too_large = < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00357" > < / a > < span class = "lineno" > 357< / span >   < / div >
< div class = "line" > < a name = "l00358" > < / a > < span class = "lineno" > 358< / span >   < span class = "comment" > // Computes all the infeasiblities and update the Booleans above.< / span > < / div >
< div class = "line" > < a name = "l00359" > < / a > < span class = "lineno" > 359< / span >   ComputeMaxRhsPerturbationToEnforceOptimality(lp,< / div >
< div class = "line" > < a name = "l00360" > < / a > < span class = "lineno" > 360< / span >   & rhs_perturbation_is_too_large);< / div >
< div class = "line" > < a name = "l00361" > < / a > < span class = "lineno" > 361< / span >   ComputeMaxCostPerturbationToEnforceOptimality(< / div >
< div class = "line" > < a name = "l00362" > < / a > < span class = "lineno" > 362< / span >   lp, & cost_perturbation_is_too_large);< / div >
< div class = "line" > < a name = "l00363" > < / a > < span class = "lineno" > 363< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > primal_infeasibility =< / div >
< div class = "line" > < a name = "l00364" > < / a > < span class = "lineno" > 364< / span >   ComputePrimalValueInfeasibility(lp, & primal_infeasibility_is_too_large);< / div >
< div class = "line" > < a name = "l00365" > < / a > < span class = "lineno" > 365< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > dual_infeasibility =< / div >
< div class = "line" > < a name = "l00366" > < / a > < span class = "lineno" > 366< / span >   ComputeDualValueInfeasibility(lp, & dual_infeasibility_is_too_large);< / div >
< div class = "line" > < a name = "l00367" > < / a > < span class = "lineno" > 367< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > primal_residual =< / div >
< div class = "line" > < a name = "l00368" > < / a > < span class = "lineno" > 368< / span >   ComputeActivityInfeasibility(lp, & primal_residual_is_too_large);< / div >
< div class = "line" > < a name = "l00369" > < / a > < span class = "lineno" > 369< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > dual_residual =< / div >
< div class = "line" > < a name = "l00370" > < / a > < span class = "lineno" > 370< / span >   ComputeReducedCostInfeasibility(lp, & dual_residual_is_too_large);< / div >
< div class = "line" > < a name = "l00371" > < / a > < span class = "lineno" > 371< / span >   < / div >
< div class = "line" > < a name = "l00372" > < / a > < span class = "lineno" > 372< / span >   < span class = "comment" > // TODO(user): the name is not really consistent since in practice those are< / span > < / div >
< div class = "line" > < a name = "l00373" > < / a > < span class = "lineno" > 373< / span >   < span class = "comment" > // the " residual" since the primal/dual infeasibility are zero when< / span > < / div >
< div class = "line" > < a name = "l00374" > < / a > < span class = "lineno" > 374< / span >   < span class = "comment" > // parameters_.provide_strong_optimal_guarantee() is true.< / span > < / div >
< div class = "line" > < a name = "l00375" > < / a > < span class = "lineno" > 375< / span >   max_absolute_primal_infeasibility_ =< / div >
< div class = "line" > < a name = "l00376" > < / a > < span class = "lineno" > 376< / span >   < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (primal_infeasibility, primal_residual);< / div >
< div class = "line" > < a name = "l00377" > < / a > < span class = "lineno" > 377< / span >   max_absolute_dual_infeasibility_ =< / div >
< div class = "line" > < a name = "l00378" > < / a > < span class = "lineno" > 378< / span >   < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (dual_infeasibility, dual_residual);< / div >
2020-12-29 22:27:47 +01:00
< div class = "line" > < a name = "l00379" > < / a > < span class = "lineno" > 379< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
2021-04-27 23:00:03 +02:00
< div class = "line" > < a name = "l00380" > < / a > < span class = "lineno" > 380< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Max. primal infeasibility = " < / span > < / div >
< div class = "line" > < a name = "l00381" > < / a > < span class = "lineno" > 381< / span >   < < max_absolute_primal_infeasibility_;< / div >
< div class = "line" > < a name = "l00382" > < / a > < span class = "lineno" > 382< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Max. dual infeasibility = " < / span > < / div >
< div class = "line" > < a name = "l00383" > < / a > < span class = "lineno" > 383< / span >   < < max_absolute_dual_infeasibility_;< / div >
< div class = "line" > < a name = "l00384" > < / a > < span class = "lineno" > 384< / span >   }< / div >
< 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 >   < span class = "comment" > // Now that all the relevant quantities are computed, we check the precision< / span > < / div >
< div class = "line" > < a name = "l00387" > < / a > < span class = "lineno" > 387< / span >   < span class = "comment" > // and optimality of the result. See Chvatal pp. 61-62. If any of the tests< / span > < / div >
< div class = "line" > < a name = "l00388" > < / a > < span class = "lineno" > 388< / span >   < span class = "comment" > // fail, we return the IMPRECISE status.< / span > < / div >
< div class = "line" > < a name = "l00389" > < / a > < span class = "lineno" > 389< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > objective_error_ub = ComputeMaxExpectedObjectiveError(lp);< / div >
< div class = "line" > < a name = "l00390" > < / a > < span class = "lineno" > 390< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00391" > < / a > < span class = "lineno" > 391< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Objective error < = " < / span > < < objective_error_ub;< / div >
< div class = "line" > < a name = "l00392" > < / a > < span class = "lineno" > 392< / span >   }< / div >
< div class = "line" > < a name = "l00393" > < / a > < span class = "lineno" > 393< / span >   < / div >
< div class = "line" > < a name = "l00394" > < / a > < span class = "lineno" > 394< / span >   < span class = "keywordflow" > if< / span > (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > & & < / div >
< div class = "line" > < a name = "l00395" > < / a > < span class = "lineno" > 395< / span >   parameters_.provide_strong_optimal_guarantee()) {< / div >
< div class = "line" > < a name = "l00396" > < / a > < span class = "lineno" > 396< / span >   < span class = "comment" > // If the primal/dual values were moved to the bounds, then the primal/dual< / span > < / div >
< div class = "line" > < a name = "l00397" > < / a > < span class = "lineno" > 397< / span >   < span class = "comment" > // infeasibilities should be exactly zero (but not the residuals).< / span > < / div >
< div class = "line" > < a name = "l00398" > < / a > < span class = "lineno" > 398< / span >   < span class = "keywordflow" > if< / span > (primal_infeasibility != 0.0 || dual_infeasibility != 0.0) {< / div >
< div class = "line" > < a name = "l00399" > < / a > < span class = "lineno" > 399< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67" > ERROR< / a > ) < < < span class = "stringliteral" > " Primal/dual values have been moved to their bounds. " < / span > < / div >
< div class = "line" > < a name = "l00400" > < / a > < span class = "lineno" > 400< / span >   < < < span class = "stringliteral" > " Therefore the primal/dual infeasibilities should be " < / span > < / div >
< div class = "line" > < a name = "l00401" > < / a > < span class = "lineno" > 401< / span >   < < < span class = "stringliteral" > " exactly zero (but not the residuals). If this message " < / span > < / div >
< div class = "line" > < a name = "l00402" > < / a > < span class = "lineno" > 402< / span >   < < < span class = "stringliteral" > " appears, there is probably a bug in " < / span > < / div >
< div class = "line" > < a name = "l00403" > < / a > < span class = "lineno" > 403< / span >   < < < span class = "stringliteral" > " MovePrimalValuesWithinBounds() or in " < / span > < / div >
< div class = "line" > < a name = "l00404" > < / a > < span class = "lineno" > 404< / span >   < < < span class = "stringliteral" > " MoveDualValuesWithinBounds()." < / span > ;< / div >
< div class = "line" > < a name = "l00405" > < / a > < span class = "lineno" > 405< / span >   }< / div >
< div class = "line" > < a name = "l00406" > < / a > < span class = "lineno" > 406< / span >   < span class = "keywordflow" > if< / span > (rhs_perturbation_is_too_large) {< / div >
< div class = "line" > < a name = "l00407" > < / a > < span class = "lineno" > 407< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " The needed rhs perturbation is too large !!" < / span > ;< / div >
< div class = "line" > < a name = "l00408" > < / a > < span class = "lineno" > 408< / span >   status = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > ProblemStatus::IMPRECISE< / a > ;< / div >
< div class = "line" > < a name = "l00409" > < / a > < span class = "lineno" > 409< / span >   }< / div >
< div class = "line" > < a name = "l00410" > < / a > < span class = "lineno" > 410< / span >   < span class = "keywordflow" > if< / span > (cost_perturbation_is_too_large) {< / div >
< div class = "line" > < a name = "l00411" > < / a > < span class = "lineno" > 411< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " The needed cost perturbation is too large !!" < / span > ;< / div >
< div class = "line" > < a name = "l00412" > < / a > < span class = "lineno" > 412< / span >   status = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > ProblemStatus::IMPRECISE< / a > ;< / div >
< div class = "line" > < a name = "l00413" > < / a > < span class = "lineno" > 413< / span >   }< / div >
< div class = "line" > < a name = "l00414" > < / a > < span class = "lineno" > 414< / span >   }< / div >
< div class = "line" > < a name = "l00415" > < / a > < span class = "lineno" > 415< / span >   < / div >
< div class = "line" > < a name = "l00416" > < / a > < span class = "lineno" > 416< / span >   < span class = "comment" > // Note that we compare the values without offset nor scaling. We also need to< / span > < / div >
< div class = "line" > < a name = "l00417" > < / a > < span class = "lineno" > 417< / span >   < span class = "comment" > // compare them before we move the primal/dual values, otherwise we lose some< / span > < / div >
< div class = "line" > < a name = "l00418" > < / a > < span class = "lineno" > 418< / span >   < span class = "comment" > // precision since the values are modified independently of each other.< / span > < / div >
< div class = "line" > < a name = "l00419" > < / a > < span class = "lineno" > 419< / span >   < span class = "keywordflow" > if< / span > (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > ) {< / div >
< div class = "line" > < a name = "l00420" > < / a > < span class = "lineno" > 420< / span >   < span class = "keywordflow" > if< / span > (std::abs(primal_objective_value - dual_objective_value) > < / div >
< div class = "line" > < a name = "l00421" > < / a > < span class = "lineno" > 421< / span >   objective_error_ub) {< / div >
< div class = "line" > < a name = "l00422" > < / a > < span class = "lineno" > 422< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00423" > < / a > < span class = "lineno" > 423< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " The objective gap of the final solution is too large." < / 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 >   status = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > ProblemStatus::IMPRECISE< / a > ;< / 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 = "keywordflow" > if< / span > ((status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > ||< / div >
< div class = "line" > < a name = "l00429" > < / a > < span class = "lineno" > 429< / span >   status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd" > ProblemStatus::PRIMAL_FEASIBLE< / a > ) & & < / div >
< div class = "line" > < a name = "l00430" > < / a > < span class = "lineno" > 430< / span >   (primal_residual_is_too_large || primal_infeasibility_is_too_large)) {< / div >
< div class = "line" > < a name = "l00431" > < / a > < span class = "lineno" > 431< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00432" > < / a > < span class = "lineno" > 432< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > )< / div >
< div class = "line" > < a name = "l00433" > < / a > < span class = "lineno" > 433< / span >   < < < span class = "stringliteral" > " The primal infeasibility of the final solution is too large." < / span > ;< / div >
< div class = "line" > < a name = "l00434" > < / a > < span class = "lineno" > 434< / span >   }< / div >
< div class = "line" > < a name = "l00435" > < / a > < span class = "lineno" > 435< / span >   status = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > ProblemStatus::IMPRECISE< / a > ;< / div >
< div class = "line" > < a name = "l00436" > < / a > < span class = "lineno" > 436< / span >   }< / div >
< div class = "line" > < a name = "l00437" > < / a > < span class = "lineno" > 437< / span >   < span class = "keywordflow" > if< / span > ((status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > ||< / div >
< div class = "line" > < a name = "l00438" > < / a > < span class = "lineno" > 438< / span >   status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa" > ProblemStatus::DUAL_FEASIBLE< / a > ) & & < / div >
< div class = "line" > < a name = "l00439" > < / a > < span class = "lineno" > 439< / span >   (dual_residual_is_too_large || dual_infeasibility_is_too_large)) {< / div >
< div class = "line" > < a name = "l00440" > < / a > < span class = "lineno" > 440< / span >   < span class = "keywordflow" > if< / span > (log_info) {< / div >
< div class = "line" > < a name = "l00441" > < / a > < span class = "lineno" > 441< / span >   < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " The dual infeasibility of the final solution is too large." < / span > ;< / div >
< div class = "line" > < a name = "l00442" > < / a > < span class = "lineno" > 442< / span >   }< / div >
< div class = "line" > < a name = "l00443" > < / a > < span class = "lineno" > 443< / span >   status = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > ProblemStatus::IMPRECISE< / a > ;< / div >
< div class = "line" > < a name = "l00444" > < / a > < span class = "lineno" > 444< / span >   }< / div >
< div class = "line" > < a name = "l00445" > < / a > < span class = "lineno" > 445< / span >   < / div >
< div class = "line" > < a name = "l00446" > < / a > < span class = "lineno" > 446< / span >   may_have_multiple_solutions_ =< / div >
< div class = "line" > < a name = "l00447" > < / a > < span class = "lineno" > 447< / span >   (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > ) ? IsOptimalSolutionOnFacet(lp) : < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00448" > < / a > < span class = "lineno" > 448< / span >   < span class = "keywordflow" > return< / span > status;< / div >
< div class = "line" > < a name = "l00449" > < / a > < span class = "lineno" > 449< / span >   }< / div >
< div class = "line" > < a name = "l00450" > < / a > < span class = "lineno" > 450< / span >   < / div >
< div class = "line" > < a name = "l00451" > < / a > < span class = "lineno" > 451< / span >   < span class = "keywordtype" > bool< / span > LPSolver::IsOptimalSolutionOnFacet(< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html" > LinearProgram< / a > & lp) {< / div >
< div class = "line" > < a name = "l00452" > < / a > < span class = "lineno" > 452< / span >   < span class = "comment" > // Note(user): We use the following same two tolerances for the dual and< / span > < / div >
< div class = "line" > < a name = "l00453" > < / a > < span class = "lineno" > 453< / span >   < span class = "comment" > // primal values.< / span > < / div >
< div class = "line" > < a name = "l00454" > < / a > < span class = "lineno" > 454< / span >   < span class = "comment" > // TODO(user): investigate whether to use the tolerances defined in< / span > < / div >
< div class = "line" > < a name = "l00455" > < / a > < span class = "lineno" > 455< / span >   < span class = "comment" > // parameters.proto.< / span > < / div >
< div class = "line" > < a name = "l00456" > < / a > < span class = "lineno" > 456< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > kReducedCostTolerance = 1e-9;< / div >
< div class = "line" > < a name = "l00457" > < / a > < span class = "lineno" > 457< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > double< / span > kBoundTolerance = 1e-7;< / div >
< div class = "line" > < a name = "l00458" > < / a > < span class = "lineno" > 458< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > num_variables< / a > ();< / div >
< div class = "line" > < a name = "l00459" > < / a > < span class = "lineno" > 459< / 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 >
< div class = "line" > < a name = "l00460" > < / a > < span class = "lineno" > 460< / span >   < span class = "keywordflow" > if< / span > (variable_statuses_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501" > VariableStatus::FIXED_VALUE< / a > ) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00461" > < / a > < span class = "lineno" > 461< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565" > variable_lower_bounds< / a > ()[< 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 = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb" > variable_upper_bounds< / a > ()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00463" > < / a > < span class = "lineno" > 463< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > = primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00464" > < / a > < span class = "lineno" > 464< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (reduced_costs_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], 0.0,< / div >
< div class = "line" > < a name = "l00465" > < / a > < span class = "lineno" > 465< / span >   kReducedCostTolerance) & & < / div >
< div class = "line" > < a name = "l00466" > < / a > < span class = "lineno" > 466< / span >   (< a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > , kBoundTolerance) ||< / div >
< div class = "line" > < a name = "l00467" > < / a > < span class = "lineno" > 467< / span >   < a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > , kBoundTolerance))) {< / div >
< div class = "line" > < a name = "l00468" > < / a > < span class = "lineno" > 468< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > true< / 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 >   }< / div >
< div class = "line" > < a name = "l00471" > < / a > < span class = "lineno" > 471< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a" > num_constraints< / a > ();< / div >
< div class = "line" > < a name = "l00472" > < / a > < span class = "lineno" > 472< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00473" > < / a > < span class = "lineno" > 473< / span >   < span class = "keywordflow" > if< / span > (constraint_statuses_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501" > ConstraintStatus::FIXED_VALUE< / a > ) < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00474" > < / a > < span class = "lineno" > 474< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d" > constraint_lower_bounds< / a > ()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00475" > < / a > < span class = "lineno" > 475< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937" > constraint_upper_bounds< / a > ()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00476" > < / a > < span class = "lineno" > 476< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > activity = constraint_activities_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00477" > < / a > < span class = "lineno" > 477< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ], 0.0,< / div >
< div class = "line" > < a name = "l00478" > < / a > < span class = "lineno" > 478< / span >   kReducedCostTolerance) & & < / div >
< div class = "line" > < a name = "l00479" > < / a > < span class = "lineno" > 479< / span >   (< a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (activity, < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > , kBoundTolerance) ||< / div >
< div class = "line" > < a name = "l00480" > < / a > < span class = "lineno" > 480< / span >   < a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (activity, < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > , kBoundTolerance))) {< / div >
< div class = "line" > < a name = "l00481" > < / a > < span class = "lineno" > 481< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l00482" > < / a > < span class = "lineno" > 482< / span >   }< / div >
< div class = "line" > < a name = "l00483" > < / a > < span class = "lineno" > 483< / span >   }< / div >
< div class = "line" > < a name = "l00484" > < / a > < span class = "lineno" > 484< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00485" > < / a > < span class = "lineno" > 485< / span >   }< / div >
< div class = "line" > < a name = "l00486" > < / a > < span class = "lineno" > 486< / span >   < / div >
< div class = "line" > < a name = "l00487" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8" > 487< / a > < / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8" > LPSolver::GetObjectiveValue< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00488" > < / a > < span class = "lineno" > 488< / span >   < span class = "keywordflow" > return< / span > problem_objective_value_;< / div >
< div class = "line" > < a name = "l00489" > < / a > < span class = "lineno" > 489< / span >   }< / div >
< div class = "line" > < a name = "l00490" > < / a > < span class = "lineno" > 490< / span >   < / div >
< div class = "line" > < a name = "l00491" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a93c5d1b426be6c8173f4f0efbdcf2132" > 491< / a > < / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a93c5d1b426be6c8173f4f0efbdcf2132" > LPSolver::GetMaximumPrimalInfeasibility< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00492" > < / a > < span class = "lineno" > 492< / span >   < span class = "keywordflow" > return< / span > max_absolute_primal_infeasibility_;< / div >
< div class = "line" > < a name = "l00493" > < / a > < span class = "lineno" > 493< / span >   }< / div >
< div class = "line" > < a name = "l00494" > < / a > < span class = "lineno" > 494< / span >   < / div >
< div class = "line" > < a name = "l00495" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a7767c9dc7ffc1643260017dd5817d6d3" > 495< / a > < / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a7767c9dc7ffc1643260017dd5817d6d3" > LPSolver::GetMaximumDualInfeasibility< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00496" > < / a > < span class = "lineno" > 496< / span >   < span class = "keywordflow" > return< / span > max_absolute_dual_infeasibility_;< / div >
< div class = "line" > < a name = "l00497" > < / a > < span class = "lineno" > 497< / span >   }< / div >
< div class = "line" > < a name = "l00498" > < / a > < span class = "lineno" > 498< / span >   < / div >
< div class = "line" > < a name = "l00499" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a41d6e69ea587dda35dbe4b5f07dd6bd8" > 499< / a > < / span >   < span class = "keywordtype" > bool< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a41d6e69ea587dda35dbe4b5f07dd6bd8" > LPSolver::MayHaveMultipleOptimalSolutions< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00500" > < / a > < span class = "lineno" > 500< / span >   < span class = "keywordflow" > return< / span > may_have_multiple_solutions_;< / div >
< div class = "line" > < a name = "l00501" > < / a > < span class = "lineno" > 501< / span >   }< / div >
< div class = "line" > < a name = "l00502" > < / a > < span class = "lineno" > 502< / span >   < / div >
< div class = "line" > < a name = "l00503" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae" > 503< / a > < / span >   < span class = "keywordtype" > int< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae" > LPSolver::GetNumberOfSimplexIterations< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00504" > < / a > < span class = "lineno" > 504< / span >   < span class = "keywordflow" > return< / span > num_revised_simplex_iterations_;< / div >
< div class = "line" > < a name = "l00505" > < / a > < span class = "lineno" > 505< / span >   }< / div >
< div class = "line" > < a name = "l00506" > < / a > < span class = "lineno" > 506< / span >   < / div >
< div class = "line" > < a name = "l00507" > < / a > < span class = "lineno" > < a class = "line" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#aeccc8138b268e621d96d105e0ddd474a" > 507< / a > < / span >   < span class = "keywordtype" > double< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_l_p_solver.html#aeccc8138b268e621d96d105e0ddd474a" > LPSolver::DeterministicTime< / a > ()< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00508" > < / a > < span class = "lineno" > 508< / span >   < span class = "keywordflow" > return< / span > revised_simplex_ == < span class = "keyword" > nullptr< / span > ? 0.0< / div >
< div class = "line" > < a name = "l00509" > < / a > < span class = "lineno" > 509< / span >   : revised_simplex_-> DeterministicTime();< / div >
< div class = "line" > < a name = "l00510" > < / a > < span class = "lineno" > 510< / span >   }< / div >
< div class = "line" > < a name = "l00511" > < / a > < span class = "lineno" > 511< / span >   < / div >
< div class = "line" > < a name = "l00512" > < / a > < span class = "lineno" > 512< / span >   < span class = "keywordtype" > void< / span > LPSolver::MovePrimalValuesWithinBounds(< span class = "keyword" > const< / span > < a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html" > LinearProgram< / a > & lp) {< / div >
< div class = "line" > < a name = "l00513" > < / a > < span class = "lineno" > 513< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > num_variables< / a > ();< / div >
< div class = "line" > < a name = "l00514" > < / a > < span class = "lineno" > 514< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_cols, primal_values_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a name = "l00515" > < / a > < span class = "lineno" > 515< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > error = 0.0;< / div >
< div class = "line" > < a name = "l00516" > < / a > < span class = "lineno" > 516< / 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 >
< div class = "line" > < a name = "l00517" > < / a > < span class = "lineno" > 517< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565" > variable_lower_bounds< / a > ()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00518" > < / a > < span class = "lineno" > 518< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb" > variable_upper_bounds< / a > ()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00519" > < / a > < span class = "lineno" > 519< / span >   < a class = "code" href = "base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2" > DCHECK_LE< / a > (< a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > , < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00520" > < / a > < span class = "lineno" > 520< / span >   < / div >
< div class = "line" > < a name = "l00521" > < / a > < span class = "lineno" > 521< / span >   error = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (error, primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00522" > < / a > < span class = "lineno" > 522< / span >   error = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (error, < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > - primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00523" > < / a > < span class = "lineno" > 523< / span >   primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = < a class = "code" href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > std::min< / a > (primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00524" > < / a > < span class = "lineno" > 524< / span >   primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ], < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > );< / div >
< div class = "line" > < a name = "l00525" > < / a > < span class = "lineno" > 525< / span >   }< / div >
< div class = "line" > < a name = "l00526" > < / a > < span class = "lineno" > 526< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00527" > < / a > < span class = "lineno" > 527< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Max. primal values move = " < / span > < < error;< / div >
< div class = "line" > < a name = "l00528" > < / a > < span class = "lineno" > 528< / span >   }< / div >
< div class = "line" > < a name = "l00529" > < / a > < span class = "lineno" > 529< / span >   < / div >
< div class = "line" > < a name = "l00530" > < / a > < span class = "lineno" > 530< / span >   < span class = "keywordtype" > void< / span > LPSolver::MoveDualValuesWithinBounds(< span class = "keyword" > const< / span > LinearProgram& lp) {< / div >
< div class = "line" > < a name = "l00531" > < / a > < span class = "lineno" > 531< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00532" > < / a > < span class = "lineno" > 532< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_rows, dual_values_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a name = "l00533" > < / a > < span class = "lineno" > 533< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;< / div >
< div class = "line" > < a name = "l00534" > < / a > < span class = "lineno" > 534< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > error = 0.0;< / div >
< div class = "line" > < a name = "l00535" > < / a > < span class = "lineno" > 535< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00536" > < / a > < span class = "lineno" > 536< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.constraint_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00537" > < / a > < span class = "lineno" > 537< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.constraint_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00538" > < / a > < span class = "lineno" > 538< / span >   < / div >
< div class = "line" > < a name = "l00539" > < / a > < span class = "lineno" > 539< / span >   < span class = "comment" > // For a minimization problem, we want a lower bound.< / span > < / div >
< div class = "line" > < a name = "l00540" > < / a > < span class = "lineno" > 540< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > minimization_dual_value = optimization_sign * dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00541" > < / a > < span class = "lineno" > 541< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > == -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > & & minimization_dual_value > 0.0) {< / div >
< div class = "line" > < a name = "l00542" > < / a > < span class = "lineno" > 542< / span >   error = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (error, minimization_dual_value);< / div >
< div class = "line" > < a name = "l00543" > < / a > < span class = "lineno" > 543< / span >   minimization_dual_value = 0.0;< / div >
< div class = "line" > < a name = "l00544" > < / a > < span class = "lineno" > 544< / span >   }< / div >
< div class = "line" > < a name = "l00545" > < / a > < span class = "lineno" > 545< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > == < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > & & minimization_dual_value < 0.0) {< / div >
< div class = "line" > < a name = "l00546" > < / a > < span class = "lineno" > 546< / span >   error = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (error, -minimization_dual_value);< / div >
< div class = "line" > < a name = "l00547" > < / a > < span class = "lineno" > 547< / span >   minimization_dual_value = 0.0;< / div >
< div class = "line" > < a name = "l00548" > < / a > < span class = "lineno" > 548< / span >   }< / div >
< div class = "line" > < a name = "l00549" > < / a > < span class = "lineno" > 549< / span >   dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = optimization_sign * minimization_dual_value;< / div >
< div class = "line" > < a name = "l00550" > < / a > < span class = "lineno" > 550< / span >   }< / div >
< div class = "line" > < a name = "l00551" > < / a > < span class = "lineno" > 551< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00552" > < / a > < span class = "lineno" > 552< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Max. dual values move = " < / span > < < error;< / div >
< div class = "line" > < a name = "l00553" > < / a > < span class = "lineno" > 553< / span >   }< / div >
< div class = "line" > < a name = "l00554" > < / a > < span class = "lineno" > 554< / span >   < / div >
< div class = "line" > < a name = "l00555" > < / a > < span class = "lineno" > 555< / span >   < span class = "keywordtype" > void< / span > LPSolver::ResizeSolution(RowIndex num_rows, ColIndex num_cols) {< / div >
< div class = "line" > < a name = "l00556" > < / a > < span class = "lineno" > 556< / span >   primal_values_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_cols, 0.0);< / div >
< div class = "line" > < a name = "l00557" > < / a > < span class = "lineno" > 557< / span >   reduced_costs_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_cols, 0.0);< / div >
< div class = "line" > < a name = "l00558" > < / a > < span class = "lineno" > 558< / span >   variable_statuses_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_cols, < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323" > VariableStatus::FREE< / a > );< / div >
< div class = "line" > < a name = "l00559" > < / a > < span class = "lineno" > 559< / span >   < / div >
< div class = "line" > < a name = "l00560" > < / a > < span class = "lineno" > 560< / span >   dual_values_.resize(num_rows, 0.0);< / div >
< div class = "line" > < a name = "l00561" > < / a > < span class = "lineno" > 561< / span >   constraint_activities_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_rows, 0.0);< / div >
< div class = "line" > < a name = "l00562" > < / a > < span class = "lineno" > 562< / span >   constraint_statuses_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > resize< / a > (num_rows, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323" > ConstraintStatus::FREE< / a > );< / div >
< div class = "line" > < a name = "l00563" > < / a > < span class = "lineno" > 563< / span >   }< / div >
< div class = "line" > < a name = "l00564" > < / a > < span class = "lineno" > 564< / span >   < / div >
< div class = "line" > < a name = "l00565" > < / a > < span class = "lineno" > 565< / span >   < span class = "keywordtype" > void< / span > LPSolver::RunRevisedSimplexIfNeeded(ProblemSolution* solution,< / div >
< div class = "line" > < a name = "l00566" > < / a > < span class = "lineno" > 566< / span >   TimeLimit* < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > ) {< / div >
< div class = "line" > < a name = "l00567" > < / a > < span class = "lineno" > 567< / span >   < span class = "comment" > // Note that the transpose matrix is no longer needed at this point.< / span > < / div >
< div class = "line" > < a name = "l00568" > < / a > < span class = "lineno" > 568< / span >   < span class = "comment" > // This helps reduce the peak memory usage of the solver.< / span > < / div >
< div class = "line" > < a name = "l00569" > < / a > < span class = "lineno" > 569< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00570" > < / a > < span class = "lineno" > 570< / span >   < span class = "comment" > // TODO(user): actually, once the linear_program is loaded into the internal< / span > < / div >
< div class = "line" > < a name = "l00571" > < / a > < span class = "lineno" > 571< / span >   < span class = "comment" > // glop memory, there is no point keeping it around. Add a more complex< / span > < / div >
< div class = "line" > < a name = "l00572" > < / a > < span class = "lineno" > 572< / span >   < span class = "comment" > // Load/Solve API to RevisedSimplex so we can completely reclaim its memory< / span > < / div >
< div class = "line" > < a name = "l00573" > < / a > < span class = "lineno" > 573< / span >   < span class = "comment" > // right away.< / span > < / div >
< div class = "line" > < a name = "l00574" > < / a > < span class = "lineno" > 574< / span >   current_linear_program_.< a class = "code" href = "classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096" > ClearTransposeMatrix< / a > ();< / div >
< div class = "line" > < a name = "l00575" > < / a > < span class = "lineno" > 575< / span >   < span class = "keywordflow" > if< / span > (solution-> status != < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498" > ProblemStatus::INIT< / a > ) < span class = "keywordflow" > return< / span > ;< / div >
< div class = "line" > < a name = "l00576" > < / a > < span class = "lineno" > 576< / span >   < span class = "keywordflow" > if< / span > (revised_simplex_ == < span class = "keyword" > nullptr< / span > ) {< / div >
< div class = "line" > < a name = "l00577" > < / a > < span class = "lineno" > 577< / span >   revised_simplex_ = absl::make_unique< RevisedSimplex> ();< / div >
< div class = "line" > < a name = "l00578" > < / a > < span class = "lineno" > 578< / span >   }< / div >
< div class = "line" > < a name = "l00579" > < / a > < span class = "lineno" > 579< / span >   revised_simplex_-> SetParameters(parameters_);< / div >
< div class = "line" > < a name = "l00580" > < / a > < span class = "lineno" > 580< / span >   < span class = "keywordflow" > if< / span > (revised_simplex_-> Solve(current_linear_program_, < a class = "code" href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > ).ok()) {< / div >
< div class = "line" > < a name = "l00581" > < / a > < span class = "lineno" > 581< / span >   num_revised_simplex_iterations_ = revised_simplex_-> GetNumberOfIterations();< / div >
< div class = "line" > < a name = "l00582" > < / a > < span class = "lineno" > 582< / span >   solution-> status = revised_simplex_-> GetProblemStatus();< / div >
< div class = "line" > < a name = "l00583" > < / a > < span class = "lineno" > 583< / span >   < / div >
< div class = "line" > < a name = "l00584" > < / a > < span class = "lineno" > 584< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = revised_simplex_-> GetProblemNumCols();< / div >
< div class = "line" > < a name = "l00585" > < / a > < span class = "lineno" > 585< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (solution-> primal_values.size(), num_cols);< / div >
< div class = "line" > < a name = "l00586" > < / a > < span class = "lineno" > 586< / 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 >
< div class = "line" > < a name = "l00587" > < / a > < span class = "lineno" > 587< / span >   solution-> primal_values[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = revised_simplex_-> GetVariableValue(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a name = "l00588" > < / a > < span class = "lineno" > 588< / span >   solution-> variable_statuses[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] =< / div >
< div class = "line" > < a name = "l00589" > < / a > < span class = "lineno" > 589< / span >   revised_simplex_-> GetVariableStatus(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > );< / div >
< div class = "line" > < a name = "l00590" > < / a > < span class = "lineno" > 590< / span >   }< / div >
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< div class = "line" > < a name = "l00591" > < / a > < span class = "lineno" > 591< / span >   < / div >
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< div class = "line" > < a name = "l00592" > < / a > < span class = "lineno" > 592< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = revised_simplex_-> GetProblemNumRows();< / div >
< div class = "line" > < a name = "l00593" > < / a > < span class = "lineno" > 593< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (solution-> dual_values.size(), num_rows);< / div >
< div class = "line" > < a name = "l00594" > < / a > < span class = "lineno" > 594< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00595" > < / a > < span class = "lineno" > 595< / span >   solution-> dual_values[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] = revised_simplex_-> GetDualValue(< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > );< / div >
< div class = "line" > < a name = "l00596" > < / a > < span class = "lineno" > 596< / span >   solution-> constraint_statuses[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] =< / div >
< div class = "line" > < a name = "l00597" > < / a > < span class = "lineno" > 597< / span >   revised_simplex_-> GetConstraintStatus(< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > );< / div >
< div class = "line" > < a name = "l00598" > < / a > < span class = "lineno" > 598< / span >   }< / div >
< div class = "line" > < a name = "l00599" > < / a > < span class = "lineno" > 599< / span >   } < span class = "keywordflow" > else< / span > {< / div >
< div class = "line" > < a name = "l00600" > < / a > < span class = "lineno" > 600< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00601" > < / a > < span class = "lineno" > 601< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Error during the revised simplex algorithm." < / span > ;< / div >
< div class = "line" > < a name = "l00602" > < / a > < span class = "lineno" > 602< / span >   solution-> status = < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb" > ProblemStatus::ABNORMAL< / a > ;< / div >
< div class = "line" > < a name = "l00603" > < / a > < span class = "lineno" > 603< / span >   }< / div >
< div class = "line" > < a name = "l00604" > < / a > < span class = "lineno" > 604< / span >   }< / div >
< div class = "line" > < a name = "l00605" > < / a > < span class = "lineno" > 605< / span >   < / div >
< div class = "line" > < a name = "l00606" > < / a > < span class = "lineno" > 606< / span >   < span class = "keyword" > namespace < / span > {< / div >
< div class = "line" > < a name = "l00607" > < / a > < span class = "lineno" > 607< / span >   < / div >
< div class = "line" > < a name = "l00608" > < / a > < span class = "lineno" > 608< / span >   < span class = "keywordtype" > void< / span > LogVariableStatusError(ColIndex < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > ,< / div >
< div class = "line" > < a name = "l00609" > < / a > < span class = "lineno" > 609< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358" > VariableStatus< / a > status, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > lb,< / div >
< div class = "line" > < a name = "l00610" > < / a > < span class = "lineno" > 610< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > ub) {< / div >
< div class = "line" > < a name = "l00611" > < / a > < span class = "lineno" > 611< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Variable " < / span > < < < a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > < < < span class = "stringliteral" > " status is " < / span > < / div >
< div class = "line" > < a name = "l00612" > < / a > < span class = "lineno" > 612< / span >   < < < a class = "code" href = "namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0" > GetVariableStatusString< / a > (status) < < < span class = "stringliteral" > " but its value is " < / span > < < < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > < / div >
< div class = "line" > < a name = "l00613" > < / a > < span class = "lineno" > 613< / span >   < < < span class = "stringliteral" > " and its bounds are [" < / span > < < lb < < < span class = "stringliteral" > " , " < / span > < < ub < < < span class = "stringliteral" > " ]." < / span > ;< / div >
< div class = "line" > < a name = "l00614" > < / a > < span class = "lineno" > 614< / span >   }< / div >
< div class = "line" > < a name = "l00615" > < / a > < span class = "lineno" > 615< / span >   < / div >
< div class = "line" > < a name = "l00616" > < / a > < span class = "lineno" > 616< / span >   < span class = "keywordtype" > void< / span > LogConstraintStatusError(RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc" > ConstraintStatus< / a > status,< / div >
< div class = "line" > < a name = "l00617" > < / a > < span class = "lineno" > 617< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > lb, < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > ub) {< / div >
< div class = "line" > < a name = "l00618" > < / a > < span class = "lineno" > 618< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Constraint " < / span > < < < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < < < span class = "stringliteral" > " status is " < / span > < / div >
< div class = "line" > < a name = "l00619" > < / a > < span class = "lineno" > 619< / span >   < < < a class = "code" href = "namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba" > GetConstraintStatusString< / a > (status) < < < span class = "stringliteral" > " but its bounds are [" < / span > < < lb< / div >
< div class = "line" > < a name = "l00620" > < / a > < span class = "lineno" > 620< / span >   < < < span class = "stringliteral" > " , " < / span > < < ub < < < span class = "stringliteral" > " ]." < / span > ;< / div >
< div class = "line" > < a name = "l00621" > < / a > < span class = "lineno" > 621< / span >   }< / div >
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< div class = "line" > < a name = "l00622" > < / a > < span class = "lineno" > 622< / span >   < / div >
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< div class = "line" > < a name = "l00623" > < / a > < span class = "lineno" > 623< / span >   } < span class = "comment" > // namespace< / span > < / div >
< div class = "line" > < a name = "l00624" > < / a > < span class = "lineno" > 624< / span >   < / div >
< div class = "line" > < a name = "l00625" > < / a > < span class = "lineno" > 625< / span >   < span class = "keywordtype" > bool< / span > LPSolver::IsProblemSolutionConsistent(< / div >
< div class = "line" > < a name = "l00626" > < / a > < span class = "lineno" > 626< / span >   < span class = "keyword" > const< / span > LinearProgram& lp, < span class = "keyword" > const< / span > ProblemSolution& solution)< span class = "keyword" > const < / span > {< / div >
< div class = "line" > < a name = "l00627" > < / a > < span class = "lineno" > 627< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00628" > < / a > < span class = "lineno" > 628< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00629" > < / a > < span class = "lineno" > 629< / span >   < span class = "keywordflow" > if< / span > (solution.variable_statuses.size() != num_cols) < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00630" > < / a > < span class = "lineno" > 630< / span >   < span class = "keywordflow" > if< / span > (solution.constraint_statuses.size() != num_rows) < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00631" > < / a > < span class = "lineno" > 631< / span >   < span class = "keywordflow" > if< / span > (solution.primal_values.size() != num_cols) < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00632" > < / a > < span class = "lineno" > 632< / span >   < span class = "keywordflow" > if< / span > (solution.dual_values.size() != num_rows) < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00633" > < / a > < span class = "lineno" > 633< / span >   < span class = "keywordflow" > if< / span > (solution.status != < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > ProblemStatus::OPTIMAL< / a > & & < / div >
< div class = "line" > < a name = "l00634" > < / a > < span class = "lineno" > 634< / span >   solution.status != < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd" > ProblemStatus::PRIMAL_FEASIBLE< / a > & & < / div >
< div class = "line" > < a name = "l00635" > < / a > < span class = "lineno" > 635< / span >   solution.status != < a class = "code" href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa" > ProblemStatus::DUAL_FEASIBLE< / a > ) {< / div >
< div class = "line" > < a name = "l00636" > < / a > < span class = "lineno" > 636< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l00637" > < / a > < span class = "lineno" > 637< / span >   }< / div >
< div class = "line" > < a name = "l00638" > < / a > < span class = "lineno" > 638< / span >   < / div >
< div class = "line" > < a name = "l00639" > < / a > < span class = "lineno" > 639< / span >   < span class = "comment" > // This checks that the variable statuses verify the properties described< / span > < / div >
< div class = "line" > < a name = "l00640" > < / a > < span class = "lineno" > 640< / span >   < span class = "comment" > // in the VariableStatus declaration.< / span > < / div >
< div class = "line" > < a name = "l00641" > < / a > < span class = "lineno" > 641< / span >   RowIndex num_basic_variables(0);< / div >
< div class = "line" > < a name = "l00642" > < / a > < span class = "lineno" > 642< / 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 >
< div class = "line" > < a name = "l00643" > < / a > < span class = "lineno" > 643< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > = solution.primal_values[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00644" > < / a > < span class = "lineno" > 644< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > lb = lp.variable_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00645" > < / a > < span class = "lineno" > 645< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > ub = lp.variable_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00646" > < / a > < span class = "lineno" > 646< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358" > VariableStatus< / a > status = solution.variable_statuses[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00647" > < / a > < span class = "lineno" > 647< / span >   < span class = "keywordflow" > switch< / span > (solution.variable_statuses[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) {< / div >
< div class = "line" > < a name = "l00648" > < / a > < span class = "lineno" > 648< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > VariableStatus::BASIC< / a > :< / div >
< div class = "line" > < a name = "l00649" > < / a > < span class = "lineno" > 649< / span >   < span class = "comment" > // TODO(user): Check that the reduced cost of this column is epsilon< / span > < / div >
< div class = "line" > < a name = "l00650" > < / a > < span class = "lineno" > 650< / span >   < span class = "comment" > // close to zero.< / span > < / div >
< div class = "line" > < a name = "l00651" > < / a > < span class = "lineno" > 651< / span >   ++num_basic_variables;< / div >
< div class = "line" > < a name = "l00652" > < / a > < span class = "lineno" > 652< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00653" > < / a > < span class = "lineno" > 653< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501" > VariableStatus::FIXED_VALUE< / a > :< / div >
< div class = "line" > < a name = "l00654" > < / a > < span class = "lineno" > 654< / span >   < span class = "comment" > // TODO(user): Because of scaling, it is possible that a FIXED_VALUE< / span > < / div >
< div class = "line" > < a name = "l00655" > < / a > < span class = "lineno" > 655< / span >   < span class = "comment" > // status (only reserved for the exact lb == ub case) is now set for a< / span > < / div >
< div class = "line" > < a name = "l00656" > < / a > < span class = "lineno" > 656< / span >   < span class = "comment" > // variable where (ub == lb + epsilon). So we do not check here that the< / span > < / div >
< div class = "line" > < a name = "l00657" > < / a > < span class = "lineno" > 657< / span >   < span class = "comment" > // two bounds are exactly equal. The best is probably to remove the< / span > < / div >
< div class = "line" > < a name = "l00658" > < / a > < span class = "lineno" > 658< / span >   < span class = "comment" > // FIXED status from the API completely and report one of AT_LOWER_BOUND< / span > < / div >
< div class = "line" > < a name = "l00659" > < / a > < span class = "lineno" > 659< / span >   < span class = "comment" > // or AT_UPPER_BOUND instead. This also allows to indicate if at< / span > < / div >
< div class = "line" > < a name = "l00660" > < / a > < span class = "lineno" > 660< / span >   < span class = "comment" > // optimality, the objective is limited because of this variable lower< / span > < / div >
< div class = "line" > < a name = "l00661" > < / a > < span class = "lineno" > 661< / span >   < span class = "comment" > // bound or its upper bound. Note that there are other TODOs in the< / span > < / div >
< div class = "line" > < a name = "l00662" > < / a > < span class = "lineno" > 662< / span >   < span class = "comment" > // codebase about removing this FIXED_VALUE status.< / span > < / div >
< div class = "line" > < a name = "l00663" > < / a > < span class = "lineno" > 663< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > != ub & & < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > != lb) {< / div >
< div class = "line" > < a name = "l00664" > < / a > < span class = "lineno" > 664< / span >   LogVariableStatusError(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00665" > < / a > < span class = "lineno" > 665< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00666" > < / a > < span class = "lineno" > 666< / span >   }< / div >
< div class = "line" > < a name = "l00667" > < / a > < span class = "lineno" > 667< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00668" > < / a > < span class = "lineno" > 668< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce" > VariableStatus::AT_LOWER_BOUND< / a > :< / div >
< div class = "line" > < a name = "l00669" > < / a > < span class = "lineno" > 669< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > != lb || lb == ub) {< / div >
< div class = "line" > < a name = "l00670" > < / a > < span class = "lineno" > 670< / span >   LogVariableStatusError(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00671" > < / a > < span class = "lineno" > 671< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00672" > < / a > < span class = "lineno" > 672< / span >   }< / div >
< div class = "line" > < a name = "l00673" > < / a > < span class = "lineno" > 673< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00674" > < / a > < span class = "lineno" > 674< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1" > VariableStatus::AT_UPPER_BOUND< / a > :< / div >
< div class = "line" > < a name = "l00675" > < / a > < span class = "lineno" > 675< / span >   < span class = "comment" > // TODO(user): revert to an exact comparison once the bug causing this< / span > < / div >
< div class = "line" > < a name = "l00676" > < / a > < span class = "lineno" > 676< / span >   < span class = "comment" > // to fail has been fixed.< / span > < / div >
< div class = "line" > < a name = "l00677" > < / a > < span class = "lineno" > 677< / span >   < span class = "keywordflow" > if< / span > (!< a class = "code" href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > AreWithinAbsoluteTolerance< / a > (< a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , ub, 1e-7) || lb == ub) {< / div >
< div class = "line" > < a name = "l00678" > < / a > < span class = "lineno" > 678< / span >   LogVariableStatusError(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00679" > < / a > < span class = "lineno" > 679< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00680" > < / a > < span class = "lineno" > 680< / span >   }< / div >
< div class = "line" > < a name = "l00681" > < / a > < span class = "lineno" > 681< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00682" > < / a > < span class = "lineno" > 682< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323" > VariableStatus::FREE< / a > :< / div >
< div class = "line" > < a name = "l00683" > < / a > < span class = "lineno" > 683< / span >   < span class = "keywordflow" > if< / span > (lb != -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > || ub != < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > || < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > != 0.0) {< / div >
< div class = "line" > < a name = "l00684" > < / a > < span class = "lineno" > 684< / span >   LogVariableStatusError(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > , < a class = "code" href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00685" > < / a > < span class = "lineno" > 685< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00686" > < / a > < span class = "lineno" > 686< / span >   }< / div >
< div class = "line" > < a name = "l00687" > < / a > < span class = "lineno" > 687< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00688" > < / a > < span class = "lineno" > 688< / span >   }< / div >
< div class = "line" > < a name = "l00689" > < / a > < span class = "lineno" > 689< / span >   }< / div >
< div class = "line" > < a name = "l00690" > < / a > < span class = "lineno" > 690< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00691" > < / a > < span class = "lineno" > 691< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_value = solution.dual_values[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00692" > < / a > < span class = "lineno" > 692< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > lb = lp.constraint_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00693" > < / a > < span class = "lineno" > 693< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > ub = lp.constraint_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00694" > < / a > < span class = "lineno" > 694< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc" > ConstraintStatus< / a > status = solution.constraint_statuses[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00695" > < / a > < span class = "lineno" > 695< / span >   < / div >
< div class = "line" > < a name = "l00696" > < / a > < span class = "lineno" > 696< / span >   < span class = "comment" > // The activity value is not checked since it is imprecise.< / span > < / div >
< div class = "line" > < a name = "l00697" > < / a > < span class = "lineno" > 697< / span >   < span class = "comment" > // TODO(user): Check that the activity is epsilon close to the expected< / span > < / div >
< div class = "line" > < a name = "l00698" > < / a > < span class = "lineno" > 698< / span >   < span class = "comment" > // value.< / span > < / div >
< div class = "line" > < a name = "l00699" > < / a > < span class = "lineno" > 699< / span >   < span class = "keywordflow" > switch< / span > (status) {< / div >
< div class = "line" > < a name = "l00700" > < / a > < span class = "lineno" > 700< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e" > ConstraintStatus::BASIC< / a > :< / div >
< div class = "line" > < a name = "l00701" > < / a > < span class = "lineno" > 701< / span >   < span class = "keywordflow" > if< / span > (dual_value != 0.0) {< / div >
< div class = "line" > < a name = "l00702" > < / a > < span class = "lineno" > 702< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Constraint " < / span > < < < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < < < span class = "stringliteral" > " is BASIC, but its dual value is " < / span > < / div >
< div class = "line" > < a name = "l00703" > < / a > < span class = "lineno" > 703< / span >   < < dual_value < < < span class = "stringliteral" > " instead of 0." < / span > ;< / div >
2020-12-29 22:27:47 +01:00
< div class = "line" > < a name = "l00704" > < / a > < span class = "lineno" > 704< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00705" > < / a > < span class = "lineno" > 705< / span >   }< / div >
2021-04-27 23:00:03 +02:00
< div class = "line" > < a name = "l00706" > < / a > < span class = "lineno" > 706< / span >   ++num_basic_variables;< / div >
< div class = "line" > < a name = "l00707" > < / a > < span class = "lineno" > 707< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00708" > < / a > < span class = "lineno" > 708< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501" > ConstraintStatus::FIXED_VALUE< / a > :< / div >
< div class = "line" > < a name = "l00709" > < / a > < span class = "lineno" > 709< / span >   < span class = "comment" > // Exactly the same remark as for the VariableStatus::FIXED_VALUE case< / span > < / div >
< div class = "line" > < a name = "l00710" > < / a > < span class = "lineno" > 710< / span >   < span class = "comment" > // above. Because of precision error, this can happen when the< / span > < / div >
< div class = "line" > < a name = "l00711" > < / a > < span class = "lineno" > 711< / span >   < span class = "comment" > // difference between the two bounds is small and not just exactly zero.< / span > < / div >
< div class = "line" > < a name = "l00712" > < / a > < span class = "lineno" > 712< / span >   < span class = "keywordflow" > if< / span > (ub - lb > 1e-12) {< / div >
< div class = "line" > < a name = "l00713" > < / a > < span class = "lineno" > 713< / span >   LogConstraintStatusError(< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00714" > < / a > < span class = "lineno" > 714< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00715" > < / a > < span class = "lineno" > 715< / span >   }< / div >
< div class = "line" > < a name = "l00716" > < / a > < span class = "lineno" > 716< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00717" > < / a > < span class = "lineno" > 717< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce" > ConstraintStatus::AT_LOWER_BOUND< / a > :< / div >
< div class = "line" > < a name = "l00718" > < / a > < span class = "lineno" > 718< / span >   < span class = "keywordflow" > if< / span > (lb == -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l00719" > < / a > < span class = "lineno" > 719< / span >   LogConstraintStatusError(< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00720" > < / a > < span class = "lineno" > 720< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00721" > < / a > < span class = "lineno" > 721< / span >   }< / div >
< div class = "line" > < a name = "l00722" > < / a > < span class = "lineno" > 722< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00723" > < / a > < span class = "lineno" > 723< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1" > ConstraintStatus::AT_UPPER_BOUND< / a > :< / div >
< div class = "line" > < a name = "l00724" > < / a > < span class = "lineno" > 724< / span >   < span class = "keywordflow" > if< / span > (ub == < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l00725" > < / a > < span class = "lineno" > 725< / span >   LogConstraintStatusError(< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00726" > < / a > < span class = "lineno" > 726< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00727" > < / a > < span class = "lineno" > 727< / span >   }< / div >
< div class = "line" > < a name = "l00728" > < / a > < span class = "lineno" > 728< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00729" > < / a > < span class = "lineno" > 729< / span >   < span class = "keywordflow" > case< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323" > ConstraintStatus::FREE< / a > :< / div >
< div class = "line" > < a name = "l00730" > < / a > < span class = "lineno" > 730< / span >   < span class = "keywordflow" > if< / span > (dual_value != 0.0) {< / div >
< div class = "line" > < a name = "l00731" > < / a > < span class = "lineno" > 731< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Constraint " < / span > < < < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < < < span class = "stringliteral" > " is FREE, but its dual value is " < / span > < / div >
< div class = "line" > < a name = "l00732" > < / a > < span class = "lineno" > 732< / span >   < < dual_value < < < span class = "stringliteral" > " instead of 0." < / span > ;< / div >
< div class = "line" > < a name = "l00733" > < / a > < span class = "lineno" > 733< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00734" > < / a > < span class = "lineno" > 734< / span >   }< / div >
< div class = "line" > < a name = "l00735" > < / a > < span class = "lineno" > 735< / span >   < span class = "keywordflow" > if< / span > (lb != -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > || ub != < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l00736" > < / a > < span class = "lineno" > 736< / span >   LogConstraintStatusError(< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > , status, lb, ub);< / div >
< div class = "line" > < a name = "l00737" > < / a > < span class = "lineno" > 737< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00738" > < / a > < span class = "lineno" > 738< / span >   }< / div >
< div class = "line" > < a name = "l00739" > < / a > < span class = "lineno" > 739< / span >   < span class = "keywordflow" > break< / span > ;< / div >
< div class = "line" > < a name = "l00740" > < / a > < span class = "lineno" > 740< / span >   }< / div >
< div class = "line" > < a name = "l00741" > < / a > < span class = "lineno" > 741< / span >   }< / div >
< div class = "line" > < a name = "l00742" > < / a > < span class = "lineno" > 742< / span >   < / div >
< div class = "line" > < a name = "l00743" > < / a > < span class = "lineno" > 743< / span >   < span class = "comment" > // TODO(user): We could check in debug mode (because it will be costly) that< / span > < / div >
< div class = "line" > < a name = "l00744" > < / a > < span class = "lineno" > 744< / span >   < span class = "comment" > // the basis is actually factorizable.< / span > < / div >
< div class = "line" > < a name = "l00745" > < / a > < span class = "lineno" > 745< / span >   < span class = "keywordflow" > if< / span > (num_basic_variables != num_rows) {< / div >
< div class = "line" > < a name = "l00746" > < / a > < span class = "lineno" > 746< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Wrong number of basic variables: " < / span > < < num_basic_variables;< / div >
< div class = "line" > < a name = "l00747" > < / a > < span class = "lineno" > 747< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > false< / span > ;< / div >
< div class = "line" > < a name = "l00748" > < / a > < span class = "lineno" > 748< / span >   }< / div >
< div class = "line" > < a name = "l00749" > < / a > < span class = "lineno" > 749< / span >   < span class = "keywordflow" > return< / span > < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l00750" > < / a > < span class = "lineno" > 750< / span >   }< / div >
< div class = "line" > < a name = "l00751" > < / a > < span class = "lineno" > 751< / span >   < / div >
< div class = "line" > < a name = "l00752" > < / a > < span class = "lineno" > 752< / span >   < span class = "comment" > // This computes by how much the objective must be perturbed to enforce the< / span > < / div >
< div class = "line" > < a name = "l00753" > < / a > < span class = "lineno" > 753< / span >   < span class = "comment" > // following complementary slackness conditions:< / span > < / div >
< div class = "line" > < a name = "l00754" > < / a > < span class = "lineno" > 754< / span >   < span class = "comment" > // - Reduced cost is exactly zero for FREE and BASIC variables.< / span > < / div >
< div class = "line" > < a name = "l00755" > < / a > < span class = "lineno" > 755< / span >   < span class = "comment" > // - Reduced cost is of the correct sign for variables at their bounds.< / span > < / div >
< div class = "line" > < a name = "l00756" > < / a > < span class = "lineno" > 756< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > LPSolver::ComputeMaxCostPerturbationToEnforceOptimality(< / div >
< div class = "line" > < a name = "l00757" > < / a > < span class = "lineno" > 757< / span >   < span class = "keyword" > const< / span > LinearProgram& lp, < span class = "keywordtype" > bool< / span > * is_too_large) {< / div >
< div class = "line" > < a name = "l00758" > < / a > < span class = "lineno" > 758< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_cost_correction = 0.0;< / div >
< div class = "line" > < a name = "l00759" > < / a > < span class = "lineno" > 759< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00760" > < / a > < span class = "lineno" > 760< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;< / div >
< div class = "line" > < a name = "l00761" > < / a > < span class = "lineno" > 761< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l00762" > < / a > < span class = "lineno" > 762< / 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 >
< div class = "line" > < a name = "l00763" > < / a > < span class = "lineno" > 763< / span >   < span class = "comment" > // We correct the reduced cost, so we have a minimization problem and< / span > < / div >
< div class = "line" > < a name = "l00764" > < / a > < span class = "lineno" > 764< / span >   < span class = "comment" > // thus the dual objective value will be a lower bound of the primal< / span > < / div >
< div class = "line" > < a name = "l00765" > < / a > < span class = "lineno" > 765< / span >   < span class = "comment" > // objective.< / span > < / div >
< div class = "line" > < a name = "l00766" > < / a > < span class = "lineno" > 766< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > reduced_cost = optimization_sign * reduced_costs_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00767" > < / a > < span class = "lineno" > 767< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358" > VariableStatus< / a > status = variable_statuses_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00768" > < / a > < span class = "lineno" > 768< / span >   < span class = "keywordflow" > if< / span > (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > VariableStatus::BASIC< / a > || status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323" > VariableStatus::FREE< / a > ||< / div >
< div class = "line" > < a name = "l00769" > < / a > < span class = "lineno" > 769< / span >   (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1" > VariableStatus::AT_UPPER_BOUND< / a > & & reduced_cost > 0.0) ||< / div >
< div class = "line" > < a name = "l00770" > < / a > < span class = "lineno" > 770< / span >   (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce" > VariableStatus::AT_LOWER_BOUND< / a > & & reduced_cost < 0.0)) {< / div >
< div class = "line" > < a name = "l00771" > < / a > < span class = "lineno" > 771< / span >   max_cost_correction =< / div >
< div class = "line" > < a name = "l00772" > < / a > < span class = "lineno" > 772< / span >   < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_cost_correction, std::abs(reduced_cost));< / div >
< div class = "line" > < a name = "l00773" > < / a > < span class = "lineno" > 773< / span >   *is_too_large |=< / div >
< div class = "line" > < a name = "l00774" > < / a > < span class = "lineno" > 774< / span >   std::abs(reduced_cost) > < / div >
< div class = "line" > < a name = "l00775" > < / a > < span class = "lineno" > 775< / span >   AllowedError(tolerance, lp.objective_coefficients()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00776" > < / a > < span class = "lineno" > 776< / span >   }< / div >
< div class = "line" > < a name = "l00777" > < / a > < span class = "lineno" > 777< / span >   }< / div >
< div class = "line" > < a name = "l00778" > < / a > < span class = "lineno" > 778< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00779" > < / a > < span class = "lineno" > 779< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Max. cost perturbation = " < / span > < < max_cost_correction;< / div >
< div class = "line" > < a name = "l00780" > < / a > < span class = "lineno" > 780< / span >   < span class = "keywordflow" > return< / span > max_cost_correction;< / div >
< div class = "line" > < a name = "l00781" > < / a > < span class = "lineno" > 781< / span >   }< / div >
< div class = "line" > < a name = "l00782" > < / a > < span class = "lineno" > 782< / span >   < / div >
< div class = "line" > < a name = "l00783" > < / a > < span class = "lineno" > 783< / span >   < span class = "comment" > // This computes by how much the rhs must be perturbed to enforce the fact that< / span > < / div >
< div class = "line" > < a name = "l00784" > < / a > < span class = "lineno" > 784< / span >   < span class = "comment" > // the constraint activities exactly reflect their status.< / span > < / div >
< div class = "line" > < a name = "l00785" > < / a > < span class = "lineno" > 785< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > LPSolver::ComputeMaxRhsPerturbationToEnforceOptimality(< / div >
< div class = "line" > < a name = "l00786" > < / a > < span class = "lineno" > 786< / span >   < span class = "keyword" > const< / span > LinearProgram& lp, < span class = "keywordtype" > bool< / span > * is_too_large) {< / div >
< div class = "line" > < a name = "l00787" > < / a > < span class = "lineno" > 787< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > max_rhs_correction = 0.0;< / div >
< div class = "line" > < a name = "l00788" > < / a > < span class = "lineno" > 788< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00789" > < / a > < span class = "lineno" > 789< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l00790" > < / a > < span class = "lineno" > 790< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00791" > < / a > < span class = "lineno" > 791< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.constraint_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00792" > < / a > < span class = "lineno" > 792< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.constraint_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00793" > < / a > < span class = "lineno" > 793< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > activity = constraint_activities_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00794" > < / a > < span class = "lineno" > 794< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc" > ConstraintStatus< / a > status = constraint_statuses_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00795" > < / a > < span class = "lineno" > 795< / span >   < / div >
< div class = "line" > < a name = "l00796" > < / a > < span class = "lineno" > 796< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > rhs_error = 0.0;< / div >
< div class = "line" > < a name = "l00797" > < / a > < span class = "lineno" > 797< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > allowed_error = 0.0;< / div >
< div class = "line" > < a name = "l00798" > < / a > < span class = "lineno" > 798< / span >   < span class = "keywordflow" > if< / span > (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce" > ConstraintStatus::AT_LOWER_BOUND< / a > || activity < < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00799" > < / a > < span class = "lineno" > 799< / span >   rhs_error = std::abs(activity - < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > );< / div >
< div class = "line" > < a name = "l00800" > < / a > < span class = "lineno" > 800< / span >   allowed_error = AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > );< / div >
< div class = "line" > < a name = "l00801" > < / a > < span class = "lineno" > 801< / span >   } < span class = "keywordflow" > else< / span > < span class = "keywordflow" > if< / span > (status == < a class = "code" href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1" > ConstraintStatus::AT_UPPER_BOUND< / a > ||< / div >
< div class = "line" > < a name = "l00802" > < / a > < span class = "lineno" > 802< / span >   activity > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00803" > < / a > < span class = "lineno" > 803< / span >   rhs_error = std::abs(activity - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00804" > < / a > < span class = "lineno" > 804< / span >   allowed_error = AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00805" > < / a > < span class = "lineno" > 805< / span >   }< / div >
< div class = "line" > < a name = "l00806" > < / a > < span class = "lineno" > 806< / span >   max_rhs_correction = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (max_rhs_correction, rhs_error);< / div >
< div class = "line" > < a name = "l00807" > < / a > < span class = "lineno" > 807< / span >   *is_too_large |= rhs_error > allowed_error;< / div >
< div class = "line" > < a name = "l00808" > < / a > < span class = "lineno" > 808< / span >   }< / div >
< div class = "line" > < a name = "l00809" > < / a > < span class = "lineno" > 809< / span >   < span class = "keyword" > const< / span > < span class = "keywordtype" > bool< / span > log_info = parameters_.log_search_progress() || < a class = "code" href = "vlog__is__on_8h.html#a956152cad330225654d128f35c00efce" > VLOG_IS_ON< / a > (1);< / div >
< div class = "line" > < a name = "l00810" > < / a > < span class = "lineno" > 810< / span >   < span class = "keywordflow" > if< / span > (log_info) < a class = "code" href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > (< a class = "code" href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > ) < < < span class = "stringliteral" > " Max. rhs perturbation = " < / span > < < max_rhs_correction;< / div >
< div class = "line" > < a name = "l00811" > < / a > < span class = "lineno" > 811< / span >   < span class = "keywordflow" > return< / span > max_rhs_correction;< / div >
< div class = "line" > < a name = "l00812" > < / a > < span class = "lineno" > 812< / span >   }< / div >
< div class = "line" > < a name = "l00813" > < / a > < span class = "lineno" > 813< / span >   < / div >
< div class = "line" > < a name = "l00814" > < / a > < span class = "lineno" > 814< / span >   < span class = "keywordtype" > void< / span > LPSolver::ComputeConstraintActivities(< span class = "keyword" > const< / span > LinearProgram& lp) {< / div >
< div class = "line" > < a name = "l00815" > < / a > < span class = "lineno" > 815< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00816" > < / a > < span class = "lineno" > 816< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00817" > < / a > < span class = "lineno" > 817< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_cols, primal_values_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a name = "l00818" > < / a > < span class = "lineno" > 818< / span >   constraint_activities_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c" > assign< / a > (num_rows, 0.0);< / div >
< div class = "line" > < a name = "l00819" > < / a > < span class = "lineno" > 819< / 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 >
< div class = "line" > < a name = "l00820" > < / a > < span class = "lineno" > 820< / span >   lp.GetSparseColumn(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ).AddMultipleToDenseVector(primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ],< / div >
< div class = "line" > < a name = "l00821" > < / a > < span class = "lineno" > 821< / span >   & constraint_activities_);< / div >
< div class = "line" > < a name = "l00822" > < / a > < span class = "lineno" > 822< / span >   }< / div >
< div class = "line" > < a name = "l00823" > < / a > < span class = "lineno" > 823< / span >   }< / div >
< div class = "line" > < a name = "l00824" > < / a > < span class = "lineno" > 824< / span >   < / div >
< div class = "line" > < a name = "l00825" > < / a > < span class = "lineno" > 825< / span >   < span class = "keywordtype" > void< / span > LPSolver::ComputeReducedCosts(< span class = "keyword" > const< / span > LinearProgram& lp) {< / div >
< div class = "line" > < a name = "l00826" > < / a > < span class = "lineno" > 826< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00827" > < / a > < span class = "lineno" > 827< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00828" > < / a > < span class = "lineno" > 828< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_rows, dual_values_.size());< / div >
< div class = "line" > < a name = "l00829" > < / a > < span class = "lineno" > 829< / span >   reduced_costs_.resize(num_cols, 0.0);< / div >
< div class = "line" > < a name = "l00830" > < / a > < span class = "lineno" > 830< / 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 >
< div class = "line" > < a name = "l00831" > < / a > < span class = "lineno" > 831< / span >   reduced_costs_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] = lp.objective_coefficients()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] -< / div >
< div class = "line" > < a name = "l00832" > < / a > < span class = "lineno" > 832< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be" > ScalarProduct< / a > (dual_values_, lp.GetSparseColumn(< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ));< / div >
< div class = "line" > < a name = "l00833" > < / a > < span class = "lineno" > 833< / span >   }< / div >
< div class = "line" > < a name = "l00834" > < / a > < span class = "lineno" > 834< / span >   }< / div >
< div class = "line" > < a name = "l00835" > < / a > < span class = "lineno" > 835< / span >   < / div >
< div class = "line" > < a name = "l00836" > < / a > < span class = "lineno" > 836< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputeObjective(< span class = "keyword" > const< / span > LinearProgram& lp) {< / div >
< div class = "line" > < a name = "l00837" > < / a > < span class = "lineno" > 837< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00838" > < / a > < span class = "lineno" > 838< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_cols, primal_values_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a name = "l00839" > < / a > < span class = "lineno" > 839< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a394b55c9b64ac7ce7c9e8772ef9f7c73" > KahanSum< / a > sum;< / div >
< div class = "line" > < a name = "l00840" > < / a > < span class = "lineno" > 840< / 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 >
< div class = "line" > < a name = "l00841" > < / a > < span class = "lineno" > 841< / span >   sum.< a class = "code" href = "classoperations__research_1_1_accurate_sum.html#acc8fad1f98b885fa7d0504f4dfc71f08" > Add< / a > (lp.objective_coefficients()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] * primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00842" > < / a > < span class = "lineno" > 842< / span >   }< / div >
< div class = "line" > < a name = "l00843" > < / a > < span class = "lineno" > 843< / span >   < span class = "keywordflow" > return< / span > sum.Value();< / div >
< div class = "line" > < a name = "l00844" > < / a > < span class = "lineno" > 844< / span >   }< / div >
< div class = "line" > < a name = "l00845" > < / a > < span class = "lineno" > 845< / span >   < / div >
< div class = "line" > < a name = "l00846" > < / a > < span class = "lineno" > 846< / span >   < span class = "comment" > // By the duality theorem, the dual " objective" is a bound on the primal< / span > < / div >
< div class = "line" > < a name = "l00847" > < / a > < span class = "lineno" > 847< / span >   < span class = "comment" > // objective obtained by taking the linear combinaison of the constraints< / span > < / div >
< div class = "line" > < a name = "l00848" > < / a > < span class = "lineno" > 848< / span >   < span class = "comment" > // given by dual_values_.< / span > < / div >
< div class = "line" > < a name = "l00849" > < / a > < span class = "lineno" > 849< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00850" > < / a > < span class = "lineno" > 850< / span >   < span class = "comment" > // As it is written now, this has no real precise meaning since we ignore< / span > < / div >
< div class = "line" > < a name = "l00851" > < / a > < span class = "lineno" > 851< / span >   < span class = "comment" > // infeasible reduced costs. This is almost the same as computing the objective< / span > < / div >
< div class = "line" > < a name = "l00852" > < / a > < span class = "lineno" > 852< / span >   < span class = "comment" > // to the perturbed problem, but then we don' t use the pertubed rhs. It is just< / span > < / div >
< div class = "line" > < a name = "l00853" > < / a > < span class = "lineno" > 853< / span >   < span class = "comment" > // here as an extra " consistency" check.< / span > < / div >
< div class = "line" > < a name = "l00854" > < / a > < span class = "lineno" > 854< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00855" > < / a > < span class = "lineno" > 855< / span >   < span class = "comment" > // Note(user): We could actually compute an EXACT lower bound for the cost of< / span > < / div >
< div class = "line" > < a name = "l00856" > < / a > < span class = "lineno" > 856< / span >   < span class = "comment" > // the non-cost perturbed problem. The idea comes from " Safe bounds in linear< / span > < / div >
< div class = "line" > < a name = "l00857" > < / a > < span class = "lineno" > 857< / span >   < span class = "comment" > // and mixed-integer linear programming" , Arnold Neumaier , Oleg Shcherbina,< / span > < / div >
< div class = "line" > < a name = "l00858" > < / a > < span class = "lineno" > 858< / span >   < span class = "comment" > // Math Prog, 2003. Note that this requires having some variable bounds that may< / span > < / div >
< div class = "line" > < a name = "l00859" > < / a > < span class = "lineno" > 859< / span >   < span class = "comment" > // not be in the original problem so that the current dual solution is always< / span > < / div >
< div class = "line" > < a name = "l00860" > < / a > < span class = "lineno" > 860< / span >   < span class = "comment" > // feasible. It also involves changing the rounding mode to obtain exact< / span > < / div >
< div class = "line" > < a name = "l00861" > < / a > < span class = "lineno" > 861< / span >   < span class = "comment" > // confidence intervals on the reduced costs.< / span > < / div >
< div class = "line" > < a name = "l00862" > < / a > < span class = "lineno" > 862< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputeDualObjective(< span class = "keyword" > const< / span > LinearProgram& lp) {< / div >
< div class = "line" > < a name = "l00863" > < / a > < span class = "lineno" > 863< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a394b55c9b64ac7ce7c9e8772ef9f7c73" > KahanSum< / a > dual_objective;< / div >
< div class = "line" > < a name = "l00864" > < / a > < span class = "lineno" > 864< / span >   < / div >
< div class = "line" > < a name = "l00865" > < / a > < span class = "lineno" > 865< / span >   < span class = "comment" > // Compute the part coming from the row constraints.< / span > < / div >
< div class = "line" > < a name = "l00866" > < / a > < span class = "lineno" > 866< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00867" > < / a > < span class = "lineno" > 867< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;< / div >
< div class = "line" > < a name = "l00868" > < / a > < span class = "lineno" > 868< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00869" > < / a > < span class = "lineno" > 869< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.constraint_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00870" > < / a > < span class = "lineno" > 870< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.constraint_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00871" > < / a > < span class = "lineno" > 871< / span >   < / div >
< div class = "line" > < a name = "l00872" > < / a > < span class = "lineno" > 872< / span >   < span class = "comment" > // We correct the optimization_sign so we have to compute a lower bound.< / span > < / div >
< div class = "line" > < a name = "l00873" > < / a > < span class = "lineno" > 873< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > corrected_value = optimization_sign * dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00874" > < / a > < span class = "lineno" > 874< / span >   < span class = "keywordflow" > if< / span > (corrected_value > 0.0 & & < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > != -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l00875" > < / a > < span class = "lineno" > 875< / span >   dual_objective.Add(dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] * < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > );< / div >
< div class = "line" > < a name = "l00876" > < / a > < span class = "lineno" > 876< / span >   }< / div >
< div class = "line" > < a name = "l00877" > < / a > < span class = "lineno" > 877< / span >   < span class = "keywordflow" > if< / span > (corrected_value < 0.0 & & < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > != < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l00878" > < / a > < span class = "lineno" > 878< / span >   dual_objective.Add(dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ] * < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00879" > < / a > < span class = "lineno" > 879< / span >   }< / div >
< div class = "line" > < a name = "l00880" > < / a > < span class = "lineno" > 880< / span >   }< / div >
< div class = "line" > < a name = "l00881" > < / a > < span class = "lineno" > 881< / span >   < / div >
< div class = "line" > < a name = "l00882" > < / a > < span class = "lineno" > 882< / span >   < span class = "comment" > // For a given column associated to a variable x, we want to find a lower< / span > < / div >
< div class = "line" > < a name = "l00883" > < / a > < span class = "lineno" > 883< / span >   < span class = "comment" > // bound for c.x (where c is the objective coefficient for this column). If we< / span > < / div >
< div class = "line" > < a name = "l00884" > < / a > < span class = "lineno" > 884< / span >   < span class = "comment" > // write a.x the linear combination of the constraints at this column we have:< / span > < / div >
< div class = "line" > < a name = "l00885" > < / a > < span class = "lineno" > 885< / span >   < span class = "comment" > // (c + a - c) * x = a * x, and so< / span > < / div >
< div class = "line" > < a name = "l00886" > < / a > < span class = "lineno" > 886< / span >   < span class = "comment" > // c * x = a * x + (c - a) * x< / span > < / div >
< div class = "line" > < a name = "l00887" > < / a > < span class = "lineno" > 887< / span >   < span class = "comment" > // Now, if we suppose for example that the reduced cost ' c - a' is positive< / span > < / div >
< div class = "line" > < a name = "l00888" > < / a > < span class = "lineno" > 888< / span >   < span class = "comment" > // and that x is lower-bounded by ' lb' then the best bound we can get is< / span > < / div >
< div class = "line" > < a name = "l00889" > < / a > < span class = "lineno" > 889< / span >   < span class = "comment" > // c * x > = a * x + (c - a) * lb.< / span > < / div >
< div class = "line" > < a name = "l00890" > < / a > < span class = "lineno" > 890< / span >   < span class = "comment" > //< / span > < / div >
< div class = "line" > < a name = "l00891" > < / a > < span class = "lineno" > 891< / span >   < span class = "comment" > // Note: when summing over all variables, the left side is the primal< / span > < / div >
< div class = "line" > < a name = "l00892" > < / a > < span class = "lineno" > 892< / span >   < span class = "comment" > // objective and the right side is a lower bound to the objective. In< / span > < / div >
< div class = "line" > < a name = "l00893" > < / a > < span class = "lineno" > 893< / span >   < span class = "comment" > // particular, a necessary and sufficient condition for both objectives to be< / span > < / div >
< div class = "line" > < a name = "l00894" > < / a > < span class = "lineno" > 894< / span >   < span class = "comment" > // the same is that all the single variable inequalities above be equalities.< / span > < / div >
< div class = "line" > < a name = "l00895" > < / a > < span class = "lineno" > 895< / span >   < span class = "comment" > // This is possible only if c == a or if x is at its bound (modulo the< / span > < / div >
< div class = "line" > < a name = "l00896" > < / a > < span class = "lineno" > 896< / span >   < span class = "comment" > // optimization_sign of the reduced cost), or both (this is one side of the< / span > < / div >
< div class = "line" > < a name = "l00897" > < / a > < span class = "lineno" > 897< / span >   < span class = "comment" > // complementary slackness conditions, see Chvatal p. 62).< / span > < / div >
< div class = "line" > < a name = "l00898" > < / a > < span class = "lineno" > 898< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00899" > < / a > < span class = "lineno" > 899< / 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 >
< div class = "line" > < a name = "l00900" > < / a > < span class = "lineno" > 900< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.variable_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00901" > < / a > < span class = "lineno" > 901< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.variable_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00902" > < / a > < span class = "lineno" > 902< / span >   < / div >
< div class = "line" > < a name = "l00903" > < / a > < span class = "lineno" > 903< / span >   < span class = "comment" > // Correct the reduced cost, so as to have a minimization problem and< / span > < / div >
< div class = "line" > < a name = "l00904" > < / a > < span class = "lineno" > 904< / span >   < span class = "comment" > // thus a dual objective that is a lower bound of the primal objective.< / span > < / div >
< div class = "line" > < a name = "l00905" > < / a > < span class = "lineno" > 905< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > reduced_cost = optimization_sign * reduced_costs_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00906" > < / a > < span class = "lineno" > 906< / span >   < / div >
< div class = "line" > < a name = "l00907" > < / a > < span class = "lineno" > 907< / span >   < span class = "comment" > // We do not do any correction if the reduced cost is ' infeasible' , which is< / span > < / div >
< div class = "line" > < a name = "l00908" > < / a > < span class = "lineno" > 908< / span >   < span class = "comment" > // the same as computing the objective of the perturbed problem.< / span > < / div >
< div class = "line" > < a name = "l00909" > < / a > < span class = "lineno" > 909< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > correction = 0.0;< / div >
< div class = "line" > < a name = "l00910" > < / a > < span class = "lineno" > 910< / span >   < span class = "keywordflow" > if< / span > (variable_statuses_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce" > VariableStatus::AT_LOWER_BOUND< / a > & & < / div >
< div class = "line" > < a name = "l00911" > < / a > < span class = "lineno" > 911< / span >   reduced_cost > 0.0) {< / div >
< div class = "line" > < a name = "l00912" > < / a > < span class = "lineno" > 912< / span >   correction = reduced_cost * < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > ;< / div >
< div class = "line" > < a name = "l00913" > < / a > < span class = "lineno" > 913< / span >   } < span class = "keywordflow" > else< / span > < span class = "keywordflow" > if< / span > (variable_statuses_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1" > VariableStatus::AT_UPPER_BOUND< / a > & & < / div >
< div class = "line" > < a name = "l00914" > < / a > < span class = "lineno" > 914< / span >   reduced_cost < 0.0) {< / div >
< div class = "line" > < a name = "l00915" > < / a > < span class = "lineno" > 915< / span >   correction = reduced_cost * < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ;< / div >
< div class = "line" > < a name = "l00916" > < / a > < span class = "lineno" > 916< / span >   } < span class = "keywordflow" > else< / span > < span class = "keywordflow" > if< / span > (variable_statuses_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] == < a class = "code" href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501" > VariableStatus::FIXED_VALUE< / a > ) {< / div >
< div class = "line" > < a name = "l00917" > < / a > < span class = "lineno" > 917< / span >   correction = reduced_cost * < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ;< / div >
< div class = "line" > < a name = "l00918" > < / a > < span class = "lineno" > 918< / span >   }< / div >
< div class = "line" > < a name = "l00919" > < / a > < span class = "lineno" > 919< / span >   < span class = "comment" > // Now apply the correction in the right direction!< / span > < / div >
< div class = "line" > < a name = "l00920" > < / a > < span class = "lineno" > 920< / span >   dual_objective.Add(optimization_sign * correction);< / div >
< div class = "line" > < a name = "l00921" > < / a > < span class = "lineno" > 921< / span >   }< / div >
< div class = "line" > < a name = "l00922" > < / a > < span class = "lineno" > 922< / span >   < span class = "keywordflow" > return< / span > dual_objective.Value();< / div >
< div class = "line" > < a name = "l00923" > < / a > < span class = "lineno" > 923< / span >   }< / div >
< div class = "line" > < a name = "l00924" > < / a > < span class = "lineno" > 924< / span >   < / div >
< div class = "line" > < a name = "l00925" > < / a > < span class = "lineno" > 925< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputeMaxExpectedObjectiveError(< span class = "keyword" > const< / span > LinearProgram& lp) {< / div >
< div class = "line" > < a name = "l00926" > < / a > < span class = "lineno" > 926< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00927" > < / a > < span class = "lineno" > 927< / span >   < a class = "code" href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > (num_cols, primal_values_.< a class = "code" href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > size< / a > ());< / div >
< div class = "line" > < a name = "l00928" > < / a > < span class = "lineno" > 928< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l00929" > < / a > < span class = "lineno" > 929< / span >   < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > primal_objective_error = 0.0;< / div >
< div class = "line" > < a name = "l00930" > < / a > < span class = "lineno" > 930< / 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 >
< div class = "line" > < a name = "l00931" > < / a > < span class = "lineno" > 931< / span >   < span class = "comment" > // TODO(user): Be more precise since the non-BASIC variables are exactly at< / span > < / div >
< div class = "line" > < a name = "l00932" > < / a > < span class = "lineno" > 932< / span >   < span class = "comment" > // their bounds, so for them the error bound is just the term magnitude< / span > < / div >
< div class = "line" > < a name = "l00933" > < / a > < span class = "lineno" > 933< / span >   < span class = "comment" > // times std::numeric_limits< double> ::epsilon() with KahanSum.< / span > < / div >
< div class = "line" > < a name = "l00934" > < / a > < span class = "lineno" > 934< / span >   primal_objective_error += std::abs(lp.objective_coefficients()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]) *< / div >
< div class = "line" > < a name = "l00935" > < / a > < span class = "lineno" > 935< / span >   AllowedError(tolerance, primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l00936" > < / a > < span class = "lineno" > 936< / span >   }< / div >
< div class = "line" > < a name = "l00937" > < / a > < span class = "lineno" > 937< / span >   < span class = "keywordflow" > return< / span > primal_objective_error;< / div >
< div class = "line" > < a name = "l00938" > < / a > < span class = "lineno" > 938< / span >   }< / div >
< div class = "line" > < a name = "l00939" > < / a > < span class = "lineno" > 939< / span >   < / div >
< div class = "line" > < a name = "l00940" > < / a > < span class = "lineno" > 940< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputePrimalValueInfeasibility(< span class = "keyword" > const< / span > LinearProgram& lp,< / div >
< div class = "line" > < a name = "l00941" > < / a > < span class = "lineno" > 941< / span >   < span class = "keywordtype" > bool< / span > * is_too_large) {< / div >
< div class = "line" > < a name = "l00942" > < / a > < span class = "lineno" > 942< / span >   < span class = "keywordtype" > double< / span > infeasibility = 0.0;< / div >
< div class = "line" > < a name = "l00943" > < / a > < span class = "lineno" > 943< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l00944" > < / a > < span class = "lineno" > 944< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l00945" > < / a > < span class = "lineno" > 945< / 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 >
< div class = "line" > < a name = "l00946" > < / a > < span class = "lineno" > 946< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.variable_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00947" > < / a > < span class = "lineno" > 947< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.variable_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00948" > < / a > < span class = "lineno" > 948< / span >   < a class = "code" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6" > IsFinite< / a > (primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]));< / div >
< div class = "line" > < a name = "l00949" > < / a > < span class = "lineno" > 949< / span >   < / div >
< div class = "line" > < a name = "l00950" > < / a > < span class = "lineno" > 950< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > == < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00951" > < / a > < span class = "lineno" > 951< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > error = std::abs(primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00952" > < / a > < span class = "lineno" > 952< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, error);< / div >
< div class = "line" > < a name = "l00953" > < / a > < span class = "lineno" > 953< / span >   *is_too_large |= error > AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00954" > < / a > < span class = "lineno" > 954< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00955" > < / a > < span class = "lineno" > 955< / span >   }< / div >
< div class = "line" > < a name = "l00956" > < / a > < span class = "lineno" > 956< / span >   < span class = "keywordflow" > if< / span > (primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00957" > < / a > < span class = "lineno" > 957< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > error = primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ;< / div >
< div class = "line" > < a name = "l00958" > < / a > < span class = "lineno" > 958< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, error);< / div >
< div class = "line" > < a name = "l00959" > < / a > < span class = "lineno" > 959< / span >   *is_too_large |= error > AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > );< / div >
< div class = "line" > < a name = "l00960" > < / a > < span class = "lineno" > 960< / span >   }< / div >
< div class = "line" > < a name = "l00961" > < / a > < span class = "lineno" > 961< / span >   < span class = "keywordflow" > if< / span > (primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ] < < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00962" > < / a > < span class = "lineno" > 962< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > error = < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > - primal_values_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l00963" > < / a > < span class = "lineno" > 963< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, error);< / div >
< div class = "line" > < a name = "l00964" > < / a > < span class = "lineno" > 964< / span >   *is_too_large |= error > AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > );< / div >
< div class = "line" > < a name = "l00965" > < / a > < span class = "lineno" > 965< / span >   }< / div >
< div class = "line" > < a name = "l00966" > < / a > < span class = "lineno" > 966< / span >   }< / div >
< div class = "line" > < a name = "l00967" > < / a > < span class = "lineno" > 967< / span >   < span class = "keywordflow" > return< / span > infeasibility;< / div >
< div class = "line" > < a name = "l00968" > < / a > < span class = "lineno" > 968< / span >   }< / div >
< div class = "line" > < a name = "l00969" > < / a > < span class = "lineno" > 969< / span >   < / div >
< div class = "line" > < a name = "l00970" > < / a > < span class = "lineno" > 970< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputeActivityInfeasibility(< span class = "keyword" > const< / span > LinearProgram& lp,< / div >
< div class = "line" > < a name = "l00971" > < / a > < span class = "lineno" > 971< / span >   < span class = "keywordtype" > bool< / span > * is_too_large) {< / div >
< div class = "line" > < a name = "l00972" > < / a > < span class = "lineno" > 972< / span >   < span class = "keywordtype" > double< / span > infeasibility = 0.0;< / div >
< div class = "line" > < a name = "l00973" > < / a > < span class = "lineno" > 973< / span >   < span class = "keywordtype" > int< / span > num_problematic_rows(0);< / div >
< div class = "line" > < a name = "l00974" > < / a > < span class = "lineno" > 974< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l00975" > < / a > < span class = "lineno" > 975< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l00976" > < / a > < span class = "lineno" > 976< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l00977" > < / a > < span class = "lineno" > 977< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > activity = constraint_activities_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00978" > < / a > < span class = "lineno" > 978< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.constraint_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00979" > < / a > < span class = "lineno" > 979< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.constraint_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l00980" > < / a > < span class = "lineno" > 980< / span >   < a class = "code" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6" > IsFinite< / a > (activity));< / div >
< div class = "line" > < a name = "l00981" > < / a > < span class = "lineno" > 981< / span >   < / div >
< div class = "line" > < a name = "l00982" > < / a > < span class = "lineno" > 982< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > == < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00983" > < / a > < span class = "lineno" > 983< / span >   < span class = "keywordflow" > if< / span > (std::abs(activity - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ) > < / div >
< div class = "line" > < a name = "l00984" > < / a > < span class = "lineno" > 984< / span >   AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > )) {< / div >
< div class = "line" > < a name = "l00985" > < / a > < span class = "lineno" > 985< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (2) < < < span class = "stringliteral" > " Row " < / span > < < < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > .value() < < < span class = "stringliteral" > " has activity " < / span > < < activity< / div >
< div class = "line" > < a name = "l00986" > < / a > < span class = "lineno" > 986< / span >   < < < span class = "stringliteral" > " which is different from " < / span > < < < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > < < < span class = "stringliteral" > " by " < / span > < / div >
< div class = "line" > < a name = "l00987" > < / a > < span class = "lineno" > 987< / span >   < < activity - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ;< / div >
< div class = "line" > < a name = "l00988" > < / a > < span class = "lineno" > 988< / span >   ++num_problematic_rows;< / div >
< div class = "line" > < a name = "l00989" > < / a > < span class = "lineno" > 989< / span >   }< / div >
< div class = "line" > < a name = "l00990" > < / a > < span class = "lineno" > 990< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, std::abs(activity - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ));< / div >
< div class = "line" > < a name = "l00991" > < / a > < span class = "lineno" > 991< / span >   < span class = "keywordflow" > continue< / span > ;< / div >
< div class = "line" > < a name = "l00992" > < / a > < span class = "lineno" > 992< / span >   }< / div >
< div class = "line" > < a name = "l00993" > < / a > < span class = "lineno" > 993< / span >   < span class = "keywordflow" > if< / span > (activity > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ) {< / div >
< div class = "line" > < a name = "l00994" > < / a > < span class = "lineno" > 994< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > row_excess = activity - < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > ;< / div >
< div class = "line" > < a name = "l00995" > < / a > < span class = "lineno" > 995< / span >   < span class = "keywordflow" > if< / span > (row_excess > AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > )) {< / div >
< div class = "line" > < a name = "l00996" > < / a > < span class = "lineno" > 996< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (2) < < < span class = "stringliteral" > " Row " < / span > < < < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > .value() < < < span class = "stringliteral" > " has activity " < / span > < < activity< / div >
< div class = "line" > < a name = "l00997" > < / a > < span class = "lineno" > 997< / span >   < < < span class = "stringliteral" > " , exceeding its upper bound " < / span > < < < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > < < < span class = "stringliteral" > " by " < / span > < / div >
< div class = "line" > < a name = "l00998" > < / a > < span class = "lineno" > 998< / span >   < < row_excess;< / div >
< div class = "line" > < a name = "l00999" > < / a > < span class = "lineno" > 999< / span >   ++num_problematic_rows;< / div >
< div class = "line" > < a name = "l01000" > < / a > < span class = "lineno" > 1000< / span >   }< / div >
< div class = "line" > < a name = "l01001" > < / a > < span class = "lineno" > 1001< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, row_excess);< / div >
< div class = "line" > < a name = "l01002" > < / a > < span class = "lineno" > 1002< / span >   }< / div >
< div class = "line" > < a name = "l01003" > < / a > < span class = "lineno" > 1003< / span >   < span class = "keywordflow" > if< / span > (activity < < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > ) {< / div >
< div class = "line" > < a name = "l01004" > < / a > < span class = "lineno" > 1004< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > row_deficit = < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > - activity;< / div >
< div class = "line" > < a name = "l01005" > < / a > < span class = "lineno" > 1005< / span >   < span class = "keywordflow" > if< / span > (row_deficit > AllowedError(tolerance, < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > )) {< / div >
< div class = "line" > < a name = "l01006" > < / a > < span class = "lineno" > 1006< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (2) < < < span class = "stringliteral" > " Row " < / span > < < < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > .value() < < < span class = "stringliteral" > " has activity " < / span > < < activity< / div >
< div class = "line" > < a name = "l01007" > < / a > < span class = "lineno" > 1007< / span >   < < < span class = "stringliteral" > " , below its lower bound " < / span > < < < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > < < < span class = "stringliteral" > " by " < / span > < / div >
< div class = "line" > < a name = "l01008" > < / a > < span class = "lineno" > 1008< / span >   < < row_deficit;< / div >
< div class = "line" > < a name = "l01009" > < / a > < span class = "lineno" > 1009< / span >   ++num_problematic_rows;< / div >
< div class = "line" > < a name = "l01010" > < / a > < span class = "lineno" > 1010< / span >   }< / div >
< div class = "line" > < a name = "l01011" > < / a > < span class = "lineno" > 1011< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, row_deficit);< / div >
< div class = "line" > < a name = "l01012" > < / a > < span class = "lineno" > 1012< / span >   }< / div >
< div class = "line" > < a name = "l01013" > < / a > < span class = "lineno" > 1013< / span >   }< / div >
< div class = "line" > < a name = "l01014" > < / a > < span class = "lineno" > 1014< / span >   < span class = "keywordflow" > if< / span > (num_problematic_rows > 0) {< / div >
< div class = "line" > < a name = "l01015" > < / a > < span class = "lineno" > 1015< / span >   *is_too_large = < span class = "keyword" > true< / span > ;< / div >
< div class = "line" > < a name = "l01016" > < / a > < span class = "lineno" > 1016< / span >   < a class = "code" href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > (1) < < < span class = "stringliteral" > " Number of infeasible rows = " < / span > < < num_problematic_rows;< / div >
< div class = "line" > < a name = "l01017" > < / a > < span class = "lineno" > 1017< / span >   }< / div >
< div class = "line" > < a name = "l01018" > < / a > < span class = "lineno" > 1018< / span >   < span class = "keywordflow" > return< / span > infeasibility;< / div >
< div class = "line" > < a name = "l01019" > < / a > < span class = "lineno" > 1019< / span >   }< / div >
< div class = "line" > < a name = "l01020" > < / a > < span class = "lineno" > 1020< / span >   < / div >
< div class = "line" > < a name = "l01021" > < / a > < span class = "lineno" > 1021< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputeDualValueInfeasibility(< span class = "keyword" > const< / span > LinearProgram& lp,< / div >
< div class = "line" > < a name = "l01022" > < / a > < span class = "lineno" > 1022< / span >   < span class = "keywordtype" > bool< / span > * is_too_large) {< / div >
< div class = "line" > < a name = "l01023" > < / a > < span class = "lineno" > 1023< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > allowed_error = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l01024" > < / a > < span class = "lineno" > 1024< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;< / div >
< div class = "line" > < a name = "l01025" > < / a > < span class = "lineno" > 1025< / span >   < span class = "keywordtype" > double< / span > infeasibility = 0.0;< / div >
< div class = "line" > < a name = "l01026" > < / a > < span class = "lineno" > 1026< / span >   < span class = "keyword" > const< / span > RowIndex num_rows = lp.num_constraints();< / div >
< div class = "line" > < a name = "l01027" > < / a > < span class = "lineno" > 1027< / span >   < span class = "keywordflow" > for< / span > (RowIndex < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > (0); < a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < num_rows; ++< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ) {< / div >
< div class = "line" > < a name = "l01028" > < / a > < span class = "lineno" > 1028< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > dual_value = dual_values_[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l01029" > < / a > < span class = "lineno" > 1029< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.constraint_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l01030" > < / a > < span class = "lineno" > 1030< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.constraint_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > ];< / div >
< div class = "line" > < a name = "l01031" > < / a > < span class = "lineno" > 1031< / span >   < a class = "code" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6" > IsFinite< / a > (dual_value));< / div >
< div class = "line" > < a name = "l01032" > < / a > < span class = "lineno" > 1032< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > minimization_dual_value = optimization_sign * dual_value;< / div >
< div class = "line" > < a name = "l01033" > < / a > < span class = "lineno" > 1033< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > == -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l01034" > < / a > < span class = "lineno" > 1034< / span >   *is_too_large |= minimization_dual_value > allowed_error;< / div >
< div class = "line" > < a name = "l01035" > < / a > < span class = "lineno" > 1035< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, minimization_dual_value);< / div >
< div class = "line" > < a name = "l01036" > < / a > < span class = "lineno" > 1036< / span >   }< / div >
< div class = "line" > < a name = "l01037" > < / a > < span class = "lineno" > 1037< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > == < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l01038" > < / a > < span class = "lineno" > 1038< / span >   *is_too_large |= -minimization_dual_value > allowed_error;< / div >
< div class = "line" > < a name = "l01039" > < / a > < span class = "lineno" > 1039< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, -minimization_dual_value);< / div >
< div class = "line" > < a name = "l01040" > < / a > < span class = "lineno" > 1040< / span >   }< / div >
< div class = "line" > < a name = "l01041" > < / a > < span class = "lineno" > 1041< / span >   }< / div >
< div class = "line" > < a name = "l01042" > < / a > < span class = "lineno" > 1042< / span >   < span class = "keywordflow" > return< / span > infeasibility;< / div >
< div class = "line" > < a name = "l01043" > < / a > < span class = "lineno" > 1043< / span >   }< / div >
< div class = "line" > < a name = "l01044" > < / a > < span class = "lineno" > 1044< / span >   < / div >
< div class = "line" > < a name = "l01045" > < / a > < span class = "lineno" > 1045< / span >   < span class = "keywordtype" > double< / span > LPSolver::ComputeReducedCostInfeasibility(< span class = "keyword" > const< / span > LinearProgram& lp,< / div >
< div class = "line" > < a name = "l01046" > < / a > < span class = "lineno" > 1046< / span >   < span class = "keywordtype" > bool< / span > * is_too_large) {< / div >
< div class = "line" > < a name = "l01047" > < / a > < span class = "lineno" > 1047< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > optimization_sign = lp.IsMaximizationProblem() ? -1.0 : 1.0;< / div >
< div class = "line" > < a name = "l01048" > < / a > < span class = "lineno" > 1048< / span >   < span class = "keywordtype" > double< / span > infeasibility = 0.0;< / div >
< div class = "line" > < a name = "l01049" > < / a > < span class = "lineno" > 1049< / span >   < span class = "keyword" > const< / span > ColIndex num_cols = lp.num_variables();< / div >
< div class = "line" > < a name = "l01050" > < / a > < span class = "lineno" > 1050< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > tolerance = parameters_.solution_feasibility_tolerance();< / div >
< div class = "line" > < a name = "l01051" > < / a > < span class = "lineno" > 1051< / 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 >
< div class = "line" > < a name = "l01052" > < / a > < span class = "lineno" > 1052< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > reduced_cost = reduced_costs_[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l01053" > < / a > < span class = "lineno" > 1053< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > = lp.variable_lower_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l01054" > < / a > < span class = "lineno" > 1054< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > < a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > = lp.variable_upper_bounds()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ];< / div >
< div class = "line" > < a name = "l01055" > < / a > < span class = "lineno" > 1055< / span >   < a class = "code" href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > (< a class = "code" href = "namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6" > IsFinite< / a > (reduced_cost));< / div >
< div class = "line" > < a name = "l01056" > < / a > < span class = "lineno" > 1056< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > minimization_reduced_cost =< / div >
< div class = "line" > < a name = "l01057" > < / a > < span class = "lineno" > 1057< / span >   optimization_sign * reduced_cost;< / div >
< div class = "line" > < a name = "l01058" > < / a > < span class = "lineno" > 1058< / span >   < span class = "keyword" > const< / span > < a class = "code" href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > Fractional< / a > allowed_error =< / div >
< div class = "line" > < a name = "l01059" > < / a > < span class = "lineno" > 1059< / span >   AllowedError(tolerance, lp.objective_coefficients()[< a class = "code" href = "markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c" > col< / a > ]);< / div >
< div class = "line" > < a name = "l01060" > < / a > < span class = "lineno" > 1060< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > == -< a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l01061" > < / a > < span class = "lineno" > 1061< / span >   *is_too_large |= minimization_reduced_cost > allowed_error;< / div >
< div class = "line" > < a name = "l01062" > < / a > < span class = "lineno" > 1062< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, minimization_reduced_cost);< / div >
< div class = "line" > < a name = "l01063" > < / a > < span class = "lineno" > 1063< / span >   }< / div >
< div class = "line" > < a name = "l01064" > < / a > < span class = "lineno" > 1064< / span >   < span class = "keywordflow" > if< / span > (< a class = "code" href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > == < a class = "code" href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > kInfinity< / a > ) {< / div >
< div class = "line" > < a name = "l01065" > < / a > < span class = "lineno" > 1065< / span >   *is_too_large |= -minimization_reduced_cost > allowed_error;< / div >
< div class = "line" > < a name = "l01066" > < / a > < span class = "lineno" > 1066< / span >   infeasibility = < a class = "code" href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > std::max< / a > (infeasibility, -minimization_reduced_cost);< / div >
< div class = "line" > < a name = "l01067" > < / a > < span class = "lineno" > 1067< / span >   }< / div >
< div class = "line" > < a name = "l01068" > < / a > < span class = "lineno" > 1068< / span >   }< / div >
< div class = "line" > < a name = "l01069" > < / a > < span class = "lineno" > 1069< / span >   < span class = "keywordflow" > return< / span > infeasibility;< / div >
< div class = "line" > < a name = "l01070" > < / a > < span class = "lineno" > 1070< / span >   }< / div >
< div class = "line" > < a name = "l01071" > < / a > < span class = "lineno" > 1071< / span >   < / div >
< div class = "line" > < a name = "l01072" > < / a > < span class = "lineno" > 1072< / span >   } < span class = "comment" > // namespace glop< / span > < / div >
< div class = "line" > < a name = "l01073" > < / a > < span class = "lineno" > 1073< / span >   } < span class = "comment" > // namespace operations_research< / span > < / div >
< div class = "ttc" id = "aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f" > max< / a > < / div > < div class = "ttdeci" > int64_t max< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00140" > alldiff_cst.cc:140< / a > < / div > < / div >
< div class = "ttc" id = "aalldiff__cst_8cc_html_ad10edae0a852d72fb76afb1c77735045" > < div class = "ttname" > < a href = "alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045" > min< / a > < / div > < div class = "ttdeci" > int64_t min< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "alldiff__cst_8cc_source.html#l00139" > alldiff_cst.cc:139< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_a30c3e3c313489ab5e42bb12fcfcc5968" > < div class = "ttname" > < a href = "base_2logging_8h.html#a30c3e3c313489ab5e42bb12fcfcc5968" > DLOG< / a > < / div > < div class = "ttdeci" > #define DLOG(severity)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00883" > base/logging.h:883< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274" > < div class = "ttname" > < a href = "base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274" > CHECK< / a > < / div > < div class = "ttdeci" > #define CHECK(condition)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00498" > base/logging.h:498< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_a4395e95bab44e222cb2e77251017a0e2" > < div class = "ttname" > < a href = "base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2" > DCHECK_LE< / a > < / div > < div class = "ttdeci" > #define DCHECK_LE(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00895" > base/logging.h:895< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae" > < div class = "ttname" > < a href = "base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae" > LOG< / a > < / div > < div class = "ttdeci" > #define LOG(severity)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00423" > base/logging.h:423< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006" > < div class = "ttname" > < a href = "base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006" > DCHECK< / a > < / div > < div class = "ttdeci" > #define DCHECK(condition)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00892" > base/logging.h:892< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0" > < div class = "ttname" > < a href = "base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0" > DCHECK_EQ< / a > < / div > < div class = "ttdeci" > #define DCHECK_EQ(val1, val2)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00893" > base/logging.h:893< / a > < / div > < / div >
< div class = "ttc" id = "abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927" > < div class = "ttname" > < a href = "base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927" > VLOG< / a > < / div > < div class = "ttdeci" > #define VLOG(verboselevel)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "base_2logging_8h_source.html#l00986" > base/logging.h:986< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aclassabsl_1_1_strong_vector_html_a9263000d449fdccb6cb70b303063e60b" > < div class = "ttname" > < a href = "classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b" > absl::StrongVector::push_back< / a > < / div > < div class = "ttdeci" > void push_back(const value_type & x)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "strong__vector_8h_source.html#l00158" > strong_vector.h:158< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1_accurate_sum_html_acc8fad1f98b885fa7d0504f4dfc71f08" > < div class = "ttname" > < a href = "classoperations__research_1_1_accurate_sum.html#acc8fad1f98b885fa7d0504f4dfc71f08" > operations_research::AccurateSum::Add< / a > < / div > < div class = "ttdeci" > void Add(const FpNumber & value)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "accurate__sum_8h_source.html#l00029" > accurate_sum.h:29< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aclassoperations__research_1_1_scoped_floating_point_env_html" > < div class = "ttname" > < a href = "classoperations__research_1_1_scoped_floating_point_env.html" > operations_research::ScopedFloatingPointEnv< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "fp__utils_8h_source.html#l00060" > fp_utils.h:60< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1_scoped_floating_point_env_html_a842438c1192d9044a7b244958355241b" > < div class = "ttname" > < a href = "classoperations__research_1_1_scoped_floating_point_env.html#a842438c1192d9044a7b244958355241b" > operations_research::ScopedFloatingPointEnv::EnableExceptions< / a > < / div > < div class = "ttdeci" > void EnableExceptions(int excepts)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "fp__utils_8h_source.html#l00078" > fp_utils.h:78< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1_time_limit_html" > < div class = "ttname" > < a href = "classoperations__research_1_1_time_limit.html" > operations_research::TimeLimit< / a > < / div > < div class = "ttdoc" > A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "time__limit_8h_source.html#l00105" > time_limit.h:105< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aclassoperations__research_1_1_time_limit_html_a96f95e438ca7940b115c838c96c06d87" > < div class = "ttname" > < a href = "classoperations__research_1_1_time_limit.html#a96f95e438ca7940b115c838c96c06d87" > operations_research::TimeLimit::FromParameters< / a > < / div > < div class = "ttdeci" > static std::unique_ptr< TimeLimit > FromParameters(const Parameters & parameters)< / div > < div class = "ttdoc" > Creates a time limit object initialized from an object that provides methods max_time_in_seconds() an...< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "time__limit_8h_source.html#l00159" > time_limit.h:159< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a01f64f8af66c6c5a66d3b4ebc868cab6" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a01f64f8af66c6c5a66d3b4ebc868cab6" > operations_research::glop::LPSolver::GetParameters< / a > < / div > < div class = "ttdeci" > const GlopParameters & GetParameters() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00128" > lp_solver.cc:128< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a1a5c13133724d1d457de6c3c7ce9df85" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a1a5c13133724d1d457de6c3c7ce9df85" > operations_research::glop::LPSolver::LPSolver< / a > < / div > < div class = "ttdeci" > LPSolver()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00114" > lp_solver.cc:114< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a2b709dbbb97458a4e417e9af9d57f0de" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a2b709dbbb97458a4e417e9af9d57f0de" > operations_research::glop::LPSolver::SetInitialBasis< / a > < / div > < div class = "ttdeci" > void SetInitialBasis(const VariableStatusRow & variable_statuses, const ConstraintStatusColumn & constraint_statuses)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00241" > lp_solver.cc:241< / a > < / div > < / div >
2020-10-09 12:00:09 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a2fcdc6c1d7ad743bc685f8181ef82a5d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a2fcdc6c1d7ad743bc685f8181ef82a5d" > operations_research::glop::LPSolver::constraint_statuses< / a > < / div > < div class = "ttdeci" > const ConstraintStatusColumn & constraint_statuses() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8h_source.html#l00116" > lp_solver.h:116< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a41d6e69ea587dda35dbe4b5f07dd6bd8" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a41d6e69ea587dda35dbe4b5f07dd6bd8" > operations_research::glop::LPSolver::MayHaveMultipleOptimalSolutions< / a > < / div > < div class = "ttdeci" > bool MayHaveMultipleOptimalSolutions() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00499" > lp_solver.cc:499< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a69f41bae06f08e5e85e793c973997ae4" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a69f41bae06f08e5e85e793c973997ae4" > operations_research::glop::LPSolver::variable_statuses< / a > < / div > < div class = "ttdeci" > const VariableStatusRow & variable_statuses() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8h_source.html#l00102" > lp_solver.h:102< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a71b04920d660067fdb3d2f4eaa5c7dc0" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a71b04920d660067fdb3d2f4eaa5c7dc0" > operations_research::glop::LPSolver::GetMutableParameters< / a > < / div > < div class = "ttdeci" > GlopParameters * GetMutableParameters()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00130" > lp_solver.cc:130< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a7767c9dc7ffc1643260017dd5817d6d3" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a7767c9dc7ffc1643260017dd5817d6d3" > operations_research::glop::LPSolver::GetMaximumDualInfeasibility< / a > < / div > < div class = "ttdeci" > Fractional GetMaximumDualInfeasibility() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00495" > lp_solver.cc:495< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a93c5d1b426be6c8173f4f0efbdcf2132" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a93c5d1b426be6c8173f4f0efbdcf2132" > operations_research::glop::LPSolver::GetMaximumPrimalInfeasibility< / a > < / div > < div class = "ttdeci" > Fractional GetMaximumPrimalInfeasibility() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00491" > lp_solver.cc:491< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_a96c1f660991b5007ca24564f69cd27b8" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#a96c1f660991b5007ca24564f69cd27b8" > operations_research::glop::LPSolver::GetObjectiveValue< / a > < / div > < div class = "ttdeci" > Fractional GetObjectiveValue() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00487" > lp_solver.cc:487< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_aa71d36872f416feaa853788a7a7a7ef8" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#aa71d36872f416feaa853788a7a7a7ef8" > operations_research::glop::LPSolver::Clear< / a > < / div > < div class = "ttdeci" > void Clear()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00236" > lp_solver.cc:236< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_ab602b3b0fbd3d46d7ed5aefa466b2122" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ab602b3b0fbd3d46d7ed5aefa466b2122" > operations_research::glop::LPSolver::LoadAndVerifySolution< / a > < / div > < div class = "ttdeci" > ProblemStatus LoadAndVerifySolution(const LinearProgram & lp, const ProblemSolution & solution)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00295" > lp_solver.cc:295< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_ad0677fd7b636de2bffe3cffca65dcd20" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ad0677fd7b636de2bffe3cffca65dcd20" > operations_research::glop::LPSolver::Solve< / a > < / div > < div class = "ttdeci" > ABSL_MUST_USE_RESULT ProblemStatus Solve(const LinearProgram & lp)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00132" > lp_solver.cc:132< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_ae3f158ad37c1fe375d465875fb8130f2" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae3f158ad37c1fe375d465875fb8130f2" > operations_research::glop::LPSolver::SolveWithTimeLimit< / a > < / div > < div class = "ttdeci" > ABSL_MUST_USE_RESULT ProblemStatus SolveWithTimeLimit(const LinearProgram & lp, TimeLimit *time_limit)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00138" > lp_solver.cc:138< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_ae7202d055b6b172a8a1da4f5b136f9ea" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#ae7202d055b6b172a8a1da4f5b136f9ea" > operations_research::glop::LPSolver::SetParameters< / a > < / div > < div class = "ttdeci" > void SetParameters(const GlopParameters & parameters)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00116" > lp_solver.cc:116< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_aeccc8138b268e621d96d105e0ddd474a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#aeccc8138b268e621d96d105e0ddd474a" > operations_research::glop::LPSolver::DeterministicTime< / a > < / div > < div class = "ttdeci" > double DeterministicTime() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00507" > lp_solver.cc:507< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_l_p_solver_html_af4b325af2d4c849c39bd4a02f32f9cae" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_l_p_solver.html#af4b325af2d4c849c39bd4a02f32f9cae" > operations_research::glop::LPSolver::GetNumberOfSimplexIterations< / a > < / div > < div class = "ttdeci" > int GetNumberOfSimplexIterations() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__solver_8cc_source.html#l00503" > lp_solver.cc:503< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html" > operations_research::glop::LinearProgram< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00055" > lp_data.h:55< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a009204d0a4a7bb8252d86dd53733cacc" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc" > operations_research::glop::LinearProgram::GetObjectiveStatsString< / a > < / div > < div class = "ttdeci" > std::string GetObjectiveStatsString() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l00452" > lp_data.cc:452< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a2b3db5dc0b5e97f2790bbe1d633abc61" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61" > operations_research::glop::LinearProgram::PopulateFromLinearProgram< / a > < / div > < div class = "ttdeci" > void PopulateFromLinearProgram(const LinearProgram & linear_program)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l00862" > lp_data.cc:862< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a40b46f23f42f169a527de50e016c2096" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096" > operations_research::glop::LinearProgram::ClearTransposeMatrix< / a > < / div > < div class = "ttdeci" > void ClearTransposeMatrix()< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l00404" > lp_data.cc:404< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a4ba664b00317505a0026d2a38e6dd565" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565" > operations_research::glop::LinearProgram::variable_lower_bounds< / a > < / div > < div class = "ttdeci" > const DenseRow & variable_lower_bounds() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00229" > lp_data.h:229< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a4e79763dc85eb10320835bca13697f4d" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d" > operations_research::glop::LinearProgram::constraint_lower_bounds< / a > < / div > < div class = "ttdeci" > const DenseColumn & constraint_lower_bounds() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00215" > lp_data.h:215< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a5270e516462b2a59aecc4f6854c789d1" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1" > operations_research::glop::LinearProgram::GetBoundsStatsString< / a > < / div > < div class = "ttdeci" > std::string GetBoundsStatsString() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l00465" > lp_data.cc:465< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a5e016d204d43b2cc4a2773c25462968a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a" > operations_research::glop::LinearProgram::IsCleanedUp< / a > < / div > < div class = "ttdeci" > bool IsCleanedUp() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l00354" > lp_data.cc:354< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_a81334c7ceae9d68a38fe4d4bf0b7794c" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c" > operations_research::glop::LinearProgram::objective_offset< / a > < / div > < div class = "ttdeci" > Fractional objective_offset() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00260" > lp_data.h:260< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_aa4e5168f378a3a4e86dcf409faf14937" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937" > operations_research::glop::LinearProgram::constraint_upper_bounds< / a > < / div > < div class = "ttdeci" > const DenseColumn & constraint_upper_bounds() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00218" > lp_data.h:218< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_ac532c4b500b1a85ea22217f2c65a70ed" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed" > operations_research::glop::LinearProgram::IsValid< / a > < / div > < div class = "ttdeci" > bool IsValid() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l01305" > lp_data.cc:1305< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_acd138469679be137d0de53459b1342cb" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb" > operations_research::glop::LinearProgram::variable_upper_bounds< / a > < / div > < div class = "ttdeci" > const DenseRow & variable_upper_bounds() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00232" > lp_data.h:232< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_acd8437353d8dc686a75c98b5897dd871" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871" > operations_research::glop::LinearProgram::num_variables< / a > < / div > < div class = "ttdeci" > ColIndex num_variables() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00205" > lp_data.h:205< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_adcc58612f6a1dc35ff3ffdb34188f299" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299" > operations_research::glop::LinearProgram::GetDimensionString< / a > < / div > < div class = "ttdeci" > std::string GetDimensionString() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8cc_source.html#l00425" > lp_data.cc:425< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_adf55bb4fcaab95674f072cb528d426a0" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0" > operations_research::glop::LinearProgram::objective_scaling_factor< / a > < / div > < div class = "ttdeci" > Fractional objective_scaling_factor() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00261" > lp_data.h:261< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_linear_program_html_afda9b9b5e858d0c466d2a6293361004a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a" > operations_research::glop::LinearProgram::num_constraints< / a > < / div > < div class = "ttdeci" > RowIndex num_constraints() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00208" > lp_data.h:208< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_main_lp_preprocessor_html" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_main_lp_preprocessor.html" > operations_research::glop::MainLpPreprocessor< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "preprocessor_8h_source.html#l00103" > preprocessor.h:103< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_main_lp_preprocessor_html_a465d7f4ac3a848d3ef84108d427b8de4" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a465d7f4ac3a848d3ef84108d427b8de4" > operations_research::glop::MainLpPreprocessor::RecoverSolution< / a > < / div > < div class = "ttdeci" > void RecoverSolution(ProblemSolution *solution) const override< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "preprocessor_8cc_source.html#l00181" > preprocessor.cc:181< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_main_lp_preprocessor_html_a5d398cb6297813f547da141848e70bbc" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_main_lp_preprocessor.html#a5d398cb6297813f547da141848e70bbc" > operations_research::glop::MainLpPreprocessor::Run< / a > < / div > < div class = "ttdeci" > bool Run(LinearProgram *lp) final< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "preprocessor_8cc_source.html#l00063" > preprocessor.cc:63< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_preprocessor_html_a2c776397337c7b38bcdb8e2b57653a6a" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_preprocessor.html#a2c776397337c7b38bcdb8e2b57653a6a" > operations_research::glop::Preprocessor::status< / a > < / div > < div class = "ttdeci" > ProblemStatus status() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "preprocessor_8h_source.html#l00065" > preprocessor.h:65< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_preprocessor_html_ad99bfbfbdeb3354d3694aecd7fda6deb" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_preprocessor.html#ad99bfbfbdeb3354d3694aecd7fda6deb" > operations_research::glop::Preprocessor::SetTimeLimit< / a > < / div > < div class = "ttdeci" > void SetTimeLimit(TimeLimit *time_limit)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "preprocessor_8h_source.html#l00075" > preprocessor.h:75< / 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, VariableStatus > < / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e" > operations_research::glop::StrictITIVector::resize< / a > < / div > < div class = "ttdeci" > void resize(IntType size)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00270" > lp_types.h:270< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5" > operations_research::glop::StrictITIVector::size< / a > < / div > < div class = "ttdeci" > IntType size() const< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00277" > lp_types.h:277< / a > < / div > < / div >
< div class = "ttc" id = "aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_af8d7048738ceb4c753b040e6d29db79c" > < div class = "ttname" > < a href = "classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c" > operations_research::glop::StrictITIVector::assign< / a > < / div > < div class = "ttdeci" > void assign(IntType size, const T & v)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00275" > lp_types.h:275< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "acommandlineflags_8h_html" > < div class = "ttname" > < a href = "commandlineflags_8h.html" > commandlineflags.h< / a > < / div > < / div >
< 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#l00108" > cp_model_fz_solver.cc:108< / a > < / div > < / div >
< div class = "ttc" id = "acp__model__fz__solver_8cc_html_aed003f5eb5197bc586b7ef2c36a63da2" > < div class = "ttname" > < a href = "cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2" > proto< / a > < / div > < div class = "ttdeci" > CpModelProto proto< / 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 >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "acp__model__solver_8cc_html_ac3cf9db02b23ea1455b5ae6955d03e47" > < div class = "ttname" > < a href = "cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47" > time_limit< / a > < / div > < div class = "ttdeci" > SharedTimeLimit * time_limit< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "cp__model__solver_8cc_source.html#l02152" > cp_model_solver.cc:2152< / a > < / div > < / div >
< div class = "ttc" id = "ademon__profiler_8cc_html_ac072af30c4ffbc834bb4c681f6ecb514" > < div class = "ttname" > < a href = "demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514" > value< / a > < / div > < div class = "ttdeci" > int64_t value< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "demon__profiler_8cc_source.html#l00044" > demon_profiler.cc:44< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "afile__util_8h_html" > < div class = "ttname" > < a href = "file__util_8h.html" > file_util.h< / a > < / div > < / div >
< div class = "ttc" id = "afp__utils_8h_html" > < div class = "ttname" > < a href = "fp__utils_8h.html" > fp_utils.h< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "agscip__solver_8cc_html_a1ba5ca0f61f2fa13bd23bf0f89004f35" > < div class = "ttname" > < a href = "gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35" > upper_bound< / a > < / div > < div class = "ttdeci" > double upper_bound< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "gscip__solver_8cc_source.html#l00126" > gscip_solver.cc:126< / a > < / div > < / div >
< div class = "ttc" id = "agscip__solver_8cc_html_a1e2f9a2352c1d9a6cada9544898fceec" > < div class = "ttname" > < a href = "gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec" > lower_bound< / a > < / div > < div class = "ttdeci" > double lower_bound< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "gscip__solver_8cc_source.html#l00125" > gscip_solver.cc:125< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "aintegral__types_8h_html" > < div class = "ttname" > < a href = "integral__types_8h.html" > integral_types.h< / a > < / div > < / div >
< div class = "ttc" id = "alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7" > < div class = "ttname" > < a href = "log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7" > WARNING< / a > < / div > < div class = "ttdeci" > const int WARNING< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "log__severity_8h_source.html#l00031" > log_severity.h:31< / a > < / div > < / div >
< div class = "ttc" id = "alog__severity_8h_html_ab4a2cbab234914b320b7fae11b6e8cb9" > < div class = "ttname" > < a href = "log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9" > INFO< / a > < / div > < div class = "ttdeci" > const int INFO< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "log__severity_8h_source.html#l00031" > log_severity.h:31< / a > < / div > < / div >
< div class = "ttc" id = "alog__severity_8h_html_ac9bcbe19995a8140cd4ec61773cd6e67" > < div class = "ttname" > < a href = "log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67" > ERROR< / a > < / div > < div class = "ttdeci" > const int ERROR< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "log__severity_8h_source.html#l00032" > log_severity.h:32< / a > < / div > < / div >
< div class = "ttc" id = "alp__data_2lp__utils_8h_html" > < div class = "ttname" > < a href = "lp__data_2lp__utils_8h.html" > lp_utils.h< / a > < / div > < / div >
< div class = "ttc" id = "alp__data_2proto__utils_8h_html" > < div class = "ttname" > < a href = "lp__data_2proto__utils_8h.html" > proto_utils.h< / a > < / div > < / div >
2020-11-18 14:53:30 +01:00
< div class = "ttc" id = "alp__solver_8cc_html_a0e321160cc045077a64f7c399f587e89" > < div class = "ttname" > < a href = "lp__solver_8cc.html#a0e321160cc045077a64f7c399f587e89" > ABSL_FLAG< / a > < / div > < div class = "ttdeci" > ABSL_FLAG(bool, lp_solver_enable_fp_exceptions, false, " When true, NaNs and division / zero produce errors. " " This is very useful for debugging, but incompatible with LLVM. " " It is recommended to set this to false for production usage." )< / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "alp__solver_8h_html" > < div class = "ttname" > < a href = "lp__solver_8h.html" > lp_solver.h< / a > < / div > < / div >
< div class = "ttc" id = "alp__types_8h_html" > < div class = "ttname" > < a href = "lp__types_8h.html" > lp_types.h< / a > < / div > < / div >
2021-04-27 23:00:03 +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#l00183" > markowitz.cc:183< / a > < / div > < / div >
< div class = "ttc" id = "amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52" > < div class = "ttname" > < a href = "markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52" > row< / a > < / div > < div class = "ttdeci" > RowIndex row< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "markowitz_8cc_source.html#l00182" > markowitz.cc:182< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bc" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bc" > operations_research::glop::ConstraintStatus< / a > < / div > < div class = "ttdeci" > ConstraintStatus< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00228" > lp_types.h:228< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca14dc61f52267ea9b476f64c1d4d975b1" > operations_research::glop::ConstraintStatus::AT_UPPER_BOUND< / a > < / div > < div class = "ttdeci" > @ AT_UPPER_BOUND< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca74c506bd3d744fb5c2862229c8f2b6ce" > operations_research::glop::ConstraintStatus::AT_LOWER_BOUND< / a > < / div > < div class = "ttdeci" > @ AT_LOWER_BOUND< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bca88c189a42c87aa49d667fc8ab76bc323" > operations_research::glop::ConstraintStatus::FREE< / a > < / div > < div class = "ttdeci" > @ FREE< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae4ac03f6c9f00665644e868dd1fb9f1e" > operations_research::glop::ConstraintStatus::BASIC< / a > < / div > < div class = "ttdeci" > @ BASIC< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a0f6bd47b8956b59589718bd40b1cf8bcae91836db656214f9797e10c15928e501" > operations_research::glop::ConstraintStatus::FIXED_VALUE< / a > < / div > < div class = "ttdeci" > @ FIXED_VALUE< / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a394b55c9b64ac7ce7c9e8772ef9f7c73" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a394b55c9b64ac7ce7c9e8772ef9f7c73" > operations_research::glop::KahanSum< / a > < / div > < div class = "ttdeci" > AccurateSum< Fractional > KahanSum< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8h_source.html#l00032" > lp_data/lp_utils.h:32< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a3d9874910f9632900fe8677463b1c0be" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be" > operations_research::glop::ScalarProduct< / a > < / div > < div class = "ttdeci" > Fractional ScalarProduct(const DenseRowOrColumn1 & u, const DenseRowOrColumn2 & v)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_2lp__utils_8h_source.html#l00047" > lp_data/lp_utils.h:47< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a652ba89cea606e3c3071a288e2d60bba" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba" > operations_research::glop::GetConstraintStatusString< / a > < / div > < div class = "ttdeci" > std::string GetConstraintStatusString(ConstraintStatus status)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8cc_source.html#l00090" > lp_types.cc:90< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7" > operations_research::glop::Fractional< / a > < / div > < div class = "ttdeci" > double Fractional< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00078" > lp_types.h:78< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a8750840afdd5774223821fd504df04c5" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a8750840afdd5774223821fd504df04c5" > operations_research::glop::LinearProgramToMPModelProto< / a > < / div > < div class = "ttdeci" > void LinearProgramToMPModelProto(const LinearProgram & input, MPModelProto *output)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "proto__utils_8cc_source.html#l00020" > proto_utils.cc:20< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493" > operations_research::glop::ProblemStatus< / a > < / div > < div class = "ttdeci" > ProblemStatus< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00102" > lp_types.h:102< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a0beacd9ca195de65e685252f1b46b954" > operations_research::glop::ProblemStatus::IMPRECISE< / a > < / div > < div class = "ttdeci" > @ IMPRECISE< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a2dcc8f5d91cb2aa2065b8305bf2d5cbd" > operations_research::glop::ProblemStatus::PRIMAL_FEASIBLE< / a > < / div > < div class = "ttdeci" > @ PRIMAL_FEASIBLE< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a57ad14e7a035f33c8ba6c0ea9ea23caa" > operations_research::glop::ProblemStatus::DUAL_FEASIBLE< / a > < / div > < div class = "ttdeci" > @ DUAL_FEASIBLE< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493a88ec4386a3c49b50819358a579fb9adb" > operations_research::glop::ProblemStatus::ABNORMAL< / a > < / div > < div class = "ttdeci" > @ ABNORMAL< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493add8d8537e1472a5e432749c5abf45c82" > operations_research::glop::ProblemStatus::INVALID_PROBLEM< / a > < / div > < div class = "ttdeci" > @ INVALID_PROBLEM< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493af00c8dbdd6e1f11bdae06be94277d293" > operations_research::glop::ProblemStatus::OPTIMAL< / a > < / div > < div class = "ttdeci" > @ OPTIMAL< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a884f3b645d22471e5ed3320e182cd493afaee4ca3c30ee18148ce3ada37466498" > operations_research::glop::ProblemStatus::INIT< / a > < / div > < div class = "ttdeci" > @ INIT< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_a95879916d90daeba91c40399ae5ddcc6" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6" > operations_research::glop::IsFinite< / a > < / div > < div class = "ttdeci" > bool IsFinite(Fractional value)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00091" > lp_types.h:91< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358" > operations_research::glop::VariableStatus< / a > < / div > < div class = "ttdeci" > VariableStatus< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00197" > lp_types.h:197< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a14dc61f52267ea9b476f64c1d4d975b1" > operations_research::glop::VariableStatus::AT_UPPER_BOUND< / a > < / div > < div class = "ttdeci" > @ AT_UPPER_BOUND< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a74c506bd3d744fb5c2862229c8f2b6ce" > operations_research::glop::VariableStatus::AT_LOWER_BOUND< / a > < / div > < div class = "ttdeci" > @ AT_LOWER_BOUND< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358a88c189a42c87aa49d667fc8ab76bc323" > operations_research::glop::VariableStatus::FREE< / a > < / div > < div class = "ttdeci" > @ FREE< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae4ac03f6c9f00665644e868dd1fb9f1e" > operations_research::glop::VariableStatus::BASIC< / a > < / div > < div class = "ttdeci" > @ BASIC< / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aaddc7ccf1acc75842c2129ee4590d358ae91836db656214f9797e10c15928e501" > operations_research::glop::VariableStatus::FIXED_VALUE< / a > < / div > < div class = "ttdeci" > @ FIXED_VALUE< / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_aee749790021783ccc83b2d6abe70c1c0" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0" > operations_research::glop::GetVariableStatusString< / a > < / div > < div class = "ttdeci" > std::string GetVariableStatusString(VariableStatus status)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8cc_source.html#l00071" > lp_types.cc:71< / a > < / div > < / div >
2021-04-27 23:00:03 +02:00
< div class = "ttc" id = "anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78" > < div class = "ttname" > < a href = "namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78" > operations_research::glop::kInfinity< / a > < / div > < div class = "ttdeci" > const double kInfinity< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__types_8h_source.html#l00084" > lp_types.h:84< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_html" > < div class = "ttname" > < a href = "namespaceoperations__research.html" > operations_research< / a > < / div > < div class = "ttdoc" > Collection of objects used to extend the Constraint Solver library.< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "dense__doubly__linked__list_8h_source.html#l00021" > dense_doubly_linked_list.h:21< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
< div class = "ttc" id = "anamespaceoperations__research_html_a57741d0280e266642d7d146d0d0beedb" > < div class = "ttname" > < a href = "namespaceoperations__research.html#a57741d0280e266642d7d146d0d0beedb" > operations_research::WriteProtoToFile< / a > < / div > < div class = "ttdeci" > bool WriteProtoToFile(absl::string_view filename, const google::protobuf::Message & proto, ProtoWriteFormat proto_write_format, bool gzipped, bool append_extension_to_file_name)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "file__util_8cc_source.html#l00102" > file_util.cc:102< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_html_a705ecff17f450f06856ceec064725b8d" > < div class = "ttname" > < a href = "namespaceoperations__research.html#a705ecff17f450f06856ceec064725b8d" > operations_research::AreWithinAbsoluteTolerance< / a > < / div > < div class = "ttdeci" > bool AreWithinAbsoluteTolerance(FloatType x, FloatType y, FloatType absolute_tolerance)< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "fp__utils_8h_source.html#l00141" > fp_utils.h:141< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_html_aaf9694f57960ede8c406e3bd923bcd72" > < div class = "ttname" > < a href = "namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72" > operations_research::ProtoWriteFormat< / a > < / div > < div class = "ttdeci" > ProtoWriteFormat< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "file__util_8h_source.html#l00047" > file_util.h:47< / a > < / div > < / div >
< div class = "ttc" id = "anamespaceoperations__research_html_aaf9694f57960ede8c406e3bd923bcd72aa0af2ac06be96f6784af5295aab62c76" > < div class = "ttname" > < a href = "namespaceoperations__research.html#aaf9694f57960ede8c406e3bd923bcd72aa0af2ac06be96f6784af5295aab62c76" > operations_research::ProtoWriteFormat::kProtoBinary< / a > < / div > < div class = "ttdeci" > @ kProtoBinary< / div > < / div >
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2020-09-02 09:42:51 +02:00
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< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_problem_solution_html" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_problem_solution.html" > operations_research::glop::ProblemSolution< / a > < / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00657" > lp_data.h:657< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_problem_solution_html_a15eb0790f4f62ad63676f55e4ba7d2bb" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb" > operations_research::glop::ProblemSolution::status< / a > < / div > < div class = "ttdeci" > ProblemStatus status< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00665" > lp_data.h:665< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_problem_solution_html_a887a20330f1f58adbe564ef0fcf74e8c" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c" > operations_research::glop::ProblemSolution::variable_statuses< / a > < / div > < div class = "ttdeci" > VariableStatusRow variable_statuses< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00685" > lp_data.h:685< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_problem_solution_html_ac6b277da46124f6b08841906b0febbed" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed" > operations_research::glop::ProblemSolution::dual_values< / a > < / div > < div class = "ttdeci" > DenseColumn dual_values< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00670" > lp_data.h:670< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_problem_solution_html_ae7a0a13dedf8ae7920036bfff1ad9c3b" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b" > operations_research::glop::ProblemSolution::constraint_statuses< / a > < / div > < div class = "ttdeci" > ConstraintStatusColumn constraint_statuses< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00686" > lp_data.h:686< / a > < / div > < / div >
< div class = "ttc" id = "astructoperations__research_1_1glop_1_1_problem_solution_html_af8a495c9872268c3e34d413d8b63ef66" > < div class = "ttname" > < a href = "structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66" > operations_research::glop::ProblemSolution::primal_values< / a > < / div > < div class = "ttdeci" > DenseRow primal_values< / div > < div class = "ttdef" > < b > Definition:< / b > < a href = "lp__data_8h_source.html#l00669" > lp_data.h:669< / a > < / div > < / div >
2021-01-26 11:28:50 +01:00
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