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<a href="quadratic__program_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="quadratic__program_8h.html">ortools/pdlp/quadratic_program.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <algorithm></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <iterator></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <limits></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include <string></span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include <tuple></span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include <utility></span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include <vector></span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span> </div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "Eigen/Core"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "Eigen/SparseCore"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "absl/status/status.h"</span></div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="preprocessor">#include "absl/status/statusor.h"</span></div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include "absl/types/optional.h"</span></div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span><span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="preprocessor">#include "<a class="code" href="base_2status__macros_8h.html">ortools/base/status_macros.h</a>"</span></div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="preprocessor">#include "ortools/linear_solver/linear_solver.pb.h"</span></div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span> </div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a> {</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span> </div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span>using ::Eigen::VectorXd;</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span> </div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a26dcf89d9520f56d883f7100dfd36146"> 39</a></span>absl::Status <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a26dcf89d9520f56d883f7100dfd36146">ValidateQuadraticProgramDimensions</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>& qp) {</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> <span class="keyword">const</span> int64_t var_lb_size = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>.size();</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> <span class="keyword">const</span> int64_t con_lb_size = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>.size();</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> </div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> <span class="keywordflow">if</span> (var_lb_size != qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>.size()) {</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> <span class="stringliteral">"Inconsistent dimensions: variable lower bound vector has size "</span>,</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> var_lb_size, <span class="stringliteral">" while variable upper bound vector has size "</span>,</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>.size()));</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> }</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> <span class="keywordflow">if</span> (var_lb_size != qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>.size()) {</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="stringliteral">"Inconsistent dimensions: variable lower bound vector has size "</span>,</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> var_lb_size, <span class="stringliteral">" while objective vector has size "</span>,</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>.size()));</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> }</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <span class="keywordflow">if</span> (var_lb_size != qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.cols()) {</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
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||
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> <span class="stringliteral">"Inconsistent dimensions: variable lower bound vector has size "</span>,</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> var_lb_size, <span class="stringliteral">" while constraint matrix has "</span>,</div>
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||
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.cols(), <span class="stringliteral">" columns"</span>));</div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> }</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>.has_value() &&</div>
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||
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> var_lb_size != qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->rows()) {</div>
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||
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> <span class="stringliteral">"Inconsistent dimensions: variable lower bound vector has size "</span>,</div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> var_lb_size, <span class="stringliteral">" while objective matrix has "</span>,</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->rows(), <span class="stringliteral">" rows"</span>));</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> }</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> <span class="keywordflow">if</span> (con_lb_size != qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>.size()) {</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="stringliteral">"Inconsistent dimensions: constraint lower bound vector has size "</span>,</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> con_lb_size, <span class="stringliteral">" while constraint upper bound vector has size "</span>,</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>.size()));</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span> }</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> <span class="keywordflow">if</span> (con_lb_size != qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.rows()) {</div>
|
||
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> <span class="stringliteral">"Inconsistent dimensions: constraint lower bound vector has size "</span>,</div>
|
||
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> con_lb_size, <span class="stringliteral">" while constraint matrix has "</span>,</div>
|
||
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.rows(), <span class="stringliteral">" rows "</span>));</div>
|
||
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> }</div>
|
||
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> </div>
|
||
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> <span class="keywordflow">return</span> absl::OkStatus();</div>
|
||
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span>}</div>
|
||
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> </div>
|
||
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a77dbe245ed9fb597ad836b27ac989f26"> 84</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a77dbe245ed9fb597ad836b27ac989f26">HasValidBounds</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>& qp) {</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> constraint_bounds_valid =</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>.array() <= qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>.array())</div>
|
||
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> .all();</div>
|
||
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> variable_bounds_valid =</div>
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||
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>.array() <= qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>.array())</div>
|
||
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|
<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span> .all();</div>
|
||
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> <span class="keywordflow">return</span> constraint_bounds_valid && variable_bounds_valid;</div>
|
||
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span>}</div>
|
||
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> </div>
|
||
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a007a657dbfa4e0e820e0d9af4d8d27a2"> 94</a></span>absl::StatusOr<QuadraticProgram> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a007a657dbfa4e0e820e0d9af4d8d27a2">QpFromMpModelProto</a>(</div>
|
||
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <span class="keyword">const</span> MPModelProto& <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>, <span class="keywordtype">bool</span> relax_integer_variables,</div>
|
||
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> <span class="keywordtype">bool</span> include_names) {</div>
|
||
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.general_constraint().empty()) {</div>
|
||
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(<span class="stringliteral">"General constraints are not supported."</span>);</div>
|
||
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|
<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> }</div>
|
||
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> <span class="keyword">const</span> <span class="keywordtype">int</span> primal_size = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.variable_size();</div>
|
||
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|
<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> <span class="keyword">const</span> <span class="keywordtype">int</span> dual_size = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.constraint_size();</div>
|
||
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a> qp(primal_size, dual_size);</div>
|
||
|
|
<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> <span class="keywordflow">if</span> (include_names) {</div>
|
||
|
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a> = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.name();</div>
|
||
|
|
<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a> = std::vector<std::string>(primal_size);</div>
|
||
|
|
<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a> = std::vector<std::string>(dual_size);</div>
|
||
|
|
<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> }</div>
|
||
|
|
<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < primal_size; ++i) {</div>
|
||
|
|
<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> <span class="keyword">const</span> <span class="keyword">auto</span>& <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.variable(i);</div>
|
||
|
|
<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>[i] = <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.lower_bound();</div>
|
||
|
|
<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>[i] = <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.upper_bound();</div>
|
||
|
|
<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>[i] = <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.objective_coefficient();</div>
|
||
|
|
<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.is_integer() && !relax_integer_variables) {</div>
|
||
|
|
<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(</div>
|
||
|
|
<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> <span class="stringliteral">"Integer variable encountered with relax_integer_variables == false"</span>);</div>
|
||
|
|
<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> }</div>
|
||
|
|
<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="keywordflow">if</span> (include_names) {</div>
|
||
|
|
<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> (*qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a>)[i] = <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.name();</div>
|
||
|
|
<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> }</div>
|
||
|
|
<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> }</div>
|
||
|
|
<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> std::vector<int> nonzeros_by_column(primal_size);</div>
|
||
|
|
<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < dual_size; ++i) {</div>
|
||
|
|
<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <span class="keyword">const</span> <span class="keyword">auto</span>& con = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.constraint(i);</div>
|
||
|
|
<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < con.var_index_size(); ++j) {</div>
|
||
|
|
<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> <span class="keywordflow">if</span> (con.var_index(j) < 0 || con.var_index(j) >= primal_size) {</div>
|
||
|
|
<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
|
|
<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <span class="stringliteral">"Variable index of "</span>, i, <span class="stringliteral">"th constraint's "</span>, j, <span class="stringliteral">"th nonzero is "</span>,</div>
|
||
|
|
<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> con.var_index(j), <span class="stringliteral">" which is not in the allowed range [0, "</span>,</div>
|
||
|
|
<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> primal_size, <span class="stringliteral">")"</span>));</div>
|
||
|
|
<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> }</div>
|
||
|
|
<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> nonzeros_by_column[con.var_index(j)]++;</div>
|
||
|
|
<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> }</div>
|
||
|
|
<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>[i] = con.lower_bound();</div>
|
||
|
|
<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>[i] = con.upper_bound();</div>
|
||
|
|
<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <span class="keywordflow">if</span> (include_names) {</div>
|
||
|
|
<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> (*qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>)[i] = con.name();</div>
|
||
|
|
<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> }</div>
|
||
|
|
<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> }</div>
|
||
|
|
<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="comment">// To reduce peak RAM usage we construct the constraint matrix in-place.</span></div>
|
||
|
|
<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="comment">// According to the documentation of SparseMatrix::insert() it's effecient to</span></div>
|
||
|
|
<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> <span class="comment">// construct a matrix with insert()s as long as reserve() is called first and</span></div>
|
||
|
|
<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> <span class="comment">// the non-zeros are inserted in increasing order of inner index.</span></div>
|
||
|
|
<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> <span class="comment">// The non-zeros in each input constraint may not be sorted so this is only</span></div>
|
||
|
|
<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> <span class="comment">// efficient with Column major format.</span></div>
|
||
|
|
<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> <span class="keyword">static_assert</span>(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.IsRowMajor == 0, <span class="stringliteral">"See comment."</span>);</div>
|
||
|
|
<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.reserve(nonzeros_by_column);</div>
|
||
|
|
<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < dual_size; ++i) {</div>
|
||
|
|
<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="keyword">const</span> <span class="keyword">auto</span>& con = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.constraint(i);</div>
|
||
|
|
<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(con.var_index_size(), con.coefficient_size())</div>
|
||
|
|
<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> << <span class="stringliteral">" in "</span> << i << <span class="stringliteral">"th constraint"</span>;</div>
|
||
|
|
<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> <span class="keywordflow">if</span> (con.var_index_size() != con.coefficient_size()) {</div>
|
||
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|
<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(</div>
|
||
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|
<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> absl::StrCat(i, <span class="stringliteral">"th constraint has "</span>, con.coefficient_size(),</div>
|
||
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|
<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> <span class="stringliteral">" coefficients, expected "</span>, con.var_index_size()));</div>
|
||
|
|
<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> }</div>
|
||
|
|
<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> </div>
|
||
|
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> j = 0; j < con.var_index_size(); ++j) {</div>
|
||
|
|
<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.insert(i, con.var_index(j)) = con.coefficient(j);</div>
|
||
|
|
<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> }</div>
|
||
|
|
<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> }</div>
|
||
|
|
<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.outerSize() > 0) {</div>
|
||
|
|
<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.makeCompressed();</div>
|
||
|
|
<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> }</div>
|
||
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> <span class="comment">// We use triplets-based initialization for the objective matrix because the</span></div>
|
||
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> <span class="comment">// objective non-zeros may be in arbitrary order in the input.</span></div>
|
||
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> std::vector<Eigen::Triplet<double, int64_t>> triplets;</div>
|
||
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="keyword">const</span> <span class="keyword">auto</span>& quadratic = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.quadratic_objective();</div>
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||
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> <span class="keywordflow">if</span> (quadratic.qvar1_index_size() != quadratic.qvar2_index_size() ||</div>
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||
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> quadratic.qvar1_index_size() != quadratic.coefficient_size()) {</div>
|
||
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> <span class="stringliteral">"The quadratic objective has "</span>, quadratic.qvar1_index_size(),</div>
|
||
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> <span class="stringliteral">" qvar1_indices, "</span>, quadratic.qvar2_index_size(),</div>
|
||
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="stringliteral">" qvar2_indices, and "</span>, quadratic.coefficient_size(),</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> <span class="stringliteral">" coefficients, expected equal numbers."</span>));</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> }</div>
|
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"> 176</span> <span class="keywordflow">if</span> (quadratic.qvar1_index_size() > 0) {</div>
|
||
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>.emplace();</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->setZero(primal_size);</div>
|
||
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> }</div>
|
||
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> </div>
|
||
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < quadratic.qvar1_index_size(); ++i) {</div>
|
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> <span class="keyword">const</span> <span class="keywordtype">int</span> index1 = quadratic.qvar1_index(i);</div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> <span class="keyword">const</span> <span class="keywordtype">int</span> index2 = quadratic.qvar2_index(i);</div>
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||
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> <span class="keywordflow">if</span> (index1 < 0 || index2 < 0 || index1 >= primal_size ||</div>
|
||
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> index2 >= primal_size) {</div>
|
||
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
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|
<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> <span class="stringliteral">"The quadratic objective's "</span>, i, <span class="stringliteral">"th nonzero has indices "</span>, index1,</div>
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||
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> <span class="stringliteral">" and "</span>, index2, <span class="stringliteral">", which are not both in the expected range [0, "</span>,</div>
|
||
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span> primal_size, <span class="stringliteral">")"</span>));</div>
|
||
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> }</div>
|
||
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|
<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"> 191</span> <span class="keywordflow">if</span> (index1 != index2) {</div>
|
||
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
|
|
<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> <span class="stringliteral">"The quadratic objective's "</span>, i,</div>
|
||
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> <span class="stringliteral">"th nonzero has off-diagonal element at ("</span>, index1, <span class="stringliteral">", "</span>, index2,</div>
|
||
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|
<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> <span class="stringliteral">"). Only diagonal objective matrices are supported."</span>));</div>
|
||
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|
<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> }</div>
|
||
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|
<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> <span class="comment">// Note: QuadraticProgram has an implicit "1/2" in front of the quadratic</span></div>
|
||
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|
<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> <span class="comment">// term.</span></div>
|
||
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->diagonal()[index1] = 2 * quadratic.coefficient(i);</div>
|
||
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> }</div>
|
||
|
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a> = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.objective_offset();</div>
|
||
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|
<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.maximize()) {</div>
|
||
|
|
<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a> *= -1;</div>
|
||
|
|
<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a> *= -1;</div>
|
||
|
|
<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"> 205</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>.has_value()) {</div>
|
||
|
|
<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->diagonal() *= -1;</div>
|
||
|
|
<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> }</div>
|
||
|
|
<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> = -1;</div>
|
||
|
|
<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> }</div>
|
||
|
|
<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> <span class="keywordflow">return</span> std::move(qp);</div>
|
||
|
|
<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span>}</div>
|
||
|
|
<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> </div>
|
||
|
|
<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a470cb9366571cdefc5c9d7ab6e0c00ba"> 213</a></span>absl::Status <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a470cb9366571cdefc5c9d7ab6e0c00ba">CanFitInMpModelProto</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>& qp) {</div>
|
||
|
|
<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp_1_1internal.html#ab80494a3a4359eba31ecdb1364cd6e6e">internal::TestableCanFitInMpModelProto</a>(</div>
|
||
|
|
<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> qp, <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::numeric_limits<int32_t>::max</a>());</div>
|
||
|
|
<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span>}</div>
|
||
|
|
<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> </div>
|
||
|
|
<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"> 218</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceinternal.html">internal</a> {</div>
|
||
|
|
<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp_1_1internal.html#ab80494a3a4359eba31ecdb1364cd6e6e"> 219</a></span>absl::Status <a class="code hl_function" href="namespaceoperations__research_1_1pdlp_1_1internal.html#ab80494a3a4359eba31ecdb1364cd6e6e">TestableCanFitInMpModelProto</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>& qp,</div>
|
||
|
|
<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> <span class="keyword">const</span> int64_t largest_ok_size) {</div>
|
||
|
|
<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> <span class="keyword">const</span> int64_t primal_size = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>.size();</div>
|
||
|
|
<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> <span class="keyword">const</span> int64_t dual_size = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>.size();</div>
|
||
|
|
<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> <span class="keywordtype">bool</span> primal_too_big = primal_size > largest_ok_size;</div>
|
||
|
|
<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> <span class="keywordflow">if</span> (primal_too_big) {</div>
|
||
|
|
<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
|
|
<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> <span class="stringliteral">"Too many variables ("</span>, primal_size, <span class="stringliteral">") to index with an int32_t."</span>));</div>
|
||
|
|
<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> }</div>
|
||
|
|
<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <span class="keywordtype">bool</span> dual_too_big = dual_size > largest_ok_size;</div>
|
||
|
|
<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> <span class="keywordflow">if</span> (dual_too_big) {</div>
|
||
|
|
<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(absl::StrCat(</div>
|
||
|
|
<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> <span class="stringliteral">"Too many constraints ("</span>, dual_size, <span class="stringliteral">") to index with an int32_t."</span>));</div>
|
||
|
|
<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"> 232</span> }</div>
|
||
|
|
<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> <span class="keywordflow">return</span> absl::OkStatus();</div>
|
||
|
|
<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span>}</div>
|
||
|
|
<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span>} <span class="comment">// namespace internal</span></div>
|
||
|
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"> 236</span> </div>
|
||
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a7f791925d78c8eb11002320336d0410d"> 237</a></span>absl::StatusOr<MPModelProto> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a7f791925d78c8eb11002320336d0410d">QpToMpModelProto</a>(<span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">QuadraticProgram</a>& qp) {</div>
|
||
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|
<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> <a class="code hl_define" href="base_2status__macros_8h.html#acdc223d8c59d5c591dc6b4e88257627b">RETURN_IF_ERROR</a>(<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a470cb9366571cdefc5c9d7ab6e0c00ba">CanFitInMpModelProto</a>(qp));</div>
|
||
|
|
<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> == 0) {</div>
|
||
|
|
<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> <span class="keywordflow">return</span> absl::InvalidArgumentError(</div>
|
||
|
|
<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> <span class="stringliteral">"objective_scaling_factor cannot be zero."</span>);</div>
|
||
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> }</div>
|
||
|
|
<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span> <span class="keyword">const</span> int64_t primal_size = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>.size();</div>
|
||
|
|
<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span> <span class="keyword">const</span> int64_t dual_size = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>.size();</div>
|
||
|
|
<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"> 245</span> MPModelProto <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>;</div>
|
||
|
|
<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a>.has_value() && !qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a>->empty()) {</div>
|
||
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.set_name(*qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">problem_name</a>);</div>
|
||
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|
<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> }</div>
|
||
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|
<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"> 249</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.set_objective_offset(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> * qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">objective_offset</a>);</div>
|
||
|
|
<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> < 0) {</div>
|
||
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.set_maximize(<span class="keyword">true</span>);</div>
|
||
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|
<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> } <span class="keywordflow">else</span> {</div>
|
||
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.set_maximize(<span class="keyword">false</span>);</div>
|
||
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> }</div>
|
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> </div>
|
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.mutable_variable()->Reserve(primal_size);</div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> <span class="keywordflow">for</span> (int64_t i = 0; i < primal_size; ++i) {</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> <span class="keyword">auto</span>* <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.add_variable();</div>
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||
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_lower_bound(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">variable_lower_bounds</a>[i]);</div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_upper_bound(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">variable_upper_bounds</a>[i]);</div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_objective_coefficient(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> *</div>
|
||
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">objective_vector</a>[i]);</div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a>.has_value() && i < qp.variable_names->size()) {</div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> <span class="keyword">const</span> std::string& <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> = (*qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">variable_names</a>)[i];</div>
|
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>.empty()) {</div>
|
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>->set_name(<a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>);</div>
|
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> }</div>
|
||
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> }</div>
|
||
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> }</div>
|
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> </div>
|
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.mutable_constraint()->Reserve(dual_size);</div>
|
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> <span class="keywordflow">for</span> (int64_t i = 0; i < dual_size; ++i) {</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> <span class="keyword">auto</span>* con = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.add_constraint();</div>
|
||
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<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> con->set_lower_bound(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">constraint_lower_bounds</a>[i]);</div>
|
||
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span> con->set_upper_bound(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">constraint_upper_bounds</a>[i]);</div>
|
||
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<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> <span class="keywordflow">if</span> (qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>.has_value() && i < qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>->size()) {</div>
|
||
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span> <span class="keyword">const</span> std::string& <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a> = (*qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">constraint_names</a>)[i];</div>
|
||
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span> <span class="keywordflow">if</span> (!<a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>.empty()) {</div>
|
||
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> con->set_name(<a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>);</div>
|
||
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"> 280</span> }</div>
|
||
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> }</div>
|
||
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> }</div>
|
||
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span> </div>
|
||
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> <span class="keyword">using</span> InnerIterator =</div>
|
||
|
|
<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"> 285</span> ::Eigen::SparseMatrix<double, Eigen::ColMajor, int64_t>::InnerIterator;</div>
|
||
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> <span class="keywordflow">for</span> (int64_t <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = 0; <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>.cols(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
||
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|
<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> <span class="keywordflow">for</span> (InnerIterator iter(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">constraint_matrix</a>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>); iter; ++iter) {</div>
|
||
|
|
<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span> <span class="keyword">auto</span>* con = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.mutable_constraint(iter.row());</div>
|
||
|
|
<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> <span class="comment">// To avoid reallocs during the inserts, we could count the nonzeros</span></div>
|
||
|
|
<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"> 290</span> <span class="comment">// and reserve() before filling.</span></div>
|
||
|
|
<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span> con->add_var_index(iter.col());</div>
|
||
|
|
<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span> con->add_coefficient(iter.value());</div>
|
||
|
|
<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span> }</div>
|
||
|
|
<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span> }</div>
|
||
|
|
<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"> 295</span> </div>
|
||
|
|
<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> <span class="comment">// Some OR tools decide the objective is quadratic based on</span></div>
|
||
|
|
<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> <span class="comment">// has_quadratic_objective() rather than on quadratic_objective_size() == 0,</span></div>
|
||
|
|
<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span> <span class="comment">// so don't create the quadratic objective for linear programs.</span></div>
|
||
|
|
<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a850865b3deabb2a623e130691df99f15">IsLinearProgram</a>(qp)) {</div>
|
||
|
|
<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"> 300</span> <span class="keyword">auto</span>* quadratic_objective = <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>.mutable_quadratic_objective();</div>
|
||
|
|
<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> <span class="keyword">const</span> <span class="keyword">auto</span>& diagonal = qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">objective_matrix</a>->diagonal();</div>
|
||
|
|
<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <span class="keywordflow">for</span> (int64_t i = 0; i < diagonal.size(); ++i) {</div>
|
||
|
|
<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> <span class="keywordflow">if</span> (diagonal[i] != 0.0) {</div>
|
||
|
|
<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> quadratic_objective->add_qvar1_index(i);</div>
|
||
|
|
<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> quadratic_objective->add_qvar2_index(i);</div>
|
||
|
|
<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> <span class="comment">// Undo the implicit (1/2) term in QuadraticProgram's objective.</span></div>
|
||
|
|
<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span> quadratic_objective->add_coefficient(qp.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">objective_scaling_factor</a> *</div>
|
||
|
|
<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> diagonal[i] / 2.0);</div>
|
||
|
|
<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"> 309</span> }</div>
|
||
|
|
<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> }</div>
|
||
|
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> }</div>
|
||
|
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> </div>
|
||
|
|
<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="cp__model__fz__solver_8cc.html#aed003f5eb5197bc586b7ef2c36a63da2">proto</a>;</div>
|
||
|
|
<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span>}</div>
|
||
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span> </div>
|
||
|
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<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a71be38ead7d3acc96c94238b259a7aa0"> 316</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a71be38ead7d3acc96c94238b259a7aa0">SetEigenMatrixFromTriplets</a>(</div>
|
||
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"> 317</span> std::vector<Eigen::Triplet<double, int64_t>> triplets,</div>
|
||
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> Eigen::SparseMatrix<double, Eigen::ColMajor, int64_t>& matrix) {</div>
|
||
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span> <span class="keyword">using</span> Triplet = Eigen::Triplet<double, int64_t>;</div>
|
||
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span> std::sort(triplets.begin(), triplets.end(),</div>
|
||
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> [](<span class="keyword">const</span> Triplet& lhs, <span class="keyword">const</span> Triplet& rhs) {</div>
|
||
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> return std::tie(lhs.col(), lhs.row()) <</div>
|
||
|
|
<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> std::tie(rhs.col(), rhs.row());</div>
|
||
|
|
<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span> });</div>
|
||
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> </div>
|
||
|
|
<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"> 326</span> <span class="comment">// The triplets are allowed to contain duplicate entries (and intentionally</span></div>
|
||
|
|
<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> <span class="comment">// do for the diagonals of the objective matrix). For efficiency of insert</span></div>
|
||
|
|
<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> <span class="comment">// and reserve, merge the duplicates first.</span></div>
|
||
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|
<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp_1_1internal.html#a9e8886cbe4b9e4c1f170a90ca36e094e">internal::CombineRepeatedTripletsInPlace</a>(triplets);</div>
|
||
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|
<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> </div>
|
||
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"> 331</span> std::vector<int64_t> num_column_entries(matrix.cols());</div>
|
||
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> Triplet& triplet : triplets) {</div>
|
||
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> ++num_column_entries[triplet.col()];</div>
|
||
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|
<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span> }</div>
|
||
|
|
<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> <span class="comment">// NOTE: reserve() takes column counts because matrix is in column major</span></div>
|
||
|
|
<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"> 336</span> <span class="comment">// order.</span></div>
|
||
|
|
<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> matrix.reserve(num_column_entries);</div>
|
||
|
|
<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> Triplet& triplet : triplets) {</div>
|
||
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> matrix.insert(triplet.row(), triplet.col()) = triplet.value();</div>
|
||
|
|
<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> }</div>
|
||
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<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</span> <span class="keywordflow">if</span> (matrix.outerSize() > 0) {</div>
|
||
|
|
<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> matrix.makeCompressed();</div>
|
||
|
|
<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"> 343</span> }</div>
|
||
|
|
<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span>}</div>
|
||
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span> </div>
|
||
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceinternal.html">internal</a> {</div>
|
||
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<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp_1_1internal.html#a9e8886cbe4b9e4c1f170a90ca36e094e"> 347</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp_1_1internal.html#a9e8886cbe4b9e4c1f170a90ca36e094e">CombineRepeatedTripletsInPlace</a>(</div>
|
||
|
|
<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span> std::vector<Eigen::Triplet<double, int64_t>>& triplets) {</div>
|
||
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> <span class="keywordflow">if</span> (triplets.empty()) <span class="keywordflow">return</span>;</div>
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||
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> <span class="keyword">auto</span> output_iter = triplets.begin();</div>
|
||
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<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span> <span class="keywordflow">for</span> (<span class="keyword">auto</span> p = output_iter + 1; p != triplets.end(); ++p) {</div>
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<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span> <span class="keywordflow">if</span> (output_iter->row() == p->row() && output_iter->col() == p->col()) {</div>
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<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> *output_iter = {output_iter->row(), output_iter->col(),</div>
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<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"> 354</span> output_iter->value() + p->value()};</div>
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||
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<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> ++output_iter;</div>
|
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> <span class="keywordflow">if</span> (output_iter != p) { <span class="comment">// Small optimization - skip no-op copies.</span></div>
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<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span> *output_iter = *p;</div>
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> }</div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"> 360</span> }</div>
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<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> }</div>
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<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span> <span class="comment">// *output_iter is the last output value, so erase everything after that.</span></div>
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<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> triplets.erase(output_iter + 1, triplets.end());</div>
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span>}</div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span>} <span class="comment">// namespace internal</span></div>
|
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"> 366</span>} <span class="comment">// namespace operations_research::pdlp</span></div>
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<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>
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<div class="ttc" id="abase_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7c0ce053b28d53aa4eaf3eb7fb71663b"><div class="ttname"><a href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a></div><div class="ttdeci">#define CHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00703">base/logging.h:703</a></div></div>
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<div class="ttc" id="abase_2status__macros_8h_html"><div class="ttname"><a href="base_2status__macros_8h.html">status_macros.h</a></div></div>
|
||
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<div class="ttc" id="abase_2status__macros_8h_html_acdc223d8c59d5c591dc6b4e88257627b"><div class="ttname"><a href="base_2status__macros_8h.html#acdc223d8c59d5c591dc6b4e88257627b">RETURN_IF_ERROR</a></div><div class="ttdeci">#define RETURN_IF_ERROR(expr)</div><div class="ttdef"><b>Definition:</b> <a href="base_2status__macros_8h_source.html#l00027">base/status_macros.h:27</a></div></div>
|
||
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<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#l00118">cp_model_fz_solver.cc:118</a></div></div>
|
||
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<div class="ttc" id="adefault__search_8cc_html_ac673bc430bdc3fdaa09f7becf98ef267"><div class="ttname"><a href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a></div><div class="ttdeci">const std::string name</div><div class="ttdef"><b>Definition:</b> <a href="default__search_8cc_source.html#l00813">default_search.cc:813</a></div></div>
|
||
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<div class="ttc" id="aexpr__array_8cc_html_a472a99923cbe11ae7b5a5d157d9ad465"><div class="ttname"><a href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a></div><div class="ttdeci">IntVar * var</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01874">expr_array.cc:1874</a></div></div>
|
||
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<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>
|
||
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<div class="ttc" id="anamespaceinternal_html"><div class="ttname"><a href="namespaceinternal.html">internal</a></div><div class="ttdef"><b>Definition:</b> <a href="connected__components_8h_source.html#l00138">connected_components.h:138</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_1_1internal_html_a9e8886cbe4b9e4c1f170a90ca36e094e"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp_1_1internal.html#a9e8886cbe4b9e4c1f170a90ca36e094e">operations_research::pdlp::internal::CombineRepeatedTripletsInPlace</a></div><div class="ttdeci">void CombineRepeatedTripletsInPlace(std::vector< Eigen::Triplet< double, int64_t > > &triplets)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00347">quadratic_program.cc:347</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_1_1internal_html_ab80494a3a4359eba31ecdb1364cd6e6e"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp_1_1internal.html#ab80494a3a4359eba31ecdb1364cd6e6e">operations_research::pdlp::internal::TestableCanFitInMpModelProto</a></div><div class="ttdeci">absl::Status TestableCanFitInMpModelProto(const QuadraticProgram &qp, const int64_t largest_ok_size)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00219">quadratic_program.cc:219</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a></div><div class="ttdef"><b>Definition:</b> <a href="iteration__stats_8cc_source.html#l00040">iteration_stats.cc:40</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a007a657dbfa4e0e820e0d9af4d8d27a2"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a007a657dbfa4e0e820e0d9af4d8d27a2">operations_research::pdlp::QpFromMpModelProto</a></div><div class="ttdeci">absl::StatusOr< QuadraticProgram > QpFromMpModelProto(const MPModelProto &proto, bool relax_integer_variables, bool include_names)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00094">quadratic_program.cc:94</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a26dcf89d9520f56d883f7100dfd36146"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a26dcf89d9520f56d883f7100dfd36146">operations_research::pdlp::ValidateQuadraticProgramDimensions</a></div><div class="ttdeci">absl::Status ValidateQuadraticProgramDimensions(const QuadraticProgram &qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00039">quadratic_program.cc:39</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a470cb9366571cdefc5c9d7ab6e0c00ba"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a470cb9366571cdefc5c9d7ab6e0c00ba">operations_research::pdlp::CanFitInMpModelProto</a></div><div class="ttdeci">absl::Status CanFitInMpModelProto(const QuadraticProgram &qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00213">quadratic_program.cc:213</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a71be38ead7d3acc96c94238b259a7aa0"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a71be38ead7d3acc96c94238b259a7aa0">operations_research::pdlp::SetEigenMatrixFromTriplets</a></div><div class="ttdeci">void SetEigenMatrixFromTriplets(std::vector< Eigen::Triplet< double, int64_t > > triplets, Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00316">quadratic_program.cc:316</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a77dbe245ed9fb597ad836b27ac989f26"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a77dbe245ed9fb597ad836b27ac989f26">operations_research::pdlp::HasValidBounds</a></div><div class="ttdeci">bool HasValidBounds(const QuadraticProgram &qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00084">quadratic_program.cc:84</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a7f791925d78c8eb11002320336d0410d"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a7f791925d78c8eb11002320336d0410d">operations_research::pdlp::QpToMpModelProto</a></div><div class="ttdeci">absl::StatusOr< MPModelProto > QpToMpModelProto(const QuadraticProgram &qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8cc_source.html#l00237">quadratic_program.cc:237</a></div></div>
|
||
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a850865b3deabb2a623e130691df99f15"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a850865b3deabb2a623e130691df99f15">operations_research::pdlp::IsLinearProgram</a></div><div class="ttdeci">bool IsLinearProgram(const QuadraticProgram &qp)</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00150">quadratic_program.h:150</a></div></div>
|
||
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<div class="ttc" id="aquadratic__program_8h_html"><div class="ttname"><a href="quadratic__program_8h.html">quadratic_program.h</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html">operations_research::pdlp::QuadraticProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00054">quadratic_program.h:54</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a097d329b7af662bea9b5a8e310a22726"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a097d329b7af662bea9b5a8e310a22726">operations_research::pdlp::QuadraticProgram::variable_upper_bounds</a></div><div class="ttdeci">Eigen::VectorXd variable_upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00133">quadratic_program.h:133</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a0f72e7b49f91d0b980f5a54a18c06964"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a0f72e7b49f91d0b980f5a54a18c06964">operations_research::pdlp::QuadraticProgram::variable_lower_bounds</a></div><div class="ttdeci">Eigen::VectorXd variable_lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00133">quadratic_program.h:133</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a18b5b62c2150cdcf678427d52b05a949"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a18b5b62c2150cdcf678427d52b05a949">operations_research::pdlp::QuadraticProgram::objective_scaling_factor</a></div><div class="ttdeci">double objective_scaling_factor</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00143">quadratic_program.h:143</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a351592ad2cd615ce05dff1c278405110"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a351592ad2cd615ce05dff1c278405110">operations_research::pdlp::QuadraticProgram::constraint_names</a></div><div class="ttdeci">absl::optional< std::vector< std::string > > constraint_names</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00137">quadratic_program.h:137</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a3b46b5f8d7374e5e1f71be9b647262b6"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a3b46b5f8d7374e5e1f71be9b647262b6">operations_research::pdlp::QuadraticProgram::variable_names</a></div><div class="ttdeci">absl::optional< std::vector< std::string > > variable_names</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00136">quadratic_program.h:136</a></div></div>
|
||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a61349a88b7e83784a92be3d231cfa638"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a61349a88b7e83784a92be3d231cfa638">operations_research::pdlp::QuadraticProgram::constraint_lower_bounds</a></div><div class="ttdeci">Eigen::VectorXd constraint_lower_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00132">quadratic_program.h:132</a></div></div>
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||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_a6caf50b62278bf0ab5a0e2020eb576c1"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#a6caf50b62278bf0ab5a0e2020eb576c1">operations_research::pdlp::QuadraticProgram::objective_offset</a></div><div class="ttdeci">double objective_offset</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00142">quadratic_program.h:142</a></div></div>
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||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_aa3d8a9214deabfe8c679f3dcf7a0bf84"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#aa3d8a9214deabfe8c679f3dcf7a0bf84">operations_research::pdlp::QuadraticProgram::problem_name</a></div><div class="ttdeci">absl::optional< std::string > problem_name</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00135">quadratic_program.h:135</a></div></div>
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||
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_ae7a462ef3035095eff6c883ae0078d02"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae7a462ef3035095eff6c883ae0078d02">operations_research::pdlp::QuadraticProgram::constraint_matrix</a></div><div class="ttdeci">Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > constraint_matrix</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00131">quadratic_program.h:131</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_ae816a5fdb4bdd9b7af551cc7e88d2eb5"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#ae816a5fdb4bdd9b7af551cc7e88d2eb5">operations_research::pdlp::QuadraticProgram::objective_matrix</a></div><div class="ttdeci">std::optional< Eigen::DiagonalMatrix< double, Eigen::Dynamic > > objective_matrix</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00130">quadratic_program.h:130</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_af2acc3fce9196f0cd70ed7505923234c"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#af2acc3fce9196f0cd70ed7505923234c">operations_research::pdlp::QuadraticProgram::constraint_upper_bounds</a></div><div class="ttdeci">Eigen::VectorXd constraint_upper_bounds</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00132">quadratic_program.h:132</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_html_afdb3e07cd380793e1b265c1fded94edd"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program.html#afdb3e07cd380793e1b265c1fded94edd">operations_research::pdlp::QuadraticProgram::objective_vector</a></div><div class="ttdeci">Eigen::VectorXd objective_vector</div><div class="ttdef"><b>Definition:</b> <a href="quadratic__program_8h_source.html#l00127">quadratic_program.h:127</a></div></div>
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