operations_research::pdlp Namespace Reference

Namespaces
namespace	internal

Classes
class	DiagonalTrustRegionProblem
class	DiagonalTrustRegionProblemFromQp
struct	IterationCallbackInfo
struct	LagrangianPart
struct	LocalizedLagrangianBounds
struct	PrimalAndDualSolution
struct	QuadraticProgram
struct	QuadraticProgramBoundNorms
struct	RelativeConvergenceInformation
struct	RescalingOptions
struct	ScalingVectors
class	ShardedQuadraticProgram
class	ShardedWeightedAverage
class	Sharder
struct	SingularValueAndIterations
struct	SolverResult
struct	TerminationReasonAndPointType
struct	TrustRegionResult

Enumerations
enum class	PrimalDualNorm { kMaxNorm , kEuclideanNorm }

Functions
ConvergenceInformation	ComputeConvergenceInformation (const ShardedQuadraticProgram &scaled_sharded_qp, const Eigen::VectorXd &col_scaling_vec, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &scaled_primal_solution, const Eigen::VectorXd &scaled_dual_solution, PointType candidate_type)
InfeasibilityInformation	ComputeInfeasibilityInformation (const ShardedQuadraticProgram &scaled_sharded_qp, const Eigen::VectorXd &col_scaling_vec, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &scaled_primal_ray, const Eigen::VectorXd &scaled_dual_ray, PointType candidate_type)
ConvergenceInformation	ComputeScaledConvergenceInformation (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, PointType candidate_type)
VectorXd	ReducedCosts (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, bool use_zero_primal_objective)
absl::optional< ConvergenceInformation >	GetConvergenceInformation (const IterationStats &stats, PointType candidate_type)
absl::optional< InfeasibilityInformation >	GetInfeasibilityInformation (const IterationStats &stats, PointType candidate_type)
absl::optional< PointMetadata >	GetPointMetadata (const IterationStats &stats, const PointType point_type)
void	SetRandomProjections (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, const std::vector< int > &random_projection_seeds, PointMetadata &metadata)
ConvergenceInformation	ComputeScaledConvergenceInformation (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, PointType candidate_type)
Eigen::VectorXd	ReducedCosts (const ShardedQuadraticProgram &scaled_sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, bool use_zero_primal_objective=false)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, const std::atomic< bool > *interrupt_solve, IterationStatsCallback iteration_stats_callback)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, absl::optional< PrimalAndDualSolution > initial_solution, const std::atomic< bool > *interrupt_solve, IterationStatsCallback iteration_stats_callback)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, const std::atomic< bool > *interrupt_solve=nullptr, std::function< void(const IterationCallbackInfo &)> iteration_stats_callback=nullptr)
SolverResult	PrimalDualHybridGradient (QuadraticProgram qp, const PrimalDualHybridGradientParams &params, absl::optional< PrimalAndDualSolution > initial_solution, const std::atomic< bool > *interrupt_solve=nullptr, std::function< void(const IterationCallbackInfo &)> iteration_stats_callback=nullptr)
absl::Status	ValidateQuadraticProgramDimensions (const QuadraticProgram &qp)
bool	HasValidBounds (const QuadraticProgram &qp)
absl::StatusOr< QuadraticProgram >	QpFromMpModelProto (const MPModelProto &proto, bool relax_integer_variables, bool include_names)
absl::Status	CanFitInMpModelProto (const QuadraticProgram &qp)
absl::StatusOr< MPModelProto >	QpToMpModelProto (const QuadraticProgram &qp)
void	SetEigenMatrixFromTriplets (std::vector< Eigen::Triplet< double, int64_t > > triplets, Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix)
bool	IsLinearProgram (const QuadraticProgram &qp)
QuadraticProgram	ReadQuadraticProgramOrDie (const std::string &filename, bool include_names)
QuadraticProgram	ReadMpsLinearProgramOrDie (const std::string &lp_file, bool include_names)
QuadraticProgram	ReadMPModelProtoFileOrDie (const std::string &mpmodel_proto_file, bool include_names)
absl::Status	WriteLinearProgramToMps (const QuadraticProgram &linear_program, const std::string &mps_file)
absl::Status	WriteQuadraticProgramToMPModelProto (const QuadraticProgram &quadratic_program, const std::string &mpmodel_proto_file)
QuadraticProgramStats	ComputeStats (const ShardedQuadraticProgram &qp, const double infinite_constraint_bound_threshold)
void	LInfRuizRescaling (const ShardedQuadraticProgram &sharded_qp, const int num_iterations, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)
void	L2NormRescaling (const ShardedQuadraticProgram &sharded_qp, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)
ScalingVectors	ApplyRescaling (const RescalingOptions &rescaling_options, ShardedQuadraticProgram &sharded_qp)
LagrangianPart	ComputePrimalGradient (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_product)
double	DualSubgradientCoefficient (const double constraint_lower_bound, const double constraint_upper_bound, const double dual, const double primal_product)
LagrangianPart	ComputeDualGradient (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_product)
SingularValueAndIterations	EstimateMaximumSingularValueOfConstraintMatrix (const ShardedQuadraticProgram &sharded_qp, const absl::optional< VectorXd > &primal_solution, const absl::optional< VectorXd > &dual_solution, const double desired_relative_error, const double failure_probability, std::mt19937 &mt_generator)
bool	HasValidBounds (const ShardedQuadraticProgram &sharded_qp)
void	ProjectToPrimalVariableBounds (const ShardedQuadraticProgram &sharded_qp, VectorXd &primal)
void	ProjectToDualVariableBounds (const ShardedQuadraticProgram &sharded_qp, VectorXd &dual)
void	LInfRuizRescaling (const ShardedQuadraticProgram &sharded_qp, const int num_iterations, Eigen::VectorXd &row_scaling_vec, Eigen::VectorXd &col_scaling_vec)
void	L2NormRescaling (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &row_scaling_vec, Eigen::VectorXd &col_scaling_vec)
LagrangianPart	ComputePrimalGradient (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_product)
SingularValueAndIterations	EstimateMaximumSingularValueOfConstraintMatrix (const ShardedQuadraticProgram &sharded_qp, const absl::optional< Eigen::VectorXd > &primal_solution, const absl::optional< Eigen::VectorXd > &dual_solution, const double desired_relative_error, const double failure_probability, std::mt19937 &mt_generator)
void	ProjectToPrimalVariableBounds (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &primal)
void	ProjectToDualVariableBounds (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &dual)
VectorXd	TransposedMatrixVectorProduct (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &vector, const Sharder &sharder)
void	AddScaledVector (const double scale, const VectorXd &increment, const Sharder &sharder, VectorXd &dest)
void	AssignVector (const VectorXd &vec, const Sharder &sharder, VectorXd &dest)
VectorXd	CloneVector (const VectorXd &vec, const Sharder &sharder)
void	CoefficientWiseProductInPlace (const VectorXd &scale, const Sharder &sharder, VectorXd &dest)
void	CoefficientWiseQuotientInPlace (const VectorXd &scale, const Sharder &sharder, VectorXd &dest)
double	Dot (const VectorXd &v1, const VectorXd &v2, const Sharder &sharder)
double	LInfNorm (const VectorXd &vector, const Sharder &sharder)
double	L1Norm (const VectorXd &vector, const Sharder &sharder)
double	SquaredNorm (const VectorXd &vector, const Sharder &sharder)
double	Norm (const VectorXd &vector, const Sharder &sharder)
double	SquaredDistance (const VectorXd &vector1, const VectorXd &vector2, const Sharder &sharder)
double	Distance (const VectorXd &vector1, const VectorXd &vector2, const Sharder &sharder)
double	ScaledLInfNorm (const VectorXd &vector, const VectorXd &scale, const Sharder &sharder)
double	ScaledSquaredNorm (const VectorXd &vector, const VectorXd &scale, const Sharder &sharder)
double	ScaledNorm (const VectorXd &vector, const VectorXd &scale, const Sharder &sharder)
VectorXd	ScaledColLInfNorm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &row_scaling_vec, const VectorXd &col_scaling_vec, const Sharder &sharder)
VectorXd	ScaledColL2Norm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const VectorXd &row_scaling_vec, const VectorXd &col_scaling_vec, const Sharder &sharder)
bool	IsDiagonal (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Sharder &sharder)
Eigen::VectorXd	TransposedMatrixVectorProduct (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Eigen::VectorXd &vector, const Sharder &Sharder)
void	AddScaledVector (double scale, const Eigen::VectorXd &increment, const Sharder &sharder, Eigen::VectorXd &dest)
void	AssignVector (const Eigen::VectorXd &vec, const Sharder &sharder, Eigen::VectorXd &dest)
Eigen::VectorXd	CloneVector (const Eigen::VectorXd &vec, const Sharder &sharder)
void	CoefficientWiseProductInPlace (const Eigen::VectorXd &scale, const Sharder &sharder, Eigen::VectorXd &dest)
void	CoefficientWiseQuotientInPlace (const Eigen::VectorXd &scale, const Sharder &sharder, Eigen::VectorXd &dest)
double	Dot (const Eigen::VectorXd &v1, const Eigen::VectorXd &v2, const Sharder &sharder)
double	LInfNorm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	L1Norm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	SquaredNorm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	Norm (const Eigen::VectorXd &vector, const Sharder &sharder)
double	SquaredDistance (const Eigen::VectorXd &vector1, const Eigen::VectorXd &vector2, const Sharder &sharder)
double	Distance (const Eigen::VectorXd &vector1, const Eigen::VectorXd &vector2, const Sharder &sharder)
double	ScaledLInfNorm (const Eigen::VectorXd &vector, const Eigen::VectorXd &scale, const Sharder &sharder)
double	ScaledSquaredNorm (const Eigen::VectorXd &vector, const Eigen::VectorXd &scale, const Sharder &sharder)
double	ScaledNorm (const Eigen::VectorXd &vector, const Eigen::VectorXd &scale, const Sharder &sharder)
Eigen::VectorXd	ScaledColLInfNorm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &col_scaling_vec, const Sharder &sharder)
Eigen::VectorXd	ScaledColL2Norm (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &matrix, const Eigen::VectorXd &row_scaling_vec, const Eigen::VectorXd &col_scaling_vec, const Sharder &sharder)
absl::Status	ValidateTerminationCriteria (const TerminationCriteria &criteria)
absl::Status	ValidateAdaptiveLinesearchParams (const AdaptiveLinesearchParams &params)
absl::Status	ValidateMalitskyPockParams (const MalitskyPockParams &params)
absl::Status	ValidatePrimalDualHybridGradientParams (const PrimalDualHybridGradientParams &params)
absl::optional< TerminationReasonAndPointType >	CheckTerminationCriteria (const TerminationCriteria &criteria, const IterationStats &stats, const QuadraticProgramBoundNorms &bound_norms, const bool force_numerical_termination)
QuadraticProgramBoundNorms	BoundNormsFromProblemStats (const QuadraticProgramStats &stats)
RelativeConvergenceInformation	ComputeRelativeResiduals (const double eps_optimal_absolute, const double eps_optimal_relative, const QuadraticProgramBoundNorms &norms, const ConvergenceInformation &stats)
QuadraticProgram	TestLp ()
void	VerifyTestLp (const QuadraticProgram &qp, bool maximize)
QuadraticProgram	TinyLp ()
QuadraticProgram	CorrelationClusteringLp ()
QuadraticProgram	CorrelationClusteringStarLp ()
QuadraticProgram	TestDiagonalQp1 ()
QuadraticProgram	TestDiagonalQp2 ()
QuadraticProgram	TestDiagonalQp3 ()
QuadraticProgram	SmallInvalidProblemLp ()
QuadraticProgram	SmallInconsistentVariableBoundsLp ()
QuadraticProgram	SmallPrimalInfeasibleLp ()
QuadraticProgram	SmallDualInfeasibleLp ()
QuadraticProgram	SmallPrimalDualInfeasibleLp ()
QuadraticProgram	SmallInitializationLp ()
QuadraticProgram	LpWithoutConstraints ()
void	VerifyTestQp (const QuadraticProgram &qp, bool maximize)
::Eigen::ArrayXXd	ToDense (const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &sparse_mat)
template<typename ContainerType >
decltype(testing::Pointwise(internal::TupleIsNear(0.0), ContainerType()))	FloatArrayNear (const ContainerType &container, double tolerance)
template<typename ContainerType >
decltype(testing::Pointwise(internal::TupleFloatEq(), ContainerType()))	FloatArrayEq (const ContainerType &container)
template<typename EigenType >
Eigen::Array< typename EigenType::Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor >	EvalAsColMajorEigenArray (const EigenType &input)
template<typename Scalar >
absl::Span< const Scalar >	EigenArrayAsSpan (const Eigen::Array< Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > &array)
	MATCHER_P2 (EigenArrayNear, expected_array, tolerance, "array is near "+testing::PrintToString(expected_array)+" within tolerance "+testing::PrintToString(tolerance))
	MATCHER_P (EigenArrayEq, expected_array, "array is almost equal to "+testing::PrintToString(expected_array))
template<typename T >
EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, 1 >, double >	EigenArrayNear (absl::Span< const T > data, double tolerance)
template<typename T >
EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, Eigen::Dynamic >, double >	EigenArrayNear (absl::Span< const absl::Span< const T > > rows, double tolerance)
template<typename T >
EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, 1 > >	EigenArrayEq (absl::Span< const T > data)
template<typename T >
EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, Eigen::Dynamic > >	EigenArrayEq (absl::Span< const absl::Span< const T > > rows)
TrustRegionResult	SolveTrustRegion (const VectorXd &objective_vector, const VectorXd &variable_lower_bounds, const VectorXd &variable_upper_bounds, const VectorXd &center_point, const VectorXd &norm_weights, const double target_radius, const Sharder &sharder)
template<typename DiagonalTrustRegionProblem >
double	ProjectedValueOfScaledDifference (const DiagonalTrustRegionProblem &problem, const int64_t index, const double scaling_factor)
template<typename DiagonalTrustRegionProblem >
double	NormOfDeltaProjection (const DiagonalTrustRegionProblem &problem, const Sharder &sharder, const double scaling_factor)
template<typename DiagonalTrustRegionProblem >
double	FindScalingFactor (const DiagonalTrustRegionProblem &problem, const Sharder &sharder, const double target_radius, const double solve_tol)
template<typename DiagonalTrustRegionProblem >
TrustRegionResult	SolveDiagonalTrustRegionProblem (const DiagonalTrustRegionProblem &problem, const Sharder &sharder, const double target_radius, const double solve_tol)
TrustRegionResult	SolveDiagonalTrustRegion (const VectorXd &objective_vector, const VectorXd &objective_matrix_diagonal, const VectorXd &variable_lower_bounds, const VectorXd &variable_upper_bounds, const VectorXd &center_point, const VectorXd &norm_weights, const double target_radius, const Sharder &sharder, const double solve_tolerance)
TrustRegionResult	SolveDiagonalQpTrustRegion (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, const VectorXd &primal_gradient, const VectorXd &dual_gradient, const double primal_weight, double target_radius, const double solve_tolerance)
LocalizedLagrangianBounds	ComputeLocalizedLagrangianBounds (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_solution, const PrimalDualNorm primal_dual_norm, const double primal_weight, const double radius, const VectorXd *primal_product, const VectorXd *dual_product, const bool use_diagonal_qp_trust_region_solver, const double diagonal_qp_trust_region_solver_tolerance)
TrustRegionResult	SolveTrustRegion (const Eigen::VectorXd &objective_vector, const Eigen::VectorXd &variable_lower_bounds, const Eigen::VectorXd &variable_upper_bounds, const Eigen::VectorXd &center_point, const Eigen::VectorXd &norm_weights, double target_radius, const Sharder &sharder)
TrustRegionResult	SolveDiagonalTrustRegion (const Eigen::VectorXd &objective_vector, const Eigen::VectorXd &objective_matrix_diagonal, const Eigen::VectorXd &variable_lower_bounds, const Eigen::VectorXd &variable_upper_bounds, const Eigen::VectorXd &center_point, const Eigen::VectorXd &norm_weights, double target_radius, const Sharder &sharder, double solve_tolerance)
TrustRegionResult	SolveDiagonalQpTrustRegion (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_gradient, const Eigen::VectorXd &dual_gradient, const double primal_weight, double target_radius, double solve_tolerance)
double	BoundGap (const LocalizedLagrangianBounds &bounds)
LocalizedLagrangianBounds	ComputeLocalizedLagrangianBounds (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::VectorXd &dual_solution, PrimalDualNorm primal_dual_norm, double primal_weight, double radius, const Eigen::VectorXd *primal_product, const Eigen::VectorXd *dual_product, bool use_diagonal_qp_trust_region_solver, double diagonal_qp_trust_region_solver_tolerance)

Variables
constexpr double	kInfinity = std::numeric_limits<double>::infinity()

Enumeration Type Documentation

PrimalDualNorm

enum class PrimalDualNorm

strong

Enumerator
kMaxNorm
kEuclideanNorm

Definition at line 120 of file trust_region.h.

Function Documentation

AddScaledVector() [1/2]

void operations_research::pdlp::AddScaledVector	(	const double	scale,
		const VectorXd &	increment,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 162 of file sharder.cc.

AddScaledVector() [2/2]

void operations_research::pdlp::AddScaledVector	(	double	scale,
		const Eigen::VectorXd &	increment,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

ApplyRescaling()

ScalingVectors ApplyRescaling	(	const RescalingOptions &	rescaling_options,
		ShardedQuadraticProgram &	sharded_qp
	)

Definition at line 439 of file sharded_optimization_utils.cc.

AssignVector() [1/2]

void operations_research::pdlp::AssignVector	(	const Eigen::VectorXd &	vec,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

AssignVector() [2/2]

void operations_research::pdlp::AssignVector	(	const VectorXd &	vec,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 169 of file sharder.cc.

BoundGap()

double operations_research::pdlp::BoundGap ( const LocalizedLagrangianBounds &  bounds )

inline

Definition at line 113 of file trust_region.h.

BoundNormsFromProblemStats()

QuadraticProgramBoundNorms BoundNormsFromProblemStats

(

const QuadraticProgramStats &

stats

)

Definition at line 138 of file termination.cc.

CanFitInMpModelProto()

absl::Status CanFitInMpModelProto

(

const QuadraticProgram &

qp

)

Definition at line 213 of file quadratic_program.cc.

CheckTerminationCriteria()

absl::optional< TerminationReasonAndPointType > CheckTerminationCriteria	(	const TerminationCriteria &	criteria,
		const IterationStats &	stats,
		const QuadraticProgramBoundNorms &	bound_norms,
		const bool	force_numerical_termination
	)

Definition at line 90 of file termination.cc.

CloneVector() [1/2]

Eigen::VectorXd operations_research::pdlp::CloneVector	(	const Eigen::VectorXd &	vec,
		const Sharder &	sharder
	)

CloneVector() [2/2]

VectorXd operations_research::pdlp::CloneVector	(	const VectorXd &	vec,
		const Sharder &	sharder
	)

Definition at line 175 of file sharder.cc.

CoefficientWiseProductInPlace() [1/2]

void operations_research::pdlp::CoefficientWiseProductInPlace	(	const Eigen::VectorXd &	scale,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

CoefficientWiseProductInPlace() [2/2]

void operations_research::pdlp::CoefficientWiseProductInPlace	(	const VectorXd &	scale,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 182 of file sharder.cc.

CoefficientWiseQuotientInPlace() [1/2]

void operations_research::pdlp::CoefficientWiseQuotientInPlace	(	const Eigen::VectorXd &	scale,
		const Sharder &	sharder,
		Eigen::VectorXd &	dest
	)

CoefficientWiseQuotientInPlace() [2/2]

void operations_research::pdlp::CoefficientWiseQuotientInPlace	(	const VectorXd &	scale,
		const Sharder &	sharder,
		VectorXd &	dest
	)

Definition at line 190 of file sharder.cc.

ComputeConvergenceInformation()

ConvergenceInformation ComputeConvergenceInformation	(	const ShardedQuadraticProgram &	scaled_sharded_qp,
		const Eigen::VectorXd &	col_scaling_vec,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	scaled_primal_solution,
		const Eigen::VectorXd &	scaled_dual_solution,
		PointType	candidate_type
	)

Definition at line 308 of file iteration_stats.cc.

ComputeDualGradient()

LagrangianPart ComputeDualGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	dual_solution,
		const Eigen::VectorXd &	primal_product
	)

Definition at line 518 of file sharded_optimization_utils.cc.

ComputeInfeasibilityInformation()

InfeasibilityInformation ComputeInfeasibilityInformation	(	const ShardedQuadraticProgram &	scaled_sharded_qp,
		const Eigen::VectorXd &	col_scaling_vec,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	scaled_primal_ray,
		const Eigen::VectorXd &	scaled_dual_ray,
		PointType	candidate_type
	)

Definition at line 372 of file iteration_stats.cc.

ComputeLocalizedLagrangianBounds() [1/2]

LocalizedLagrangianBounds operations_research::pdlp::ComputeLocalizedLagrangianBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		PrimalDualNorm	primal_dual_norm,
		double	primal_weight,
		double	radius,
		const Eigen::VectorXd *	primal_product,
		const Eigen::VectorXd *	dual_product,
		bool	use_diagonal_qp_trust_region_solver,
		double	diagonal_qp_trust_region_solver_tolerance
	)

ComputeLocalizedLagrangianBounds() [2/2]

LocalizedLagrangianBounds operations_research::pdlp::ComputeLocalizedLagrangianBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_solution,
		const PrimalDualNorm	primal_dual_norm,
		const double	primal_weight,
		const double	radius,
		const VectorXd *	primal_product,
		const VectorXd *	dual_product,
		const bool	use_diagonal_qp_trust_region_solver,
		const double	diagonal_qp_trust_region_solver_tolerance
	)

Definition at line 963 of file trust_region.cc.

ComputePrimalGradient() [1/2]

LagrangianPart operations_research::pdlp::ComputePrimalGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_product
	)

ComputePrimalGradient() [2/2]

LagrangianPart operations_research::pdlp::ComputePrimalGradient	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_product
	)

Definition at line 462 of file sharded_optimization_utils.cc.

ComputeRelativeResiduals()

RelativeConvergenceInformation ComputeRelativeResiduals	(	const double	eps_optimal_absolute,
		const double	eps_optimal_relative,
		const QuadraticProgramBoundNorms &	norms,
		const ConvergenceInformation &	stats
	)

Definition at line 147 of file termination.cc.

ComputeScaledConvergenceInformation() [1/2]

ConvergenceInformation operations_research::pdlp::ComputeScaledConvergenceInformation	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		PointType	candidate_type
	)

ComputeScaledConvergenceInformation() [2/2]

ConvergenceInformation operations_research::pdlp::ComputeScaledConvergenceInformation	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_solution,
		PointType	candidate_type
	)

Definition at line 465 of file iteration_stats.cc.

ComputeStats()

QuadraticProgramStats ComputeStats	(	const ShardedQuadraticProgram &	qp,
		const double	infinite_constraint_bound_threshold
	)

Definition at line 303 of file sharded_optimization_utils.cc.

CorrelationClusteringLp()

QuadraticProgram CorrelationClusteringLp

(

)

Definition at line 86 of file test_util.cc.

CorrelationClusteringStarLp()

QuadraticProgram CorrelationClusteringStarLp

(

)

Definition at line 107 of file test_util.cc.

Distance() [1/2]

double operations_research::pdlp::Distance	(	const Eigen::VectorXd &	vector1,
		const Eigen::VectorXd &	vector2,
		const Sharder &	sharder
	)

Distance() [2/2]

double operations_research::pdlp::Distance	(	const VectorXd &	vector1,
		const VectorXd &	vector2,
		const Sharder &	sharder
	)

Definition at line 231 of file sharder.cc.

Dot() [1/2]

double operations_research::pdlp::Dot	(	const Eigen::VectorXd &	v1,
		const Eigen::VectorXd &	v2,
		const Sharder &	sharder
	)

Dot() [2/2]

double operations_research::pdlp::Dot	(	const VectorXd &	v1,
		const VectorXd &	v2,
		const Sharder &	sharder
	)

Definition at line 197 of file sharder.cc.

DualSubgradientCoefficient()

double DualSubgradientCoefficient	(	const double	constraint_lower_bound,
		const double	constraint_upper_bound,
		const double	dual,
		const double	primal_product
	)

Definition at line 492 of file sharded_optimization_utils.cc.

EigenArrayAsSpan()

absl::Span< const Scalar > operations_research::pdlp::EigenArrayAsSpan

(

const Eigen::Array< Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > &

array

)

Definition at line 303 of file test_util.h.

EigenArrayEq() [1/2]

EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, Eigen::Dynamic > > operations_research::pdlp::EigenArrayEq

(

absl::Span< const absl::Span< const T > >

rows

)

Definition at line 399 of file test_util.h.

EigenArrayEq() [2/2]

EigenArrayEqMatcherP< Eigen::Array< T, Eigen::Dynamic, 1 > > operations_research::pdlp::EigenArrayEq

(

absl::Span< const T >

data

)

Definition at line 389 of file test_util.h.

EigenArrayNear() [1/2]

EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, Eigen::Dynamic >, double > operations_research::pdlp::EigenArrayNear	(	absl::Span< const absl::Span< const T > >	rows,
		double	tolerance
	)

Definition at line 384 of file test_util.h.

EigenArrayNear() [2/2]

EigenArrayNearMatcherP2< Eigen::Array< T, Eigen::Dynamic, 1 >, double > operations_research::pdlp::EigenArrayNear	(	absl::Span< const T >	data,
		double	tolerance
	)

Definition at line 375 of file test_util.h.

EstimateMaximumSingularValueOfConstraintMatrix() [1/2]

SingularValueAndIterations operations_research::pdlp::EstimateMaximumSingularValueOfConstraintMatrix	(	const ShardedQuadraticProgram &	sharded_qp,
		const absl::optional< Eigen::VectorXd > &	primal_solution,
		const absl::optional< Eigen::VectorXd > &	dual_solution,
		const double	desired_relative_error,
		const double	failure_probability,
		std::mt19937 &	mt_generator
	)

EstimateMaximumSingularValueOfConstraintMatrix() [2/2]

SingularValueAndIterations operations_research::pdlp::EstimateMaximumSingularValueOfConstraintMatrix	(	const ShardedQuadraticProgram &	sharded_qp,
		const absl::optional< VectorXd > &	primal_solution,
		const absl::optional< VectorXd > &	dual_solution,
		const double	desired_relative_error,
		const double	failure_probability,
		std::mt19937 &	mt_generator
	)

Definition at line 706 of file sharded_optimization_utils.cc.

EvalAsColMajorEigenArray()

Eigen::Array< typename EigenType::Scalar, Eigen::Dynamic, Eigen::Dynamic, Eigen::ColMajor > operations_research::pdlp::EvalAsColMajorEigenArray

(

const EigenType &

input

)

Definition at line 297 of file test_util.h.

FindScalingFactor()

double operations_research::pdlp::FindScalingFactor	(	const DiagonalTrustRegionProblem &	problem,
		const Sharder &	sharder,
		const double	target_radius,
		const double	solve_tol
	)

Definition at line 662 of file trust_region.cc.

FloatArrayEq()

decltype(testing::Pointwise(internal::TupleFloatEq(), ContainerType())) operations_research::pdlp::FloatArrayEq

(

const ContainerType &

container

)

Definition at line 289 of file test_util.h.

FloatArrayNear()

decltype(testing::Pointwise(internal::TupleIsNear(0.0), ContainerType())) operations_research::pdlp::FloatArrayNear	(	const ContainerType &	container,
		double	tolerance
	)

Definition at line 271 of file test_util.h.

GetConvergenceInformation()

absl::optional< ConvergenceInformation > GetConvergenceInformation	(	const IterationStats &	stats,
		PointType	candidate_type
	)

Definition at line 507 of file iteration_stats.cc.

GetInfeasibilityInformation()

absl::optional< InfeasibilityInformation > GetInfeasibilityInformation	(	const IterationStats &	stats,
		PointType	candidate_type
	)

Definition at line 517 of file iteration_stats.cc.

GetPointMetadata()

absl::optional< PointMetadata > GetPointMetadata	(	const IterationStats &	stats,
		const PointType	point_type
	)

Definition at line 528 of file iteration_stats.cc.

HasValidBounds() [1/2]

bool HasValidBounds

(

const QuadraticProgram &

qp

)

Definition at line 84 of file quadratic_program.cc.

HasValidBounds() [2/2]

bool HasValidBounds

(

const ShardedQuadraticProgram &

sharded_qp

)

Definition at line 731 of file sharded_optimization_utils.cc.

IsDiagonal()

bool IsDiagonal	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Sharder &	sharder
	)

Definition at line 304 of file sharder.cc.

IsLinearProgram()

bool operations_research::pdlp::IsLinearProgram ( const QuadraticProgram &  qp )

inline

Definition at line 150 of file quadratic_program.h.

L1Norm() [1/2]

double operations_research::pdlp::L1Norm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

L1Norm() [2/2]

double operations_research::pdlp::L1Norm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 210 of file sharder.cc.

L2NormRescaling() [1/2]

void operations_research::pdlp::L2NormRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		Eigen::VectorXd &	row_scaling_vec,
		Eigen::VectorXd &	col_scaling_vec
	)

L2NormRescaling() [2/2]

void operations_research::pdlp::L2NormRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		VectorXd &	row_scaling_vec,
		VectorXd &	col_scaling_vec
	)

Definition at line 432 of file sharded_optimization_utils.cc.

LInfNorm() [1/2]

double operations_research::pdlp::LInfNorm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

LInfNorm() [2/2]

double operations_research::pdlp::LInfNorm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 202 of file sharder.cc.

LInfRuizRescaling() [1/2]

void operations_research::pdlp::LInfRuizRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		const int	num_iterations,
		Eigen::VectorXd &	row_scaling_vec,
		Eigen::VectorXd &	col_scaling_vec
	)

LInfRuizRescaling() [2/2]

void operations_research::pdlp::LInfRuizRescaling	(	const ShardedQuadraticProgram &	sharded_qp,
		const int	num_iterations,
		VectorXd &	row_scaling_vec,
		VectorXd &	col_scaling_vec
	)

Definition at line 425 of file sharded_optimization_utils.cc.

LpWithoutConstraints()

QuadraticProgram LpWithoutConstraints

(

)

Definition at line 261 of file test_util.cc.

MATCHER_P()

operations_research::pdlp::MATCHER_P	(	EigenArrayEq	,
		expected_array	,
		"array is almost equal to "+	testing::PrintToStringexpected_array
	)

Definition at line 344 of file test_util.h.

MATCHER_P2()

operations_research::pdlp::MATCHER_P2	(	EigenArrayNear	,
		expected_array	,
		tolerance	,
		"array is near "+	testing::PrintToStringexpected_array)+" within tolerance "+testing::PrintToString(tolerance
	)

Definition at line 317 of file test_util.h.

Norm() [1/2]

double operations_research::pdlp::Norm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

Norm() [2/2]

double operations_research::pdlp::Norm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 220 of file sharder.cc.

NormOfDeltaProjection()

double operations_research::pdlp::NormOfDeltaProjection	(	const DiagonalTrustRegionProblem &	problem,
		const Sharder &	sharder,
		const double	scaling_factor
	)

Definition at line 635 of file trust_region.cc.

PrimalDualHybridGradient() [1/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		absl::optional< PrimalAndDualSolution >	initial_solution,
		const std::atomic< bool > *	interrupt_solve,
		IterationStatsCallback	iteration_stats_callback
	)

Definition at line 1876 of file primal_dual_hybrid_gradient.cc.

PrimalDualHybridGradient() [2/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		absl::optional< PrimalAndDualSolution >	initial_solution,
		const std::atomic< bool > *	interrupt_solve = nullptr,
		std::function< void(const IterationCallbackInfo &)>	iteration_stats_callback = nullptr
	)

PrimalDualHybridGradient() [3/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		const std::atomic< bool > *	interrupt_solve,
		IterationStatsCallback	iteration_stats_callback
	)

Definition at line 1867 of file primal_dual_hybrid_gradient.cc.

PrimalDualHybridGradient() [4/4]

SolverResult operations_research::pdlp::PrimalDualHybridGradient	(	QuadraticProgram	qp,
		const PrimalDualHybridGradientParams &	params,
		const std::atomic< bool > *	interrupt_solve = nullptr,
		std::function< void(const IterationCallbackInfo &)>	iteration_stats_callback = nullptr
	)

ProjectedValueOfScaledDifference()

double operations_research::pdlp::ProjectedValueOfScaledDifference	(	const DiagonalTrustRegionProblem &	problem,
		const int64_t	index,
		const double	scaling_factor
	)

Definition at line 615 of file trust_region.cc.

ProjectToDualVariableBounds() [1/2]

void operations_research::pdlp::ProjectToDualVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		Eigen::VectorXd &	dual
	)

ProjectToDualVariableBounds() [2/2]

void operations_research::pdlp::ProjectToDualVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		VectorXd &	dual
	)

Definition at line 762 of file sharded_optimization_utils.cc.

ProjectToPrimalVariableBounds() [1/2]

void operations_research::pdlp::ProjectToPrimalVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		Eigen::VectorXd &	primal
	)

ProjectToPrimalVariableBounds() [2/2]

void operations_research::pdlp::ProjectToPrimalVariableBounds	(	const ShardedQuadraticProgram &	sharded_qp,
		VectorXd &	primal
	)

Definition at line 751 of file sharded_optimization_utils.cc.

QpFromMpModelProto()

absl::StatusOr< QuadraticProgram > QpFromMpModelProto	(	const MPModelProto &	proto,
		bool	relax_integer_variables,
		bool	include_names
	)

Definition at line 94 of file quadratic_program.cc.

QpToMpModelProto()

absl::StatusOr< MPModelProto > QpToMpModelProto

(

const QuadraticProgram &

qp

)

Definition at line 237 of file quadratic_program.cc.

ReadMPModelProtoFileOrDie()

QuadraticProgram ReadMPModelProtoFileOrDie	(	const std::string &	mpmodel_proto_file,
		bool	include_names
	)

Definition at line 81 of file quadratic_program_io.cc.

ReadMpsLinearProgramOrDie()

QuadraticProgram ReadMpsLinearProgramOrDie	(	const std::string &	lp_file,
		bool	include_names
	)

Definition at line 67 of file quadratic_program_io.cc.

ReadQuadraticProgramOrDie()

QuadraticProgram ReadQuadraticProgramOrDie	(	const std::string &	filename,
		bool	include_names
	)

Definition at line 50 of file quadratic_program_io.cc.

ReducedCosts() [1/2]

Eigen::VectorXd operations_research::pdlp::ReducedCosts	(	const ShardedQuadraticProgram &	scaled_sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		bool	use_zero_primal_objective = false
	)

ReducedCosts() [2/2]

VectorXd operations_research::pdlp::ReducedCosts	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_solution,
		bool	use_zero_primal_objective
	)

Definition at line 474 of file iteration_stats.cc.

ScaledColL2Norm() [1/2]

Eigen::VectorXd operations_research::pdlp::ScaledColL2Norm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

ScaledColL2Norm() [2/2]

VectorXd operations_research::pdlp::ScaledColL2Norm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const VectorXd &	row_scaling_vec,
		const VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

Definition at line 280 of file sharder.cc.

ScaledColLInfNorm() [1/2]

Eigen::VectorXd operations_research::pdlp::ScaledColLInfNorm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Eigen::VectorXd &	row_scaling_vec,
		const Eigen::VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

ScaledColLInfNorm() [2/2]

VectorXd operations_research::pdlp::ScaledColLInfNorm	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const VectorXd &	row_scaling_vec,
		const VectorXd &	col_scaling_vec,
		const Sharder &	sharder
	)

Definition at line 258 of file sharder.cc.

ScaledLInfNorm() [1/2]

double operations_research::pdlp::ScaledLInfNorm	(	const Eigen::VectorXd &	vector,
		const Eigen::VectorXd &	scale,
		const Sharder &	sharder
	)

ScaledLInfNorm() [2/2]

double operations_research::pdlp::ScaledLInfNorm	(	const VectorXd &	vector,
		const VectorXd &	scale,
		const Sharder &	sharder
	)

Definition at line 236 of file sharder.cc.

ScaledNorm() [1/2]

double operations_research::pdlp::ScaledNorm	(	const Eigen::VectorXd &	vector,
		const Eigen::VectorXd &	scale,
		const Sharder &	sharder
	)

ScaledNorm() [2/2]

double operations_research::pdlp::ScaledNorm	(	const VectorXd &	vector,
		const VectorXd &	scale,
		const Sharder &	sharder
	)

Definition at line 253 of file sharder.cc.

ScaledSquaredNorm() [1/2]

double operations_research::pdlp::ScaledSquaredNorm	(	const Eigen::VectorXd &	vector,
		const Eigen::VectorXd &	scale,
		const Sharder &	sharder
	)

ScaledSquaredNorm() [2/2]

double operations_research::pdlp::ScaledSquaredNorm	(	const VectorXd &	vector,
		const VectorXd &	scale,
		const Sharder &	sharder
	)

Definition at line 246 of file sharder.cc.

SetEigenMatrixFromTriplets()

void SetEigenMatrixFromTriplets	(	std::vector< Eigen::Triplet< double, int64_t > >	triplets,
		Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix
	)

Definition at line 316 of file quadratic_program.cc.

SetRandomProjections()

void SetRandomProjections	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		const std::vector< int > &	random_projection_seeds,
		PointMetadata &	metadata
	)

Definition at line 538 of file iteration_stats.cc.

SmallDualInfeasibleLp()

QuadraticProgram SmallDualInfeasibleLp

(

)

Definition at line 232 of file test_util.cc.

SmallInconsistentVariableBoundsLp()

QuadraticProgram SmallInconsistentVariableBoundsLp

(

)

Definition at line 203 of file test_util.cc.

SmallInitializationLp()

QuadraticProgram SmallInitializationLp

(

)

Definition at line 245 of file test_util.cc.

SmallInvalidProblemLp()

QuadraticProgram SmallInvalidProblemLp

(

)

Definition at line 190 of file test_util.cc.

SmallPrimalDualInfeasibleLp()

QuadraticProgram SmallPrimalDualInfeasibleLp

(

)

Definition at line 239 of file test_util.cc.

SmallPrimalInfeasibleLp()

QuadraticProgram SmallPrimalInfeasibleLp

(

)

Definition at line 216 of file test_util.cc.

SolveDiagonalQpTrustRegion() [1/2]

TrustRegionResult operations_research::pdlp::SolveDiagonalQpTrustRegion	(	const ShardedQuadraticProgram &	sharded_qp,
		const Eigen::VectorXd &	primal_solution,
		const Eigen::VectorXd &	dual_solution,
		const Eigen::VectorXd &	primal_gradient,
		const Eigen::VectorXd &	dual_gradient,
		const double	primal_weight,
		double	target_radius,
		double	solve_tolerance
	)

SolveDiagonalQpTrustRegion() [2/2]

TrustRegionResult operations_research::pdlp::SolveDiagonalQpTrustRegion	(	const ShardedQuadraticProgram &	sharded_qp,
		const VectorXd &	primal_solution,
		const VectorXd &	dual_solution,
		const VectorXd &	primal_gradient,
		const VectorXd &	dual_gradient,
		const double	primal_weight,
		double	target_radius,
		const double	solve_tolerance
	)

Definition at line 754 of file trust_region.cc.

SolveDiagonalTrustRegion() [1/2]

TrustRegionResult operations_research::pdlp::SolveDiagonalTrustRegion	(	const Eigen::VectorXd &	objective_vector,
		const Eigen::VectorXd &	objective_matrix_diagonal,
		const Eigen::VectorXd &	variable_lower_bounds,
		const Eigen::VectorXd &	variable_upper_bounds,
		const Eigen::VectorXd &	center_point,
		const Eigen::VectorXd &	norm_weights,
		double	target_radius,
		const Sharder &	sharder,
		double	solve_tolerance
	)

SolveDiagonalTrustRegion() [2/2]

TrustRegionResult operations_research::pdlp::SolveDiagonalTrustRegion	(	const VectorXd &	objective_vector,
		const VectorXd &	objective_matrix_diagonal,
		const VectorXd &	variable_lower_bounds,
		const VectorXd &	variable_upper_bounds,
		const VectorXd &	center_point,
		const VectorXd &	norm_weights,
		const double	target_radius,
		const Sharder &	sharder,
		const double	solve_tolerance
	)

Definition at line 741 of file trust_region.cc.

SolveDiagonalTrustRegionProblem()

TrustRegionResult operations_research::pdlp::SolveDiagonalTrustRegionProblem	(	const DiagonalTrustRegionProblem &	problem,
		const Sharder &	sharder,
		const double	target_radius,
		const double	solve_tol
	)

Definition at line 693 of file trust_region.cc.

SolveTrustRegion() [1/2]

TrustRegionResult operations_research::pdlp::SolveTrustRegion	(	const Eigen::VectorXd &	objective_vector,
		const Eigen::VectorXd &	variable_lower_bounds,
		const Eigen::VectorXd &	variable_upper_bounds,
		const Eigen::VectorXd &	center_point,
		const Eigen::VectorXd &	norm_weights,
		double	target_radius,
		const Sharder &	sharder
	)

SolveTrustRegion() [2/2]

TrustRegionResult operations_research::pdlp::SolveTrustRegion	(	const VectorXd &	objective_vector,
		const VectorXd &	variable_lower_bounds,
		const VectorXd &	variable_upper_bounds,
		const VectorXd &	center_point,
		const VectorXd &	norm_weights,
		const double	target_radius,
		const Sharder &	sharder
	)

Definition at line 452 of file trust_region.cc.

SquaredDistance() [1/2]

double operations_research::pdlp::SquaredDistance	(	const Eigen::VectorXd &	vector1,
		const Eigen::VectorXd &	vector2,
		const Sharder &	sharder
	)

SquaredDistance() [2/2]

double operations_research::pdlp::SquaredDistance	(	const VectorXd &	vector1,
		const VectorXd &	vector2,
		const Sharder &	sharder
	)

Definition at line 224 of file sharder.cc.

SquaredNorm() [1/2]

double operations_research::pdlp::SquaredNorm	(	const Eigen::VectorXd &	vector,
		const Sharder &	sharder
	)

SquaredNorm() [2/2]

double operations_research::pdlp::SquaredNorm	(	const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 215 of file sharder.cc.

TestDiagonalQp1()

QuadraticProgram TestDiagonalQp1

(

)

Definition at line 142 of file test_util.cc.

TestDiagonalQp2()

QuadraticProgram TestDiagonalQp2

(

)

Definition at line 158 of file test_util.cc.

TestDiagonalQp3()

QuadraticProgram TestDiagonalQp3

(

)

Definition at line 174 of file test_util.cc.

TestLp()

QuadraticProgram TestLp

(

)

Definition at line 32 of file test_util.cc.

TinyLp()

QuadraticProgram TinyLp

(

)

Definition at line 66 of file test_util.cc.

ToDense()

Eigen::ArrayXXd ToDense

(

const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &

sparse_mat

)

Definition at line 284 of file test_util.cc.

TransposedMatrixVectorProduct() [1/2]

Eigen::VectorXd operations_research::pdlp::TransposedMatrixVectorProduct	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const Eigen::VectorXd &	vector,
		const Sharder &	Sharder
	)

TransposedMatrixVectorProduct() [2/2]

VectorXd operations_research::pdlp::TransposedMatrixVectorProduct	(	const Eigen::SparseMatrix< double, Eigen::ColMajor, int64_t > &	matrix,
		const VectorXd &	vector,
		const Sharder &	sharder
	)

Definition at line 151 of file sharder.cc.

ValidateAdaptiveLinesearchParams()

absl::Status ValidateAdaptiveLinesearchParams

(

const AdaptiveLinesearchParams &

params

)

Definition at line 54 of file solvers_proto_validation.cc.

ValidateMalitskyPockParams()

absl::Status ValidateMalitskyPockParams

(

const MalitskyPockParams &

params

)

Definition at line 66 of file solvers_proto_validation.cc.

ValidatePrimalDualHybridGradientParams()

absl::Status ValidatePrimalDualHybridGradientParams

(

const PrimalDualHybridGradientParams &

params

)

Definition at line 83 of file solvers_proto_validation.cc.

ValidateQuadraticProgramDimensions()

absl::Status ValidateQuadraticProgramDimensions

(

const QuadraticProgram &

qp

)

Definition at line 39 of file quadratic_program.cc.

ValidateTerminationCriteria()

absl::Status ValidateTerminationCriteria

(

const TerminationCriteria &

criteria

)

Definition at line 25 of file solvers_proto_validation.cc.

VerifyTestLp()

void VerifyTestLp	(	const QuadraticProgram &	qp,
		bool	maximize
	)

Definition at line 48 of file test_util.cc.

VerifyTestQp()

void VerifyTestQp	(	const QuadraticProgram &	qp,
		bool	maximize
	)

Definition at line 269 of file test_util.cc.

WriteLinearProgramToMps()

absl::Status WriteLinearProgramToMps	(	const QuadraticProgram &	linear_program,
		const std::string &	mps_file
	)

Definition at line 91 of file quadratic_program_io.cc.

WriteQuadraticProgramToMPModelProto()

absl::Status WriteQuadraticProgramToMPModelProto	(	const QuadraticProgram &	quadratic_program,
		const std::string &	mpmodel_proto_file
	)

Definition at line 106 of file quadratic_program_io.cc.

Variable Documentation

kInfinity

constexpr double kInfinity = std::numeric_limits<double>::infinity()

constexpr

Definition at line 39 of file sharded_optimization_utils.cc.