trust_region.cc File Reference

Go to the source code of this file.

Classes
class	DiagonalTrustRegionProblem
class	DiagonalTrustRegionProblemFromQp

Namespaces
namespace	operations_research
	Collection of objects used to extend the Constraint Solver library.
namespace	operations_research::pdlp

Functions
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)

Variable Documentation

objective_value

double objective_value

Definition at line 167 of file trust_region.cc.

part_of_lagrangian_value

double part_of_lagrangian_value = 0.0

Definition at line 786 of file trust_region.cc.

radius_coefficient_of_decided_components

double radius_coefficient_of_decided_components

Definition at line 206 of file trust_region.cc.

solution_step_size

double solution_step_size

Definition at line 165 of file trust_region.cc.

trust_region_objective_delta

double trust_region_objective_delta = 0.0

Definition at line 795 of file trust_region.cc.

undecided_components_by_shard

std::vector<std::vector<int64_t> > undecided_components_by_shard

Definition at line 205 of file trust_region.cc.