sharded_optimization_utils.h File Reference

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Classes
class	ShardedWeightedAverage
struct	RescalingOptions
struct	ScalingVectors
struct	LagrangianPart
struct	SingularValueAndIterations

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

Functions
QuadraticProgramStats	ComputeStats (const ShardedQuadraticProgram &qp, const double infinite_constraint_bound_threshold)
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)
ScalingVectors	ApplyRescaling (const RescalingOptions &rescaling_options, ShardedQuadraticProgram &sharded_qp)
LagrangianPart	ComputePrimalGradient (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &primal_solution, const Eigen::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< Eigen::VectorXd > &primal_solution, const absl::optional< Eigen::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, Eigen::VectorXd &primal)
void	ProjectToDualVariableBounds (const ShardedQuadraticProgram &sharded_qp, Eigen::VectorXd &dual)