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<div class="title">entering_variable.cc</div> </div>
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<a href="entering__variable_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div>
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<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a 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 name="l00013"></a><span class="lineno"> 13</span>  </div>
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<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#include "<a class="code" href="entering__variable_8h.html">ortools/glop/entering_variable.h</a>"</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <queue></span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span>  </div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include "<a class="code" href="timer_8h.html">ortools/base/timer.h</a>"</span></div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include "<a class="code" href="port_2proto__utils_8h.html">ortools/port/proto_utils.h</a>"</span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span>  </div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="keyword">namespace </span>glop {</div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span>  </div>
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<div class="line"><a name="l00025"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a89f8a547d5b7781ed931411543cc3178"> 25</a></span> <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a89f8a547d5b7781ed931411543cc3178">EnteringVariable::EnteringVariable</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html">VariablesInfo</a>& variables_info,</div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  <a class="code" href="namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b">random_engine_t</a>* random,</div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span>  <a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html">ReducedCosts</a>* reduced_costs,</div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  <a class="code" href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html">PrimalEdgeNorms</a>* primal_edge_norms)</div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  : variables_info_(variables_info),</div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  random_(random),</div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span>  reduced_costs_(reduced_costs),</div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span>  primal_edge_norms_(primal_edge_norms),</div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span>  parameters_(),</div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span>  rule_(GlopParameters::DANTZIG),</div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  unused_columns_() {}</div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span>  </div>
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<div class="line"><a name="l00037"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a47f0e702c155e2cf5c48d8a9a7d0b434"> 37</a></span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html">Status</a> <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a47f0e702c155e2cf5c48d8a9a7d0b434">EnteringVariable::PrimalChooseEnteringColumn</a>(ColIndex* entering_col) {</div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(entering_col);</div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  </div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <span class="comment">// For better redability of the templated function calls below.</span></div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> kNormalize = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> kNested = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> kSteepest = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  </div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  <span class="keywordflow">switch</span> (rule_) {</div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  <span class="keywordflow">case</span> GlopParameters::DANTZIG:</div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <span class="keywordflow">if</span> (parameters_.use_nested_pricing()) {</div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  <span class="keywordflow">if</span> (unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#a1df2b3a4485e328397fda9b5f9b3ea2b">size</a>() != variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#ac619daf8c660b9dd6193606a051820a3">GetNumberOfColumns</a>()) {</div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548">ResetUnusedColumns</a>();</div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  }</div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  <span class="keywordflow">if</span> (parameters_.normalize_using_column_norm()) {</div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  DantzigChooseEnteringColumn<kNormalize, kNested>(entering_col);</div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  DantzigChooseEnteringColumn<!kNormalize, kNested>(entering_col);</div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  }</div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  <span class="keywordflow">if</span> (*entering_col != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#a61e6f65595ec1afb4b7955f370c67c08">Clear</a>(*entering_col);</div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  }</div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548">ResetUnusedColumns</a>();</div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  <span class="keywordflow">if</span> (parameters_.normalize_using_column_norm()) {</div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  DantzigChooseEnteringColumn<kNormalize, kNested>(entering_col);</div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  DantzigChooseEnteringColumn<!kNormalize, kNested>(entering_col);</div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  }</div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <span class="keywordflow">if</span> (parameters_.normalize_using_column_norm()) {</div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  DantzigChooseEnteringColumn<kNormalize, !kNested>(entering_col);</div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  DantzigChooseEnteringColumn<!kNormalize, !kNested>(entering_col);</div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  }</div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  }</div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="keywordflow">case</span> GlopParameters::STEEPEST_EDGE:</div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  NormalizedChooseEnteringColumn<kSteepest>(entering_col);</div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  <span class="keywordflow">case</span> GlopParameters::DEVEX:</div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  NormalizedChooseEnteringColumn<!kSteepest>(entering_col);</div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  }</div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  LOG(DFATAL) << <span class="stringliteral">"Unknown pricing rule: "</span></div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  << ProtoEnumToString<GlopParameters::PricingRule>(rule_)</div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  << <span class="stringliteral">". Using steepest edge."</span>;</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  NormalizedChooseEnteringColumn<kSteepest>(entering_col);</div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span> }</div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  </div>
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<div class="line"><a name="l00089"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a5f7903563e698189cc516ed6a5496a9a"> 89</a></span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html">Status</a> <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a5f7903563e698189cc516ed6a5496a9a">EnteringVariable::DualChooseEnteringColumn</a>(</div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html">UpdateRow</a>& update_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cost_variation,</div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  std::vector<ColIndex>* bound_flip_candidates, ColIndex* entering_col,</div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step) {</div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(entering_col);</div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(step);</div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a>& update_coefficient = update_row.<a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html#a30fddb9e35865ba28420bd52538a183f">GetCoefficients</a>();</div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  </div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  breakpoints_.clear();</div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  breakpoints_.reserve(update_row.<a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>().size());</div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = parameters_.ratio_test_zero_threshold();</div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>& is_boxed = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>();</div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  </div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  <span class="comment">// Harris ratio test. See below for more explanation. Here this is used to</span></div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  <span class="comment">// prune the first pass by not enqueueing ColWithRatio for columns that have</span></div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  <span class="comment">// a ratio greater than the current harris_ratio.</span></div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_tolerance =</div>
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<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  parameters_.harris_tolerance_ratio() *</div>
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<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
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<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::numeric_limits<Fractional>::max</a>();</div>
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<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  </div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : update_row.<a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>()) {</div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  <span class="comment">// We will add ratio * coeff to this column with a ratio positive or zero.</span></div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  <span class="comment">// cost_variation makes sure the leaving variable will be dual-feasible</span></div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  <span class="comment">// (its update coeff is sign(cost_variation) * 1.0).</span></div>
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<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = (cost_variation > 0.0) ? update_coefficient[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
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<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  : -update_coefficient[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  </div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <span class="comment">// In this case, at some point the reduced cost will be positive if not</span></div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <span class="comment">// already, and the column will be dual-infeasible.</span></div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  <span class="keywordflow">if</span> (can_decrease.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && coeff > threshold) {</div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  <span class="keywordflow">if</span> (!is_boxed[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  <span class="keywordflow">if</span> (-reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > harris_ratio * coeff) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(</div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  harris_ratio, (-reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + harris_tolerance) / coeff);</div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(0.0, harris_ratio);</div>
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<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  }</div>
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<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  breakpoints_.push_back(ColWithRatio(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], coeff));</div>
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<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  }</div>
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<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  </div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="comment">// In this case, at some point the reduced cost will be negative if not</span></div>
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<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  <span class="comment">// already, and the column will be dual-infeasible.</span></div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <span class="keywordflow">if</span> (can_increase.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && coeff < -threshold) {</div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="keywordflow">if</span> (!is_boxed[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <span class="keywordflow">if</span> (reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > harris_ratio * -coeff) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(</div>
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<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  harris_ratio, (reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + harris_tolerance) / -coeff);</div>
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<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(0.0, harris_ratio);</div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  }</div>
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<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  breakpoints_.push_back(ColWithRatio(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], -coeff));</div>
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<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  }</div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  }</div>
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<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  </div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="comment">// Process the breakpoints in priority order as suggested by Maros in</span></div>
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<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <span class="comment">// I. Maros, "A generalized dual phase-2 simplex algorithm", European Journal</span></div>
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<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  <span class="comment">// of Operational Research, 149(1):1-16, 2003.</span></div>
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<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  <span class="comment">// We use directly make_heap() to avoid a copy of breakpoints, benchmark shows</span></div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  <span class="comment">// that it is slightly faster.</span></div>
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<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  std::make_heap(breakpoints_.begin(), breakpoints_.end());</div>
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<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  </div>
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<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  <span class="comment">// Harris ratio test. Since we process the breakpoints by increasing ratio, we</span></div>
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<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  <span class="comment">// do not need a two-pass algorithm as described in the literature. Each time</span></div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  <span class="comment">// we process a new breakpoint, we update the harris_ratio of all the</span></div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  <span class="comment">// processed breakpoints. For the first new breakpoint with a ratio greater</span></div>
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<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  <span class="comment">// than the current harris_ratio we know that:</span></div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  <span class="comment">// - All the unprocessed breakpoints will have a ratio greater too, so they</span></div>
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<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  <span class="comment">// will not contribute to the minimum Harris ratio.</span></div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="comment">// - We thus have the actual harris_ratio.</span></div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  <span class="comment">// - We have processed all breakpoints with a ratio smaller than it.</span></div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::numeric_limits<Fractional>::max</a>();</div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  </div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  *entering_col = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  bound_flip_candidates->clear();</div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_coeff = -1.0;</div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> variation_magnitude = std::abs(cost_variation);</div>
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<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  equivalent_entering_choices_.clear();</div>
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<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  <span class="keywordflow">while</span> (!breakpoints_.empty()) {</div>
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<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="keyword">const</span> ColWithRatio top = breakpoints_.front();</div>
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<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  <span class="keywordflow">if</span> (top.ratio > harris_ratio) <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  </div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="comment">// If the column is boxed, we can just switch its bounds and</span></div>
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<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  <span class="comment">// ignore the breakpoint! But we need to see if the entering row still</span></div>
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<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <span class="comment">// improve the objective. This is called the bound flipping ratio test in</span></div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="comment">// the literature. See for instance:</span></div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  <span class="comment">// http://www.mpi-inf.mpg.de/conferences/adfocs-03/Slides/Bixby_2.pdf</span></div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="comment">// For each bound flip, |cost_variation| decreases by</span></div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <span class="comment">// |upper_bound - lower_bound| times |coeff|.</span></div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  <span class="comment">// Note that the actual flipping will be done afterwards by</span></div>
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<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  <span class="comment">// MakeBoxedVariableDualFeasible() in revised_simplex.cc.</span></div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  <span class="keywordflow">if</span> (variation_magnitude > threshold) {</div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  <span class="keywordflow">if</span> (is_boxed[top.col]) {</div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  variation_magnitude -=</div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a611fb1da73c33e2716b380db980fa825">GetBoundDifference</a>(top.col) * top.coeff_magnitude;</div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  <span class="keywordflow">if</span> (variation_magnitude > threshold) {</div>
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<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  bound_flip_candidates->push_back(top.col);</div>
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<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  std::pop_heap(breakpoints_.begin(), breakpoints_.end());</div>
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<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  breakpoints_.pop_back();</div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  }</div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  }</div>
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<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  }</div>
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<div class="line"><a name="l00198"></a><span class="lineno"> 198</span>  </div>
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<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  <span class="comment">// TODO(user): We want to maximize both the ratio (objective improvement)</span></div>
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<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  <span class="comment">// and the coeff_magnitude (stable pivot), so we have to make some</span></div>
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<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  <span class="comment">// trade-offs. Investigate alternative strategies.</span></div>
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<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  <span class="keywordflow">if</span> (top.coeff_magnitude >= best_coeff) {</div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="comment">// Update harris_ratio. Note that because we process ratio in order, the</span></div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  <span class="comment">// harris ratio can only get smaller if the coeff_magnitude is bigger</span></div>
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  <span class="comment">// than the one of the best coefficient.</span></div>
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<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(</div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  harris_ratio, top.ratio + harris_tolerance / top.coeff_magnitude);</div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  </div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  <span class="comment">// If the dual infeasibility is too high, the harris_ratio can be</span></div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  <span class="comment">// negative. In this case we set it to 0.0, allowing any infeasible</span></div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  <span class="comment">// position to enter the basis. This is quite important because its</span></div>
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<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  <span class="comment">// helps in the choice of a stable pivot.</span></div>
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<div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(harris_ratio, 0.0);</div>
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<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  </div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  <span class="keywordflow">if</span> (top.coeff_magnitude == best_coeff && top.ratio == *step) {</div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  DCHECK_NE(*entering_col, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  equivalent_entering_choices_.push_back(top.col);</div>
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<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  equivalent_entering_choices_.clear();</div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  best_coeff = top.coeff_magnitude;</div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  *entering_col = top.col;</div>
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  </div>
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<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  <span class="comment">// Note that the step is not directly used, so it is okay to leave it</span></div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <span class="comment">// negative.</span></div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  *step = top.ratio;</div>
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<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  }</div>
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<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  }</div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  </div>
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<div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  <span class="comment">// Remove the top breakpoint and maintain the heap structure.</span></div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  <span class="comment">// This is the same as doing a pop() on a priority_queue.</span></div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  std::pop_heap(breakpoints_.begin(), breakpoints_.end());</div>
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<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  breakpoints_.pop_back();</div>
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<div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  }</div>
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<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  </div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  <span class="comment">// Break the ties randomly.</span></div>
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<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  <span class="keywordflow">if</span> (!equivalent_entering_choices_.empty()) {</div>
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<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  equivalent_entering_choices_.push_back(*entering_col);</div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  *entering_col =</div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  equivalent_entering_choices_[std::uniform_int_distribution<int>(</div>
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<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  0, equivalent_entering_choices_.size() - 1)(*random_)];</div>
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<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
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<div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  stats_.num_perfect_ties.Add(equivalent_entering_choices_.size()));</div>
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  }</div>
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  </div>
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<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  <span class="keywordflow">if</span> (*entering_col == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  </div>
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<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  <span class="comment">// If the step is 0.0, we make sure the reduced cost is 0.0 so</span></div>
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<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  <span class="comment">// UpdateReducedCosts() will not take a step that goes in the wrong way (a few</span></div>
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<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <span class="comment">// experiments seems to indicate that this is not a good idea). See comment</span></div>
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<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="comment">// at the top of UpdateReducedCosts().</span></div>
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<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  <span class="comment">// Note that ShiftCost() actually shifts the cost a bit more in order to do a</span></div>
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<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  <span class="comment">// non-zero step. This helps on degenerate problems. See the comment of</span></div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="comment">// ShiftCost() for more detail.</span></div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="comment">// TODO(user): Do not do that if we do not end up using this pivot?</span></div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  <span class="keywordflow">if</span> (*step <= 0.0) {</div>
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  <span class="comment">// In order to be mathematically consistent, we shift the cost of the</span></div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  <span class="comment">// entering column in such a way that its reduced cost is indeed zero. This</span></div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  <span class="comment">// is called cost-shifting or perturbation in the literature and it does</span></div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  <span class="comment">// really help on degenerate problems. The pertubation will be removed once</span></div>
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<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  <span class="comment">// the pertubed problem is solved to the optimal.</span></div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#a2dfd88b95d16c53f032f31e13ce8d233">ShiftCost</a>(*entering_col);</div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  }</div>
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<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00266"></a><span class="lineno"> 266</span> }</div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  </div>
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<div class="line"><a name="l00268"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#ab86e98881b35d34abe244a4dd776c7f6"> 268</a></span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html">Status</a> <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#ab86e98881b35d34abe244a4dd776c7f6">EnteringVariable::DualPhaseIChooseEnteringColumn</a>(</div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html">UpdateRow</a>& update_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cost_variation,</div>
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<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  ColIndex* entering_col, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step) {</div>
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<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(entering_col);</div>
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<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(step);</div>
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a>& update_coefficient = update_row.<a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html#a30fddb9e35865ba28420bd52538a183f">GetCoefficients</a>();</div>
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<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  </div>
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<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  <span class="comment">// List of breakpoints where a variable change from feasibility to</span></div>
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|
<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  <span class="comment">// infeasibility or the opposite.</span></div>
|
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<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  breakpoints_.clear();</div>
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|
<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  breakpoints_.reserve(update_row.<a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>().size());</div>
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<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  </div>
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<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  <span class="comment">// Ratio test.</span></div>
|
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = parameters_.ratio_test_zero_threshold();</div>
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<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_feasibility_tolerance =</div>
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<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
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<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">VariableTypeRow</a>& variable_type = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
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<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : update_row.<a class="code" href="classoperations__research_1_1glop_1_1UpdateRow.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>()) {</div>
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|
<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  <span class="comment">// Boxed variables shouldn't be in the update position list because they</span></div>
|
|
<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  <span class="comment">// will be dealt with afterwards by MakeBoxedVariableDualFeasible().</span></div>
|
|
<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  DCHECK_NE(variable_type[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a>);</div>
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<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  </div>
|
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<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  <span class="comment">// Fixed variable shouldn't be in the update position list.</span></div>
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|
<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  DCHECK_NE(variable_type[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a>);</div>
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<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  </div>
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<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <span class="comment">// Skip if the coeff is too small to be a numerically stable pivot.</span></div>
|
|
<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  <span class="keywordflow">if</span> (std::abs(update_coefficient[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) < threshold) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  </div>
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<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  <span class="comment">// We will add ratio * coeff to this column. cost_variation makes sure</span></div>
|
|
<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  <span class="comment">// the leaving variable will be dual-feasible (its update coeff is</span></div>
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|
<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  <span class="comment">// sign(cost_variation) * 1.0).</span></div>
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|
<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  <span class="comment">// TODO(user): This is the same in DualChooseEnteringColumn(), remove</span></div>
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|
<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  <span class="comment">// duplication?</span></div>
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = (cost_variation > 0.0) ? update_coefficient[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
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<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  : -update_coefficient[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  </div>
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<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  <span class="comment">// Only proceed if there is a transition, note that if reduced_costs[col]</span></div>
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<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  <span class="comment">// is close to zero, then the variable is supposed to be dual-feasible.</span></div>
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<div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  <span class="keywordflow">if</span> (std::abs(reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <= dual_feasibility_tolerance) {</div>
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<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  <span class="comment">// Continue if the variation goes in the dual-feasible direction.</span></div>
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<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  <span class="keywordflow">if</span> (coeff > 0 && !can_decrease.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  <span class="keywordflow">if</span> (coeff < 0 && !can_increase.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  </div>
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<div class="line"><a name="l00316"></a><span class="lineno"> 316</span>  <span class="comment">// Note that here, a variable which is already dual-infeasible will still</span></div>
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<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <span class="comment">// have a positive ratio. This may sounds weird, but the idea is to put</span></div>
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<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <span class="comment">// first in the sorted breakpoint list a variable which has a reduced</span></div>
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<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  <span class="comment">// costs close to zero in order to minimize the magnitude of a step in the</span></div>
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<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  <span class="comment">// wrong direction.</span></div>
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<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  <span class="comment">// If the two are of the same sign, there is no transition, skip.</span></div>
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<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  <span class="keywordflow">if</span> (coeff * reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > 0) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  }</div>
|
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<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  </div>
|
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<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  <span class="comment">// We are sure there is a transition, add it to the set of breakpoints.</span></div>
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<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  breakpoints_.push_back(</div>
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<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  ColWithRatio(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, std::abs(reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]), std::abs(coeff)));</div>
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<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  }</div>
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<div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  </div>
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<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  <span class="comment">// Process the breakpoints in priority order.</span></div>
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<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  std::make_heap(breakpoints_.begin(), breakpoints_.end());</div>
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<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  </div>
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<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="comment">// Because of our priority queue, it is easy to choose a sub-optimal step to</span></div>
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<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <span class="comment">// have a stable pivot. The pivot with the highest magnitude and that reduces</span></div>
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<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="comment">// the infeasibility the most is chosen.</span></div>
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<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_magnitude = 0.0;</div>
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<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  </div>
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<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  <span class="comment">// Select the last breakpoint that still improves the infeasibility and has a</span></div>
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<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  <span class="comment">// numerically stable pivot.</span></div>
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<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  *entering_col = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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<div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  *step = -1.0;</div>
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<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> improvement = std::abs(cost_variation);</div>
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<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  <span class="keywordflow">while</span> (!breakpoints_.empty()) {</div>
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<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  <span class="keyword">const</span> ColWithRatio top = breakpoints_.front();</div>
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<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  </div>
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<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  <span class="comment">// We keep the greatest coeff_magnitude for the same ratio.</span></div>
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<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  DCHECK(top.ratio > *step ||</div>
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<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  (top.ratio == *step && top.coeff_magnitude <= pivot_magnitude));</div>
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<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  <span class="keywordflow">if</span> (top.ratio > *step && top.coeff_magnitude >= pivot_magnitude) {</div>
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<div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  *entering_col = top.col;</div>
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<div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  *step = top.ratio;</div>
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<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  pivot_magnitude = top.coeff_magnitude;</div>
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<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  }</div>
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<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  improvement -= top.coeff_magnitude;</div>
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<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  </div>
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<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <span class="comment">// If the variable is free, then not only do we loose the infeasibility</span></div>
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<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  <span class="comment">// improvment, we also render it worse if we keep going in the same</span></div>
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<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  <span class="comment">// direction.</span></div>
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<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  <span class="keywordflow">if</span> (can_decrease.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(top.col) && can_increase.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(top.col) &&</div>
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<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  std::abs(reduced_costs[top.col]) > threshold) {</div>
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<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  improvement -= top.coeff_magnitude;</div>
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<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  }</div>
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<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  </div>
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<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="keywordflow">if</span> (improvement <= 0.0) <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  std::pop_heap(breakpoints_.begin(), breakpoints_.end());</div>
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<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  breakpoints_.pop_back();</div>
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<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  }</div>
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<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00370"></a><span class="lineno"> 370</span> }</div>
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<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  </div>
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<div class="line"><a name="l00372"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#ae7202d055b6b172a8a1da4f5b136f9ea"> 372</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#ae7202d055b6b172a8a1da4f5b136f9ea">EnteringVariable::SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>) {</div>
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<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  parameters_ = <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
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<div class="line"><a name="l00374"></a><span class="lineno"> 374</span> }</div>
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<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  </div>
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<div class="line"><a name="l00376"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#ad3a8fd026015306e23a8ed6889b48f18"> 376</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#ad3a8fd026015306e23a8ed6889b48f18">EnteringVariable::SetPricingRule</a>(GlopParameters::PricingRule rule) {</div>
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<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  rule_ = rule;</div>
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<div class="line"><a name="l00378"></a><span class="lineno"> 378</span> }</div>
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<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  </div>
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<div class="line"><a name="l00380"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548"> 380</a></span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>* <a class="code" href="classoperations__research_1_1glop_1_1EnteringVariable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548">EnteringVariable::ResetUnusedColumns</a>() {</div>
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<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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|
<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  <span class="keyword">const</span> ColIndex num_cols = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#ac619daf8c660b9dd6193606a051820a3">GetNumberOfColumns</a>();</div>
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|
<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  <span class="keywordflow">if</span> (unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#a1df2b3a4485e328397fda9b5f9b3ea2b">size</a>() != num_cols) {</div>
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|
<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#a039b0192ce008be5451bc87ca5eea65c">ClearAndResize</a>(num_cols);</div>
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|
<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  }</div>
|
|
<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  </div>
|
|
<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  <span class="comment">// Invert the set of unused columns, minus the basis.</span></div>
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|
<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1Bitset64.html">DenseBitRow</a>& is_basic = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1VariablesInfo.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>();</div>
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|
<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  <span class="keywordflow">if</span> (unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#a61e6f65595ec1afb4b7955f370c67c08">Clear</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <span class="keywordflow">if</span> (!is_basic.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">Set</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  }</div>
|
|
<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  }</div>
|
|
<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  }</div>
|
|
<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  <span class="keywordflow">return</span> &unused_columns_;</div>
|
|
<div class="line"><a name="l00399"></a><span class="lineno"> 399</span> }</div>
|
|
<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  </div>
|
|
<div class="line"><a name="l00401"></a><span class="lineno"> 401</span> <span class="keyword">template</span> <<span class="keywordtype">bool</span> normalize, <span class="keywordtype">bool</span> nested_pricing></div>
|
|
<div class="line"><a name="l00402"></a><span class="lineno"> 402</span> <span class="keywordtype">void</span> EnteringVariable::DantzigChooseEnteringColumn(ColIndex* entering_col) {</div>
|
|
<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a> dummy;</div>
|
|
<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a>& matrix_column_norms =</div>
|
|
<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  normalize ? primal_edge_norms_-><a class="code" href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html#a551ee6b517f861e2ad7557e092a9860d">GetMatrixColumnNorms</a>() : dummy;</div>
|
|
<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1StrictITIVector.html">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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|
<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
|
|
<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  </div>
|
|
<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_price(0.0);</div>
|
|
<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  *entering_col = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#af70031c242af71554d75db3743129d24">GetDualInfeasiblePositions</a>()) {</div>
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|
<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  <span class="keywordflow">if</span> (nested_pricing && !unused_columns_.<a class="code" href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> unormalized_price = std::abs(reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  <span class="keywordflow">if</span> (normalize) {</div>
|
|
<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="keywordflow">if</span> (unormalized_price > best_price * matrix_column_norms[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  best_price = unormalized_price / matrix_column_norms[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  *entering_col = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  }</div>
|
|
<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  <span class="keywordflow">if</span> (unormalized_price > best_price) {</div>
|
|
<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  best_price = unormalized_price;</div>
|
|
<div class="line"><a name="l00422"></a><span class="lineno"> 422</span>  *entering_col = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  }</div>
|
|
<div class="line"><a name="l00424"></a><span class="lineno"> 424</span>  }</div>
|
|
<div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  }</div>
|
|
<div class="line"><a name="l00426"></a><span class="lineno"> 426</span> }</div>
|
|
<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  </div>
|
|
<div class="line"><a name="l00428"></a><span class="lineno"> 428</span> <span class="comment">// TODO(user): Here we could fill a priority queue with the normalized</span></div>
|
|
<div class="line"><a name="l00429"></a><span class="lineno"> 429</span> <span class="comment">// reduced cost of the top n candidate columns. This makes it possible</span></div>
|
|
<div class="line"><a name="l00430"></a><span class="lineno"> 430</span> <span class="comment">// - To respond right away after each bound flip iteration.</span></div>
|
|
<div class="line"><a name="l00431"></a><span class="lineno"> 431</span> <span class="comment">// - To return the top-n choices if we want to consider multiple candidates in</span></div>
|
|
<div class="line"><a name="l00432"></a><span class="lineno"> 432</span> <span class="comment">// the other parts of the simplex algorithm.</span></div>
|
|
<div class="line"><a name="l00433"></a><span class="lineno"> 433</span> <span class="keyword">template</span> <<span class="keywordtype">bool</span> use_steepest_edge></div>
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|
<div class="line"><a name="l00434"></a><span class="lineno"> 434</span> <span class="keywordtype">void</span> EnteringVariable::NormalizedChooseEnteringColumn(ColIndex* entering_col) {</div>
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<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& weights = use_steepest_edge</div>
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<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  ? primal_edge_norms_-><a class="code" href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html#a67a5105630385abc274872ab7a28e70f">GetEdgeSquaredNorms</a>()</div>
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<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  : primal_edge_norms_-><a class="code" href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html#a6f599ec9c50fc8a7421f98203a06a428">GetDevexWeights</a>();</div>
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<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& reduced_costs = reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  </div>
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<div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_price(0.0);</div>
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<div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  *entering_col = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  equivalent_entering_choices_.clear();</div>
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<div class="line"><a name="l00444"></a><span class="lineno"> 444</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : reduced_costs_-><a class="code" href="classoperations__research_1_1glop_1_1ReducedCosts.html#af70031c242af71554d75db3743129d24">GetDualInfeasiblePositions</a>()) {</div>
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<div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  <span class="keywordflow">if</span> (use_steepest_edge) {</div>
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<div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  <span class="comment">// Note that here the weights are squared.</span></div>
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<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> squared_reduced_cost = <a class="code" href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">Square</a>(reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <span class="keywordflow">if</span> (squared_reduced_cost >= best_price * weights[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  <span class="keywordflow">if</span> (squared_reduced_cost == best_price * weights[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  equivalent_entering_choices_.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  }</div>
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<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  equivalent_entering_choices_.clear();</div>
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<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  best_price = squared_reduced_cost / weights[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  *entering_col = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  }</div>
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<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> positive_reduced_cost = std::abs(reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  <span class="keywordflow">if</span> (positive_reduced_cost >= best_price * weights[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <span class="keywordflow">if</span> (positive_reduced_cost == best_price * weights[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  equivalent_entering_choices_.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  }</div>
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<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  equivalent_entering_choices_.clear();</div>
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<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  best_price = positive_reduced_cost / weights[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  *entering_col = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  }</div>
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<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  }</div>
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<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  }</div>
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<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="comment">// Break the ties randomly.</span></div>
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<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  <span class="keywordflow">if</span> (!equivalent_entering_choices_.empty()) {</div>
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<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  equivalent_entering_choices_.push_back(*entering_col);</div>
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<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  *entering_col =</div>
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<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  equivalent_entering_choices_[std::uniform_int_distribution<int>(</div>
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<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  0, equivalent_entering_choices_.size() - 1)(*random_)];</div>
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<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
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<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  stats_.num_perfect_ties.Add(equivalent_entering_choices_.size()));</div>
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<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  }</div>
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<div class="line"><a name="l00479"></a><span class="lineno"> 479</span> }</div>
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<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  </div>
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<div class="line"><a name="l00481"></a><span class="lineno"> 481</span> } <span class="comment">// namespace glop</span></div>
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<div class="line"><a name="l00482"></a><span class="lineno"> 482</span> } <span class="comment">// namespace operations_research</span></div>
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</div><!-- fragment --></div><!-- contents -->
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</div><!-- doc-content -->
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<div class="ttc" id="aclassoperations__research_1_1Bitset64_html_aa454a4099ee887726b8f5b4a8ed1a81d"><div class="ttname"><a href="classoperations__research_1_1Bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">operations_research::Bitset64::IsSet</a></div><div class="ttdeci">bool IsSet(IndexType i) const</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00483">bitset.h:483</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_a6cc56ab5da3a82aa2793d18a37f422c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#a6cc56ab5da3a82aa2793d18a37f422c4">operations_research::glop::VariablesInfo::GetCanIncreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanIncreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00105">variables_info.cc:105</a></div></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a021e695f54a13bd809c34b2f4ca87c37"><div class="ttname"><a href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">min</a></div><div class="ttdeci">int64 min</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00138">alldiff_cst.cc:138</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4dc8ae0f97c4110f3cc770715b2bbd12"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">operations_research::glop::DenseRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, Fractional > DenseRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00299">lp_types.h:299</a></div></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a9d0c202d5fdd62f4fa2c613339ff168a"><div class="ttname"><a href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">max</a></div><div class="ttdeci">int64 max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00139">alldiff_cst.cc:139</a></div></div>
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<div class="ttc" id="astats_8h_html_a3c3e6b102f0d91c523099325c98e1887"><div class="ttname"><a href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a></div><div class="ttdeci">#define IF_STATS_ENABLED(instructions)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00431">stats.h:430</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1StrictITIVector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1StrictITIVector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_a78146b251b30383686ec55362254cc3b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#a78146b251b30383686ec55362254cc3b">operations_research::glop::VariablesInfo::GetTypeRow</a></div><div class="ttdeci">const VariableTypeRow & GetTypeRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00097">variables_info.cc:97</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_afb755b7934d8679476e2f05a89739bcd"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">operations_research::glop::kInvalidCol</a></div><div class="ttdeci">const ColIndex kInvalidCol(-1)</div></div>
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<div class="ttc" id="aport_2proto__utils_8h_html"><div class="ttname"><a href="port_2proto__utils_8h.html">proto_utils.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_a28ad52f334e030f4eb45939756a4476c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#a28ad52f334e030f4eb45939756a4476c">operations_research::glop::VariablesInfo::GetIsBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00117">variables_info.cc:117</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1ReducedCosts_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1ReducedCosts.html">operations_research::glop::ReducedCosts</a></div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00048">reduced_costs.h:48</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1UpdateRow_html_af8e957f1c8389089554ded7bd2b7b45f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1UpdateRow.html#af8e957f1c8389089554ded7bd2b7b45f">operations_research::glop::UpdateRow::GetNonZeroPositions</a></div><div class="ttdeci">const ColIndexVector & GetNonZeroPositions() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00170">update_row.cc:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1PrimalEdgeNorms_html_a6f599ec9c50fc8a7421f98203a06a428"><div class="ttname"><a href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html#a6f599ec9c50fc8a7421f98203a06a428">operations_research::glop::PrimalEdgeNorms::GetDevexWeights</a></div><div class="ttdeci">const DenseRow & GetDevexWeights()</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00052">primal_edge_norms.cc:52</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_a5f7903563e698189cc516ed6a5496a9a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#a5f7903563e698189cc516ed6a5496a9a">operations_research::glop::EnteringVariable::DualChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status DualChooseEnteringColumn(const UpdateRow &update_row, Fractional cost_variation, std::vector< ColIndex > *bound_flip_candidates, ColIndex *entering_col, Fractional *step)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00089">entering_variable.cc:89</a></div></div>
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<div class="ttc" id="alp__data_2lp__utils_8h_html"><div class="ttname"><a href="lp__data_2lp__utils_8h.html">lp_utils.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_a2a939bd2d3e5cb2dfdf1e03e75b4a548"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#a2a939bd2d3e5cb2dfdf1e03e75b4a548">operations_research::glop::EnteringVariable::ResetUnusedColumns</a></div><div class="ttdeci">DenseBitRow * ResetUnusedColumns()</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00380">entering_variable.cc:380</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1UpdateRow_html_a30fddb9e35865ba28420bd52538a183f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1UpdateRow.html#a30fddb9e35865ba28420bd52538a183f">operations_research::glop::UpdateRow::GetCoefficients</a></div><div class="ttdeci">const DenseRow & GetCoefficients() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00168">update_row.cc:168</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1PrimalEdgeNorms_html_a67a5105630385abc274872ab7a28e70f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html#a67a5105630385abc274872ab7a28e70f">operations_research::glop::PrimalEdgeNorms::GetEdgeSquaredNorms</a></div><div class="ttdeci">const DenseRow & GetEdgeSquaredNorms()</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00047">primal_edge_norms.cc:47</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_a71d4734d51e7037c043b68a74bd7857f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#a71d4734d51e7037c043b68a74bd7857f">operations_research::glop::VariablesInfo::GetCanDecreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanDecreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00109">variables_info.cc:109</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1Bitset64_html_a039b0192ce008be5451bc87ca5eea65c"><div class="ttname"><a href="classoperations__research_1_1Bitset64.html#a039b0192ce008be5451bc87ca5eea65c">operations_research::Bitset64::ClearAndResize</a></div><div class="ttdeci">void ClearAndResize(IndexType size)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00438">bitset.h:438</a></div></div>
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<div class="ttc" id="aentering__variable_8h_html"><div class="ttname"><a href="entering__variable_8h.html">entering_variable.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00077">lp_types.h:77</a></div></div>
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<div class="ttc" id="astats_8h_html_a9995704aaaf45fc21e08c847551a8d04"><div class="ttname"><a href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a></div><div class="ttdeci">#define SCOPED_TIME_STAT(stats)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00432">stats.h:431</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1Bitset64_html"><div class="ttname"><a href="classoperations__research_1_1Bitset64.html">operations_research::Bitset64< ColIndex ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1Bitset64_html_a76e58f3dd327215d28ea8c48f8c86009"><div class="ttname"><a href="classoperations__research_1_1Bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">operations_research::Bitset64::Set</a></div><div class="ttdeci">void Set(IndexType i)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00493">bitset.h:493</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1ReducedCosts_html_a9f7d17ed171863f104fbb2a450f89251"><div class="ttname"><a href="classoperations__research_1_1glop_1_1ReducedCosts.html#a9f7d17ed171863f104fbb2a450f89251">operations_research::glop::ReducedCosts::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00318">reduced_costs.cc:318</a></div></div>
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<div class="ttc" id="atimer_8h_html"><div class="ttname"><a href="timer_8h.html">timer.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_ab86e98881b35d34abe244a4dd776c7f6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#ab86e98881b35d34abe244a4dd776c7f6">operations_research::glop::EnteringVariable::DualPhaseIChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status DualPhaseIChooseEnteringColumn(const UpdateRow &update_row, Fractional cost_variation, ColIndex *entering_col, Fractional *step)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00268">entering_variable.cc:268</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">operations_research::glop::VariableType::FIXED_VARIABLE</a></div><div class="ttdeci">@ FIXED_VARIABLE</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1UpdateRow_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1UpdateRow.html">operations_research::glop::UpdateRow</a></div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00038">update_row.h:38</a></div></div>
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<div class="ttc" id="astatus_8h_html_ae9a90d3e61ffae636234f2c1283117d8"><div class="ttname"><a href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a></div><div class="ttdeci">#define GLOP_RETURN_ERROR_IF_NULL(arg)</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00086">status.h:85</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_a89f8a547d5b7781ed931411543cc3178"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#a89f8a547d5b7781ed931411543cc3178">operations_research::glop::EnteringVariable::EnteringVariable</a></div><div class="ttdeci">EnteringVariable(const VariablesInfo &variables_info, random_engine_t *random, ReducedCosts *reduced_costs, PrimalEdgeNorms *primal_edge_norms)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00025">entering_variable.cc:25</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_a47f0e702c155e2cf5c48d8a9a7d0b434"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#a47f0e702c155e2cf5c48d8a9a7d0b434">operations_research::glop::EnteringVariable::PrimalChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status PrimalChooseEnteringColumn(ColIndex *entering_col)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00037">entering_variable.cc:37</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1Status_html_a071b1d04197c0ac6e7a4d0ec0b91ff43"><div class="ttname"><a href="classoperations__research_1_1glop_1_1Status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">operations_research::glop::Status::OK</a></div><div class="ttdeci">static const Status OK()</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00054">status.h:54</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_a611fb1da73c33e2716b380db980fa825"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#a611fb1da73c33e2716b380db980fa825">operations_research::glop::VariablesInfo::GetBoundDifference</a></div><div class="ttdeci">Fractional GetBoundDifference(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00076">variables_info.h:76</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1PrimalEdgeNorms_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html">operations_research::glop::PrimalEdgeNorms</a></div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00054">primal_edge_norms.h:54</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1Status_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1Status.html">operations_research::glop::Status</a></div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00024">status.h:24</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#l00176">markowitz.cc:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_ac619daf8c660b9dd6193606a051820a3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#ac619daf8c660b9dd6193606a051820a3">operations_research::glop::VariablesInfo::GetNumberOfColumns</a></div><div class="ttdeci">const ColIndex GetNumberOfColumns() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00065">variables_info.h:65</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1dcd08b0f6c19cd4a302bb5a3a6ea06e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">operations_research::glop::Square</a></div><div class="ttdeci">Fractional Square(Fractional f)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00036">lp_data/lp_utils.h:36</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1Bitset64_html_a61e6f65595ec1afb4b7955f370c67c08"><div class="ttname"><a href="classoperations__research_1_1Bitset64.html#a61e6f65595ec1afb4b7955f370c67c08">operations_research::Bitset64::Clear</a></div><div class="ttdeci">void Clear(IndexType i)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00455">bitset.h:455</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1Bitset64_html_a1df2b3a4485e328397fda9b5f9b3ea2b"><div class="ttname"><a href="classoperations__research_1_1Bitset64.html#a1df2b3a4485e328397fda9b5f9b3ea2b">operations_research::Bitset64::size</a></div><div class="ttdeci">IndexType size() const</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00421">bitset.h:421</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html">operations_research::glop::VariablesInfo</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00029">variables_info.h:29</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1PrimalEdgeNorms_html_a551ee6b517f861e2ad7557e092a9860d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1PrimalEdgeNorms.html#a551ee6b517f861e2ad7557e092a9860d">operations_research::glop::PrimalEdgeNorms::GetMatrixColumnNorms</a></div><div class="ttdeci">const DenseRow & GetMatrixColumnNorms()</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00057">primal_edge_norms.cc:57</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_ad3a8fd026015306e23a8ed6889b48f18"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#ad3a8fd026015306e23a8ed6889b48f18">operations_research::glop::EnteringVariable::SetPricingRule</a></div><div class="ttdeci">void SetPricingRule(GlopParameters::PricingRule rule)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00376">entering_variable.cc:376</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1ReducedCosts_html_af70031c242af71554d75db3743129d24"><div class="ttname"><a href="classoperations__research_1_1glop_1_1ReducedCosts.html#af70031c242af71554d75db3743129d24">operations_research::glop::ReducedCosts::GetDualInfeasiblePositions</a></div><div class="ttdeci">const DenseBitRow & GetDualInfeasiblePositions() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00163">reduced_costs.h:163</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1EnteringVariable_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1EnteringVariable.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::EnteringVariable::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00372">entering_variable.cc:372</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1VariablesInfo_html_a505af340486fcf70ee83abb32e31a628"><div class="ttname"><a href="classoperations__research_1_1glop_1_1VariablesInfo.html#a505af340486fcf70ee83abb32e31a628">operations_research::glop::VariablesInfo::GetNonBasicBoxedVariables</a></div><div class="ttdeci">const DenseBitRow & GetNonBasicBoxedVariables() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00123">variables_info.cc:123</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1ReducedCosts_html_a2dfd88b95d16c53f032f31e13ce8d233"><div class="ttname"><a href="classoperations__research_1_1glop_1_1ReducedCosts.html#a2dfd88b95d16c53f032f31e13ce8d233">operations_research::glop::ReducedCosts::ShiftCost</a></div><div class="ttdeci">void ShiftCost(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00291">reduced_costs.cc:291</a></div></div>
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<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00107">cp_model_fz_solver.cc:107</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aa62e32b9a6efb029208f576ee123b459f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa62e32b9a6efb029208f576ee123b459f">operations_research::glop::VariableType::UPPER_AND_LOWER_BOUNDED</a></div><div class="ttdeci">@ UPPER_AND_LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_html_a6743e8c90bbb85a1017486ed70c7d29b"><div class="ttname"><a href="namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b">operations_research::random_engine_t</a></div><div class="ttdeci">std::mt19937 random_engine_t</div><div class="ttdef"><b>Definition:</b> <a href="random__engine_8h_source.html#l00023">random_engine.h:23</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1ReducedCosts_html_aa6a9551b792028d16dc7123c80f429d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1ReducedCosts.html#aa6a9551b792028d16dc7123c80f429d1">operations_research::glop::ReducedCosts::GetDualFeasibilityTolerance</a></div><div class="ttdeci">Fractional GetDualFeasibilityTolerance() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00176">reduced_costs.h:176</a></div></div>
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