1855 lines
451 KiB
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1855 lines
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<div class="headertitle"><div class="title">lp_data.cc</div></div>
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<a href="lp__data_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="lp__data_8h.html">ortools/lp_data/lp_data.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <algorithm></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span><span class="preprocessor">#include <cstdint></span></div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include <string></span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include <utility></span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span> </div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "absl/container/flat_hash_map.h"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span><span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span><span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="preprocessor">#include "<a class="code" href="strong__vector_8h.html">ortools/base/strong_vector.h</a>"</span></div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span><span class="preprocessor">#include "<a class="code" href="lp__print__utils_8h.html">ortools/lp_data/lp_print_utils.h</a>"</span></div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</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 id="l00029" name="l00029"></a><span class="lineno"> 29</span><span class="preprocessor">#include "<a class="code" href="matrix__utils_8h.html">ortools/lp_data/matrix_utils.h</a>"</span></div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span><span class="preprocessor">#include "<a class="code" href="lp__data_2permutation_8h.html">ortools/lp_data/permutation.h</a>"</span></div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span> </div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span><span class="keyword">namespace </span>glop {</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span> </div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span> </div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span><span class="comment">// This should be the same as DCHECK(AreBoundsValid()), but the DCHECK() are</span></div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span><span class="comment">// split to give more meaningful information to the user in case of failure.</span></div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span><span class="keywordtype">void</span> DebugCheckBoundsValid(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!std::isnan(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>));</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!std::isnan(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>));</div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>));</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>));</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> <a class="code hl_define" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">AreBoundsValid</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>));</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span>}</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> </div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span><span class="comment">// Returns true if the bounds are the ones of a free or boxed row. Note that</span></div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span><span class="comment">// a fixed row is not counted as boxed.</span></div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span><span class="keywordtype">bool</span> AreBoundsFreeOrBoxed(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> &&</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> }</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span>}</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> </div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span><span class="keyword">template</span> <<span class="keyword">class</span> I, <span class="keyword">class</span> T></div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span><span class="keywordtype">double</span> Average(<span class="keyword">const</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<I, T></a>& v) {</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> <span class="keyword">const</span> <span class="keywordtype">size_t</span> size = v.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>();</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> <a class="code hl_define" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(0, size);</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span> <span class="keywordtype">double</span> sum = 0.0;</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> <span class="keywordtype">double</span> n = 0.0; <span class="comment">// n is used in a calculation involving doubles.</span></div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span> <span class="keywordflow">for</span> (I i(0); i < size; ++i) {</div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span> <span class="keywordflow">if</span> (v[i] == 0.0) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span> ++n;</div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span> sum += <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(v[i].value());</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> }</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="keywordflow">return</span> n == 0.0 ? 0.0 : sum / n;</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span>}</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> </div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span><span class="keyword">template</span> <<span class="keyword">class</span> I, <span class="keyword">class</span> T></div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span><span class="keywordtype">double</span> StandardDeviation(<span class="keyword">const</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<I, T></a>& v) {</div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span> <span class="keyword">const</span> <span class="keywordtype">size_t</span> size = v.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>();</div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span> <span class="keywordtype">double</span> n = 0.0; <span class="comment">// n is used in a calculation involving doubles.</span></div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span> <span class="keywordtype">double</span> sigma_square = 0.0;</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> <span class="keywordtype">double</span> sigma = 0.0;</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="keywordflow">for</span> (I i(0); i < size; ++i) {</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> <span class="keywordtype">double</span> sample = <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(v[i].value());</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> <span class="keywordflow">if</span> (sample == 0.0) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> sigma_square += sample * sample;</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> sigma += sample;</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> ++n;</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> }</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span> <span class="keywordflow">return</span> n == 0.0 ? 0.0 : sqrt((sigma_square - sigma * sigma / n) / n);</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span>}</div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span> </div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span><span class="comment">// Returns 0 when the vector is empty.</span></div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"> 90</span><span class="keyword">template</span> <<span class="keyword">class</span> I, <span class="keyword">class</span> T></div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span>T GetMaxElement(<span class="keyword">const</span> <a class="code hl_class" href="classabsl_1_1_strong_vector.html">absl::StrongVector<I, T></a>& v) {</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> <span class="keyword">const</span> <span class="keywordtype">size_t</span> size = v.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>();</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> <span class="keywordflow">if</span> (size == 0) {</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <span class="keywordflow">return</span> T(0);</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> }</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> </div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> T max_index = v[I(0)];</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="keywordflow">for</span> (I i(1); i < size; ++i) {</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> <span class="keywordflow">if</span> (max_index < v[i]) {</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> max_index = v[i];</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> }</div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> }</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> <span class="keywordflow">return</span> max_index;</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span>}</div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> </div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span>} <span class="comment">// anonymous namespace</span></div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> </div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span><span class="comment">// --------------------------------------------------------</span></div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span><span class="comment">// LinearProgram</span></div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span><span class="comment">// --------------------------------------------------------</span></div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#abcea67382d5e095491b022a7aa4291a7"> 111</a></span><a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#abcea67382d5e095491b022a7aa4291a7">LinearProgram::LinearProgram</a>()</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> : matrix_(),</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> transpose_matrix_(),</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> constraint_lower_bounds_(),</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> constraint_upper_bounds_(),</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> constraint_names_(),</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> objective_coefficients_(),</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> variable_lower_bounds_(),</div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> variable_upper_bounds_(),</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> variable_names_(),</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> variable_types_(),</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> integer_variables_list_(),</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> variable_table_(),</div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> constraint_table_(),</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> objective_offset_(0.0),</div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> objective_scaling_factor_(1.0),</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <a class="code hl_variable" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a>(false),</div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> columns_are_known_to_be_clean_(true),</div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> transpose_matrix_is_consistent_(true),</div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> integer_variables_list_is_consistent_(true),</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> name_(),</div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> first_slack_variable_(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {}</div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> </div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8"> 134</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">LinearProgram::Clear</a>() {</div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> </div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"> 138</span> constraint_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> constraint_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> constraint_names_.clear();</div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> </div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> objective_coefficients_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> variable_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> variable_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span> variable_types_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> integer_variables_list_.clear();</div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"> 147</span> variable_names_.clear();</div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> </div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> constraint_table_.clear();</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> variable_table_.clear();</div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> </div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> maximize_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> objective_offset_ = 0.0;</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> objective_scaling_factor_ = 1.0;</div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> integer_variables_list_is_consistent_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> name_.clear();</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> first_slack_variable_ = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span>}</div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> </div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39"> 162</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">LinearProgram::CreateNewVariable</a>() {</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>, first_slack_variable_)</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> << <span class="stringliteral">"New variables can't be added to programs that already have slack "</span></div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> <span class="stringliteral">"variables. Consider calling LinearProgram::DeleteSlackVariables() "</span></div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> <span class="stringliteral">"before adding new variables to the problem."</span>;</div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> objective_coefficients_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0.0);</div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> variable_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0);</div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> variable_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> variable_types_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">VariableType::CONTINUOUS</a>);</div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> variable_names_.push_back(<span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span> <span class="keywordflow">return</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a86fd105be79f4f2dbaf3a21e64e4d022">AppendEmptyColumn</a>();</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span>}</div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span> </div>
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<div class="line"><a id="l00176" name="l00176"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3"> 176</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3">LinearProgram::CreateNewSlackVariable</a>(<span class="keywordtype">bool</span> is_integer_slack_variable,</div>
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<div class="line"><a id="l00177" name="l00177"></a><span class="lineno"> 177</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>,</div>
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<div class="line"><a id="l00178" name="l00178"></a><span class="lineno"> 178</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>,</div>
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<div class="line"><a id="l00179" name="l00179"></a><span class="lineno"> 179</span> <span class="keyword">const</span> std::string& <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>) {</div>
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<div class="line"><a id="l00180" name="l00180"></a><span class="lineno"> 180</span> objective_coefficients_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0.0);</div>
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<div class="line"><a id="l00181" name="l00181"></a><span class="lineno"> 181</span> variable_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
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<div class="line"><a id="l00182" name="l00182"></a><span class="lineno"> 182</span> variable_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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<div class="line"><a id="l00183" name="l00183"></a><span class="lineno"> 183</span> variable_types_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(is_integer_slack_variable</div>
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<div class="line"><a id="l00184" name="l00184"></a><span class="lineno"> 184</span> ? (<a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab79968c5beff3baa0791198293518e14">VariableType::IMPLIED_INTEGER</a>)</div>
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<div class="line"><a id="l00185" name="l00185"></a><span class="lineno"> 185</span> : (<a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">VariableType::CONTINUOUS</a>));</div>
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<div class="line"><a id="l00186" name="l00186"></a><span class="lineno"> 186</span> variable_names_.push_back(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a24dcbf29c0d6cd766009a182a6484e3b">name</a>);</div>
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<div class="line"><a id="l00187" name="l00187"></a><span class="lineno"> 187</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00188" name="l00188"></a><span class="lineno"> 188</span> <span class="keywordflow">return</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a86fd105be79f4f2dbaf3a21e64e4d022">AppendEmptyColumn</a>();</div>
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<div class="line"><a id="l00189" name="l00189"></a><span class="lineno"> 189</span>}</div>
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<div class="line"><a id="l00190" name="l00190"></a><span class="lineno"> 190</span> </div>
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<div class="line"><a id="l00191" name="l00191"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f"> 191</a></span>RowIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f">LinearProgram::CreateNewConstraint</a>() {</div>
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<div class="line"><a id="l00192" name="l00192"></a><span class="lineno"> 192</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>, first_slack_variable_)</div>
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<div class="line"><a id="l00193" name="l00193"></a><span class="lineno"> 193</span> << <span class="stringliteral">"New constraints can't be added to programs that already have slack "</span></div>
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<div class="line"><a id="l00194" name="l00194"></a><span class="lineno"> 194</span> <span class="stringliteral">"variables. Consider calling LinearProgram::DeleteSlackVariables() "</span></div>
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<div class="line"><a id="l00195" name="l00195"></a><span class="lineno"> 195</span> <span class="stringliteral">"before adding new variables to the problem."</span>;</div>
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<div class="line"><a id="l00196" name="l00196"></a><span class="lineno"> 196</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(constraint_names_.size());</div>
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<div class="line"><a id="l00197" name="l00197"></a><span class="lineno"> 197</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a55265e26d9e69e2d7a882bab054b8139">SetNumRows</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1);</div>
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<div class="line"><a id="l00198" name="l00198"></a><span class="lineno"> 198</span> constraint_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
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<div class="line"><a id="l00199" name="l00199"></a><span class="lineno"> 199</span> constraint_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
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<div class="line"><a id="l00200" name="l00200"></a><span class="lineno"> 200</span> constraint_names_.push_back(<span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l00201" name="l00201"></a><span class="lineno"> 201</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00202" name="l00202"></a><span class="lineno"> 202</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
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<div class="line"><a id="l00203" name="l00203"></a><span class="lineno"> 203</span>}</div>
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<div class="line"><a id="l00204" name="l00204"></a><span class="lineno"> 204</span> </div>
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<div class="line"><a id="l00205" name="l00205"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e1fb82cbbf024213eae338216bf601e"> 205</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e1fb82cbbf024213eae338216bf601e">LinearProgram::FindOrCreateVariable</a>(<span class="keyword">const</span> std::string& variable_id) {</div>
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<div class="line"><a id="l00206" name="l00206"></a><span class="lineno"> 206</span> <span class="keyword">const</span> absl::flat_hash_map<std::string, ColIndex>::iterator it =</div>
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<div class="line"><a id="l00207" name="l00207"></a><span class="lineno"> 207</span> variable_table_.find(variable_id);</div>
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<div class="line"><a id="l00208" name="l00208"></a><span class="lineno"> 208</span> <span class="keywordflow">if</span> (it != variable_table_.end()) {</div>
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<div class="line"><a id="l00209" name="l00209"></a><span class="lineno"> 209</span> <span class="keywordflow">return</span> it->second;</div>
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<div class="line"><a id="l00210" name="l00210"></a><span class="lineno"> 210</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00211" name="l00211"></a><span class="lineno"> 211</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
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<div class="line"><a id="l00212" name="l00212"></a><span class="lineno"> 212</span> variable_names_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_id;</div>
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<div class="line"><a id="l00213" name="l00213"></a><span class="lineno"> 213</span> variable_table_[variable_id] = <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a id="l00214" name="l00214"></a><span class="lineno"> 214</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a id="l00215" name="l00215"></a><span class="lineno"> 215</span> }</div>
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<div class="line"><a id="l00216" name="l00216"></a><span class="lineno"> 216</span>}</div>
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<div class="line"><a id="l00217" name="l00217"></a><span class="lineno"> 217</span> </div>
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<div class="line"><a id="l00218" name="l00218"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b50792950c42b62e8bf4ed596aebb27"> 218</a></span>RowIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b50792950c42b62e8bf4ed596aebb27">LinearProgram::FindOrCreateConstraint</a>(</div>
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<div class="line"><a id="l00219" name="l00219"></a><span class="lineno"> 219</span> <span class="keyword">const</span> std::string& constraint_id) {</div>
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<div class="line"><a id="l00220" name="l00220"></a><span class="lineno"> 220</span> <span class="keyword">const</span> absl::flat_hash_map<std::string, RowIndex>::iterator it =</div>
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<div class="line"><a id="l00221" name="l00221"></a><span class="lineno"> 221</span> constraint_table_.find(constraint_id);</div>
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<div class="line"><a id="l00222" name="l00222"></a><span class="lineno"> 222</span> <span class="keywordflow">if</span> (it != constraint_table_.end()) {</div>
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<div class="line"><a id="l00223" name="l00223"></a><span class="lineno"> 223</span> <span class="keywordflow">return</span> it->second;</div>
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<div class="line"><a id="l00224" name="l00224"></a><span class="lineno"> 224</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00225" name="l00225"></a><span class="lineno"> 225</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f">CreateNewConstraint</a>();</div>
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<div class="line"><a id="l00226" name="l00226"></a><span class="lineno"> 226</span> constraint_names_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = constraint_id;</div>
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<div class="line"><a id="l00227" name="l00227"></a><span class="lineno"> 227</span> constraint_table_[constraint_id] = <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
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<div class="line"><a id="l00228" name="l00228"></a><span class="lineno"> 228</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
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<div class="line"><a id="l00229" name="l00229"></a><span class="lineno"> 229</span> }</div>
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<div class="line"><a id="l00230" name="l00230"></a><span class="lineno"> 230</span>}</div>
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<div class="line"><a id="l00231" name="l00231"></a><span class="lineno"> 231</span> </div>
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<div class="line"><a id="l00232" name="l00232"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a45e12b3d1e2daa3e00bab9d7bf72f444"> 232</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a45e12b3d1e2daa3e00bab9d7bf72f444">LinearProgram::SetVariableName</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, absl::string_view <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>) {</div>
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<div class="line"><a id="l00233" name="l00233"></a><span class="lineno"> 233</span> variable_names_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = std::string(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a24dcbf29c0d6cd766009a182a6484e3b">name</a>);</div>
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<div class="line"><a id="l00234" name="l00234"></a><span class="lineno"> 234</span>}</div>
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<div class="line"><a id="l00235" name="l00235"></a><span class="lineno"> 235</span> </div>
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<div class="line"><a id="l00236" name="l00236"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a7ddcdc56f25d075e18d62ddbcd3389b2"> 236</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a7ddcdc56f25d075e18d62ddbcd3389b2">LinearProgram::SetVariableType</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_enumeration" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309ab">VariableType</a> type) {</div>
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<div class="line"><a id="l00237" name="l00237"></a><span class="lineno"> 237</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> var_was_integer = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00238" name="l00238"></a><span class="lineno"> 238</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = type;</div>
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<div class="line"><a id="l00239" name="l00239"></a><span class="lineno"> 239</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> var_is_integer = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00240" name="l00240"></a><span class="lineno"> 240</span> <span class="keywordflow">if</span> (var_is_integer != var_was_integer) {</div>
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<div class="line"><a id="l00241" name="l00241"></a><span class="lineno"> 241</span> integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00242" name="l00242"></a><span class="lineno"> 242</span> }</div>
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<div class="line"><a id="l00243" name="l00243"></a><span class="lineno"> 243</span>}</div>
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<div class="line"><a id="l00244" name="l00244"></a><span class="lineno"> 244</span> </div>
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<div class="line"><a id="l00245" name="l00245"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a1c4c019028d8b012b9d10e0a17bfaf4e"> 245</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a1c4c019028d8b012b9d10e0a17bfaf4e">LinearProgram::SetConstraintName</a>(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, absl::string_view <a class="code hl_variable" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>) {</div>
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<div class="line"><a id="l00246" name="l00246"></a><span class="lineno"> 246</span> constraint_names_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = std::string(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a24dcbf29c0d6cd766009a182a6484e3b">name</a>);</div>
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<div class="line"><a id="l00247" name="l00247"></a><span class="lineno"> 247</span>}</div>
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<div class="line"><a id="l00248" name="l00248"></a><span class="lineno"> 248</span> </div>
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<div class="line"><a id="l00249" name="l00249"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093"> 249</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">LinearProgram::SetVariableBounds</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>,</div>
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<div class="line"><a id="l00250" name="l00250"></a><span class="lineno"> 250</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
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<div class="line"><a id="l00251" name="l00251"></a><span class="lineno"> 251</span> <span class="keywordflow">if</span> (dcheck_bounds_) DebugCheckBoundsValid(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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<div class="line"><a id="l00252" name="l00252"></a><span class="lineno"> 252</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> var_was_binary = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">IsVariableBinary</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00253" name="l00253"></a><span class="lineno"> 253</span> variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>;</div>
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<div class="line"><a id="l00254" name="l00254"></a><span class="lineno"> 254</span> variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
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<div class="line"><a id="l00255" name="l00255"></a><span class="lineno"> 255</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> var_is_binary = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">IsVariableBinary</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00256" name="l00256"></a><span class="lineno"> 256</span> <span class="keywordflow">if</span> (var_is_binary != var_was_binary) {</div>
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<div class="line"><a id="l00257" name="l00257"></a><span class="lineno"> 257</span> integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00258" name="l00258"></a><span class="lineno"> 258</span> }</div>
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<div class="line"><a id="l00259" name="l00259"></a><span class="lineno"> 259</span>}</div>
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<div class="line"><a id="l00260" name="l00260"></a><span class="lineno"> 260</span> </div>
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<div class="line"><a id="l00261" name="l00261"></a><span class="lineno"> 261</span><span class="keywordtype">void</span> LinearProgram::UpdateAllIntegerVariableLists()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00262" name="l00262"></a><span class="lineno"> 262</span> <span class="keywordflow">if</span> (integer_variables_list_is_consistent_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00263" name="l00263"></a><span class="lineno"> 263</span> integer_variables_list_.clear();</div>
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<div class="line"><a id="l00264" name="l00264"></a><span class="lineno"> 264</span> binary_variables_list_.clear();</div>
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<div class="line"><a id="l00265" name="l00265"></a><span class="lineno"> 265</span> non_binary_variables_list_.clear();</div>
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<div class="line"><a id="l00266" name="l00266"></a><span class="lineno"> 266</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
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<div class="line"><a id="l00267" name="l00267"></a><span class="lineno"> 267</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00268" name="l00268"></a><span class="lineno"> 268</span> <span class="keywordflow">if</span> (<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00269" name="l00269"></a><span class="lineno"> 269</span> integer_variables_list_.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00270" name="l00270"></a><span class="lineno"> 270</span> <span class="keywordflow">if</span> (<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">IsVariableBinary</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a id="l00271" name="l00271"></a><span class="lineno"> 271</span> binary_variables_list_.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00272" name="l00272"></a><span class="lineno"> 272</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00273" name="l00273"></a><span class="lineno"> 273</span> non_binary_variables_list_.push_back(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00274" name="l00274"></a><span class="lineno"> 274</span> }</div>
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<div class="line"><a id="l00275" name="l00275"></a><span class="lineno"> 275</span> }</div>
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<div class="line"><a id="l00276" name="l00276"></a><span class="lineno"> 276</span> }</div>
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<div class="line"><a id="l00277" name="l00277"></a><span class="lineno"> 277</span> integer_variables_list_is_consistent_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00278" name="l00278"></a><span class="lineno"> 278</span>}</div>
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<div class="line"><a id="l00279" name="l00279"></a><span class="lineno"> 279</span> </div>
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<div class="line"><a id="l00280" name="l00280"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81"> 280</a></span><span class="keyword">const</span> std::vector<ColIndex>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">LinearProgram::IntegerVariablesList</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00281" name="l00281"></a><span class="lineno"> 281</span> UpdateAllIntegerVariableLists();</div>
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<div class="line"><a id="l00282" name="l00282"></a><span class="lineno"> 282</span> <span class="keywordflow">return</span> integer_variables_list_;</div>
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<div class="line"><a id="l00283" name="l00283"></a><span class="lineno"> 283</span>}</div>
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<div class="line"><a id="l00284" name="l00284"></a><span class="lineno"> 284</span> </div>
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<div class="line"><a id="l00285" name="l00285"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60"> 285</a></span><span class="keyword">const</span> std::vector<ColIndex>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60">LinearProgram::BinaryVariablesList</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00286" name="l00286"></a><span class="lineno"> 286</span> UpdateAllIntegerVariableLists();</div>
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<div class="line"><a id="l00287" name="l00287"></a><span class="lineno"> 287</span> <span class="keywordflow">return</span> binary_variables_list_;</div>
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<div class="line"><a id="l00288" name="l00288"></a><span class="lineno"> 288</span>}</div>
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<div class="line"><a id="l00289" name="l00289"></a><span class="lineno"> 289</span> </div>
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<div class="line"><a id="l00290" name="l00290"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082"> 290</a></span><span class="keyword">const</span> std::vector<ColIndex>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082">LinearProgram::NonBinaryVariablesList</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00291" name="l00291"></a><span class="lineno"> 291</span> UpdateAllIntegerVariableLists();</div>
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<div class="line"><a id="l00292" name="l00292"></a><span class="lineno"> 292</span> <span class="keywordflow">return</span> non_binary_variables_list_;</div>
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<div class="line"><a id="l00293" name="l00293"></a><span class="lineno"> 293</span>}</div>
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<div class="line"><a id="l00294" name="l00294"></a><span class="lineno"> 294</span> </div>
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<div class="line"><a id="l00295" name="l00295"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a"> 295</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">LinearProgram::IsVariableInteger</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00296" name="l00296"></a><span class="lineno"> 296</span> <span class="keywordflow">return</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309aba5d5cd46919fa987731fb2edefe0f2a0c">VariableType::INTEGER</a> ||</div>
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<div class="line"><a id="l00297" name="l00297"></a><span class="lineno"> 297</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab79968c5beff3baa0791198293518e14">VariableType::IMPLIED_INTEGER</a>;</div>
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<div class="line"><a id="l00298" name="l00298"></a><span class="lineno"> 298</span>}</div>
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<div class="line"><a id="l00299" name="l00299"></a><span class="lineno"> 299</span> </div>
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<div class="line"><a id="l00300" name="l00300"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96"> 300</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">LinearProgram::IsVariableBinary</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00301" name="l00301"></a><span class="lineno"> 301</span> <span class="comment">// TODO(user): bounds of binary variables (and of integer ones) should</span></div>
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<div class="line"><a id="l00302" name="l00302"></a><span class="lineno"> 302</span> <span class="comment">// be integer. Add a preprocessor for that.</span></div>
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<div class="line"><a id="l00303" name="l00303"></a><span class="lineno"> 303</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && (variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#acf67607e9e6dd5986836b79ce28b80c4">kEpsilon</a>) &&</div>
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<div class="line"><a id="l00304" name="l00304"></a><span class="lineno"> 304</span> (variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(-1)) &&</div>
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<div class="line"><a id="l00305" name="l00305"></a><span class="lineno"> 305</span> (variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(1) - <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#acf67607e9e6dd5986836b79ce28b80c4">kEpsilon</a>) &&</div>
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<div class="line"><a id="l00306" name="l00306"></a><span class="lineno"> 306</span> (variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < 2);</div>
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<div class="line"><a id="l00307" name="l00307"></a><span class="lineno"> 307</span>}</div>
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<div class="line"><a id="l00308" name="l00308"></a><span class="lineno"> 308</span> </div>
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<div class="line"><a id="l00309" name="l00309"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f"> 309</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">LinearProgram::SetConstraintBounds</a>(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>,</div>
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<div class="line"><a id="l00310" name="l00310"></a><span class="lineno"> 310</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
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<div class="line"><a id="l00311" name="l00311"></a><span class="lineno"> 311</span> <span class="keywordflow">if</span> (dcheck_bounds_) DebugCheckBoundsValid(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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<div class="line"><a id="l00312" name="l00312"></a><span class="lineno"> 312</span> ResizeRowsIfNeeded(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a id="l00313" name="l00313"></a><span class="lineno"> 313</span> constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>;</div>
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<div class="line"><a id="l00314" name="l00314"></a><span class="lineno"> 314</span> constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>;</div>
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<div class="line"><a id="l00315" name="l00315"></a><span class="lineno"> 315</span>}</div>
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<div class="line"><a id="l00316" name="l00316"></a><span class="lineno"> 316</span> </div>
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<div class="line"><a id="l00317" name="l00317"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e"> 317</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">LinearProgram::SetCoefficient</a>(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a id="l00318" name="l00318"></a><span class="lineno"> 318</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
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<div class="line"><a id="l00319" name="l00319"></a><span class="lineno"> 319</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>));</div>
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<div class="line"><a id="l00320" name="l00320"></a><span class="lineno"> 320</span> ResizeRowsIfNeeded(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a id="l00321" name="l00321"></a><span class="lineno"> 321</span> columns_are_known_to_be_clean_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00322" name="l00322"></a><span class="lineno"> 322</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00323" name="l00323"></a><span class="lineno"> 323</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa">mutable_column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_vector.html#aeff6ae7073f423651fc0352d50cadfa6">SetCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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<div class="line"><a id="l00324" name="l00324"></a><span class="lineno"> 324</span>}</div>
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<div class="line"><a id="l00325" name="l00325"></a><span class="lineno"> 325</span> </div>
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<div class="line"><a id="l00326" name="l00326"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9"> 326</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">LinearProgram::SetObjectiveCoefficient</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>) {</div>
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<div class="line"><a id="l00327" name="l00327"></a><span class="lineno"> 327</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>));</div>
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<div class="line"><a id="l00328" name="l00328"></a><span class="lineno"> 328</span> objective_coefficients_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>;</div>
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<div class="line"><a id="l00329" name="l00329"></a><span class="lineno"> 329</span>}</div>
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<div class="line"><a id="l00330" name="l00330"></a><span class="lineno"> 330</span> </div>
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<div class="line"><a id="l00331" name="l00331"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89"> 331</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">LinearProgram::SetObjectiveOffset</a>(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_offset) {</div>
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<div class="line"><a id="l00332" name="l00332"></a><span class="lineno"> 332</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>));</div>
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<div class="line"><a id="l00333" name="l00333"></a><span class="lineno"> 333</span> objective_offset_ = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>;</div>
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<div class="line"><a id="l00334" name="l00334"></a><span class="lineno"> 334</span>}</div>
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<div class="line"><a id="l00335" name="l00335"></a><span class="lineno"> 335</span> </div>
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<div class="line"><a id="l00336" name="l00336"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762"> 336</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">LinearProgram::SetObjectiveScalingFactor</a>(</div>
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<div class="line"><a id="l00337" name="l00337"></a><span class="lineno"> 337</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_scaling_factor) {</div>
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<div class="line"><a id="l00338" name="l00338"></a><span class="lineno"> 338</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>));</div>
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<div class="line"><a id="l00339" name="l00339"></a><span class="lineno"> 339</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>);</div>
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<div class="line"><a id="l00340" name="l00340"></a><span class="lineno"> 340</span> objective_scaling_factor_ = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>;</div>
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<div class="line"><a id="l00341" name="l00341"></a><span class="lineno"> 341</span>}</div>
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<div class="line"><a id="l00342" name="l00342"></a><span class="lineno"> 342</span> </div>
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<div class="line"><a id="l00343" name="l00343"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3"> 343</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">LinearProgram::SetMaximizationProblem</a>(<span class="keywordtype">bool</span> maximize) {</div>
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<div class="line"><a id="l00344" name="l00344"></a><span class="lineno"> 344</span> maximize_ = maximize;</div>
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<div class="line"><a id="l00345" name="l00345"></a><span class="lineno"> 345</span>}</div>
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<div class="line"><a id="l00346" name="l00346"></a><span class="lineno"> 346</span> </div>
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<div class="line"><a id="l00347" name="l00347"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74"> 347</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74">LinearProgram::CleanUp</a>() {</div>
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<div class="line"><a id="l00348" name="l00348"></a><span class="lineno"> 348</span> <span class="keywordflow">if</span> (columns_are_known_to_be_clean_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l00349" name="l00349"></a><span class="lineno"> 349</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#abfc30f91ab75c6f4552003f777672e74">CleanUp</a>();</div>
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<div class="line"><a id="l00350" name="l00350"></a><span class="lineno"> 350</span> columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00351" name="l00351"></a><span class="lineno"> 351</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00352" name="l00352"></a><span class="lineno"> 352</span>}</div>
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<div class="line"><a id="l00353" name="l00353"></a><span class="lineno"> 353</span> </div>
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<div class="line"><a id="l00354" name="l00354"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a"> 354</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">LinearProgram::IsCleanedUp</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00355" name="l00355"></a><span class="lineno"> 355</span> <span class="keywordflow">if</span> (columns_are_known_to_be_clean_) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00356" name="l00356"></a><span class="lineno"> 356</span> columns_are_known_to_be_clean_ = matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a5e016d204d43b2cc4a2773c25462968a">IsCleanedUp</a>();</div>
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<div class="line"><a id="l00357" name="l00357"></a><span class="lineno"> 357</span> <span class="keywordflow">return</span> columns_are_known_to_be_clean_;</div>
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<div class="line"><a id="l00358" name="l00358"></a><span class="lineno"> 358</span>}</div>
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<div class="line"><a id="l00359" name="l00359"></a><span class="lineno"> 359</span> </div>
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<div class="line"><a id="l00360" name="l00360"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882"> 360</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">LinearProgram::GetVariableName</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00361" name="l00361"></a><span class="lineno"> 361</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= variable_names_.size() || variable_names_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>].empty()</div>
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<div class="line"><a id="l00362" name="l00362"></a><span class="lineno"> 362</span> ? absl::StrFormat(<span class="stringliteral">"c%d"</span>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value())</div>
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<div class="line"><a id="l00363" name="l00363"></a><span class="lineno"> 363</span> : variable_names_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00364" name="l00364"></a><span class="lineno"> 364</span>}</div>
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<div class="line"><a id="l00365" name="l00365"></a><span class="lineno"> 365</span> </div>
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<div class="line"><a id="l00366" name="l00366"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f"> 366</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f">LinearProgram::GetConstraintName</a>(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00367" name="l00367"></a><span class="lineno"> 367</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= constraint_names_.size() || constraint_names_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>].empty()</div>
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<div class="line"><a id="l00368" name="l00368"></a><span class="lineno"> 368</span> ? absl::StrFormat(<span class="stringliteral">"r%d"</span>, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value())</div>
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<div class="line"><a id="l00369" name="l00369"></a><span class="lineno"> 369</span> : constraint_names_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00370" name="l00370"></a><span class="lineno"> 370</span>}</div>
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<div class="line"><a id="l00371" name="l00371"></a><span class="lineno"> 371</span> </div>
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<div class="line"><a id="l00372" name="l00372"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b0e95d320fd02517fdd0adaadca3d71"> 372</a></span><a class="code hl_enumeration" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309ab">LinearProgram::VariableType</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b0e95d320fd02517fdd0adaadca3d71">LinearProgram::GetVariableType</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00373" name="l00373"></a><span class="lineno"> 373</span> <span class="keywordflow">return</span> variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00374" name="l00374"></a><span class="lineno"> 374</span>}</div>
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<div class="line"><a id="l00375" name="l00375"></a><span class="lineno"> 375</span> </div>
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<div class="line"><a id="l00376" name="l00376"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd"> 376</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">LinearProgram::GetTransposeSparseMatrix</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00377" name="l00377"></a><span class="lineno"> 377</span> <span class="keywordflow">if</span> (!transpose_matrix_is_consistent_) {</div>
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<div class="line"><a id="l00378" name="l00378"></a><span class="lineno"> 378</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(matrix_);</div>
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<div class="line"><a id="l00379" name="l00379"></a><span class="lineno"> 379</span> transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00380" name="l00380"></a><span class="lineno"> 380</span> }</div>
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<div class="line"><a id="l00381" name="l00381"></a><span class="lineno"> 381</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value(), matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value());</div>
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<div class="line"><a id="l00382" name="l00382"></a><span class="lineno"> 382</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value(), matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value());</div>
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<div class="line"><a id="l00383" name="l00383"></a><span class="lineno"> 383</span> <span class="keywordflow">return</span> transpose_matrix_;</div>
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<div class="line"><a id="l00384" name="l00384"></a><span class="lineno"> 384</span>}</div>
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<div class="line"><a id="l00385" name="l00385"></a><span class="lineno"> 385</span> </div>
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<div class="line"><a id="l00386" name="l00386"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6"> 386</a></span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>* <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6">LinearProgram::GetMutableTransposeSparseMatrix</a>() {</div>
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<div class="line"><a id="l00387" name="l00387"></a><span class="lineno"> 387</span> <span class="keywordflow">if</span> (!transpose_matrix_is_consistent_) {</div>
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<div class="line"><a id="l00388" name="l00388"></a><span class="lineno"> 388</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(matrix_);</div>
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<div class="line"><a id="l00389" name="l00389"></a><span class="lineno"> 389</span> }</div>
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<div class="line"><a id="l00390" name="l00390"></a><span class="lineno"> 390</span> <span class="comment">// This enables a client to start modifying the matrix and then abort and not</span></div>
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<div class="line"><a id="l00391" name="l00391"></a><span class="lineno"> 391</span> <span class="comment">// call UseTransposeMatrixAsReference(). Then, the other client of</span></div>
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<div class="line"><a id="l00392" name="l00392"></a><span class="lineno"> 392</span> <span class="comment">// GetTransposeSparseMatrix() will still see the correct matrix.</span></div>
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<div class="line"><a id="l00393" name="l00393"></a><span class="lineno"> 393</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00394" name="l00394"></a><span class="lineno"> 394</span> <span class="keywordflow">return</span> &transpose_matrix_;</div>
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<div class="line"><a id="l00395" name="l00395"></a><span class="lineno"> 395</span>}</div>
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<div class="line"><a id="l00396" name="l00396"></a><span class="lineno"> 396</span> </div>
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<div class="line"><a id="l00397" name="l00397"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e"> 397</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e">LinearProgram::UseTransposeMatrixAsReference</a>() {</div>
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<div class="line"><a id="l00398" name="l00398"></a><span class="lineno"> 398</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value(), matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value());</div>
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<div class="line"><a id="l00399" name="l00399"></a><span class="lineno"> 399</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value(), matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value());</div>
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<div class="line"><a id="l00400" name="l00400"></a><span class="lineno"> 400</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(transpose_matrix_);</div>
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<div class="line"><a id="l00401" name="l00401"></a><span class="lineno"> 401</span> transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00402" name="l00402"></a><span class="lineno"> 402</span>}</div>
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<div class="line"><a id="l00403" name="l00403"></a><span class="lineno"> 403</span> </div>
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<div class="line"><a id="l00404" name="l00404"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096"> 404</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">LinearProgram::ClearTransposeMatrix</a>() {</div>
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<div class="line"><a id="l00405" name="l00405"></a><span class="lineno"> 405</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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<div class="line"><a id="l00406" name="l00406"></a><span class="lineno"> 406</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00407" name="l00407"></a><span class="lineno"> 407</span>}</div>
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<div class="line"><a id="l00408" name="l00408"></a><span class="lineno"> 408</span> </div>
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<div class="line"><a id="l00409" name="l00409"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049"> 409</a></span><span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">LinearProgram::GetSparseColumn</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00410" name="l00410"></a><span class="lineno"> 410</span> <span class="keywordflow">return</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00411" name="l00411"></a><span class="lineno"> 411</span>}</div>
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<div class="line"><a id="l00412" name="l00412"></a><span class="lineno"> 412</span> </div>
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<div class="line"><a id="l00413" name="l00413"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2"> 413</a></span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>* <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">LinearProgram::GetMutableSparseColumn</a>(ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00414" name="l00414"></a><span class="lineno"> 414</span> columns_are_known_to_be_clean_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00415" name="l00415"></a><span class="lineno"> 415</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00416" name="l00416"></a><span class="lineno"> 416</span> <span class="keywordflow">return</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa">mutable_column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00417" name="l00417"></a><span class="lineno"> 417</span>}</div>
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<div class="line"><a id="l00418" name="l00418"></a><span class="lineno"> 418</span> </div>
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<div class="line"><a id="l00419" name="l00419"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b"> 419</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">LinearProgram::GetObjectiveCoefficientForMinimizationVersion</a>(</div>
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<div class="line"><a id="l00420" name="l00420"></a><span class="lineno"> 420</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00421" name="l00421"></a><span class="lineno"> 421</span> <span class="keywordflow">return</span> maximize_ ? -<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
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<div class="line"><a id="l00422" name="l00422"></a><span class="lineno"> 422</span> : <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00423" name="l00423"></a><span class="lineno"> 423</span>}</div>
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<div class="line"><a id="l00424" name="l00424"></a><span class="lineno"> 424</span> </div>
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<div class="line"><a id="l00425" name="l00425"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299"> 425</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299">LinearProgram::GetDimensionString</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00426" name="l00426"></a><span class="lineno"> 426</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude = 0.0;</div>
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<div class="line"><a id="l00427" name="l00427"></a><span class="lineno"> 427</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude = 0.0;</div>
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<div class="line"><a id="l00428" name="l00428"></a><span class="lineno"> 428</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6ae7b0836055b9b6d182115027d496f9">ComputeMinAndMaxMagnitudes</a>(&min_magnitude, &max_magnitude);</div>
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<div class="line"><a id="l00429" name="l00429"></a><span class="lineno"> 429</span> <span class="keywordflow">return</span> absl::StrFormat(</div>
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<div class="line"><a id="l00430" name="l00430"></a><span class="lineno"> 430</span> <span class="stringliteral">"%d rows, %d columns, %d entries with magnitude in [%e, %e]"</span>,</div>
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<div class="line"><a id="l00431" name="l00431"></a><span class="lineno"> 431</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>().<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>(), <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>().<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>(),</div>
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<div class="line"><a id="l00432" name="l00432"></a><span class="lineno"> 432</span> <span class="comment">// static_cast<int64_t> is needed because the Android port uses int32_t.</span></div>
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<div class="line"><a id="l00433" name="l00433"></a><span class="lineno"> 433</span> <span class="keyword">static_cast<</span>int64_t<span class="keyword">></span>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>()), min_magnitude,</div>
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<div class="line"><a id="l00434" name="l00434"></a><span class="lineno"> 434</span> max_magnitude);</div>
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<div class="line"><a id="l00435" name="l00435"></a><span class="lineno"> 435</span>}</div>
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<div class="line"><a id="l00436" name="l00436"></a><span class="lineno"> 436</span> </div>
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<div class="line"><a id="l00437" name="l00437"></a><span class="lineno"> 437</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00438" name="l00438"></a><span class="lineno"> 438</span> </div>
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<div class="line"><a id="l00439" name="l00439"></a><span class="lineno"> 439</span><span class="keyword">template</span> <<span class="keyword">typename</span> FractionalValues></div>
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<div class="line"><a id="l00440" name="l00440"></a><span class="lineno"> 440</span><span class="keywordtype">void</span> UpdateStats(<span class="keyword">const</span> FractionalValues& values, int64_t* num_non_zeros,</div>
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<div class="line"><a id="l00441" name="l00441"></a><span class="lineno"> 441</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* min_value, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* max_value) {</div>
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<div class="line"><a id="l00442" name="l00442"></a><span class="lineno"> 442</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> v : values) {</div>
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<div class="line"><a id="l00443" name="l00443"></a><span class="lineno"> 443</span> <span class="keywordflow">if</span> (v == 0 || v == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || v == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a id="l00444" name="l00444"></a><span class="lineno"> 444</span> *min_value = <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(*min_value, v);</div>
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<div class="line"><a id="l00445" name="l00445"></a><span class="lineno"> 445</span> *max_value = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(*max_value, v);</div>
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<div class="line"><a id="l00446" name="l00446"></a><span class="lineno"> 446</span> ++(*num_non_zeros);</div>
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<div class="line"><a id="l00447" name="l00447"></a><span class="lineno"> 447</span> }</div>
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<div class="line"><a id="l00448" name="l00448"></a><span class="lineno"> 448</span>}</div>
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<div class="line"><a id="l00449" name="l00449"></a><span class="lineno"> 449</span> </div>
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<div class="line"><a id="l00450" name="l00450"></a><span class="lineno"> 450</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l00451" name="l00451"></a><span class="lineno"> 451</span> </div>
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<div class="line"><a id="l00452" name="l00452"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc"> 452</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc">LinearProgram::GetObjectiveStatsString</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00453" name="l00453"></a><span class="lineno"> 453</span> int64_t num_non_zeros = 0;</div>
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<div class="line"><a id="l00454" name="l00454"></a><span class="lineno"> 454</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_value = +<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
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<div class="line"><a id="l00455" name="l00455"></a><span class="lineno"> 455</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_value = -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
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<div class="line"><a id="l00456" name="l00456"></a><span class="lineno"> 456</span> UpdateStats(objective_coefficients_, &num_non_zeros, &min_value, &max_value);</div>
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<div class="line"><a id="l00457" name="l00457"></a><span class="lineno"> 457</span> <span class="keywordflow">if</span> (num_non_zeros == 0) {</div>
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<div class="line"><a id="l00458" name="l00458"></a><span class="lineno"> 458</span> <span class="keywordflow">return</span> <span class="stringliteral">"No objective term. This is a pure feasibility problem."</span>;</div>
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<div class="line"><a id="l00459" name="l00459"></a><span class="lineno"> 459</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00460" name="l00460"></a><span class="lineno"> 460</span> <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"%d non-zeros, range [%e, %e]"</span>, num_non_zeros,</div>
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<div class="line"><a id="l00461" name="l00461"></a><span class="lineno"> 461</span> min_value, max_value);</div>
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<div class="line"><a id="l00462" name="l00462"></a><span class="lineno"> 462</span> }</div>
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<div class="line"><a id="l00463" name="l00463"></a><span class="lineno"> 463</span>}</div>
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<div class="line"><a id="l00464" name="l00464"></a><span class="lineno"> 464</span> </div>
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<div class="line"><a id="l00465" name="l00465"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1"> 465</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1">LinearProgram::GetBoundsStatsString</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00466" name="l00466"></a><span class="lineno"> 466</span> int64_t num_non_zeros = 0;</div>
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<div class="line"><a id="l00467" name="l00467"></a><span class="lineno"> 467</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_value = +<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
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<div class="line"><a id="l00468" name="l00468"></a><span class="lineno"> 468</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_value = -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
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<div class="line"><a id="l00469" name="l00469"></a><span class="lineno"> 469</span> UpdateStats(variable_lower_bounds_, &num_non_zeros, &min_value, &max_value);</div>
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<div class="line"><a id="l00470" name="l00470"></a><span class="lineno"> 470</span> UpdateStats(variable_upper_bounds_, &num_non_zeros, &min_value, &max_value);</div>
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<div class="line"><a id="l00471" name="l00471"></a><span class="lineno"> 471</span> UpdateStats(constraint_lower_bounds_, &num_non_zeros, &min_value, &max_value);</div>
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<div class="line"><a id="l00472" name="l00472"></a><span class="lineno"> 472</span> UpdateStats(constraint_upper_bounds_, &num_non_zeros, &min_value, &max_value);</div>
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<div class="line"><a id="l00473" name="l00473"></a><span class="lineno"> 473</span> <span class="keywordflow">if</span> (num_non_zeros == 0) {</div>
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<div class="line"><a id="l00474" name="l00474"></a><span class="lineno"> 474</span> <span class="keywordflow">return</span> <span class="stringliteral">"All variables/constraints bounds are zero or +/- infinity."</span>;</div>
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<div class="line"><a id="l00475" name="l00475"></a><span class="lineno"> 475</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00476" name="l00476"></a><span class="lineno"> 476</span> <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"%d non-zeros, range [%e, %e]"</span>, num_non_zeros,</div>
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<div class="line"><a id="l00477" name="l00477"></a><span class="lineno"> 477</span> min_value, max_value);</div>
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<div class="line"><a id="l00478" name="l00478"></a><span class="lineno"> 478</span> }</div>
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<div class="line"><a id="l00479" name="l00479"></a><span class="lineno"> 479</span>}</div>
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<div class="line"><a id="l00480" name="l00480"></a><span class="lineno"> 480</span> </div>
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<div class="line"><a id="l00481" name="l00481"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6"> 481</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6">LinearProgram::SolutionIsWithinVariableBounds</a>(</div>
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<div class="line"><a id="l00482" name="l00482"></a><span class="lineno"> 482</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00483" name="l00483"></a><span class="lineno"> 483</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
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<div class="line"><a id="l00484" name="l00484"></a><span class="lineno"> 484</span> <span class="keywordflow">if</span> (solution.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() != <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00485" name="l00485"></a><span class="lineno"> 485</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
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<div class="line"><a id="l00486" name="l00486"></a><span class="lineno"> 486</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = ColIndex(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00487" name="l00487"></a><span class="lineno"> 487</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(solution[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00488" name="l00488"></a><span class="lineno"> 488</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb_error = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - solution[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00489" name="l00489"></a><span class="lineno"> 489</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub_error = solution[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l00490" name="l00490"></a><span class="lineno"> 490</span> <span class="keywordflow">if</span> (lb_error > absolute_tolerance || ub_error > absolute_tolerance) {</div>
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<div class="line"><a id="l00491" name="l00491"></a><span class="lineno"> 491</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00492" name="l00492"></a><span class="lineno"> 492</span> }</div>
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<div class="line"><a id="l00493" name="l00493"></a><span class="lineno"> 493</span> }</div>
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<div class="line"><a id="l00494" name="l00494"></a><span class="lineno"> 494</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00495" name="l00495"></a><span class="lineno"> 495</span>}</div>
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<div class="line"><a id="l00496" name="l00496"></a><span class="lineno"> 496</span> </div>
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<div class="line"><a id="l00497" name="l00497"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e"> 497</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e">LinearProgram::SolutionIsLPFeasible</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution,</div>
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<div class="line"><a id="l00498" name="l00498"></a><span class="lineno"> 498</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00499" name="l00499"></a><span class="lineno"> 499</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6">SolutionIsWithinVariableBounds</a>(solution, absolute_tolerance)) {</div>
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<div class="line"><a id="l00500" name="l00500"></a><span class="lineno"> 500</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00501" name="l00501"></a><span class="lineno"> 501</span> }</div>
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<div class="line"><a id="l00502" name="l00502"></a><span class="lineno"> 502</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
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<div class="line"><a id="l00503" name="l00503"></a><span class="lineno"> 503</span> <span class="keyword">const</span> RowIndex num_rows = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
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<div class="line"><a id="l00504" name="l00504"></a><span class="lineno"> 504</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = RowIndex(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00505" name="l00505"></a><span class="lineno"> 505</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sum =</div>
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<div class="line"><a id="l00506" name="l00506"></a><span class="lineno"> 506</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(solution, transpose.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)));</div>
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<div class="line"><a id="l00507" name="l00507"></a><span class="lineno"> 507</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(sum)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00508" name="l00508"></a><span class="lineno"> 508</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb_error = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - sum;</div>
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<div class="line"><a id="l00509" name="l00509"></a><span class="lineno"> 509</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub_error = sum - <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l00510" name="l00510"></a><span class="lineno"> 510</span> <span class="keywordflow">if</span> (lb_error > absolute_tolerance || ub_error > absolute_tolerance) {</div>
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<div class="line"><a id="l00511" name="l00511"></a><span class="lineno"> 511</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00512" name="l00512"></a><span class="lineno"> 512</span> }</div>
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<div class="line"><a id="l00513" name="l00513"></a><span class="lineno"> 513</span> }</div>
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<div class="line"><a id="l00514" name="l00514"></a><span class="lineno"> 514</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00515" name="l00515"></a><span class="lineno"> 515</span>}</div>
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<div class="line"><a id="l00516" name="l00516"></a><span class="lineno"> 516</span> </div>
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<div class="line"><a id="l00517" name="l00517"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258"> 517</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258">LinearProgram::SolutionIsInteger</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution,</div>
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<div class="line"><a id="l00518" name="l00518"></a><span class="lineno"> 518</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00519" name="l00519"></a><span class="lineno"> 519</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
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<div class="line"><a id="l00520" name="l00520"></a><span class="lineno"> 520</span> <span class="keywordflow">if</span> (solution.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() != <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00521" name="l00521"></a><span class="lineno"> 521</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>()) {</div>
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<div class="line"><a id="l00522" name="l00522"></a><span class="lineno"> 522</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(solution[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00523" name="l00523"></a><span class="lineno"> 523</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fractionality = fabs(solution[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - round(solution[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a id="l00524" name="l00524"></a><span class="lineno"> 524</span> <span class="keywordflow">if</span> (fractionality > absolute_tolerance) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00525" name="l00525"></a><span class="lineno"> 525</span> }</div>
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<div class="line"><a id="l00526" name="l00526"></a><span class="lineno"> 526</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00527" name="l00527"></a><span class="lineno"> 527</span>}</div>
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<div class="line"><a id="l00528" name="l00528"></a><span class="lineno"> 528</span> </div>
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<div class="line"><a id="l00529" name="l00529"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c97213019318c99fd9d01658803d12f"> 529</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c97213019318c99fd9d01658803d12f">LinearProgram::SolutionIsMIPFeasible</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution,</div>
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<div class="line"><a id="l00530" name="l00530"></a><span class="lineno"> 530</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00531" name="l00531"></a><span class="lineno"> 531</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e">SolutionIsLPFeasible</a>(solution, absolute_tolerance) &&</div>
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<div class="line"><a id="l00532" name="l00532"></a><span class="lineno"> 532</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258">SolutionIsInteger</a>(solution, absolute_tolerance);</div>
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<div class="line"><a id="l00533" name="l00533"></a><span class="lineno"> 533</span>}</div>
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<div class="line"><a id="l00534" name="l00534"></a><span class="lineno"> 534</span> </div>
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<div class="line"><a id="l00535" name="l00535"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa779a5d1f677630f42a48e1fdaadb1a8"> 535</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa779a5d1f677630f42a48e1fdaadb1a8">LinearProgram::ComputeSlackVariableValues</a>(<a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>* solution)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00536" name="l00536"></a><span class="lineno"> 536</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(solution != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a id="l00537" name="l00537"></a><span class="lineno"> 537</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>();</div>
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<div class="line"><a id="l00538" name="l00538"></a><span class="lineno"> 538</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
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<div class="line"><a id="l00539" name="l00539"></a><span class="lineno"> 539</span> <span class="keyword">const</span> RowIndex num_rows = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
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<div class="line"><a id="l00540" name="l00540"></a><span class="lineno"> 540</span> <a class="code hl_define" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(solution-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
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<div class="line"><a id="l00541" name="l00541"></a><span class="lineno"> 541</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = RowIndex(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l00542" name="l00542"></a><span class="lineno"> 542</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sum = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad2cb64ef0c88350c1ad4c731e0b7e183">PartialScalarProduct</a>(</div>
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<div class="line"><a id="l00543" name="l00543"></a><span class="lineno"> 543</span> *solution, transpose.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)), num_cols.value());</div>
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<div class="line"><a id="l00544" name="l00544"></a><span class="lineno"> 544</span> <span class="keyword">const</span> ColIndex slack_variable = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">GetSlackVariable</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a id="l00545" name="l00545"></a><span class="lineno"> 545</span> <a class="code hl_define" href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a>(slack_variable, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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<div class="line"><a id="l00546" name="l00546"></a><span class="lineno"> 546</span> (*solution)[slack_variable] = -sum;</div>
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<div class="line"><a id="l00547" name="l00547"></a><span class="lineno"> 547</span> }</div>
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<div class="line"><a id="l00548" name="l00548"></a><span class="lineno"> 548</span>}</div>
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<div class="line"><a id="l00549" name="l00549"></a><span class="lineno"> 549</span> </div>
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<div class="line"><a id="l00550" name="l00550"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac1e28fcd73435981deb42946a3e38046"> 550</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ac1e28fcd73435981deb42946a3e38046">LinearProgram::ApplyObjectiveScalingAndOffset</a>(</div>
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<div class="line"><a id="l00551" name="l00551"></a><span class="lineno"> 551</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00552" name="l00552"></a><span class="lineno"> 552</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() * (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> + <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>());</div>
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<div class="line"><a id="l00553" name="l00553"></a><span class="lineno"> 553</span>}</div>
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<div class="line"><a id="l00554" name="l00554"></a><span class="lineno"> 554</span> </div>
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<div class="line"><a id="l00555" name="l00555"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5d1b2b60ac8335834e40084ea545cc0d"> 555</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5d1b2b60ac8335834e40084ea545cc0d">LinearProgram::RemoveObjectiveScalingAndOffset</a>(</div>
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<div class="line"><a id="l00556" name="l00556"></a><span class="lineno"> 556</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00557" name="l00557"></a><span class="lineno"> 557</span> <span class="keywordflow">return</span> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> / <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() - <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>();</div>
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<div class="line"><a id="l00558" name="l00558"></a><span class="lineno"> 558</span>}</div>
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<div class="line"><a id="l00559" name="l00559"></a><span class="lineno"> 559</span> </div>
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<div class="line"><a id="l00560" name="l00560"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4a8456683d4572bd9426efab8489e99"> 560</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4a8456683d4572bd9426efab8489e99">LinearProgram::Dump</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00561" name="l00561"></a><span class="lineno"> 561</span> <span class="comment">// Objective line.</span></div>
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<div class="line"><a id="l00562" name="l00562"></a><span class="lineno"> 562</span> std::string output = maximize_ ? <span class="stringliteral">"max:"</span> : <span class="stringliteral">"min:"</span>;</div>
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<div class="line"><a id="l00563" name="l00563"></a><span class="lineno"> 563</span> <span class="keywordflow">if</span> (objective_offset_ != 0.0) {</div>
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<div class="line"><a id="l00564" name="l00564"></a><span class="lineno"> 564</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(objective_offset_);</div>
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<div class="line"><a id="l00565" name="l00565"></a><span class="lineno"> 565</span> }</div>
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<div class="line"><a id="l00566" name="l00566"></a><span class="lineno"> 566</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a id="l00567" name="l00567"></a><span class="lineno"> 567</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00568" name="l00568"></a><span class="lineno"> 568</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00569" name="l00569"></a><span class="lineno"> 569</span> <span class="keywordflow">if</span> (coeff != 0.0) {</div>
|
|
<div class="line"><a id="l00570" name="l00570"></a><span class="lineno"> 570</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">StringifyMonomial</a>(coeff, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>), <span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l00571" name="l00571"></a><span class="lineno"> 571</span> }</div>
|
|
<div class="line"><a id="l00572" name="l00572"></a><span class="lineno"> 572</span> }</div>
|
|
<div class="line"><a id="l00573" name="l00573"></a><span class="lineno"> 573</span> output.append(<span class="stringliteral">";\n"</span>);</div>
|
|
<div class="line"><a id="l00574" name="l00574"></a><span class="lineno"> 574</span> </div>
|
|
<div class="line"><a id="l00575" name="l00575"></a><span class="lineno"> 575</span> <span class="comment">// Constraints.</span></div>
|
|
<div class="line"><a id="l00576" name="l00576"></a><span class="lineno"> 576</span> <span class="keyword">const</span> RowIndex num_rows = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a id="l00577" name="l00577"></a><span class="lineno"> 577</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l00578" name="l00578"></a><span class="lineno"> 578</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00579" name="l00579"></a><span class="lineno"> 579</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l00580" name="l00580"></a><span class="lineno"> 580</span> output += <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f">GetConstraintName</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l00581" name="l00581"></a><span class="lineno"> 581</span> output += <span class="stringliteral">":"</span>;</div>
|
|
<div class="line"><a id="l00582" name="l00582"></a><span class="lineno"> 582</span> <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l00583" name="l00583"></a><span class="lineno"> 583</span> output += <span class="stringliteral">" "</span>;</div>
|
|
<div class="line"><a id="l00584" name="l00584"></a><span class="lineno"> 584</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00585" name="l00585"></a><span class="lineno"> 585</span> output += <span class="stringliteral">" <="</span>;</div>
|
|
<div class="line"><a id="l00586" name="l00586"></a><span class="lineno"> 586</span> }</div>
|
|
<div class="line"><a id="l00587" name="l00587"></a><span class="lineno"> 587</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00588" name="l00588"></a><span class="lineno"> 588</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a566008ab9fd3e3dbec96263bc3c45061">LookUpValue</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00589" name="l00589"></a><span class="lineno"> 589</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">StringifyMonomial</a>(coeff, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>), <span class="keyword">false</span>);</div>
|
|
<div class="line"><a id="l00590" name="l00590"></a><span class="lineno"> 590</span> }</div>
|
|
<div class="line"><a id="l00591" name="l00591"></a><span class="lineno"> 591</span> <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l00592" name="l00592"></a><span class="lineno"> 592</span> output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a id="l00593" name="l00593"></a><span class="lineno"> 593</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00594" name="l00594"></a><span class="lineno"> 594</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l00595" name="l00595"></a><span class="lineno"> 595</span> output += <span class="stringliteral">" = "</span>;</div>
|
|
<div class="line"><a id="l00596" name="l00596"></a><span class="lineno"> 596</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00597" name="l00597"></a><span class="lineno"> 597</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00598" name="l00598"></a><span class="lineno"> 598</span> output += <span class="stringliteral">" >= "</span>;</div>
|
|
<div class="line"><a id="l00599" name="l00599"></a><span class="lineno"> 599</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00600" name="l00600"></a><span class="lineno"> 600</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00601" name="l00601"></a><span class="lineno"> 601</span> output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a id="l00602" name="l00602"></a><span class="lineno"> 602</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00603" name="l00603"></a><span class="lineno"> 603</span> }</div>
|
|
<div class="line"><a id="l00604" name="l00604"></a><span class="lineno"> 604</span> output += <span class="stringliteral">";\n"</span>;</div>
|
|
<div class="line"><a id="l00605" name="l00605"></a><span class="lineno"> 605</span> }</div>
|
|
<div class="line"><a id="l00606" name="l00606"></a><span class="lineno"> 606</span> </div>
|
|
<div class="line"><a id="l00607" name="l00607"></a><span class="lineno"> 607</span> <span class="comment">// Variables.</span></div>
|
|
<div class="line"><a id="l00608" name="l00608"></a><span class="lineno"> 608</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l00609" name="l00609"></a><span class="lineno"> 609</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00610" name="l00610"></a><span class="lineno"> 610</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l00611" name="l00611"></a><span class="lineno"> 611</span> <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l00612" name="l00612"></a><span class="lineno"> 612</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00613" name="l00613"></a><span class="lineno"> 613</span> output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a id="l00614" name="l00614"></a><span class="lineno"> 614</span> }</div>
|
|
<div class="line"><a id="l00615" name="l00615"></a><span class="lineno"> 615</span> output += <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l00616" name="l00616"></a><span class="lineno"> 616</span> <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l00617" name="l00617"></a><span class="lineno"> 617</span> output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a id="l00618" name="l00618"></a><span class="lineno"> 618</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00619" name="l00619"></a><span class="lineno"> 619</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l00620" name="l00620"></a><span class="lineno"> 620</span> output += <span class="stringliteral">" = "</span>;</div>
|
|
<div class="line"><a id="l00621" name="l00621"></a><span class="lineno"> 621</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00622" name="l00622"></a><span class="lineno"> 622</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00623" name="l00623"></a><span class="lineno"> 623</span> output += <span class="stringliteral">" >= "</span>;</div>
|
|
<div class="line"><a id="l00624" name="l00624"></a><span class="lineno"> 624</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00625" name="l00625"></a><span class="lineno"> 625</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00626" name="l00626"></a><span class="lineno"> 626</span> output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a id="l00627" name="l00627"></a><span class="lineno"> 627</span> output += <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
|
|
<div class="line"><a id="l00628" name="l00628"></a><span class="lineno"> 628</span> }</div>
|
|
<div class="line"><a id="l00629" name="l00629"></a><span class="lineno"> 629</span> output += <span class="stringliteral">";\n"</span>;</div>
|
|
<div class="line"><a id="l00630" name="l00630"></a><span class="lineno"> 630</span> }</div>
|
|
<div class="line"><a id="l00631" name="l00631"></a><span class="lineno"> 631</span> </div>
|
|
<div class="line"><a id="l00632" name="l00632"></a><span class="lineno"> 632</span> <span class="comment">// Integer variables.</span></div>
|
|
<div class="line"><a id="l00633" name="l00633"></a><span class="lineno"> 633</span> <span class="comment">// TODO(user): if needed provide similar output for binary variables.</span></div>
|
|
<div class="line"><a id="l00634" name="l00634"></a><span class="lineno"> 634</span> <span class="keyword">const</span> std::vector<ColIndex>& integer_variables = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>();</div>
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<div class="line"><a id="l00635" name="l00635"></a><span class="lineno"> 635</span> <span class="keywordflow">if</span> (!integer_variables.empty()) {</div>
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<div class="line"><a id="l00636" name="l00636"></a><span class="lineno"> 636</span> output += <span class="stringliteral">"int"</span>;</div>
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<div class="line"><a id="l00637" name="l00637"></a><span class="lineno"> 637</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : integer_variables) {</div>
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<div class="line"><a id="l00638" name="l00638"></a><span class="lineno"> 638</span> output += <span class="stringliteral">" "</span>;</div>
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<div class="line"><a id="l00639" name="l00639"></a><span class="lineno"> 639</span> output += <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00640" name="l00640"></a><span class="lineno"> 640</span> }</div>
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<div class="line"><a id="l00641" name="l00641"></a><span class="lineno"> 641</span> output += <span class="stringliteral">";\n"</span>;</div>
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<div class="line"><a id="l00642" name="l00642"></a><span class="lineno"> 642</span> }</div>
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<div class="line"><a id="l00643" name="l00643"></a><span class="lineno"> 643</span> </div>
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<div class="line"><a id="l00644" name="l00644"></a><span class="lineno"> 644</span> <span class="keywordflow">return</span> output;</div>
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<div class="line"><a id="l00645" name="l00645"></a><span class="lineno"> 645</span>}</div>
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<div class="line"><a id="l00646" name="l00646"></a><span class="lineno"> 646</span> </div>
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<div class="line"><a id="l00647" name="l00647"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a476f0627b588f945d6b14b9f08457ba9"> 647</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a476f0627b588f945d6b14b9f08457ba9">LinearProgram::DumpSolution</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& variable_values)<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00648" name="l00648"></a><span class="lineno"> 648</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(variable_values.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
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<div class="line"><a id="l00649" name="l00649"></a><span class="lineno"> 649</span> std::string output;</div>
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<div class="line"><a id="l00650" name="l00650"></a><span class="lineno"> 650</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < variable_values.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00651" name="l00651"></a><span class="lineno"> 651</span> <span class="keywordflow">if</span> (!output.empty()) absl::StrAppend(&output, <span class="stringliteral">", "</span>);</div>
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<div class="line"><a id="l00652" name="l00652"></a><span class="lineno"> 652</span> absl::StrAppend(&output, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>), <span class="stringliteral">" = "</span>,</div>
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<div class="line"><a id="l00653" name="l00653"></a><span class="lineno"> 653</span> (variable_values[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a id="l00654" name="l00654"></a><span class="lineno"> 654</span> }</div>
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<div class="line"><a id="l00655" name="l00655"></a><span class="lineno"> 655</span> <span class="keywordflow">return</span> output;</div>
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<div class="line"><a id="l00656" name="l00656"></a><span class="lineno"> 656</span>}</div>
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<div class="line"><a id="l00657" name="l00657"></a><span class="lineno"> 657</span> </div>
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<div class="line"><a id="l00658" name="l00658"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#acd7098e54f25e34f6626efd354cb7608"> 658</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd7098e54f25e34f6626efd354cb7608">LinearProgram::GetProblemStats</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00659" name="l00659"></a><span class="lineno"> 659</span> <span class="keywordflow">return</span> ProblemStatFormatter(</div>
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<div class="line"><a id="l00660" name="l00660"></a><span class="lineno"> 660</span> <span class="stringliteral">"%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,"</span></div>
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|
<div class="line"><a id="l00661" name="l00661"></a><span class="lineno"> 661</span> <span class="stringliteral">"%d,%d,%d,%d"</span>);</div>
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<div class="line"><a id="l00662" name="l00662"></a><span class="lineno"> 662</span>}</div>
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|
<div class="line"><a id="l00663" name="l00663"></a><span class="lineno"> 663</span> </div>
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<div class="line"><a id="l00664" name="l00664"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c5fdde0efc79599fcb7949449028ecf"> 664</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c5fdde0efc79599fcb7949449028ecf">LinearProgram::GetPrettyProblemStats</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00665" name="l00665"></a><span class="lineno"> 665</span> <span class="keywordflow">return</span> ProblemStatFormatter(</div>
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|
<div class="line"><a id="l00666" name="l00666"></a><span class="lineno"> 666</span> <span class="stringliteral">"Number of rows : %d\n"</span></div>
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|
<div class="line"><a id="l00667" name="l00667"></a><span class="lineno"> 667</span> <span class="stringliteral">"Number of variables in file : %d\n"</span></div>
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|
<div class="line"><a id="l00668" name="l00668"></a><span class="lineno"> 668</span> <span class="stringliteral">"Number of entries (non-zeros) : %d\n"</span></div>
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|
<div class="line"><a id="l00669" name="l00669"></a><span class="lineno"> 669</span> <span class="stringliteral">"Number of entries in the objective : %d\n"</span></div>
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|
<div class="line"><a id="l00670" name="l00670"></a><span class="lineno"> 670</span> <span class="stringliteral">"Number of entries in the right-hand side : %d\n"</span></div>
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|
<div class="line"><a id="l00671" name="l00671"></a><span class="lineno"> 671</span> <span class="stringliteral">"Number of <= constraints : %d\n"</span></div>
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|
<div class="line"><a id="l00672" name="l00672"></a><span class="lineno"> 672</span> <span class="stringliteral">"Number of >= constraints : %d\n"</span></div>
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|
<div class="line"><a id="l00673" name="l00673"></a><span class="lineno"> 673</span> <span class="stringliteral">"Number of = constraints : %d\n"</span></div>
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|
<div class="line"><a id="l00674" name="l00674"></a><span class="lineno"> 674</span> <span class="stringliteral">"Number of range constraints : %d\n"</span></div>
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|
<div class="line"><a id="l00675" name="l00675"></a><span class="lineno"> 675</span> <span class="stringliteral">"Number of non-negative variables : %d\n"</span></div>
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|
<div class="line"><a id="l00676" name="l00676"></a><span class="lineno"> 676</span> <span class="stringliteral">"Number of boxed variables : %d\n"</span></div>
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|
<div class="line"><a id="l00677" name="l00677"></a><span class="lineno"> 677</span> <span class="stringliteral">"Number of free variables : %d\n"</span></div>
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|
<div class="line"><a id="l00678" name="l00678"></a><span class="lineno"> 678</span> <span class="stringliteral">"Number of fixed variables : %d\n"</span></div>
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|
<div class="line"><a id="l00679" name="l00679"></a><span class="lineno"> 679</span> <span class="stringliteral">"Number of other variables : %d\n"</span></div>
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|
<div class="line"><a id="l00680" name="l00680"></a><span class="lineno"> 680</span> <span class="stringliteral">"Number of integer variables : %d\n"</span></div>
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|
<div class="line"><a id="l00681" name="l00681"></a><span class="lineno"> 681</span> <span class="stringliteral">"Number of binary variables : %d\n"</span></div>
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|
<div class="line"><a id="l00682" name="l00682"></a><span class="lineno"> 682</span> <span class="stringliteral">"Number of non-binary integer variables : %d\n"</span></div>
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|
<div class="line"><a id="l00683" name="l00683"></a><span class="lineno"> 683</span> <span class="stringliteral">"Number of continuous variables : %d\n"</span>);</div>
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|
<div class="line"><a id="l00684" name="l00684"></a><span class="lineno"> 684</span>}</div>
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|
<div class="line"><a id="l00685" name="l00685"></a><span class="lineno"> 685</span> </div>
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<div class="line"><a id="l00686" name="l00686"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a3009656fbbef7a076bcaec0cca172572"> 686</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a3009656fbbef7a076bcaec0cca172572">LinearProgram::GetNonZeroStats</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00687" name="l00687"></a><span class="lineno"> 687</span> <span class="keywordflow">return</span> NonZeroStatFormatter(<span class="stringliteral">"%.2f%%,%d,%.2f,%.2f,%d,%.2f,%.2f"</span>);</div>
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<div class="line"><a id="l00688" name="l00688"></a><span class="lineno"> 688</span>}</div>
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<div class="line"><a id="l00689" name="l00689"></a><span class="lineno"> 689</span> </div>
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<div class="line"><a id="l00690" name="l00690"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a7866c9704e24cad179e98c7188587cdf"> 690</a></span>std::string <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a7866c9704e24cad179e98c7188587cdf">LinearProgram::GetPrettyNonZeroStats</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l00691" name="l00691"></a><span class="lineno"> 691</span> <span class="keywordflow">return</span> NonZeroStatFormatter(</div>
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|
<div class="line"><a id="l00692" name="l00692"></a><span class="lineno"> 692</span> <span class="stringliteral">"Fill rate : %.2f%%\n"</span></div>
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<div class="line"><a id="l00693" name="l00693"></a><span class="lineno"> 693</span> <span class="stringliteral">"Entries in row (Max / average / std. dev.) : %d / %.2f / %.2f\n"</span></div>
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<div class="line"><a id="l00694" name="l00694"></a><span class="lineno"> 694</span> <span class="stringliteral">"Entries in column (Max / average / std. dev.): %d / %.2f / %.2f\n"</span>);</div>
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<div class="line"><a id="l00695" name="l00695"></a><span class="lineno"> 695</span>}</div>
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<div class="line"><a id="l00696" name="l00696"></a><span class="lineno"> 696</span> </div>
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<div class="line"><a id="l00697" name="l00697"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc"> 697</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">LinearProgram::AddSlackVariablesWhereNecessary</a>(</div>
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<div class="line"><a id="l00698" name="l00698"></a><span class="lineno"> 698</span> <span class="keywordtype">bool</span> detect_integer_constraints) {</div>
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<div class="line"><a id="l00699" name="l00699"></a><span class="lineno"> 699</span> <span class="comment">// Clean up the matrix. We're going to add entries, but we'll only be adding</span></div>
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<div class="line"><a id="l00700" name="l00700"></a><span class="lineno"> 700</span> <span class="comment">// them to new columns, and only one entry per column, which does not</span></div>
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<div class="line"><a id="l00701" name="l00701"></a><span class="lineno"> 701</span> <span class="comment">// invalidate the "cleanness" of the matrix.</span></div>
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<div class="line"><a id="l00702" name="l00702"></a><span class="lineno"> 702</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74">CleanUp</a>();</div>
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<div class="line"><a id="l00703" name="l00703"></a><span class="lineno"> 703</span> </div>
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<div class="line"><a id="l00704" name="l00704"></a><span class="lineno"> 704</span> <span class="comment">// Detect which constraints produce an integer slack variable. A constraint</span></div>
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<div class="line"><a id="l00705" name="l00705"></a><span class="lineno"> 705</span> <span class="comment">// has an integer slack variable, if it contains only integer variables with</span></div>
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<div class="line"><a id="l00706" name="l00706"></a><span class="lineno"> 706</span> <span class="comment">// integer coefficients. We do not check the bounds of the constraints,</span></div>
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<div class="line"><a id="l00707" name="l00707"></a><span class="lineno"> 707</span> <span class="comment">// because in such case, they will be tightened to integer values by the</span></div>
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<div class="line"><a id="l00708" name="l00708"></a><span class="lineno"> 708</span> <span class="comment">// preprocessors.</span></div>
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<div class="line"><a id="l00709" name="l00709"></a><span class="lineno"> 709</span> <span class="comment">//</span></div>
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<div class="line"><a id="l00710" name="l00710"></a><span class="lineno"> 710</span> <span class="comment">// We don't use the transpose, because it might not be valid and it would be</span></div>
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<div class="line"><a id="l00711" name="l00711"></a><span class="lineno"> 711</span> <span class="comment">// inefficient to update it and invalidate it again at the end of this</span></div>
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<div class="line"><a id="l00712" name="l00712"></a><span class="lineno"> 712</span> <span class="comment">// preprocessor.</span></div>
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<div class="line"><a id="l00713" name="l00713"></a><span class="lineno"> 713</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a> has_integer_slack_variable(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(),</div>
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<div class="line"><a id="l00714" name="l00714"></a><span class="lineno"> 714</span> detect_integer_constraints);</div>
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<div class="line"><a id="l00715" name="l00715"></a><span class="lineno"> 715</span> <span class="keywordflow">if</span> (detect_integer_constraints) {</div>
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<div class="line"><a id="l00716" name="l00716"></a><span class="lineno"> 716</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l00717" name="l00717"></a><span class="lineno"> 717</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00718" name="l00718"></a><span class="lineno"> 718</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> is_integer_variable = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a id="l00719" name="l00719"></a><span class="lineno"> 719</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a>& entry : column) {</div>
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<div class="line"><a id="l00720" name="l00720"></a><span class="lineno"> 720</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = entry.row();</div>
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<div class="line"><a id="l00721" name="l00721"></a><span class="lineno"> 721</span> has_integer_slack_variable[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
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<div class="line"><a id="l00722" name="l00722"></a><span class="lineno"> 722</span> has_integer_slack_variable[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] && is_integer_variable &&</div>
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|
<div class="line"><a id="l00723" name="l00723"></a><span class="lineno"> 723</span> round(entry.coefficient()) == entry.coefficient();</div>
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<div class="line"><a id="l00724" name="l00724"></a><span class="lineno"> 724</span> }</div>
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|
<div class="line"><a id="l00725" name="l00725"></a><span class="lineno"> 725</span> }</div>
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<div class="line"><a id="l00726" name="l00726"></a><span class="lineno"> 726</span> }</div>
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|
<div class="line"><a id="l00727" name="l00727"></a><span class="lineno"> 727</span> </div>
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<div class="line"><a id="l00728" name="l00728"></a><span class="lineno"> 728</span> <span class="comment">// Extend the matrix of the problem with an identity matrix.</span></div>
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|
<div class="line"><a id="l00729" name="l00729"></a><span class="lineno"> 729</span> <span class="keyword">const</span> ColIndex original_num_variables = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
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<div class="line"><a id="l00730" name="l00730"></a><span class="lineno"> 730</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a id="l00731" name="l00731"></a><span class="lineno"> 731</span> ColIndex slack_variable_index = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">GetSlackVariable</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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|
<div class="line"><a id="l00732" name="l00732"></a><span class="lineno"> 732</span> <span class="keywordflow">if</span> (slack_variable_index != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a> &&</div>
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|
<div class="line"><a id="l00733" name="l00733"></a><span class="lineno"> 733</span> slack_variable_index < original_num_variables) {</div>
|
|
<div class="line"><a id="l00734" name="l00734"></a><span class="lineno"> 734</span> <span class="comment">// Slack variable is already present in this constraint.</span></div>
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|
<div class="line"><a id="l00735" name="l00735"></a><span class="lineno"> 735</span> <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l00736" name="l00736"></a><span class="lineno"> 736</span> }</div>
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|
<div class="line"><a id="l00737" name="l00737"></a><span class="lineno"> 737</span> <span class="keyword">const</span> ColIndex slack_col = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3">CreateNewSlackVariable</a>(</div>
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|
<div class="line"><a id="l00738" name="l00738"></a><span class="lineno"> 738</span> has_integer_slack_variable[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], -constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
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<div class="line"><a id="l00739" name="l00739"></a><span class="lineno"> 739</span> -constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], absl::StrCat(<span class="stringliteral">"s"</span>, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value()));</div>
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|
<div class="line"><a id="l00740" name="l00740"></a><span class="lineno"> 740</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, slack_col, 1.0);</div>
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|
<div class="line"><a id="l00741" name="l00741"></a><span class="lineno"> 741</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, 0.0, 0.0);</div>
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|
<div class="line"><a id="l00742" name="l00742"></a><span class="lineno"> 742</span> }</div>
|
|
<div class="line"><a id="l00743" name="l00743"></a><span class="lineno"> 743</span> </div>
|
|
<div class="line"><a id="l00744" name="l00744"></a><span class="lineno"> 744</span> columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
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|
<div class="line"><a id="l00745" name="l00745"></a><span class="lineno"> 745</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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|
<div class="line"><a id="l00746" name="l00746"></a><span class="lineno"> 746</span> <span class="keywordflow">if</span> (first_slack_variable_ == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
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|
<div class="line"><a id="l00747" name="l00747"></a><span class="lineno"> 747</span> first_slack_variable_ = original_num_variables;</div>
|
|
<div class="line"><a id="l00748" name="l00748"></a><span class="lineno"> 748</span> }</div>
|
|
<div class="line"><a id="l00749" name="l00749"></a><span class="lineno"> 749</span>}</div>
|
|
<div class="line"><a id="l00750" name="l00750"></a><span class="lineno"> 750</span> </div>
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|
<div class="line"><a id="l00751" name="l00751"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d"> 751</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">LinearProgram::GetFirstSlackVariable</a>()<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l00752" name="l00752"></a><span class="lineno"> 752</span> <span class="keywordflow">return</span> first_slack_variable_;</div>
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|
<div class="line"><a id="l00753" name="l00753"></a><span class="lineno"> 753</span>}</div>
|
|
<div class="line"><a id="l00754" name="l00754"></a><span class="lineno"> 754</span> </div>
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|
<div class="line"><a id="l00755" name="l00755"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14"> 755</a></span>ColIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">LinearProgram::GetSlackVariable</a>(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l00756" name="l00756"></a><span class="lineno"> 756</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, RowIndex(0));</div>
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|
<div class="line"><a id="l00757" name="l00757"></a><span class="lineno"> 757</span> <a class="code hl_define" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
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|
<div class="line"><a id="l00758" name="l00758"></a><span class="lineno"> 758</span> <span class="keywordflow">if</span> (first_slack_variable_ == <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a id="l00759" name="l00759"></a><span class="lineno"> 759</span> <span class="keywordflow">return</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a id="l00760" name="l00760"></a><span class="lineno"> 760</span> }</div>
|
|
<div class="line"><a id="l00761" name="l00761"></a><span class="lineno"> 761</span> <span class="keywordflow">return</span> first_slack_variable_ + <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a id="l00762" name="l00762"></a><span class="lineno"> 762</span>}</div>
|
|
<div class="line"><a id="l00763" name="l00763"></a><span class="lineno"> 763</span> </div>
|
|
<div class="line"><a id="l00764" name="l00764"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb"> 764</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb">LinearProgram::PopulateFromDual</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& dual,</div>
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|
<div class="line"><a id="l00765" name="l00765"></a><span class="lineno"> 765</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>* duplicated_rows) {</div>
|
|
<div class="line"><a id="l00766" name="l00766"></a><span class="lineno"> 766</span> <span class="keyword">const</span> ColIndex dual_num_variables = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a id="l00767" name="l00767"></a><span class="lineno"> 767</span> <span class="keyword">const</span> RowIndex dual_num_constraints = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a id="l00768" name="l00768"></a><span class="lineno"> 768</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l00769" name="l00769"></a><span class="lineno"> 769</span> </div>
|
|
<div class="line"><a id="l00770" name="l00770"></a><span class="lineno"> 770</span> <span class="comment">// We always take the dual in its minimization form thanks to the</span></div>
|
|
<div class="line"><a id="l00771" name="l00771"></a><span class="lineno"> 771</span> <span class="comment">// GetObjectiveCoefficientForMinimizationVersion() below, so this will always</span></div>
|
|
<div class="line"><a id="l00772" name="l00772"></a><span class="lineno"> 772</span> <span class="comment">// be a maximization problem.</span></div>
|
|
<div class="line"><a id="l00773" name="l00773"></a><span class="lineno"> 773</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">SetMaximizationProblem</a>(<span class="keyword">true</span>);</div>
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|
<div class="line"><a id="l00774" name="l00774"></a><span class="lineno"> 774</span> </div>
|
|
<div class="line"><a id="l00775" name="l00775"></a><span class="lineno"> 775</span> <span class="comment">// Taking the dual does not change the offset nor the objective scaling</span></div>
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|
<div class="line"><a id="l00776" name="l00776"></a><span class="lineno"> 776</span> <span class="comment">// factor.</span></div>
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|
<div class="line"><a id="l00777" name="l00777"></a><span class="lineno"> 777</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>());</div>
|
|
<div class="line"><a id="l00778" name="l00778"></a><span class="lineno"> 778</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>());</div>
|
|
<div class="line"><a id="l00779" name="l00779"></a><span class="lineno"> 779</span> </div>
|
|
<div class="line"><a id="l00780" name="l00780"></a><span class="lineno"> 780</span> <span class="comment">// Create the dual variables y, with bounds depending on the type</span></div>
|
|
<div class="line"><a id="l00781" name="l00781"></a><span class="lineno"> 781</span> <span class="comment">// of constraints in the primal.</span></div>
|
|
<div class="line"><a id="l00782" name="l00782"></a><span class="lineno"> 782</span> <span class="keywordflow">for</span> (RowIndex dual_row(0); dual_row < dual_num_constraints; ++dual_row) {</div>
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|
<div class="line"><a id="l00783" name="l00783"></a><span class="lineno"> 783</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
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|
<div class="line"><a id="l00784" name="l00784"></a><span class="lineno"> 784</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(dual_row);</div>
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|
<div class="line"><a id="l00785" name="l00785"></a><span class="lineno"> 785</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[dual_row];</div>
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|
<div class="line"><a id="l00786" name="l00786"></a><span class="lineno"> 786</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[dual_row];</div>
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|
<div class="line"><a id="l00787" name="l00787"></a><span class="lineno"> 787</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l00788" name="l00788"></a><span class="lineno"> 788</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
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|
<div class="line"><a id="l00789" name="l00789"></a><span class="lineno"> 789</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
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<div class="line"><a id="l00790" name="l00790"></a><span class="lineno"> 790</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l00791" name="l00791"></a><span class="lineno"> 791</span> <span class="comment">// Note that for a ranged constraint, the loop will be continued here.</span></div>
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|
<div class="line"><a id="l00792" name="l00792"></a><span class="lineno"> 792</span> <span class="comment">// This is wanted because we want to deal with the lower_bound afterwards.</span></div>
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|
<div class="line"><a id="l00793" name="l00793"></a><span class="lineno"> 793</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, 0.0);</div>
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|
<div class="line"><a id="l00794" name="l00794"></a><span class="lineno"> 794</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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|
<div class="line"><a id="l00795" name="l00795"></a><span class="lineno"> 795</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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|
<div class="line"><a id="l00796" name="l00796"></a><span class="lineno"> 796</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
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|
<div class="line"><a id="l00797" name="l00797"></a><span class="lineno"> 797</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
|
|
<div class="line"><a id="l00798" name="l00798"></a><span class="lineno"> 798</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l00799" name="l00799"></a><span class="lineno"> 799</span> <span class="comment">// This code does not support free rows in linear_program.</span></div>
|
|
<div class="line"><a id="l00800" name="l00800"></a><span class="lineno"> 800</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"PopulateFromDual() was called with a program "</span></div>
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|
<div class="line"><a id="l00801" name="l00801"></a><span class="lineno"> 801</span> << <span class="stringliteral">"containing free constraints."</span>;</div>
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|
<div class="line"><a id="l00802" name="l00802"></a><span class="lineno"> 802</span> }</div>
|
|
<div class="line"><a id="l00803" name="l00803"></a><span class="lineno"> 803</span> }</div>
|
|
<div class="line"><a id="l00804" name="l00804"></a><span class="lineno"> 804</span> <span class="comment">// Create the dual slack variables v.</span></div>
|
|
<div class="line"><a id="l00805" name="l00805"></a><span class="lineno"> 805</span> <span class="keywordflow">for</span> (ColIndex dual_col(0); dual_col < dual_num_variables; ++dual_col) {</div>
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<div class="line"><a id="l00806" name="l00806"></a><span class="lineno"> 806</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[dual_col];</div>
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<div class="line"><a id="l00807" name="l00807"></a><span class="lineno"> 807</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a id="l00808" name="l00808"></a><span class="lineno"> 808</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
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<div class="line"><a id="l00809" name="l00809"></a><span class="lineno"> 809</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
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<div class="line"><a id="l00810" name="l00810"></a><span class="lineno"> 810</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
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<div class="line"><a id="l00811" name="l00811"></a><span class="lineno"> 811</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(dual_col);</div>
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<div class="line"><a id="l00812" name="l00812"></a><span class="lineno"> 812</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(1.0));</div>
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<div class="line"><a id="l00813" name="l00813"></a><span class="lineno"> 813</span> }</div>
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<div class="line"><a id="l00814" name="l00814"></a><span class="lineno"> 814</span> }</div>
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<div class="line"><a id="l00815" name="l00815"></a><span class="lineno"> 815</span> <span class="comment">// Create the dual surplus variables w.</span></div>
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<div class="line"><a id="l00816" name="l00816"></a><span class="lineno"> 816</span> <span class="keywordflow">for</span> (ColIndex dual_col(0); dual_col < dual_num_variables; ++dual_col) {</div>
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<div class="line"><a id="l00817" name="l00817"></a><span class="lineno"> 817</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[dual_col];</div>
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<div class="line"><a id="l00818" name="l00818"></a><span class="lineno"> 818</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a id="l00819" name="l00819"></a><span class="lineno"> 819</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
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<div class="line"><a id="l00820" name="l00820"></a><span class="lineno"> 820</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>);</div>
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<div class="line"><a id="l00821" name="l00821"></a><span class="lineno"> 821</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, 0.0);</div>
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<div class="line"><a id="l00822" name="l00822"></a><span class="lineno"> 822</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(dual_col);</div>
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<div class="line"><a id="l00823" name="l00823"></a><span class="lineno"> 823</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(1.0));</div>
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<div class="line"><a id="l00824" name="l00824"></a><span class="lineno"> 824</span> }</div>
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<div class="line"><a id="l00825" name="l00825"></a><span class="lineno"> 825</span> }</div>
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<div class="line"><a id="l00826" name="l00826"></a><span class="lineno"> 826</span> <span class="comment">// Store the transpose of the matrix.</span></div>
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<div class="line"><a id="l00827" name="l00827"></a><span class="lineno"> 827</span> <span class="keywordflow">for</span> (ColIndex dual_col(0); dual_col < dual_num_variables; ++dual_col) {</div>
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<div class="line"><a id="l00828" name="l00828"></a><span class="lineno"> 828</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(dual_col);</div>
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<div class="line"><a id="l00829" name="l00829"></a><span class="lineno"> 829</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> row_bound =</div>
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<div class="line"><a id="l00830" name="l00830"></a><span class="lineno"> 830</span> dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">GetObjectiveCoefficientForMinimizationVersion</a>(dual_col);</div>
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<div class="line"><a id="l00831" name="l00831"></a><span class="lineno"> 831</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, row_bound, row_bound);</div>
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<div class="line"><a id="l00832" name="l00832"></a><span class="lineno"> 832</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(dual_col)) {</div>
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<div class="line"><a id="l00833" name="l00833"></a><span class="lineno"> 833</span> <span class="keyword">const</span> RowIndex dual_row = e.row();</div>
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<div class="line"><a id="l00834" name="l00834"></a><span class="lineno"> 834</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(dual_row);</div>
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<div class="line"><a id="l00835" name="l00835"></a><span class="lineno"> 835</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, e.coefficient());</div>
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<div class="line"><a id="l00836" name="l00836"></a><span class="lineno"> 836</span> }</div>
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<div class="line"><a id="l00837" name="l00837"></a><span class="lineno"> 837</span> }</div>
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<div class="line"><a id="l00838" name="l00838"></a><span class="lineno"> 838</span> </div>
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<div class="line"><a id="l00839" name="l00839"></a><span class="lineno"> 839</span> <span class="comment">// Take care of ranged constraints.</span></div>
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<div class="line"><a id="l00840" name="l00840"></a><span class="lineno"> 840</span> duplicated_rows-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(dual_num_constraints, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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<div class="line"><a id="l00841" name="l00841"></a><span class="lineno"> 841</span> <span class="keywordflow">for</span> (RowIndex dual_row(0); dual_row < dual_num_constraints; ++dual_row) {</div>
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<div class="line"><a id="l00842" name="l00842"></a><span class="lineno"> 842</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[dual_row];</div>
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<div class="line"><a id="l00843" name="l00843"></a><span class="lineno"> 843</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = dual.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[dual_row];</div>
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<div class="line"><a id="l00844" name="l00844"></a><span class="lineno"> 844</span> <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
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<div class="line"><a id="l00845" name="l00845"></a><span class="lineno"> 845</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
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<div class="line"><a id="l00846" name="l00846"></a><span class="lineno"> 846</span> </div>
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<div class="line"><a id="l00847" name="l00847"></a><span class="lineno"> 847</span> <span class="comment">// upper_bound was done in a loop above, now do the lower_bound.</span></div>
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<div class="line"><a id="l00848" name="l00848"></a><span class="lineno"> 848</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
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<div class="line"><a id="l00849" name="l00849"></a><span class="lineno"> 849</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
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<div class="line"><a id="l00850" name="l00850"></a><span class="lineno"> 850</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>);</div>
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<div class="line"><a id="l00851" name="l00851"></a><span class="lineno"> 851</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa">mutable_column</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(</div>
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<div class="line"><a id="l00852" name="l00852"></a><span class="lineno"> 852</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(dual_row)));</div>
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<div class="line"><a id="l00853" name="l00853"></a><span class="lineno"> 853</span> (*duplicated_rows)[dual_row] = <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a id="l00854" name="l00854"></a><span class="lineno"> 854</span> }</div>
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<div class="line"><a id="l00855" name="l00855"></a><span class="lineno"> 855</span> }</div>
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<div class="line"><a id="l00856" name="l00856"></a><span class="lineno"> 856</span> </div>
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<div class="line"><a id="l00857" name="l00857"></a><span class="lineno"> 857</span> <span class="comment">// We know that the columns are ordered by rows.</span></div>
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<div class="line"><a id="l00858" name="l00858"></a><span class="lineno"> 858</span> columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00859" name="l00859"></a><span class="lineno"> 859</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00860" name="l00860"></a><span class="lineno"> 860</span>}</div>
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<div class="line"><a id="l00861" name="l00861"></a><span class="lineno"> 861</span> </div>
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<div class="line"><a id="l00862" name="l00862"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61"> 862</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61">LinearProgram::PopulateFromLinearProgram</a>(</div>
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<div class="line"><a id="l00863" name="l00863"></a><span class="lineno"> 863</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program) {</div>
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<div class="line"><a id="l00864" name="l00864"></a><span class="lineno"> 864</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#acbbc88405e6db3fe77064e1a3d4e402a">PopulateFromSparseMatrix</a>(linear_program.matrix_);</div>
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<div class="line"><a id="l00865" name="l00865"></a><span class="lineno"> 865</span> <span class="keywordflow">if</span> (linear_program.transpose_matrix_is_consistent_) {</div>
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<div class="line"><a id="l00866" name="l00866"></a><span class="lineno"> 866</span> transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l00867" name="l00867"></a><span class="lineno"> 867</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#acbbc88405e6db3fe77064e1a3d4e402a">PopulateFromSparseMatrix</a>(</div>
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<div class="line"><a id="l00868" name="l00868"></a><span class="lineno"> 868</span> linear_program.transpose_matrix_);</div>
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<div class="line"><a id="l00869" name="l00869"></a><span class="lineno"> 869</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l00870" name="l00870"></a><span class="lineno"> 870</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00871" name="l00871"></a><span class="lineno"> 871</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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|
<div class="line"><a id="l00872" name="l00872"></a><span class="lineno"> 872</span> }</div>
|
|
<div class="line"><a id="l00873" name="l00873"></a><span class="lineno"> 873</span> </div>
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<div class="line"><a id="l00874" name="l00874"></a><span class="lineno"> 874</span> constraint_lower_bounds_ = linear_program.constraint_lower_bounds_;</div>
|
|
<div class="line"><a id="l00875" name="l00875"></a><span class="lineno"> 875</span> constraint_upper_bounds_ = linear_program.constraint_upper_bounds_;</div>
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|
<div class="line"><a id="l00876" name="l00876"></a><span class="lineno"> 876</span> constraint_names_ = linear_program.constraint_names_;</div>
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|
<div class="line"><a id="l00877" name="l00877"></a><span class="lineno"> 877</span> constraint_table_.clear();</div>
|
|
<div class="line"><a id="l00878" name="l00878"></a><span class="lineno"> 878</span> </div>
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<div class="line"><a id="l00879" name="l00879"></a><span class="lineno"> 879</span> PopulateNameObjectiveAndVariablesFromLinearProgram(linear_program);</div>
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|
<div class="line"><a id="l00880" name="l00880"></a><span class="lineno"> 880</span> first_slack_variable_ = linear_program.first_slack_variable_;</div>
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|
<div class="line"><a id="l00881" name="l00881"></a><span class="lineno"> 881</span>}</div>
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|
<div class="line"><a id="l00882" name="l00882"></a><span class="lineno"> 882</span> </div>
|
|
<div class="line"><a id="l00883" name="l00883"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a057224e0b8a244b6204e382bbb6337ee"> 883</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a057224e0b8a244b6204e382bbb6337ee">LinearProgram::PopulateFromPermutedLinearProgram</a>(</div>
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<div class="line"><a id="l00884" name="l00884"></a><span class="lineno"> 884</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_permutation.html">RowPermutation</a>& row_permutation,</div>
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<div class="line"><a id="l00885" name="l00885"></a><span class="lineno"> 885</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_permutation.html">ColumnPermutation</a>& col_permutation) {</div>
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|
<div class="line"><a id="l00886" name="l00886"></a><span class="lineno"> 886</span> <a class="code hl_define" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">IsCleanedUp</a>());</div>
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|
<div class="line"><a id="l00887" name="l00887"></a><span class="lineno"> 887</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(row_permutation.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_permutation.html#a1df2b3a4485e328397fda9b5f9b3ea2b">size</a>(), lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a id="l00888" name="l00888"></a><span class="lineno"> 888</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(col_permutation.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_permutation.html#a1df2b3a4485e328397fda9b5f9b3ea2b">size</a>(), lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00889" name="l00889"></a><span class="lineno"> 889</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>(), <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a id="l00890" name="l00890"></a><span class="lineno"> 890</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l00891" name="l00891"></a><span class="lineno"> 891</span> </div>
|
|
<div class="line"><a id="l00892" name="l00892"></a><span class="lineno"> 892</span> <span class="comment">// Populate matrix coefficients.</span></div>
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|
<div class="line"><a id="l00893" name="l00893"></a><span class="lineno"> 893</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_permutation.html">ColumnPermutation</a> inverse_col_permutation;</div>
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|
<div class="line"><a id="l00894" name="l00894"></a><span class="lineno"> 894</span> inverse_col_permutation.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_permutation.html#af70191062b734badb4405f2fde63792a">PopulateFromInverse</a>(col_permutation);</div>
|
|
<div class="line"><a id="l00895" name="l00895"></a><span class="lineno"> 895</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a29edb960f882c54b9652853e94988e79">PopulateFromPermutedMatrix</a>(lp.matrix_, row_permutation,</div>
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|
<div class="line"><a id="l00896" name="l00896"></a><span class="lineno"> 896</span> inverse_col_permutation);</div>
|
|
<div class="line"><a id="l00897" name="l00897"></a><span class="lineno"> 897</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">ClearTransposeMatrix</a>();</div>
|
|
<div class="line"><a id="l00898" name="l00898"></a><span class="lineno"> 898</span> </div>
|
|
<div class="line"><a id="l00899" name="l00899"></a><span class="lineno"> 899</span> <span class="comment">// Populate constraints.</span></div>
|
|
<div class="line"><a id="l00900" name="l00900"></a><span class="lineno"> 900</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(row_permutation, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>(),</div>
|
|
<div class="line"><a id="l00901" name="l00901"></a><span class="lineno"> 901</span> &constraint_lower_bounds_);</div>
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|
<div class="line"><a id="l00902" name="l00902"></a><span class="lineno"> 902</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(row_permutation, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>(),</div>
|
|
<div class="line"><a id="l00903" name="l00903"></a><span class="lineno"> 903</span> &constraint_upper_bounds_);</div>
|
|
<div class="line"><a id="l00904" name="l00904"></a><span class="lineno"> 904</span> </div>
|
|
<div class="line"><a id="l00905" name="l00905"></a><span class="lineno"> 905</span> <span class="comment">// Populate variables.</span></div>
|
|
<div class="line"><a id="l00906" name="l00906"></a><span class="lineno"> 906</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>(),</div>
|
|
<div class="line"><a id="l00907" name="l00907"></a><span class="lineno"> 907</span> &objective_coefficients_);</div>
|
|
<div class="line"><a id="l00908" name="l00908"></a><span class="lineno"> 908</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>(),</div>
|
|
<div class="line"><a id="l00909" name="l00909"></a><span class="lineno"> 909</span> &variable_lower_bounds_);</div>
|
|
<div class="line"><a id="l00910" name="l00910"></a><span class="lineno"> 910</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>(),</div>
|
|
<div class="line"><a id="l00911" name="l00911"></a><span class="lineno"> 911</span> &variable_upper_bounds_);</div>
|
|
<div class="line"><a id="l00912" name="l00912"></a><span class="lineno"> 912</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#abfbf1991a6e9ade46b93bb8136a47656">variable_types</a>(), &variable_types_);</div>
|
|
<div class="line"><a id="l00913" name="l00913"></a><span class="lineno"> 913</span> integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00914" name="l00914"></a><span class="lineno"> 914</span> </div>
|
|
<div class="line"><a id="l00915" name="l00915"></a><span class="lineno"> 915</span> <span class="comment">// There is no vector based accessor to names, because they may be created</span></div>
|
|
<div class="line"><a id="l00916" name="l00916"></a><span class="lineno"> 916</span> <span class="comment">// on the fly.</span></div>
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|
<div class="line"><a id="l00917" name="l00917"></a><span class="lineno"> 917</span> constraint_names_.resize(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a id="l00918" name="l00918"></a><span class="lineno"> 918</span> <span class="keywordflow">for</span> (RowIndex old_row(0); old_row < lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++old_row) {</div>
|
|
<div class="line"><a id="l00919" name="l00919"></a><span class="lineno"> 919</span> <span class="keyword">const</span> RowIndex new_row = row_permutation[old_row];</div>
|
|
<div class="line"><a id="l00920" name="l00920"></a><span class="lineno"> 920</span> constraint_names_[new_row] = lp.constraint_names_[old_row];</div>
|
|
<div class="line"><a id="l00921" name="l00921"></a><span class="lineno"> 921</span> }</div>
|
|
<div class="line"><a id="l00922" name="l00922"></a><span class="lineno"> 922</span> variable_names_.resize(lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00923" name="l00923"></a><span class="lineno"> 923</span> <span class="keywordflow">for</span> (ColIndex old_col(0); old_col < lp.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++old_col) {</div>
|
|
<div class="line"><a id="l00924" name="l00924"></a><span class="lineno"> 924</span> <span class="keyword">const</span> ColIndex new_col = col_permutation[old_col];</div>
|
|
<div class="line"><a id="l00925" name="l00925"></a><span class="lineno"> 925</span> variable_names_[new_col] = lp.variable_names_[old_col];</div>
|
|
<div class="line"><a id="l00926" name="l00926"></a><span class="lineno"> 926</span> }</div>
|
|
<div class="line"><a id="l00927" name="l00927"></a><span class="lineno"> 927</span> </div>
|
|
<div class="line"><a id="l00928" name="l00928"></a><span class="lineno"> 928</span> <span class="comment">// Populate singular fields.</span></div>
|
|
<div class="line"><a id="l00929" name="l00929"></a><span class="lineno"> 929</span> maximize_ = lp.maximize_;</div>
|
|
<div class="line"><a id="l00930" name="l00930"></a><span class="lineno"> 930</span> objective_offset_ = lp.objective_offset_;</div>
|
|
<div class="line"><a id="l00931" name="l00931"></a><span class="lineno"> 931</span> objective_scaling_factor_ = lp.objective_scaling_factor_;</div>
|
|
<div class="line"><a id="l00932" name="l00932"></a><span class="lineno"> 932</span> name_ = lp.name_;</div>
|
|
<div class="line"><a id="l00933" name="l00933"></a><span class="lineno"> 933</span>}</div>
|
|
<div class="line"><a id="l00934" name="l00934"></a><span class="lineno"> 934</span> </div>
|
|
<div class="line"><a id="l00935" name="l00935"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#adb6ee53de9bb4adf2734b59842cea0f5"> 935</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb6ee53de9bb4adf2734b59842cea0f5">LinearProgram::PopulateFromLinearProgramVariables</a>(</div>
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|
<div class="line"><a id="l00936" name="l00936"></a><span class="lineno"> 936</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program) {</div>
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|
<div class="line"><a id="l00937" name="l00937"></a><span class="lineno"> 937</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(RowIndex(0), linear_program.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a id="l00938" name="l00938"></a><span class="lineno"> 938</span> first_slack_variable_ = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a id="l00939" name="l00939"></a><span class="lineno"> 939</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l00940" name="l00940"></a><span class="lineno"> 940</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a id="l00941" name="l00941"></a><span class="lineno"> 941</span> </div>
|
|
<div class="line"><a id="l00942" name="l00942"></a><span class="lineno"> 942</span> constraint_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l00943" name="l00943"></a><span class="lineno"> 943</span> constraint_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a id="l00944" name="l00944"></a><span class="lineno"> 944</span> constraint_names_.clear();</div>
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|
<div class="line"><a id="l00945" name="l00945"></a><span class="lineno"> 945</span> constraint_table_.clear();</div>
|
|
<div class="line"><a id="l00946" name="l00946"></a><span class="lineno"> 946</span> </div>
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|
<div class="line"><a id="l00947" name="l00947"></a><span class="lineno"> 947</span> PopulateNameObjectiveAndVariablesFromLinearProgram(linear_program);</div>
|
|
<div class="line"><a id="l00948" name="l00948"></a><span class="lineno"> 948</span>}</div>
|
|
<div class="line"><a id="l00949" name="l00949"></a><span class="lineno"> 949</span> </div>
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|
<div class="line"><a id="l00950" name="l00950"></a><span class="lineno"> 950</span><span class="keywordtype">void</span> LinearProgram::PopulateNameObjectiveAndVariablesFromLinearProgram(</div>
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<div class="line"><a id="l00951" name="l00951"></a><span class="lineno"> 951</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program) {</div>
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|
<div class="line"><a id="l00952" name="l00952"></a><span class="lineno"> 952</span> objective_coefficients_ = linear_program.objective_coefficients_;</div>
|
|
<div class="line"><a id="l00953" name="l00953"></a><span class="lineno"> 953</span> variable_lower_bounds_ = linear_program.variable_lower_bounds_;</div>
|
|
<div class="line"><a id="l00954" name="l00954"></a><span class="lineno"> 954</span> variable_upper_bounds_ = linear_program.variable_upper_bounds_;</div>
|
|
<div class="line"><a id="l00955" name="l00955"></a><span class="lineno"> 955</span> variable_names_ = linear_program.variable_names_;</div>
|
|
<div class="line"><a id="l00956" name="l00956"></a><span class="lineno"> 956</span> variable_types_ = linear_program.variable_types_;</div>
|
|
<div class="line"><a id="l00957" name="l00957"></a><span class="lineno"> 957</span> integer_variables_list_is_consistent_ =</div>
|
|
<div class="line"><a id="l00958" name="l00958"></a><span class="lineno"> 958</span> linear_program.integer_variables_list_is_consistent_;</div>
|
|
<div class="line"><a id="l00959" name="l00959"></a><span class="lineno"> 959</span> integer_variables_list_ = linear_program.integer_variables_list_;</div>
|
|
<div class="line"><a id="l00960" name="l00960"></a><span class="lineno"> 960</span> binary_variables_list_ = linear_program.binary_variables_list_;</div>
|
|
<div class="line"><a id="l00961" name="l00961"></a><span class="lineno"> 961</span> non_binary_variables_list_ = linear_program.non_binary_variables_list_;</div>
|
|
<div class="line"><a id="l00962" name="l00962"></a><span class="lineno"> 962</span> variable_table_.clear();</div>
|
|
<div class="line"><a id="l00963" name="l00963"></a><span class="lineno"> 963</span> </div>
|
|
<div class="line"><a id="l00964" name="l00964"></a><span class="lineno"> 964</span> maximize_ = linear_program.maximize_;</div>
|
|
<div class="line"><a id="l00965" name="l00965"></a><span class="lineno"> 965</span> objective_offset_ = linear_program.objective_offset_;</div>
|
|
<div class="line"><a id="l00966" name="l00966"></a><span class="lineno"> 966</span> objective_scaling_factor_ = linear_program.objective_scaling_factor_;</div>
|
|
<div class="line"><a id="l00967" name="l00967"></a><span class="lineno"> 967</span> columns_are_known_to_be_clean_ =</div>
|
|
<div class="line"><a id="l00968" name="l00968"></a><span class="lineno"> 968</span> linear_program.columns_are_known_to_be_clean_;</div>
|
|
<div class="line"><a id="l00969" name="l00969"></a><span class="lineno"> 969</span> name_ = linear_program.name_;</div>
|
|
<div class="line"><a id="l00970" name="l00970"></a><span class="lineno"> 970</span>}</div>
|
|
<div class="line"><a id="l00971" name="l00971"></a><span class="lineno"> 971</span> </div>
|
|
<div class="line"><a id="l00972" name="l00972"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466"> 972</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466">LinearProgram::AddConstraints</a>(</div>
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<div class="line"><a id="l00973" name="l00973"></a><span class="lineno"> 973</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>, <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& left_hand_sides,</div>
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<div class="line"><a id="l00974" name="l00974"></a><span class="lineno"> 974</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& right_hand_sides,</div>
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<div class="line"><a id="l00975" name="l00975"></a><span class="lineno"> 975</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, std::string></a>& names) {</div>
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<div class="line"><a id="l00976" name="l00976"></a><span class="lineno"> 976</span> <span class="keyword">const</span> RowIndex num_new_constraints = <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>.num_rows();</div>
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<div class="line"><a id="l00977" name="l00977"></a><span class="lineno"> 977</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(), <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>.num_cols());</div>
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<div class="line"><a id="l00978" name="l00978"></a><span class="lineno"> 978</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_new_constraints, left_hand_sides.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
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<div class="line"><a id="l00979" name="l00979"></a><span class="lineno"> 979</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_new_constraints, right_hand_sides.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
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<div class="line"><a id="l00980" name="l00980"></a><span class="lineno"> 980</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_new_constraints, names.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
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<div class="line"><a id="l00981" name="l00981"></a><span class="lineno"> 981</span> </div>
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<div class="line"><a id="l00982" name="l00982"></a><span class="lineno"> 982</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ab2d8beb101c26b08a8af602300da1748">AppendRowsFromSparseMatrix</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>);</div>
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<div class="line"><a id="l00983" name="l00983"></a><span class="lineno"> 983</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00984" name="l00984"></a><span class="lineno"> 984</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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<div class="line"><a id="l00985" name="l00985"></a><span class="lineno"> 985</span> columns_are_known_to_be_clean_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00986" name="l00986"></a><span class="lineno"> 986</span> </div>
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<div class="line"><a id="l00987" name="l00987"></a><span class="lineno"> 987</span> <span class="comment">// Copy constraint bounds and names from linear_program.</span></div>
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<div class="line"><a id="l00988" name="l00988"></a><span class="lineno"> 988</span> constraint_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a436947c1a9c9d115cc85c707d8f693c0">insert</a>(constraint_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>(),</div>
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<div class="line"><a id="l00989" name="l00989"></a><span class="lineno"> 989</span> left_hand_sides.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(),</div>
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<div class="line"><a id="l00990" name="l00990"></a><span class="lineno"> 990</span> left_hand_sides.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>());</div>
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<div class="line"><a id="l00991" name="l00991"></a><span class="lineno"> 991</span> constraint_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a436947c1a9c9d115cc85c707d8f693c0">insert</a>(constraint_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>(),</div>
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<div class="line"><a id="l00992" name="l00992"></a><span class="lineno"> 992</span> right_hand_sides.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(),</div>
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<div class="line"><a id="l00993" name="l00993"></a><span class="lineno"> 993</span> right_hand_sides.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>());</div>
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<div class="line"><a id="l00994" name="l00994"></a><span class="lineno"> 994</span> constraint_names_.insert(constraint_names_.end(), names.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(), names.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>());</div>
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<div class="line"><a id="l00995" name="l00995"></a><span class="lineno"> 995</span>}</div>
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<div class="line"><a id="l00996" name="l00996"></a><span class="lineno"> 996</span> </div>
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<div class="line"><a id="l00997" name="l00997"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ae8a25f4344e17329c596cd1c387f70b2"> 997</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ae8a25f4344e17329c596cd1c387f70b2">LinearProgram::AddConstraintsWithSlackVariables</a>(</div>
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<div class="line"><a id="l00998" name="l00998"></a><span class="lineno"> 998</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& <a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>, <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& left_hand_sides,</div>
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<div class="line"><a id="l00999" name="l00999"></a><span class="lineno"> 999</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& right_hand_sides,</div>
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<div class="line"><a id="l01000" name="l01000"></a><span class="lineno"> 1000</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, std::string></a>& names,</div>
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<div class="line"><a id="l01001" name="l01001"></a><span class="lineno"> 1001</span> <span class="keywordtype">bool</span> detect_integer_constraints_for_slack) {</div>
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<div class="line"><a id="l01002" name="l01002"></a><span class="lineno"> 1002</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466">AddConstraints</a>(<a class="code hl_variable" href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a>, left_hand_sides, right_hand_sides, names);</div>
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<div class="line"><a id="l01003" name="l01003"></a><span class="lineno"> 1003</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">AddSlackVariablesWhereNecessary</a>(detect_integer_constraints_for_slack);</div>
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<div class="line"><a id="l01004" name="l01004"></a><span class="lineno"> 1004</span>}</div>
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<div class="line"><a id="l01005" name="l01005"></a><span class="lineno"> 1005</span> </div>
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<div class="line"><a id="l01006" name="l01006"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#acfe08a4275ac11e83e806835f04cc89e"> 1006</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acfe08a4275ac11e83e806835f04cc89e">LinearProgram::UpdateVariableBoundsToIntersection</a>(</div>
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<div class="line"><a id="l01007" name="l01007"></a><span class="lineno"> 1007</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& variable_lower_bounds,</div>
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<div class="line"><a id="l01008" name="l01008"></a><span class="lineno"> 1008</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& variable_upper_bounds) {</div>
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<div class="line"><a id="l01009" name="l01009"></a><span class="lineno"> 1009</span> <span class="keyword">const</span> ColIndex num_vars = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
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<div class="line"><a id="l01010" name="l01010"></a><span class="lineno"> 1010</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), num_vars);</div>
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<div class="line"><a id="l01011" name="l01011"></a><span class="lineno"> 1011</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), num_vars);</div>
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<div class="line"><a id="l01012" name="l01012"></a><span class="lineno"> 1012</span> </div>
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<div class="line"><a id="l01013" name="l01013"></a><span class="lineno"> 1013</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> new_lower_bounds(num_vars, 0);</div>
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<div class="line"><a id="l01014" name="l01014"></a><span class="lineno"> 1014</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> new_upper_bounds(num_vars, 0);</div>
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<div class="line"><a id="l01015" name="l01015"></a><span class="lineno"> 1015</span> <span class="keywordflow">for</span> (ColIndex i(0); i < num_vars; ++i) {</div>
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<div class="line"><a id="l01016" name="l01016"></a><span class="lineno"> 1016</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_lower_bound =</div>
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<div class="line"><a id="l01017" name="l01017"></a><span class="lineno"> 1017</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>[i], variable_lower_bounds_[i]);</div>
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<div class="line"><a id="l01018" name="l01018"></a><span class="lineno"> 1018</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_upper_bound =</div>
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<div class="line"><a id="l01019" name="l01019"></a><span class="lineno"> 1019</span> <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>[i], variable_upper_bounds_[i]);</div>
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<div class="line"><a id="l01020" name="l01020"></a><span class="lineno"> 1020</span> <span class="keywordflow">if</span> (new_lower_bound > new_upper_bound) {</div>
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<div class="line"><a id="l01021" name="l01021"></a><span class="lineno"> 1021</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l01022" name="l01022"></a><span class="lineno"> 1022</span> }</div>
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<div class="line"><a id="l01023" name="l01023"></a><span class="lineno"> 1023</span> new_lower_bounds[i] = new_lower_bound;</div>
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<div class="line"><a id="l01024" name="l01024"></a><span class="lineno"> 1024</span> new_upper_bounds[i] = new_upper_bound;</div>
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<div class="line"><a id="l01025" name="l01025"></a><span class="lineno"> 1025</span> }</div>
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<div class="line"><a id="l01026" name="l01026"></a><span class="lineno"> 1026</span> variable_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(new_lower_bounds);</div>
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<div class="line"><a id="l01027" name="l01027"></a><span class="lineno"> 1027</span> variable_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(new_upper_bounds);</div>
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<div class="line"><a id="l01028" name="l01028"></a><span class="lineno"> 1028</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a id="l01029" name="l01029"></a><span class="lineno"> 1029</span>}</div>
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<div class="line"><a id="l01030" name="l01030"></a><span class="lineno"> 1030</span> </div>
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<div class="line"><a id="l01031" name="l01031"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6"> 1031</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6">LinearProgram::Swap</a>(<a class="code hl_class" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* linear_program) {</div>
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<div class="line"><a id="l01032" name="l01032"></a><span class="lineno"> 1032</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6052657cbffbe19decf328bf369d58e1">Swap</a>(&linear_program->matrix_);</div>
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<div class="line"><a id="l01033" name="l01033"></a><span class="lineno"> 1033</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6052657cbffbe19decf328bf369d58e1">Swap</a>(&linear_program->transpose_matrix_);</div>
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<div class="line"><a id="l01034" name="l01034"></a><span class="lineno"> 1034</span> </div>
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<div class="line"><a id="l01035" name="l01035"></a><span class="lineno"> 1035</span> constraint_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->constraint_lower_bounds_);</div>
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<div class="line"><a id="l01036" name="l01036"></a><span class="lineno"> 1036</span> constraint_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->constraint_upper_bounds_);</div>
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<div class="line"><a id="l01037" name="l01037"></a><span class="lineno"> 1037</span> constraint_names_.swap(linear_program->constraint_names_);</div>
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<div class="line"><a id="l01038" name="l01038"></a><span class="lineno"> 1038</span> </div>
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<div class="line"><a id="l01039" name="l01039"></a><span class="lineno"> 1039</span> objective_coefficients_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->objective_coefficients_);</div>
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<div class="line"><a id="l01040" name="l01040"></a><span class="lineno"> 1040</span> variable_lower_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_lower_bounds_);</div>
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<div class="line"><a id="l01041" name="l01041"></a><span class="lineno"> 1041</span> variable_upper_bounds_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_upper_bounds_);</div>
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<div class="line"><a id="l01042" name="l01042"></a><span class="lineno"> 1042</span> variable_names_.swap(linear_program->variable_names_);</div>
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<div class="line"><a id="l01043" name="l01043"></a><span class="lineno"> 1043</span> variable_types_.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_types_);</div>
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<div class="line"><a id="l01044" name="l01044"></a><span class="lineno"> 1044</span> integer_variables_list_.swap(linear_program->integer_variables_list_);</div>
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<div class="line"><a id="l01045" name="l01045"></a><span class="lineno"> 1045</span> binary_variables_list_.swap(linear_program->binary_variables_list_);</div>
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<div class="line"><a id="l01046" name="l01046"></a><span class="lineno"> 1046</span> non_binary_variables_list_.swap(linear_program->non_binary_variables_list_);</div>
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<div class="line"><a id="l01047" name="l01047"></a><span class="lineno"> 1047</span> </div>
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<div class="line"><a id="l01048" name="l01048"></a><span class="lineno"> 1048</span> variable_table_.swap(linear_program->variable_table_);</div>
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<div class="line"><a id="l01049" name="l01049"></a><span class="lineno"> 1049</span> constraint_table_.swap(linear_program->constraint_table_);</div>
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<div class="line"><a id="l01050" name="l01050"></a><span class="lineno"> 1050</span> </div>
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<div class="line"><a id="l01051" name="l01051"></a><span class="lineno"> 1051</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(maximize_, linear_program->maximize_);</div>
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<div class="line"><a id="l01052" name="l01052"></a><span class="lineno"> 1052</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(objective_offset_, linear_program->objective_offset_);</div>
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<div class="line"><a id="l01053" name="l01053"></a><span class="lineno"> 1053</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(objective_scaling_factor_,</div>
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|
<div class="line"><a id="l01054" name="l01054"></a><span class="lineno"> 1054</span> linear_program->objective_scaling_factor_);</div>
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<div class="line"><a id="l01055" name="l01055"></a><span class="lineno"> 1055</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(columns_are_known_to_be_clean_,</div>
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|
<div class="line"><a id="l01056" name="l01056"></a><span class="lineno"> 1056</span> linear_program->columns_are_known_to_be_clean_);</div>
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<div class="line"><a id="l01057" name="l01057"></a><span class="lineno"> 1057</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(transpose_matrix_is_consistent_,</div>
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|
<div class="line"><a id="l01058" name="l01058"></a><span class="lineno"> 1058</span> linear_program->transpose_matrix_is_consistent_);</div>
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|
<div class="line"><a id="l01059" name="l01059"></a><span class="lineno"> 1059</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(integer_variables_list_is_consistent_,</div>
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|
<div class="line"><a id="l01060" name="l01060"></a><span class="lineno"> 1060</span> linear_program->integer_variables_list_is_consistent_);</div>
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|
<div class="line"><a id="l01061" name="l01061"></a><span class="lineno"> 1061</span> name_.swap(linear_program->name_);</div>
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<div class="line"><a id="l01062" name="l01062"></a><span class="lineno"> 1062</span> <a class="code hl_function" href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">std::swap</a>(first_slack_variable_, linear_program->first_slack_variable_);</div>
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<div class="line"><a id="l01063" name="l01063"></a><span class="lineno"> 1063</span>}</div>
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<div class="line"><a id="l01064" name="l01064"></a><span class="lineno"> 1064</span> </div>
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<div class="line"><a id="l01065" name="l01065"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d"> 1065</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">LinearProgram::DeleteColumns</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a>& columns_to_delete) {</div>
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<div class="line"><a id="l01066" name="l01066"></a><span class="lineno"> 1066</span> <span class="keywordflow">if</span> (columns_to_delete.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) <span class="keywordflow">return</span>;</div>
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<div class="line"><a id="l01067" name="l01067"></a><span class="lineno"> 1067</span> integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
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<div class="line"><a id="l01068" name="l01068"></a><span class="lineno"> 1068</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
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<div class="line"><a id="l01069" name="l01069"></a><span class="lineno"> 1069</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_permutation.html">ColumnPermutation</a> permutation(num_cols);</div>
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<div class="line"><a id="l01070" name="l01070"></a><span class="lineno"> 1070</span> ColIndex new_index(0);</div>
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<div class="line"><a id="l01071" name="l01071"></a><span class="lineno"> 1071</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l01072" name="l01072"></a><span class="lineno"> 1072</span> permutation[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = new_index;</div>
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<div class="line"><a id="l01073" name="l01073"></a><span class="lineno"> 1073</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= columns_to_delete.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || !columns_to_delete[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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|
<div class="line"><a id="l01074" name="l01074"></a><span class="lineno"> 1074</span> objective_coefficients_[new_index] = objective_coefficients_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l01075" name="l01075"></a><span class="lineno"> 1075</span> variable_lower_bounds_[new_index] = variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l01076" name="l01076"></a><span class="lineno"> 1076</span> variable_upper_bounds_[new_index] = variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l01077" name="l01077"></a><span class="lineno"> 1077</span> variable_names_[new_index] = variable_names_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l01078" name="l01078"></a><span class="lineno"> 1078</span> variable_types_[new_index] = variable_types_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a id="l01079" name="l01079"></a><span class="lineno"> 1079</span> ++new_index;</div>
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<div class="line"><a id="l01080" name="l01080"></a><span class="lineno"> 1080</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01081" name="l01081"></a><span class="lineno"> 1081</span> permutation[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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|
<div class="line"><a id="l01082" name="l01082"></a><span class="lineno"> 1082</span> }</div>
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|
<div class="line"><a id="l01083" name="l01083"></a><span class="lineno"> 1083</span> }</div>
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|
<div class="line"><a id="l01084" name="l01084"></a><span class="lineno"> 1084</span> </div>
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<div class="line"><a id="l01085" name="l01085"></a><span class="lineno"> 1085</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(columns_to_delete);</div>
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|
<div class="line"><a id="l01086" name="l01086"></a><span class="lineno"> 1086</span> objective_coefficients_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
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|
<div class="line"><a id="l01087" name="l01087"></a><span class="lineno"> 1087</span> variable_lower_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
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|
<div class="line"><a id="l01088" name="l01088"></a><span class="lineno"> 1088</span> variable_upper_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
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|
<div class="line"><a id="l01089" name="l01089"></a><span class="lineno"> 1089</span> variable_types_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, <a class="code hl_enumvalue" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">VariableType::CONTINUOUS</a>);</div>
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|
<div class="line"><a id="l01090" name="l01090"></a><span class="lineno"> 1090</span> variable_names_.resize(new_index, <span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l01091" name="l01091"></a><span class="lineno"> 1091</span> </div>
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<div class="line"><a id="l01092" name="l01092"></a><span class="lineno"> 1092</span> <span class="comment">// Remove the id of the deleted columns and adjust the index of the other.</span></div>
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|
<div class="line"><a id="l01093" name="l01093"></a><span class="lineno"> 1093</span> absl::flat_hash_map<std::string, ColIndex>::iterator it =</div>
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|
<div class="line"><a id="l01094" name="l01094"></a><span class="lineno"> 1094</span> variable_table_.begin();</div>
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|
<div class="line"><a id="l01095" name="l01095"></a><span class="lineno"> 1095</span> <span class="keywordflow">while</span> (it != variable_table_.end()) {</div>
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<div class="line"><a id="l01096" name="l01096"></a><span class="lineno"> 1096</span> <span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = it->second;</div>
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<div class="line"><a id="l01097" name="l01097"></a><span class="lineno"> 1097</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= columns_to_delete.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || !columns_to_delete[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a id="l01098" name="l01098"></a><span class="lineno"> 1098</span> it->second = permutation[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a id="l01099" name="l01099"></a><span class="lineno"> 1099</span> ++it;</div>
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<div class="line"><a id="l01100" name="l01100"></a><span class="lineno"> 1100</span> } <span class="keywordflow">else</span> {</div>
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|
<div class="line"><a id="l01101" name="l01101"></a><span class="lineno"> 1101</span> <span class="comment">// This safely deletes the entry and moves the iterator one step ahead.</span></div>
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|
<div class="line"><a id="l01102" name="l01102"></a><span class="lineno"> 1102</span> variable_table_.erase(it++);</div>
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|
<div class="line"><a id="l01103" name="l01103"></a><span class="lineno"> 1103</span> }</div>
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<div class="line"><a id="l01104" name="l01104"></a><span class="lineno"> 1104</span> }</div>
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<div class="line"><a id="l01105" name="l01105"></a><span class="lineno"> 1105</span> </div>
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<div class="line"><a id="l01106" name="l01106"></a><span class="lineno"> 1106</span> <span class="comment">// Eventually update transpose_matrix_.</span></div>
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<div class="line"><a id="l01107" name="l01107"></a><span class="lineno"> 1107</span> <span class="keywordflow">if</span> (transpose_matrix_is_consistent_) {</div>
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<div class="line"><a id="l01108" name="l01108"></a><span class="lineno"> 1108</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a860e7a37e8c7c2f5f7f0a73d3e3473f0">DeleteRows</a>(</div>
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<div class="line"><a id="l01109" name="l01109"></a><span class="lineno"> 1109</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(new_index),</div>
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<div class="line"><a id="l01110" name="l01110"></a><span class="lineno"> 1110</span> <span class="keyword">reinterpret_cast<</span><span class="keyword">const </span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_permutation.html">RowPermutation</a>&<span class="keyword">></span>(permutation));</div>
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<div class="line"><a id="l01111" name="l01111"></a><span class="lineno"> 1111</span> }</div>
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<div class="line"><a id="l01112" name="l01112"></a><span class="lineno"> 1112</span>}</div>
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<div class="line"><a id="l01113" name="l01113"></a><span class="lineno"> 1113</span> </div>
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<div class="line"><a id="l01114" name="l01114"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ad7ecca71dd3aaf60246e7638ac3df455"> 1114</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ad7ecca71dd3aaf60246e7638ac3df455">LinearProgram::DeleteSlackVariables</a>() {</div>
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<div class="line"><a id="l01115" name="l01115"></a><span class="lineno"> 1115</span> <a class="code hl_define" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(first_slack_variable_, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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<div class="line"><a id="l01116" name="l01116"></a><span class="lineno"> 1116</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a> slack_variables(matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>(), <span class="keyword">false</span>);</div>
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<div class="line"><a id="l01117" name="l01117"></a><span class="lineno"> 1117</span> <span class="comment">// Restore the bounds on the constraints corresponding to the slack variables.</span></div>
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<div class="line"><a id="l01118" name="l01118"></a><span class="lineno"> 1118</span> <span class="keywordflow">for</span> (ColIndex slack_variable = first_slack_variable_;</div>
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<div class="line"><a id="l01119" name="l01119"></a><span class="lineno"> 1119</span> slack_variable < matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>(); ++slack_variable) {</div>
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<div class="line"><a id="l01120" name="l01120"></a><span class="lineno"> 1120</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(slack_variable);</div>
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<div class="line"><a id="l01121" name="l01121"></a><span class="lineno"> 1121</span> <span class="comment">// Slack variables appear only in the constraints for which they were</span></div>
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<div class="line"><a id="l01122" name="l01122"></a><span class="lineno"> 1122</span> <span class="comment">// created. We can find this constraint by looking at the (only) entry in</span></div>
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<div class="line"><a id="l01123" name="l01123"></a><span class="lineno"> 1123</span> <span class="comment">// the columnm of the slack variable.</span></div>
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<div class="line"><a id="l01124" name="l01124"></a><span class="lineno"> 1124</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(column.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>(), 1);</div>
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<div class="line"><a id="l01125" name="l01125"></a><span class="lineno"> 1125</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = column.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_column.html#aedc46de5199e203b77de2eae2e4c100d">EntryRow</a>(EntryIndex(0));</div>
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<div class="line"><a id="l01126" name="l01126"></a><span class="lineno"> 1126</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0);</div>
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<div class="line"><a id="l01127" name="l01127"></a><span class="lineno"> 1127</span> <a class="code hl_define" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0);</div>
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<div class="line"><a id="l01128" name="l01128"></a><span class="lineno"> 1128</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, -variable_upper_bounds_[slack_variable],</div>
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<div class="line"><a id="l01129" name="l01129"></a><span class="lineno"> 1129</span> -variable_lower_bounds_[slack_variable]);</div>
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<div class="line"><a id="l01130" name="l01130"></a><span class="lineno"> 1130</span> slack_variables[slack_variable] = <span class="keyword">true</span>;</div>
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<div class="line"><a id="l01131" name="l01131"></a><span class="lineno"> 1131</span> }</div>
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<div class="line"><a id="l01132" name="l01132"></a><span class="lineno"> 1132</span> </div>
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<div class="line"><a id="l01133" name="l01133"></a><span class="lineno"> 1133</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(slack_variables);</div>
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<div class="line"><a id="l01134" name="l01134"></a><span class="lineno"> 1134</span> first_slack_variable_ = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
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<div class="line"><a id="l01135" name="l01135"></a><span class="lineno"> 1135</span>}</div>
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<div class="line"><a id="l01136" name="l01136"></a><span class="lineno"> 1136</span> </div>
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<div class="line"><a id="l01137" name="l01137"></a><span class="lineno"> 1137</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l01138" name="l01138"></a><span class="lineno"> 1138</span> </div>
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<div class="line"><a id="l01139" name="l01139"></a><span class="lineno"> 1139</span><span class="comment">// Note that we ignore zeros and infinities because they do not matter from a</span></div>
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<div class="line"><a id="l01140" name="l01140"></a><span class="lineno"> 1140</span><span class="comment">// scaling perspective where this function is used.</span></div>
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<div class="line"><a id="l01141" name="l01141"></a><span class="lineno"> 1141</span><span class="keyword">template</span> <<span class="keyword">typename</span> FractionalRange></div>
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<div class="line"><a id="l01142" name="l01142"></a><span class="lineno"> 1142</span><span class="keywordtype">void</span> UpdateMinAndMaxMagnitude(<span class="keyword">const</span> FractionalRange& range,</div>
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<div class="line"><a id="l01143" name="l01143"></a><span class="lineno"> 1143</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* min_magnitude,</div>
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<div class="line"><a id="l01144" name="l01144"></a><span class="lineno"> 1144</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* max_magnitude) {</div>
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<div class="line"><a id="l01145" name="l01145"></a><span class="lineno"> 1145</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> : range) {</div>
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<div class="line"><a id="l01146" name="l01146"></a><span class="lineno"> 1146</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude = std::abs(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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<div class="line"><a id="l01147" name="l01147"></a><span class="lineno"> 1147</span> <span class="keywordflow">if</span> (magnitude == 0 || magnitude == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l01148" name="l01148"></a><span class="lineno"> 1148</span> *min_magnitude = <a class="code hl_variable" href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">std::min</a>(*min_magnitude, magnitude);</div>
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|
<div class="line"><a id="l01149" name="l01149"></a><span class="lineno"> 1149</span> *max_magnitude = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(*max_magnitude, magnitude);</div>
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|
<div class="line"><a id="l01150" name="l01150"></a><span class="lineno"> 1150</span> }</div>
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|
<div class="line"><a id="l01151" name="l01151"></a><span class="lineno"> 1151</span>}</div>
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|
<div class="line"><a id="l01152" name="l01152"></a><span class="lineno"> 1152</span> </div>
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|
<div class="line"><a id="l01153" name="l01153"></a><span class="lineno"> 1153</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> GetMedianScalingFactor(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& range) {</div>
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|
<div class="line"><a id="l01154" name="l01154"></a><span class="lineno"> 1154</span> std::vector<Fractional> median;</div>
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|
<div class="line"><a id="l01155" name="l01155"></a><span class="lineno"> 1155</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> : range) {</div>
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|
<div class="line"><a id="l01156" name="l01156"></a><span class="lineno"> 1156</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> == 0.0) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a id="l01157" name="l01157"></a><span class="lineno"> 1157</span> median.push_back(std::abs(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>));</div>
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|
<div class="line"><a id="l01158" name="l01158"></a><span class="lineno"> 1158</span> }</div>
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|
<div class="line"><a id="l01159" name="l01159"></a><span class="lineno"> 1159</span> <span class="keywordflow">if</span> (median.empty()) <span class="keywordflow">return</span> 1.0;</div>
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|
<div class="line"><a id="l01160" name="l01160"></a><span class="lineno"> 1160</span> std::sort(median.begin(), median.end());</div>
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|
<div class="line"><a id="l01161" name="l01161"></a><span class="lineno"> 1161</span> <span class="keywordflow">return</span> median[median.size() / 2];</div>
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|
<div class="line"><a id="l01162" name="l01162"></a><span class="lineno"> 1162</span>}</div>
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|
<div class="line"><a id="l01163" name="l01163"></a><span class="lineno"> 1163</span> </div>
|
|
<div class="line"><a id="l01164" name="l01164"></a><span class="lineno"> 1164</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> GetMeanScalingFactor(<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& range) {</div>
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|
<div class="line"><a id="l01165" name="l01165"></a><span class="lineno"> 1165</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> mean = 0.0;</div>
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|
<div class="line"><a id="l01166" name="l01166"></a><span class="lineno"> 1166</span> <span class="keywordtype">int</span> num_non_zeros = 0;</div>
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|
<div class="line"><a id="l01167" name="l01167"></a><span class="lineno"> 1167</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> : range) {</div>
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|
<div class="line"><a id="l01168" name="l01168"></a><span class="lineno"> 1168</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a> == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01169" name="l01169"></a><span class="lineno"> 1169</span> ++num_non_zeros;</div>
|
|
<div class="line"><a id="l01170" name="l01170"></a><span class="lineno"> 1170</span> mean += std::abs(<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>);</div>
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|
<div class="line"><a id="l01171" name="l01171"></a><span class="lineno"> 1171</span> }</div>
|
|
<div class="line"><a id="l01172" name="l01172"></a><span class="lineno"> 1172</span> <span class="keywordflow">if</span> (num_non_zeros == 0.0) <span class="keywordflow">return</span> 1.0;</div>
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|
<div class="line"><a id="l01173" name="l01173"></a><span class="lineno"> 1173</span> <span class="keywordflow">return</span> mean / <span class="keyword">static_cast<</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a><span class="keyword">></span>(num_non_zeros);</div>
|
|
<div class="line"><a id="l01174" name="l01174"></a><span class="lineno"> 1174</span>}</div>
|
|
<div class="line"><a id="l01175" name="l01175"></a><span class="lineno"> 1175</span> </div>
|
|
<div class="line"><a id="l01176" name="l01176"></a><span class="lineno"> 1176</span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeDivisorSoThatRangeContainsOne(<a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude,</div>
|
|
<div class="line"><a id="l01177" name="l01177"></a><span class="lineno"> 1177</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude) {</div>
|
|
<div class="line"><a id="l01178" name="l01178"></a><span class="lineno"> 1178</span> <span class="keywordflow">if</span> (min_magnitude > 1.0 && min_magnitude < <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l01179" name="l01179"></a><span class="lineno"> 1179</span> <span class="keywordflow">return</span> min_magnitude;</div>
|
|
<div class="line"><a id="l01180" name="l01180"></a><span class="lineno"> 1180</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (max_magnitude > 0.0 && max_magnitude < 1.0) {</div>
|
|
<div class="line"><a id="l01181" name="l01181"></a><span class="lineno"> 1181</span> <span class="keywordflow">return</span> max_magnitude;</div>
|
|
<div class="line"><a id="l01182" name="l01182"></a><span class="lineno"> 1182</span> }</div>
|
|
<div class="line"><a id="l01183" name="l01183"></a><span class="lineno"> 1183</span> <span class="keywordflow">return</span> 1.0;</div>
|
|
<div class="line"><a id="l01184" name="l01184"></a><span class="lineno"> 1184</span>}</div>
|
|
<div class="line"><a id="l01185" name="l01185"></a><span class="lineno"> 1185</span> </div>
|
|
<div class="line"><a id="l01186" name="l01186"></a><span class="lineno"> 1186</span>} <span class="comment">// namespace</span></div>
|
|
<div class="line"><a id="l01187" name="l01187"></a><span class="lineno"> 1187</span> </div>
|
|
<div class="line"><a id="l01188" name="l01188"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611"> 1188</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611">LinearProgram::ScaleObjective</a>(</div>
|
|
<div class="line"><a id="l01189" name="l01189"></a><span class="lineno"> 1189</span> <a class="code hl_enumeration" href="namespaceoperations__research_1_1glop.html#ab6f11e2c930c0d4c390a9578db0af240">GlopParameters::CostScalingAlgorithm</a> method) {</div>
|
|
<div class="line"><a id="l01190" name="l01190"></a><span class="lineno"> 1190</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude = <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a id="l01191" name="l01191"></a><span class="lineno"> 1191</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude = 0.0;</div>
|
|
<div class="line"><a id="l01192" name="l01192"></a><span class="lineno"> 1192</span> UpdateMinAndMaxMagnitude(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>(), &min_magnitude,</div>
|
|
<div class="line"><a id="l01193" name="l01193"></a><span class="lineno"> 1193</span> &max_magnitude);</div>
|
|
<div class="line"><a id="l01194" name="l01194"></a><span class="lineno"> 1194</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cost_scaling_factor = 1.0;</div>
|
|
<div class="line"><a id="l01195" name="l01195"></a><span class="lineno"> 1195</span> <span class="keywordflow">switch</span> (method) {</div>
|
|
<div class="line"><a id="l01196" name="l01196"></a><span class="lineno"> 1196</span> <span class="keywordflow">case</span> <a class="code hl_variable" href="classoperations__research_1_1glop_1_1_glop_parameters.html#ad0c4c8cb879d7691e63547746cf50276">GlopParameters::NO_COST_SCALING</a>:</div>
|
|
<div class="line"><a id="l01197" name="l01197"></a><span class="lineno"> 1197</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l01198" name="l01198"></a><span class="lineno"> 1198</span> <span class="keywordflow">case</span> <a class="code hl_variable" href="classoperations__research_1_1glop_1_1_glop_parameters.html#aff26f60e4362c72cf8f3812ffd33002f">GlopParameters::CONTAIN_ONE_COST_SCALING</a>:</div>
|
|
<div class="line"><a id="l01199" name="l01199"></a><span class="lineno"> 1199</span> cost_scaling_factor =</div>
|
|
<div class="line"><a id="l01200" name="l01200"></a><span class="lineno"> 1200</span> ComputeDivisorSoThatRangeContainsOne(min_magnitude, max_magnitude);</div>
|
|
<div class="line"><a id="l01201" name="l01201"></a><span class="lineno"> 1201</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l01202" name="l01202"></a><span class="lineno"> 1202</span> <span class="keywordflow">case</span> <a class="code hl_variable" href="classoperations__research_1_1glop_1_1_glop_parameters.html#a4c56f991209414085b6650c22418c695">GlopParameters::MEAN_COST_SCALING</a>:</div>
|
|
<div class="line"><a id="l01203" name="l01203"></a><span class="lineno"> 1203</span> cost_scaling_factor = GetMeanScalingFactor(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>());</div>
|
|
<div class="line"><a id="l01204" name="l01204"></a><span class="lineno"> 1204</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l01205" name="l01205"></a><span class="lineno"> 1205</span> <span class="keywordflow">case</span> <a class="code hl_variable" href="classoperations__research_1_1glop_1_1_glop_parameters.html#aeba64f4620a8ed727a1ed52f6d68d5e3">GlopParameters::MEDIAN_COST_SCALING</a>:</div>
|
|
<div class="line"><a id="l01206" name="l01206"></a><span class="lineno"> 1206</span> cost_scaling_factor = GetMedianScalingFactor(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>());</div>
|
|
<div class="line"><a id="l01207" name="l01207"></a><span class="lineno"> 1207</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l01208" name="l01208"></a><span class="lineno"> 1208</span> }</div>
|
|
<div class="line"><a id="l01209" name="l01209"></a><span class="lineno"> 1209</span> <span class="keywordflow">if</span> (cost_scaling_factor != 1.0) {</div>
|
|
<div class="line"><a id="l01210" name="l01210"></a><span class="lineno"> 1210</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01211" name="l01211"></a><span class="lineno"> 1211</span> <span class="keywordflow">if</span> (<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01212" name="l01212"></a><span class="lineno"> 1212</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(</div>
|
|
<div class="line"><a id="l01213" name="l01213"></a><span class="lineno"> 1213</span> <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / cost_scaling_factor);</div>
|
|
<div class="line"><a id="l01214" name="l01214"></a><span class="lineno"> 1214</span> }</div>
|
|
<div class="line"><a id="l01215" name="l01215"></a><span class="lineno"> 1215</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() * cost_scaling_factor);</div>
|
|
<div class="line"><a id="l01216" name="l01216"></a><span class="lineno"> 1216</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() / cost_scaling_factor);</div>
|
|
<div class="line"><a id="l01217" name="l01217"></a><span class="lineno"> 1217</span> }</div>
|
|
<div class="line"><a id="l01218" name="l01218"></a><span class="lineno"> 1218</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Objective magnitude range is ["</span> << min_magnitude << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a id="l01219" name="l01219"></a><span class="lineno"> 1219</span> << max_magnitude << <span class="stringliteral">"] (dividing by "</span> << cost_scaling_factor << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a id="l01220" name="l01220"></a><span class="lineno"> 1220</span> <span class="keywordflow">return</span> cost_scaling_factor;</div>
|
|
<div class="line"><a id="l01221" name="l01221"></a><span class="lineno"> 1221</span>}</div>
|
|
<div class="line"><a id="l01222" name="l01222"></a><span class="lineno"> 1222</span> </div>
|
|
<div class="line"><a id="l01223" name="l01223"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1"> 1223</a></span><a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1">LinearProgram::ScaleBounds</a>() {</div>
|
|
<div class="line"><a id="l01224" name="l01224"></a><span class="lineno"> 1224</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude = <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a id="l01225" name="l01225"></a><span class="lineno"> 1225</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude = 0.0;</div>
|
|
<div class="line"><a id="l01226" name="l01226"></a><span class="lineno"> 1226</span> UpdateMinAndMaxMagnitude(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>(), &min_magnitude,</div>
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<div class="line"><a id="l01227" name="l01227"></a><span class="lineno"> 1227</span> &max_magnitude);</div>
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<div class="line"><a id="l01228" name="l01228"></a><span class="lineno"> 1228</span> UpdateMinAndMaxMagnitude(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>(), &min_magnitude,</div>
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<div class="line"><a id="l01229" name="l01229"></a><span class="lineno"> 1229</span> &max_magnitude);</div>
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<div class="line"><a id="l01230" name="l01230"></a><span class="lineno"> 1230</span> UpdateMinAndMaxMagnitude(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>(), &min_magnitude,</div>
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<div class="line"><a id="l01231" name="l01231"></a><span class="lineno"> 1231</span> &max_magnitude);</div>
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<div class="line"><a id="l01232" name="l01232"></a><span class="lineno"> 1232</span> UpdateMinAndMaxMagnitude(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>(), &min_magnitude,</div>
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<div class="line"><a id="l01233" name="l01233"></a><span class="lineno"> 1233</span> &max_magnitude);</div>
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<div class="line"><a id="l01234" name="l01234"></a><span class="lineno"> 1234</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_scaling_factor =</div>
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<div class="line"><a id="l01235" name="l01235"></a><span class="lineno"> 1235</span> ComputeDivisorSoThatRangeContainsOne(min_magnitude, max_magnitude);</div>
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<div class="line"><a id="l01236" name="l01236"></a><span class="lineno"> 1236</span> <span class="keywordflow">if</span> (bound_scaling_factor != 1.0) {</div>
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<div class="line"><a id="l01237" name="l01237"></a><span class="lineno"> 1237</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() *</div>
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<div class="line"><a id="l01238" name="l01238"></a><span class="lineno"> 1238</span> bound_scaling_factor);</div>
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<div class="line"><a id="l01239" name="l01239"></a><span class="lineno"> 1239</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() / bound_scaling_factor);</div>
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<div class="line"><a id="l01240" name="l01240"></a><span class="lineno"> 1240</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a id="l01241" name="l01241"></a><span class="lineno"> 1241</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a id="l01242" name="l01242"></a><span class="lineno"> 1242</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / bound_scaling_factor,</div>
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<div class="line"><a id="l01243" name="l01243"></a><span class="lineno"> 1243</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / bound_scaling_factor);</div>
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<div class="line"><a id="l01244" name="l01244"></a><span class="lineno"> 1244</span> }</div>
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<div class="line"><a id="l01245" name="l01245"></a><span class="lineno"> 1245</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l01246" name="l01246"></a><span class="lineno"> 1246</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(</div>
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<div class="line"><a id="l01247" name="l01247"></a><span class="lineno"> 1247</span> <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / bound_scaling_factor,</div>
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<div class="line"><a id="l01248" name="l01248"></a><span class="lineno"> 1248</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / bound_scaling_factor);</div>
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<div class="line"><a id="l01249" name="l01249"></a><span class="lineno"> 1249</span> }</div>
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<div class="line"><a id="l01250" name="l01250"></a><span class="lineno"> 1250</span> }</div>
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<div class="line"><a id="l01251" name="l01251"></a><span class="lineno"> 1251</span> </div>
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<div class="line"><a id="l01252" name="l01252"></a><span class="lineno"> 1252</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bounds magnitude range is ["</span> << min_magnitude << <span class="stringliteral">", "</span></div>
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<div class="line"><a id="l01253" name="l01253"></a><span class="lineno"> 1253</span> << max_magnitude << <span class="stringliteral">"] (dividing bounds by "</span> << bound_scaling_factor</div>
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<div class="line"><a id="l01254" name="l01254"></a><span class="lineno"> 1254</span> << <span class="stringliteral">")."</span>;</div>
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<div class="line"><a id="l01255" name="l01255"></a><span class="lineno"> 1255</span> <span class="keywordflow">return</span> bound_scaling_factor;</div>
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<div class="line"><a id="l01256" name="l01256"></a><span class="lineno"> 1256</span>}</div>
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<div class="line"><a id="l01257" name="l01257"></a><span class="lineno"> 1257</span> </div>
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<div class="line"><a id="l01258" name="l01258"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121"> 1258</a></span><span class="keywordtype">void</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">LinearProgram::DeleteRows</a>(<span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a>& rows_to_delete) {</div>
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<div class="line"><a id="l01259" name="l01259"></a><span class="lineno"> 1259</span> <span class="keywordflow">if</span> (rows_to_delete.<a class="code hl_function" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) <span class="keywordflow">return</span>;</div>
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|
<div class="line"><a id="l01260" name="l01260"></a><span class="lineno"> 1260</span> </div>
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<div class="line"><a id="l01261" name="l01261"></a><span class="lineno"> 1261</span> <span class="comment">// Deal with row-indexed data and construct the row mapping that will need to</span></div>
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|
<div class="line"><a id="l01262" name="l01262"></a><span class="lineno"> 1262</span> <span class="comment">// be applied to every column entry.</span></div>
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<div class="line"><a id="l01263" name="l01263"></a><span class="lineno"> 1263</span> <span class="keyword">const</span> RowIndex num_rows = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
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<div class="line"><a id="l01264" name="l01264"></a><span class="lineno"> 1264</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_permutation.html">RowPermutation</a> permutation(num_rows);</div>
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<div class="line"><a id="l01265" name="l01265"></a><span class="lineno"> 1265</span> RowIndex new_index(0);</div>
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<div class="line"><a id="l01266" name="l01266"></a><span class="lineno"> 1266</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a id="l01267" name="l01267"></a><span class="lineno"> 1267</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= rows_to_delete.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || !rows_to_delete[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
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<div class="line"><a id="l01268" name="l01268"></a><span class="lineno"> 1268</span> constraint_lower_bounds_[new_index] = constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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|
<div class="line"><a id="l01269" name="l01269"></a><span class="lineno"> 1269</span> constraint_upper_bounds_[new_index] = constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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|
<div class="line"><a id="l01270" name="l01270"></a><span class="lineno"> 1270</span> constraint_names_[new_index].swap(constraint_names_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a id="l01271" name="l01271"></a><span class="lineno"> 1271</span> permutation[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = new_index;</div>
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<div class="line"><a id="l01272" name="l01272"></a><span class="lineno"> 1272</span> ++new_index;</div>
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<div class="line"><a id="l01273" name="l01273"></a><span class="lineno"> 1273</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01274" name="l01274"></a><span class="lineno"> 1274</span> permutation[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
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<div class="line"><a id="l01275" name="l01275"></a><span class="lineno"> 1275</span> }</div>
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|
<div class="line"><a id="l01276" name="l01276"></a><span class="lineno"> 1276</span> }</div>
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<div class="line"><a id="l01277" name="l01277"></a><span class="lineno"> 1277</span> constraint_lower_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
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<div class="line"><a id="l01278" name="l01278"></a><span class="lineno"> 1278</span> constraint_upper_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
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|
<div class="line"><a id="l01279" name="l01279"></a><span class="lineno"> 1279</span> constraint_names_.resize(new_index, <span class="stringliteral">""</span>);</div>
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<div class="line"><a id="l01280" name="l01280"></a><span class="lineno"> 1280</span> </div>
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<div class="line"><a id="l01281" name="l01281"></a><span class="lineno"> 1281</span> <span class="comment">// Remove the rows from the matrix.</span></div>
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<div class="line"><a id="l01282" name="l01282"></a><span class="lineno"> 1282</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a860e7a37e8c7c2f5f7f0a73d3e3473f0">DeleteRows</a>(new_index, permutation);</div>
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<div class="line"><a id="l01283" name="l01283"></a><span class="lineno"> 1283</span> </div>
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<div class="line"><a id="l01284" name="l01284"></a><span class="lineno"> 1284</span> <span class="comment">// Remove the id of the deleted rows and adjust the index of the other.</span></div>
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<div class="line"><a id="l01285" name="l01285"></a><span class="lineno"> 1285</span> absl::flat_hash_map<std::string, RowIndex>::iterator it =</div>
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<div class="line"><a id="l01286" name="l01286"></a><span class="lineno"> 1286</span> constraint_table_.begin();</div>
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<div class="line"><a id="l01287" name="l01287"></a><span class="lineno"> 1287</span> <span class="keywordflow">while</span> (it != constraint_table_.end()) {</div>
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<div class="line"><a id="l01288" name="l01288"></a><span class="lineno"> 1288</span> <span class="keyword">const</span> RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = it->second;</div>
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<div class="line"><a id="l01289" name="l01289"></a><span class="lineno"> 1289</span> <span class="keywordflow">if</span> (permutation[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
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<div class="line"><a id="l01290" name="l01290"></a><span class="lineno"> 1290</span> it->second = permutation[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a id="l01291" name="l01291"></a><span class="lineno"> 1291</span> ++it;</div>
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<div class="line"><a id="l01292" name="l01292"></a><span class="lineno"> 1292</span> } <span class="keywordflow">else</span> {</div>
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<div class="line"><a id="l01293" name="l01293"></a><span class="lineno"> 1293</span> <span class="comment">// This safely deletes the entry and moves the iterator one step ahead.</span></div>
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<div class="line"><a id="l01294" name="l01294"></a><span class="lineno"> 1294</span> constraint_table_.erase(it++);</div>
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<div class="line"><a id="l01295" name="l01295"></a><span class="lineno"> 1295</span> }</div>
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<div class="line"><a id="l01296" name="l01296"></a><span class="lineno"> 1296</span> }</div>
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<div class="line"><a id="l01297" name="l01297"></a><span class="lineno"> 1297</span> </div>
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<div class="line"><a id="l01298" name="l01298"></a><span class="lineno"> 1298</span> <span class="comment">// Eventually update transpose_matrix_.</span></div>
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<div class="line"><a id="l01299" name="l01299"></a><span class="lineno"> 1299</span> <span class="keywordflow">if</span> (transpose_matrix_is_consistent_) {</div>
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<div class="line"><a id="l01300" name="l01300"></a><span class="lineno"> 1300</span> transpose_matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(</div>
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<div class="line"><a id="l01301" name="l01301"></a><span class="lineno"> 1301</span> <span class="keyword">reinterpret_cast<</span><span class="keyword">const </span><a class="code hl_class" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a>&<span class="keyword">></span>(rows_to_delete));</div>
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<div class="line"><a id="l01302" name="l01302"></a><span class="lineno"> 1302</span> }</div>
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<div class="line"><a id="l01303" name="l01303"></a><span class="lineno"> 1303</span>}</div>
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<div class="line"><a id="l01304" name="l01304"></a><span class="lineno"> 1304</span> </div>
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<div class="line"><a id="l01305" name="l01305"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed"> 1305</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed">LinearProgram::IsValid</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a id="l01306" name="l01306"></a><span class="lineno"> 1306</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(objective_offset_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l01307" name="l01307"></a><span class="lineno"> 1307</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(objective_scaling_factor_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l01308" name="l01308"></a><span class="lineno"> 1308</span> <span class="keywordflow">if</span> (objective_scaling_factor_ == 0.0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l01309" name="l01309"></a><span class="lineno"> 1309</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
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<div class="line"><a id="l01310" name="l01310"></a><span class="lineno"> 1310</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01311" name="l01311"></a><span class="lineno"> 1311</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">AreBoundsValid</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a id="l01312" name="l01312"></a><span class="lineno"> 1312</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) {</div>
|
|
<div class="line"><a id="l01313" name="l01313"></a><span class="lineno"> 1313</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01314" name="l01314"></a><span class="lineno"> 1314</span> }</div>
|
|
<div class="line"><a id="l01315" name="l01315"></a><span class="lineno"> 1315</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) {</div>
|
|
<div class="line"><a id="l01316" name="l01316"></a><span class="lineno"> 1316</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01317" name="l01317"></a><span class="lineno"> 1317</span> }</div>
|
|
<div class="line"><a id="l01318" name="l01318"></a><span class="lineno"> 1318</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a id="l01319" name="l01319"></a><span class="lineno"> 1319</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(e.coefficient())) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01320" name="l01320"></a><span class="lineno"> 1320</span> }</div>
|
|
<div class="line"><a id="l01321" name="l01321"></a><span class="lineno"> 1321</span> }</div>
|
|
<div class="line"><a id="l01322" name="l01322"></a><span class="lineno"> 1322</span> <span class="keywordflow">if</span> (constraint_upper_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() != constraint_lower_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()) {</div>
|
|
<div class="line"><a id="l01323" name="l01323"></a><span class="lineno"> 1323</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01324" name="l01324"></a><span class="lineno"> 1324</span> }</div>
|
|
<div class="line"><a id="l01325" name="l01325"></a><span class="lineno"> 1325</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < constraint_lower_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01326" name="l01326"></a><span class="lineno"> 1326</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">AreBoundsValid</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a id="l01327" name="l01327"></a><span class="lineno"> 1327</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>])) {</div>
|
|
<div class="line"><a id="l01328" name="l01328"></a><span class="lineno"> 1328</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01329" name="l01329"></a><span class="lineno"> 1329</span> }</div>
|
|
<div class="line"><a id="l01330" name="l01330"></a><span class="lineno"> 1330</span> }</div>
|
|
<div class="line"><a id="l01331" name="l01331"></a><span class="lineno"> 1331</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01332" name="l01332"></a><span class="lineno"> 1332</span>}</div>
|
|
<div class="line"><a id="l01333" name="l01333"></a><span class="lineno"> 1333</span> </div>
|
|
<div class="line"><a id="l01334" name="l01334"></a><span class="lineno"> 1334</span>std::string LinearProgram::ProblemStatFormatter(</div>
|
|
<div class="line"><a id="l01335" name="l01335"></a><span class="lineno"> 1335</span> <span class="keyword">const</span> absl::string_view format)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01336" name="l01336"></a><span class="lineno"> 1336</span> <span class="keywordtype">int</span> num_objective_non_zeros = 0;</div>
|
|
<div class="line"><a id="l01337" name="l01337"></a><span class="lineno"> 1337</span> <span class="keywordtype">int</span> num_non_negative_variables = 0;</div>
|
|
<div class="line"><a id="l01338" name="l01338"></a><span class="lineno"> 1338</span> <span class="keywordtype">int</span> num_boxed_variables = 0;</div>
|
|
<div class="line"><a id="l01339" name="l01339"></a><span class="lineno"> 1339</span> <span class="keywordtype">int</span> num_free_variables = 0;</div>
|
|
<div class="line"><a id="l01340" name="l01340"></a><span class="lineno"> 1340</span> <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
|
|
<div class="line"><a id="l01341" name="l01341"></a><span class="lineno"> 1341</span> <span class="keywordtype">int</span> num_other_variables = 0;</div>
|
|
<div class="line"><a id="l01342" name="l01342"></a><span class="lineno"> 1342</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a id="l01343" name="l01343"></a><span class="lineno"> 1343</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01344" name="l01344"></a><span class="lineno"> 1344</span> <span class="keywordflow">if</span> (<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">objective_coefficients</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0) {</div>
|
|
<div class="line"><a id="l01345" name="l01345"></a><span class="lineno"> 1345</span> ++num_objective_non_zeros;</div>
|
|
<div class="line"><a id="l01346" name="l01346"></a><span class="lineno"> 1346</span> }</div>
|
|
<div class="line"><a id="l01347" name="l01347"></a><span class="lineno"> 1347</span> </div>
|
|
<div class="line"><a id="l01348" name="l01348"></a><span class="lineno"> 1348</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">variable_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01349" name="l01349"></a><span class="lineno"> 1349</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">variable_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a id="l01350" name="l01350"></a><span class="lineno"> 1350</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> lower_bounded = (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a id="l01351" name="l01351"></a><span class="lineno"> 1351</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> upper_bounded = (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a id="l01352" name="l01352"></a><span class="lineno"> 1352</span> </div>
|
|
<div class="line"><a id="l01353" name="l01353"></a><span class="lineno"> 1353</span> <span class="keywordflow">if</span> (!lower_bounded && !upper_bounded) {</div>
|
|
<div class="line"><a id="l01354" name="l01354"></a><span class="lineno"> 1354</span> ++num_free_variables;</div>
|
|
<div class="line"><a id="l01355" name="l01355"></a><span class="lineno"> 1355</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == 0.0 && !upper_bounded) {</div>
|
|
<div class="line"><a id="l01356" name="l01356"></a><span class="lineno"> 1356</span> ++num_non_negative_variables;</div>
|
|
<div class="line"><a id="l01357" name="l01357"></a><span class="lineno"> 1357</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (!upper_bounded || !lower_bounded) {</div>
|
|
<div class="line"><a id="l01358" name="l01358"></a><span class="lineno"> 1358</span> ++num_other_variables;</div>
|
|
<div class="line"><a id="l01359" name="l01359"></a><span class="lineno"> 1359</span> } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l01360" name="l01360"></a><span class="lineno"> 1360</span> ++num_fixed_variables;</div>
|
|
<div class="line"><a id="l01361" name="l01361"></a><span class="lineno"> 1361</span> } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a id="l01362" name="l01362"></a><span class="lineno"> 1362</span> ++num_boxed_variables;</div>
|
|
<div class="line"><a id="l01363" name="l01363"></a><span class="lineno"> 1363</span> }</div>
|
|
<div class="line"><a id="l01364" name="l01364"></a><span class="lineno"> 1364</span> }</div>
|
|
<div class="line"><a id="l01365" name="l01365"></a><span class="lineno"> 1365</span> </div>
|
|
<div class="line"><a id="l01366" name="l01366"></a><span class="lineno"> 1366</span> <span class="keywordtype">int</span> num_range_constraints = 0;</div>
|
|
<div class="line"><a id="l01367" name="l01367"></a><span class="lineno"> 1367</span> <span class="keywordtype">int</span> num_less_than_constraints = 0;</div>
|
|
<div class="line"><a id="l01368" name="l01368"></a><span class="lineno"> 1368</span> <span class="keywordtype">int</span> num_greater_than_constraints = 0;</div>
|
|
<div class="line"><a id="l01369" name="l01369"></a><span class="lineno"> 1369</span> <span class="keywordtype">int</span> num_equal_constraints = 0;</div>
|
|
<div class="line"><a id="l01370" name="l01370"></a><span class="lineno"> 1370</span> <span class="keywordtype">int</span> num_rhs_non_zeros = 0;</div>
|
|
<div class="line"><a id="l01371" name="l01371"></a><span class="lineno"> 1371</span> <span class="keyword">const</span> RowIndex num_rows = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a id="l01372" name="l01372"></a><span class="lineno"> 1372</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01373" name="l01373"></a><span class="lineno"> 1373</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">constraint_lower_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01374" name="l01374"></a><span class="lineno"> 1374</span> <span class="keyword">const</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">constraint_upper_bounds</a>()[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a id="l01375" name="l01375"></a><span class="lineno"> 1375</span> <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a>, <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>)) {</div>
|
|
<div class="line"><a id="l01376" name="l01376"></a><span class="lineno"> 1376</span> <span class="comment">// TODO(user): we currently count a free row as a range constraint.</span></div>
|
|
<div class="line"><a id="l01377" name="l01377"></a><span class="lineno"> 1377</span> <span class="comment">// Add a new category?</span></div>
|
|
<div class="line"><a id="l01378" name="l01378"></a><span class="lineno"> 1378</span> ++num_range_constraints;</div>
|
|
<div class="line"><a id="l01379" name="l01379"></a><span class="lineno"> 1379</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01380" name="l01380"></a><span class="lineno"> 1380</span> }</div>
|
|
<div class="line"><a id="l01381" name="l01381"></a><span class="lineno"> 1381</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == <a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a>) {</div>
|
|
<div class="line"><a id="l01382" name="l01382"></a><span class="lineno"> 1382</span> ++num_equal_constraints;</div>
|
|
<div class="line"><a id="l01383" name="l01383"></a><span class="lineno"> 1383</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != 0) {</div>
|
|
<div class="line"><a id="l01384" name="l01384"></a><span class="lineno"> 1384</span> ++num_rhs_non_zeros;</div>
|
|
<div class="line"><a id="l01385" name="l01385"></a><span class="lineno"> 1385</span> }</div>
|
|
<div class="line"><a id="l01386" name="l01386"></a><span class="lineno"> 1386</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01387" name="l01387"></a><span class="lineno"> 1387</span> }</div>
|
|
<div class="line"><a id="l01388" name="l01388"></a><span class="lineno"> 1388</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> == -<a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l01389" name="l01389"></a><span class="lineno"> 1389</span> ++num_less_than_constraints;</div>
|
|
<div class="line"><a id="l01390" name="l01390"></a><span class="lineno"> 1390</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> != 0) {</div>
|
|
<div class="line"><a id="l01391" name="l01391"></a><span class="lineno"> 1391</span> ++num_rhs_non_zeros;</div>
|
|
<div class="line"><a id="l01392" name="l01392"></a><span class="lineno"> 1392</span> }</div>
|
|
<div class="line"><a id="l01393" name="l01393"></a><span class="lineno"> 1393</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01394" name="l01394"></a><span class="lineno"> 1394</span> }</div>
|
|
<div class="line"><a id="l01395" name="l01395"></a><span class="lineno"> 1395</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a> == <a class="code hl_variable" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a id="l01396" name="l01396"></a><span class="lineno"> 1396</span> ++num_greater_than_constraints;</div>
|
|
<div class="line"><a id="l01397" name="l01397"></a><span class="lineno"> 1397</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a> != 0) {</div>
|
|
<div class="line"><a id="l01398" name="l01398"></a><span class="lineno"> 1398</span> ++num_rhs_non_zeros;</div>
|
|
<div class="line"><a id="l01399" name="l01399"></a><span class="lineno"> 1399</span> }</div>
|
|
<div class="line"><a id="l01400" name="l01400"></a><span class="lineno"> 1400</span> <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a id="l01401" name="l01401"></a><span class="lineno"> 1401</span> }</div>
|
|
<div class="line"><a id="l01402" name="l01402"></a><span class="lineno"> 1402</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"There is a bug since all possible cases for the row bounds "</span></div>
|
|
<div class="line"><a id="l01403" name="l01403"></a><span class="lineno"> 1403</span> <span class="stringliteral">"should have been accounted for. row="</span></div>
|
|
<div class="line"><a id="l01404" name="l01404"></a><span class="lineno"> 1404</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a id="l01405" name="l01405"></a><span class="lineno"> 1405</span> }</div>
|
|
<div class="line"><a id="l01406" name="l01406"></a><span class="lineno"> 1406</span> </div>
|
|
<div class="line"><a id="l01407" name="l01407"></a><span class="lineno"> 1407</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_integer_variables = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>().size();</div>
|
|
<div class="line"><a id="l01408" name="l01408"></a><span class="lineno"> 1408</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_binary_variables = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60">BinaryVariablesList</a>().size();</div>
|
|
<div class="line"><a id="l01409" name="l01409"></a><span class="lineno"> 1409</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_non_binary_variables = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082">NonBinaryVariablesList</a>().size();</div>
|
|
<div class="line"><a id="l01410" name="l01410"></a><span class="lineno"> 1410</span> <span class="keyword">const</span> <span class="keywordtype">int</span> num_continuous_variables =</div>
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|
<div class="line"><a id="l01411" name="l01411"></a><span class="lineno"> 1411</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()) - num_integer_variables;</div>
|
|
<div class="line"><a id="l01412" name="l01412"></a><span class="lineno"> 1412</span> <span class="keyword">auto</span> format_runtime =</div>
|
|
<div class="line"><a id="l01413" name="l01413"></a><span class="lineno"> 1413</span> absl::ParsedFormat<<span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>,</div>
|
|
<div class="line"><a id="l01414" name="l01414"></a><span class="lineno"> 1414</span> <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>, <span class="charliteral">'d'</span>>::New(format);</div>
|
|
<div class="line"><a id="l01415" name="l01415"></a><span class="lineno"> 1415</span> <a class="code hl_define" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(format_runtime);</div>
|
|
<div class="line"><a id="l01416" name="l01416"></a><span class="lineno"> 1416</span> <span class="keywordflow">return</span> absl::StrFormat(</div>
|
|
<div class="line"><a id="l01417" name="l01417"></a><span class="lineno"> 1417</span> *format_runtime, <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1">RowToIntIndex</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()),</div>
|
|
<div class="line"><a id="l01418" name="l01418"></a><span class="lineno"> 1418</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()), matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().value(),</div>
|
|
<div class="line"><a id="l01419" name="l01419"></a><span class="lineno"> 1419</span> num_objective_non_zeros, num_rhs_non_zeros, num_less_than_constraints,</div>
|
|
<div class="line"><a id="l01420" name="l01420"></a><span class="lineno"> 1420</span> num_greater_than_constraints, num_equal_constraints,</div>
|
|
<div class="line"><a id="l01421" name="l01421"></a><span class="lineno"> 1421</span> num_range_constraints, num_non_negative_variables, num_boxed_variables,</div>
|
|
<div class="line"><a id="l01422" name="l01422"></a><span class="lineno"> 1422</span> num_free_variables, num_fixed_variables, num_other_variables,</div>
|
|
<div class="line"><a id="l01423" name="l01423"></a><span class="lineno"> 1423</span> num_integer_variables, num_binary_variables, num_non_binary_variables,</div>
|
|
<div class="line"><a id="l01424" name="l01424"></a><span class="lineno"> 1424</span> num_continuous_variables);</div>
|
|
<div class="line"><a id="l01425" name="l01425"></a><span class="lineno"> 1425</span>}</div>
|
|
<div class="line"><a id="l01426" name="l01426"></a><span class="lineno"> 1426</span> </div>
|
|
<div class="line"><a id="l01427" name="l01427"></a><span class="lineno"> 1427</span>std::string LinearProgram::NonZeroStatFormatter(</div>
|
|
<div class="line"><a id="l01428" name="l01428"></a><span class="lineno"> 1428</span> <span class="keyword">const</span> absl::string_view format)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01429" name="l01429"></a><span class="lineno"> 1429</span> StrictITIVector<RowIndex, EntryIndex> num_entries_in_row(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(),</div>
|
|
<div class="line"><a id="l01430" name="l01430"></a><span class="lineno"> 1430</span> EntryIndex(0));</div>
|
|
<div class="line"><a id="l01431" name="l01431"></a><span class="lineno"> 1431</span> StrictITIVector<ColIndex, EntryIndex> num_entries_in_column(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(),</div>
|
|
<div class="line"><a id="l01432" name="l01432"></a><span class="lineno"> 1432</span> EntryIndex(0));</div>
|
|
<div class="line"><a id="l01433" name="l01433"></a><span class="lineno"> 1433</span> EntryIndex <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>(0);</div>
|
|
<div class="line"><a id="l01434" name="l01434"></a><span class="lineno"> 1434</span> <span class="keyword">const</span> ColIndex num_cols = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a id="l01435" name="l01435"></a><span class="lineno"> 1435</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01436" name="l01436"></a><span class="lineno"> 1436</span> <span class="keyword">const</span> SparseColumn& sparse_column = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a id="l01437" name="l01437"></a><span class="lineno"> 1437</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a> += sparse_column.num_entries();</div>
|
|
<div class="line"><a id="l01438" name="l01438"></a><span class="lineno"> 1438</span> num_entries_in_column[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = sparse_column.num_entries();</div>
|
|
<div class="line"><a id="l01439" name="l01439"></a><span class="lineno"> 1439</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : sparse_column) {</div>
|
|
<div class="line"><a id="l01440" name="l01440"></a><span class="lineno"> 1440</span> ++num_entries_in_row[e.row()];</div>
|
|
<div class="line"><a id="l01441" name="l01441"></a><span class="lineno"> 1441</span> }</div>
|
|
<div class="line"><a id="l01442" name="l01442"></a><span class="lineno"> 1442</span> }</div>
|
|
<div class="line"><a id="l01443" name="l01443"></a><span class="lineno"> 1443</span> </div>
|
|
<div class="line"><a id="l01444" name="l01444"></a><span class="lineno"> 1444</span> <span class="comment">// To avoid division by 0 if there are no columns or no rows, we set</span></div>
|
|
<div class="line"><a id="l01445" name="l01445"></a><span class="lineno"> 1445</span> <span class="comment">// height and width to be at least one.</span></div>
|
|
<div class="line"><a id="l01446" name="l01446"></a><span class="lineno"> 1446</span> <span class="keyword">const</span> int64_t height = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1">RowToIntIndex</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()), 1);</div>
|
|
<div class="line"><a id="l01447" name="l01447"></a><span class="lineno"> 1447</span> <span class="keyword">const</span> int64_t width = <a class="code hl_variable" href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">std::max</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()), 1);</div>
|
|
<div class="line"><a id="l01448" name="l01448"></a><span class="lineno"> 1448</span> <span class="keyword">const</span> <span class="keywordtype">double</span> fill_rate = 100.0 * <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>.value()) /</div>
|
|
<div class="line"><a id="l01449" name="l01449"></a><span class="lineno"> 1449</span> <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(height * width);</div>
|
|
<div class="line"><a id="l01450" name="l01450"></a><span class="lineno"> 1450</span> </div>
|
|
<div class="line"><a id="l01451" name="l01451"></a><span class="lineno"> 1451</span> <span class="keyword">auto</span> format_runtime =</div>
|
|
<div class="line"><a id="l01452" name="l01452"></a><span class="lineno"> 1452</span> absl::ParsedFormat<'f', 'd', 'f', 'f', 'd', 'f', 'f'>::New(format);</div>
|
|
<div class="line"><a id="l01453" name="l01453"></a><span class="lineno"> 1453</span> <span class="keywordflow">return</span> absl::StrFormat(</div>
|
|
<div class="line"><a id="l01454" name="l01454"></a><span class="lineno"> 1454</span> *format_runtime, fill_rate, GetMaxElement(num_entries_in_row).<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>(),</div>
|
|
<div class="line"><a id="l01455" name="l01455"></a><span class="lineno"> 1455</span> Average(num_entries_in_row), StandardDeviation(num_entries_in_row),</div>
|
|
<div class="line"><a id="l01456" name="l01456"></a><span class="lineno"> 1456</span> GetMaxElement(num_entries_in_column).<a class="code hl_variable" href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a>(),</div>
|
|
<div class="line"><a id="l01457" name="l01457"></a><span class="lineno"> 1457</span> Average(num_entries_in_column), StandardDeviation(num_entries_in_column));</div>
|
|
<div class="line"><a id="l01458" name="l01458"></a><span class="lineno"> 1458</span>}</div>
|
|
<div class="line"><a id="l01459" name="l01459"></a><span class="lineno"> 1459</span> </div>
|
|
<div class="line"><a id="l01460" name="l01460"></a><span class="lineno"> 1460</span><span class="keywordtype">void</span> LinearProgram::ResizeRowsIfNeeded(RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01461" name="l01461"></a><span class="lineno"> 1461</span> <a class="code hl_define" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, 0);</div>
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|
<div class="line"><a id="l01462" name="l01462"></a><span class="lineno"> 1462</span> <span class="keywordflow">if</span> (<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()) {</div>
|
|
<div class="line"><a id="l01463" name="l01463"></a><span class="lineno"> 1463</span> transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01464" name="l01464"></a><span class="lineno"> 1464</span> matrix_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a55265e26d9e69e2d7a882bab054b8139">SetNumRows</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1);</div>
|
|
<div class="line"><a id="l01465" name="l01465"></a><span class="lineno"> 1465</span> constraint_lower_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a id="l01466" name="l01466"></a><span class="lineno"> 1466</span> constraint_upper_bounds_.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a id="l01467" name="l01467"></a><span class="lineno"> 1467</span> constraint_names_.resize(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a id="l01468" name="l01468"></a><span class="lineno"> 1468</span> }</div>
|
|
<div class="line"><a id="l01469" name="l01469"></a><span class="lineno"> 1469</span>}</div>
|
|
<div class="line"><a id="l01470" name="l01470"></a><span class="lineno"> 1470</span> </div>
|
|
<div class="line"><a id="l01471" name="l01471"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba"> 1471</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba">LinearProgram::IsInEquationForm</a>()<span class="keyword"> const </span>{</div>
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|
<div class="line"><a id="l01472" name="l01472"></a><span class="lineno"> 1472</span> <span class="keywordflow">for</span> (RowIndex constraint(0); constraint < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++constraint) {</div>
|
|
<div class="line"><a id="l01473" name="l01473"></a><span class="lineno"> 1473</span> <span class="keywordflow">if</span> (constraint_lower_bounds_[constraint] != 0.0 ||</div>
|
|
<div class="line"><a id="l01474" name="l01474"></a><span class="lineno"> 1474</span> constraint_upper_bounds_[constraint] != 0.0) {</div>
|
|
<div class="line"><a id="l01475" name="l01475"></a><span class="lineno"> 1475</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01476" name="l01476"></a><span class="lineno"> 1476</span> }</div>
|
|
<div class="line"><a id="l01477" name="l01477"></a><span class="lineno"> 1477</span> }</div>
|
|
<div class="line"><a id="l01478" name="l01478"></a><span class="lineno"> 1478</span> <span class="keyword">const</span> ColIndex num_slack_variables =</div>
|
|
<div class="line"><a id="l01479" name="l01479"></a><span class="lineno"> 1479</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>() - <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>();</div>
|
|
<div class="line"><a id="l01480" name="l01480"></a><span class="lineno"> 1480</span> <span class="keywordflow">return</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>().value() == num_slack_variables.value() &&</div>
|
|
<div class="line"><a id="l01481" name="l01481"></a><span class="lineno"> 1481</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a15dfa7820af8e00b9624297be497f95a">IsRightMostSquareMatrixIdentity</a>(matrix_);</div>
|
|
<div class="line"><a id="l01482" name="l01482"></a><span class="lineno"> 1482</span>}</div>
|
|
<div class="line"><a id="l01483" name="l01483"></a><span class="lineno"> 1483</span> </div>
|
|
<div class="line"><a id="l01484" name="l01484"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a38ca209d17d37eb31e29a4025ab0934f"> 1484</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a38ca209d17d37eb31e29a4025ab0934f">LinearProgram::BoundsOfIntegerVariablesAreInteger</a>(</div>
|
|
<div class="line"><a id="l01485" name="l01485"></a><span class="lineno"> 1485</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01486" name="l01486"></a><span class="lineno"> 1486</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>()) {</div>
|
|
<div class="line"><a id="l01487" name="l01487"></a><span class="lineno"> 1487</span> <span class="keywordflow">if</span> ((<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
|
|
<div class="line"><a id="l01488" name="l01488"></a><span class="lineno"> 1488</span> !<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], tolerance)) ||</div>
|
|
<div class="line"><a id="l01489" name="l01489"></a><span class="lineno"> 1489</span> (<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
|
|
<div class="line"><a id="l01490" name="l01490"></a><span class="lineno"> 1490</span> !<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], tolerance))) {</div>
|
|
<div class="line"><a id="l01491" name="l01491"></a><span class="lineno"> 1491</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bounds of variable "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() << <span class="stringliteral">" are non-integer ("</span></div>
|
|
<div class="line"><a id="l01492" name="l01492"></a><span class="lineno"> 1492</span> << variable_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a id="l01493" name="l01493"></a><span class="lineno"> 1493</span> << variable_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a id="l01494" name="l01494"></a><span class="lineno"> 1494</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01495" name="l01495"></a><span class="lineno"> 1495</span> }</div>
|
|
<div class="line"><a id="l01496" name="l01496"></a><span class="lineno"> 1496</span> }</div>
|
|
<div class="line"><a id="l01497" name="l01497"></a><span class="lineno"> 1497</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01498" name="l01498"></a><span class="lineno"> 1498</span>}</div>
|
|
<div class="line"><a id="l01499" name="l01499"></a><span class="lineno"> 1499</span> </div>
|
|
<div class="line"><a id="l01500" name="l01500"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a25349b5748c4f5f7eaa52d6986d14265"> 1500</a></span><span class="keywordtype">bool</span> <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a25349b5748c4f5f7eaa52d6986d14265">LinearProgram::BoundsOfIntegerConstraintsAreInteger</a>(</div>
|
|
<div class="line"><a id="l01501" name="l01501"></a><span class="lineno"> 1501</span> <a class="code hl_typedef" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01502" name="l01502"></a><span class="lineno"> 1502</span> <span class="comment">// Using transpose for this is faster (complexity = O(number of non zeros in</span></div>
|
|
<div class="line"><a id="l01503" name="l01503"></a><span class="lineno"> 1503</span> <span class="comment">// matrix)) than directly iterating through entries (complexity = O(number of</span></div>
|
|
<div class="line"><a id="l01504" name="l01504"></a><span class="lineno"> 1504</span> <span class="comment">// constraints * number of variables)).</span></div>
|
|
<div class="line"><a id="l01505" name="l01505"></a><span class="lineno"> 1505</span> <span class="keyword">const</span> <a class="code hl_class" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a id="l01506" name="l01506"></a><span class="lineno"> 1506</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = RowIndex(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01507" name="l01507"></a><span class="lineno"> 1507</span> <span class="keywordtype">bool</span> integer_constraint = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01508" name="l01508"></a><span class="lineno"> 1508</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code hl_typedef" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> <a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> : transpose.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">column</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
|
|
<div class="line"><a id="l01509" name="l01509"></a><span class="lineno"> 1509</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.row()))) {</div>
|
|
<div class="line"><a id="l01510" name="l01510"></a><span class="lineno"> 1510</span> integer_constraint = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01511" name="l01511"></a><span class="lineno"> 1511</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l01512" name="l01512"></a><span class="lineno"> 1512</span> }</div>
|
|
<div class="line"><a id="l01513" name="l01513"></a><span class="lineno"> 1513</span> <span class="keywordflow">if</span> (!<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(<a class="code hl_variable" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.coefficient(), tolerance)) {</div>
|
|
<div class="line"><a id="l01514" name="l01514"></a><span class="lineno"> 1514</span> integer_constraint = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01515" name="l01515"></a><span class="lineno"> 1515</span> <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a id="l01516" name="l01516"></a><span class="lineno"> 1516</span> }</div>
|
|
<div class="line"><a id="l01517" name="l01517"></a><span class="lineno"> 1517</span> }</div>
|
|
<div class="line"><a id="l01518" name="l01518"></a><span class="lineno"> 1518</span> <span class="keywordflow">if</span> (integer_constraint) {</div>
|
|
<div class="line"><a id="l01519" name="l01519"></a><span class="lineno"> 1519</span> <span class="keywordflow">if</span> ((<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) &&</div>
|
|
<div class="line"><a id="l01520" name="l01520"></a><span class="lineno"> 1520</span> !<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a id="l01521" name="l01521"></a><span class="lineno"> 1521</span> tolerance)) ||</div>
|
|
<div class="line"><a id="l01522" name="l01522"></a><span class="lineno"> 1522</span> (<a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) &&</div>
|
|
<div class="line"><a id="l01523" name="l01523"></a><span class="lineno"> 1523</span> !<a class="code hl_function" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a id="l01524" name="l01524"></a><span class="lineno"> 1524</span> tolerance))) {</div>
|
|
<div class="line"><a id="l01525" name="l01525"></a><span class="lineno"> 1525</span> <a class="code hl_define" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bounds of constraint "</span> << <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value()</div>
|
|
<div class="line"><a id="l01526" name="l01526"></a><span class="lineno"> 1526</span> << <span class="stringliteral">" are non-integer ("</span> << constraint_lower_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a id="l01527" name="l01527"></a><span class="lineno"> 1527</span> << constraint_upper_bounds_[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a id="l01528" name="l01528"></a><span class="lineno"> 1528</span> <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a id="l01529" name="l01529"></a><span class="lineno"> 1529</span> }</div>
|
|
<div class="line"><a id="l01530" name="l01530"></a><span class="lineno"> 1530</span> }</div>
|
|
<div class="line"><a id="l01531" name="l01531"></a><span class="lineno"> 1531</span> }</div>
|
|
<div class="line"><a id="l01532" name="l01532"></a><span class="lineno"> 1532</span> <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a id="l01533" name="l01533"></a><span class="lineno"> 1533</span>}</div>
|
|
<div class="line"><a id="l01534" name="l01534"></a><span class="lineno"> 1534</span> </div>
|
|
<div class="line"><a id="l01535" name="l01535"></a><span class="lineno"> 1535</span><span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a id="l01536" name="l01536"></a><span class="lineno"> 1536</span><span class="comment">// ProblemSolution</span></div>
|
|
<div class="line"><a id="l01537" name="l01537"></a><span class="lineno"> 1537</span><span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a id="l01538" name="l01538"></a><span class="lineno"><a class="line" href="structoperations__research_1_1glop_1_1_problem_solution.html#a764be64f3029f8b8e23511061d8de355"> 1538</a></span>std::string <a class="code hl_function" href="structoperations__research_1_1glop_1_1_problem_solution.html#a764be64f3029f8b8e23511061d8de355">ProblemSolution::DebugString</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a id="l01539" name="l01539"></a><span class="lineno"> 1539</span> std::string s = <span class="stringliteral">"Problem status: "</span> + <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a>);</div>
|
|
<div class="line"><a id="l01540" name="l01540"></a><span class="lineno"> 1540</span> <span class="keywordflow">for</span> (ColIndex <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a id="l01541" name="l01541"></a><span class="lineno"> 1541</span> absl::StrAppendFormat(&s, <span class="stringliteral">"\n Var #%d: %s %g"</span>, <a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value(),</div>
|
|
<div class="line"><a id="l01542" name="l01542"></a><span class="lineno"> 1542</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">GetVariableStatusString</a>(<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a id="l01543" name="l01543"></a><span class="lineno"> 1543</span> <a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code hl_variable" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a id="l01544" name="l01544"></a><span class="lineno"> 1544</span> }</div>
|
|
<div class="line"><a id="l01545" name="l01545"></a><span class="lineno"> 1545</span> s += <span class="stringliteral">"\n------------------------------"</span>;</div>
|
|
<div class="line"><a id="l01546" name="l01546"></a><span class="lineno"> 1546</span> <span class="keywordflow">for</span> (RowIndex <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code hl_function" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a id="l01547" name="l01547"></a><span class="lineno"> 1547</span> absl::StrAppendFormat(&s, <span class="stringliteral">"\n Constraint #%d: %s %g"</span>, <a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value(),</div>
|
|
<div class="line"><a id="l01548" name="l01548"></a><span class="lineno"> 1548</span> <a class="code hl_function" href="namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba">GetConstraintStatusString</a>(<a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]),</div>
|
|
<div class="line"><a id="l01549" name="l01549"></a><span class="lineno"> 1549</span> <a class="code hl_variable" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code hl_variable" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a id="l01550" name="l01550"></a><span class="lineno"> 1550</span> }</div>
|
|
<div class="line"><a id="l01551" name="l01551"></a><span class="lineno"> 1551</span> <span class="keywordflow">return</span> s;</div>
|
|
<div class="line"><a id="l01552" name="l01552"></a><span class="lineno"> 1552</span>}</div>
|
|
<div class="line"><a id="l01553" name="l01553"></a><span class="lineno"> 1553</span> </div>
|
|
<div class="line"><a id="l01554" name="l01554"></a><span class="lineno"> 1554</span>} <span class="comment">// namespace glop</span></div>
|
|
<div class="line"><a id="l01555" name="l01555"></a><span class="lineno"> 1555</span>} <span class="comment">// namespace operations_research</span></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a26e6db9bcc64b584051ecc28171ed11f"><div class="ttname"><a href="alldiff__cst_8cc.html#a26e6db9bcc64b584051ecc28171ed11f">max</a></div><div class="ttdeci">int64_t max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00140">alldiff_cst.cc:140</a></div></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_ad10edae0a852d72fb76afb1c77735045"><div class="ttname"><a href="alldiff__cst_8cc.html#ad10edae0a852d72fb76afb1c77735045">min</a></div><div class="ttdeci">int64_t min</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="abase_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00491">base/logging.h:491</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a4395e95bab44e222cb2e77251017a0e2"><div class="ttname"><a href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a></div><div class="ttdeci">#define DCHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00888">base/logging.h:888</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0"><div class="ttname"><a href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a></div><div class="ttdeci">#define DCHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00887">base/logging.h:887</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7c0ce053b28d53aa4eaf3eb7fb71663b"><div class="ttname"><a href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a></div><div class="ttdeci">#define CHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00698">base/logging.h:698</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295"><div class="ttname"><a href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a></div><div class="ttdeci">#define DCHECK_GE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00890">base/logging.h:890</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab25e01a2942b821d66371fc68d53f2eb"><div class="ttname"><a href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a></div><div class="ttdeci">#define CHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00699">base/logging.h:699</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab62f5ed8f2d48e29802be0cbbcd1359a"><div class="ttname"><a href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a></div><div class="ttdeci">#define DCHECK_LT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00889">base/logging.h:889</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00416">base/logging.h:416</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00885">base/logging.h:885</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00886">base/logging.h:886</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00979">base/logging.h:979</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a436947c1a9c9d115cc85c707d8f693c0"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a436947c1a9c9d115cc85c707d8f693c0">absl::StrongVector::insert</a></div><div class="ttdeci">iterator insert(const_iterator pos, const value_type &x)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00183">strong_vector.h:183</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a60304b65bf89363bcc3165d3cde67f86"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">absl::StrongVector::size</a></div><div class="ttdeci">size_type size() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00147">strong_vector.h:147</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a644718bb2fb240de962dc3c9a1fdf0dc"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">absl::StrongVector::empty</a></div><div class="ttdeci">bool empty() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00156">strong_vector.h:156</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a9263000d449fdccb6cb70b303063e60b"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">absl::StrongVector::push_back</a></div><div class="ttdeci">void push_back(const value_type &x)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00158">strong_vector.h:158</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_aa5d16d85614c5d518ae10f882e6fb981"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">absl::StrongVector::swap</a></div><div class="ttdeci">void swap(StrongVector &x)</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00169">strong_vector.h:169</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_ac8bb3912a3ce86b15842e79d0b421204"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">absl::StrongVector::clear</a></div><div class="ttdeci">void clear()</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00170">strong_vector.h:170</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_acad38d52497a975bfb6f2f6acd76631f"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">absl::StrongVector::end</a></div><div class="ttdeci">iterator end()</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00140">strong_vector.h:140</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_ad69bd11391be1a1dba5c8202259664f8"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">absl::StrongVector::begin</a></div><div class="ttdeci">iterator begin()</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00138">strong_vector.h:138</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_glop_parameters_html_a4c56f991209414085b6650c22418c695"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_glop_parameters.html#a4c56f991209414085b6650c22418c695">operations_research::glop::GlopParameters::MEAN_COST_SCALING</a></div><div class="ttdeci">static constexpr CostScalingAlgorithm MEAN_COST_SCALING</div><div class="ttdef"><b>Definition:</b> <a href="parameters_8pb_8h_source.html#l00452">parameters.pb.h:452</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_glop_parameters_html_ad0c4c8cb879d7691e63547746cf50276"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_glop_parameters.html#ad0c4c8cb879d7691e63547746cf50276">operations_research::glop::GlopParameters::NO_COST_SCALING</a></div><div class="ttdeci">static constexpr CostScalingAlgorithm NO_COST_SCALING</div><div class="ttdef"><b>Definition:</b> <a href="parameters_8pb_8h_source.html#l00448">parameters.pb.h:448</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_glop_parameters_html_aeba64f4620a8ed727a1ed52f6d68d5e3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_glop_parameters.html#aeba64f4620a8ed727a1ed52f6d68d5e3">operations_research::glop::GlopParameters::MEDIAN_COST_SCALING</a></div><div class="ttdeci">static constexpr CostScalingAlgorithm MEDIAN_COST_SCALING</div><div class="ttdef"><b>Definition:</b> <a href="parameters_8pb_8h_source.html#l00454">parameters.pb.h:454</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_glop_parameters_html_aff26f60e4362c72cf8f3812ffd33002f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_glop_parameters.html#aff26f60e4362c72cf8f3812ffd33002f">operations_research::glop::GlopParameters::CONTAIN_ONE_COST_SCALING</a></div><div class="ttdeci">static constexpr CostScalingAlgorithm CONTAIN_ONE_COST_SCALING</div><div class="ttdef"><b>Definition:</b> <a href="parameters_8pb_8h_source.html#l00450">parameters.pb.h:450</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html">operations_research::glop::LinearProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00055">lp_data.h:55</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a007496c4e4962b2fa4d2e996fd7b4cf6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6">operations_research::glop::LinearProgram::GetMutableTransposeSparseMatrix</a></div><div class="ttdeci">SparseMatrix * GetMutableTransposeSparseMatrix()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00386">lp_data.cc:386</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a009204d0a4a7bb8252d86dd53733cacc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc">operations_research::glop::LinearProgram::GetObjectiveStatsString</a></div><div class="ttdeci">std::string GetObjectiveStatsString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00452">lp_data.cc:452</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a01a5a464aad9b500e5f07b0457520762"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">operations_research::glop::LinearProgram::SetObjectiveScalingFactor</a></div><div class="ttdeci">void SetObjectiveScalingFactor(Fractional objective_scaling_factor)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00336">lp_data.cc:336</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a057224e0b8a244b6204e382bbb6337ee"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a057224e0b8a244b6204e382bbb6337ee">operations_research::glop::LinearProgram::PopulateFromPermutedLinearProgram</a></div><div class="ttdeci">void PopulateFromPermutedLinearProgram(const LinearProgram &lp, const RowPermutation &row_permutation, const ColumnPermutation &col_permutation)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00883">lp_data.cc:883</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a0fe7ba825c8c6cd1efdcff6dec631093"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">operations_research::glop::LinearProgram::SetVariableBounds</a></div><div class="ttdeci">void SetVariableBounds(ColIndex col, Fractional lower_bound, Fractional upper_bound)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00249">lp_data.cc:249</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a18b017687d9940cc46c92e3937a18882"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">operations_research::glop::LinearProgram::GetVariableName</a></div><div class="ttdeci">std::string GetVariableName(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00360">lp_data.cc:360</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a1c4c019028d8b012b9d10e0a17bfaf4e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a1c4c019028d8b012b9d10e0a17bfaf4e">operations_research::glop::LinearProgram::SetConstraintName</a></div><div class="ttdeci">void SetConstraintName(RowIndex row, absl::string_view name)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00245">lp_data.cc:245</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2175025047722705a3af86e54229f9cd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">operations_research::glop::LinearProgram::GetTransposeSparseMatrix</a></div><div class="ttdeci">const SparseMatrix & GetTransposeSparseMatrix() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00376">lp_data.cc:376</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a23e637a2ad0316932c194e38f8e5f5f6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6">operations_research::glop::LinearProgram::SolutionIsWithinVariableBounds</a></div><div class="ttdeci">bool SolutionIsWithinVariableBounds(const DenseRow &solution, Fractional absolute_tolerance) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00481">lp_data.cc:481</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a24dcbf29c0d6cd766009a182a6484e3b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a24dcbf29c0d6cd766009a182a6484e3b">operations_research::glop::LinearProgram::name</a></div><div class="ttdeci">const std::string & name() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00075">lp_data.h:75</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a25349b5748c4f5f7eaa52d6986d14265"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a25349b5748c4f5f7eaa52d6986d14265">operations_research::glop::LinearProgram::BoundsOfIntegerConstraintsAreInteger</a></div><div class="ttdeci">bool BoundsOfIntegerConstraintsAreInteger(Fractional tolerance) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01500">lp_data.cc:1500</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2980fe48a1c9d1d0a792bc343314b9ba"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba">operations_research::glop::LinearProgram::IsInEquationForm</a></div><div class="ttdeci">bool IsInEquationForm() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01471">lp_data.cc:1471</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2a29cc40908e09b0c565ceea15b77d89"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">operations_research::glop::LinearProgram::SetObjectiveOffset</a></div><div class="ttdeci">void SetObjectiveOffset(Fractional objective_offset)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00331">lp_data.cc:331</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2b3db5dc0b5e97f2790bbe1d633abc61"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61">operations_research::glop::LinearProgram::PopulateFromLinearProgram</a></div><div class="ttdeci">void PopulateFromLinearProgram(const LinearProgram &linear_program)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00862">lp_data.cc:862</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2c5fdde0efc79599fcb7949449028ecf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2c5fdde0efc79599fcb7949449028ecf">operations_research::glop::LinearProgram::GetPrettyProblemStats</a></div><div class="ttdeci">std::string GetPrettyProblemStats() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00664">lp_data.cc:664</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2c97213019318c99fd9d01658803d12f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2c97213019318c99fd9d01658803d12f">operations_research::glop::LinearProgram::SolutionIsMIPFeasible</a></div><div class="ttdeci">bool SolutionIsMIPFeasible(const DenseRow &solution, Fractional absolute_tolerance) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00529">lp_data.cc:529</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2d695f450ae446d5d9c225b991f8d88e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">operations_research::glop::LinearProgram::SetCoefficient</a></div><div class="ttdeci">void SetCoefficient(RowIndex row, ColIndex col, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00317">lp_data.cc:317</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a3009656fbbef7a076bcaec0cca172572"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a3009656fbbef7a076bcaec0cca172572">operations_research::glop::LinearProgram::GetNonZeroStats</a></div><div class="ttdeci">std::string GetNonZeroStats() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00686">lp_data.cc:686</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a339d5516d8c29986233765e910257b4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">operations_research::glop::LinearProgram::GetFirstSlackVariable</a></div><div class="ttdeci">ColIndex GetFirstSlackVariable() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00751">lp_data.cc:751</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a354fba4c3eaf6cf38ee4f9e78a59f4c1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1">operations_research::glop::LinearProgram::ScaleBounds</a></div><div class="ttdeci">Fractional ScaleBounds()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01223">lp_data.cc:1223</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a38ca209d17d37eb31e29a4025ab0934f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a38ca209d17d37eb31e29a4025ab0934f">operations_research::glop::LinearProgram::BoundsOfIntegerVariablesAreInteger</a></div><div class="ttdeci">bool BoundsOfIntegerVariablesAreInteger(Fractional tolerance) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01484">lp_data.cc:1484</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a40b46f23f42f169a527de50e016c2096"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">operations_research::glop::LinearProgram::ClearTransposeMatrix</a></div><div class="ttdeci">void ClearTransposeMatrix()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00404">lp_data.cc:404</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a45e12b3d1e2daa3e00bab9d7bf72f444"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a45e12b3d1e2daa3e00bab9d7bf72f444">operations_research::glop::LinearProgram::SetVariableName</a></div><div class="ttdeci">void SetVariableName(ColIndex col, absl::string_view name)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00232">lp_data.cc:232</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a476f0627b588f945d6b14b9f08457ba9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a476f0627b588f945d6b14b9f08457ba9">operations_research::glop::LinearProgram::DumpSolution</a></div><div class="ttdeci">std::string DumpSolution(const DenseRow &variable_values) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00647">lp_data.cc:647</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a48de416333220c0bea7759c5aa53ee14"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">operations_research::glop::LinearProgram::GetSlackVariable</a></div><div class="ttdeci">ColIndex GetSlackVariable(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00755">lp_data.cc:755</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a4e1fb82cbbf024213eae338216bf601e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a4e1fb82cbbf024213eae338216bf601e">operations_research::glop::LinearProgram::FindOrCreateVariable</a></div><div class="ttdeci">ColIndex FindOrCreateVariable(const std::string &variable_id)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00205">lp_data.cc:205</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5270e516462b2a59aecc4f6854c789d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1">operations_research::glop::LinearProgram::GetBoundsStatsString</a></div><div class="ttdeci">std::string GetBoundsStatsString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00465">lp_data.cc:465</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a550ef893ead5d40ae3128739b8509611"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611">operations_research::glop::LinearProgram::ScaleObjective</a></div><div class="ttdeci">Fractional ScaleObjective(GlopParameters::CostScalingAlgorithm method)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01188">lp_data.cc:1188</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5b58cfd45475bfab5ce1fe5c81b6da60"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60">operations_research::glop::LinearProgram::BinaryVariablesList</a></div><div class="ttdeci">const std::vector< ColIndex > & BinaryVariablesList() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00285">lp_data.cc:285</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5bb553b6a1b88f16c42b70697ac65473"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5bb553b6a1b88f16c42b70697ac65473">operations_research::glop::LinearProgram::constraint_lower_bounds</a></div><div class="ttdeci">const DenseColumn & constraint_lower_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00215">lp_data.h:215</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5d1b2b60ac8335834e40084ea545cc0d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5d1b2b60ac8335834e40084ea545cc0d">operations_research::glop::LinearProgram::RemoveObjectiveScalingAndOffset</a></div><div class="ttdeci">Fractional RemoveObjectiveScalingAndOffset(Fractional value) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00555">lp_data.cc:555</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5e016d204d43b2cc4a2773c25462968a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">operations_research::glop::LinearProgram::IsCleanedUp</a></div><div class="ttdeci">bool IsCleanedUp() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00354">lp_data.cc:354</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a609bcb18cec39c7c43dd7a6d3a51ba81"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">operations_research::glop::LinearProgram::IntegerVariablesList</a></div><div class="ttdeci">const std::vector< ColIndex > & IntegerVariablesList() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00280">lp_data.cc:280</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a6137c2df856cf2634f9bb259d2aace2b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">operations_research::glop::LinearProgram::GetObjectiveCoefficientForMinimizationVersion</a></div><div class="ttdeci">Fractional GetObjectiveCoefficientForMinimizationVersion(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00419">lp_data.cc:419</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a62b98dec38b6506442f9fc63f1a9b88f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">operations_research::glop::LinearProgram::SetConstraintBounds</a></div><div class="ttdeci">void SetConstraintBounds(RowIndex row, Fractional lower_bound, Fractional upper_bound)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00309">lp_data.cc:309</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a695ac3d8db5a986f572711f2ef3a6a39"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">operations_research::glop::LinearProgram::CreateNewVariable</a></div><div class="ttdeci">ColIndex CreateNewVariable()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00162">lp_data.cc:162</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a69d82a65001991de390a5acc122573f3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3">operations_research::glop::LinearProgram::CreateNewSlackVariable</a></div><div class="ttdeci">ColIndex CreateNewSlackVariable(bool is_integer_slack_variable, Fractional lower_bound, Fractional upper_bound, const std::string &name)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00176">lp_data.cc:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a6b0e95d320fd02517fdd0adaadca3d71"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a6b0e95d320fd02517fdd0adaadca3d71">operations_research::glop::LinearProgram::GetVariableType</a></div><div class="ttdeci">VariableType GetVariableType(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00372">lp_data.cc:372</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a6b50792950c42b62e8bf4ed596aebb27"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a6b50792950c42b62e8bf4ed596aebb27">operations_research::glop::LinearProgram::FindOrCreateConstraint</a></div><div class="ttdeci">RowIndex FindOrCreateConstraint(const std::string &constraint_id)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00218">lp_data.cc:218</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a7054c01679c4d1b7ce846b95937582d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6">operations_research::glop::LinearProgram::Swap</a></div><div class="ttdeci">void Swap(LinearProgram *linear_program)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01031">lp_data.cc:1031</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a742dbe4804ed01bc7a27724f6b672466"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466">operations_research::glop::LinearProgram::AddConstraints</a></div><div class="ttdeci">void AddConstraints(const SparseMatrix &coefficients, const DenseColumn &left_hand_sides, const DenseColumn &right_hand_sides, const StrictITIVector< RowIndex, std::string > &names)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00972">lp_data.cc:972</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a74f1c824468608a9bb5fee6f10eca698"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a74f1c824468608a9bb5fee6f10eca698">operations_research::glop::LinearProgram::variable_upper_bounds</a></div><div class="ttdeci">const DenseRow & variable_upper_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00232">lp_data.h:232</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a7866c9704e24cad179e98c7188587cdf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a7866c9704e24cad179e98c7188587cdf">operations_research::glop::LinearProgram::GetPrettyNonZeroStats</a></div><div class="ttdeci">std::string GetPrettyNonZeroStats() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00690">lp_data.cc:690</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a7ddcdc56f25d075e18d62ddbcd3389b2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a7ddcdc56f25d075e18d62ddbcd3389b2">operations_research::glop::LinearProgram::SetVariableType</a></div><div class="ttdeci">void SetVariableType(ColIndex col, VariableType type)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00236">lp_data.cc:236</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a81334c7ceae9d68a38fe4d4bf0b7794c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">operations_research::glop::LinearProgram::objective_offset</a></div><div class="ttdeci">Fractional objective_offset() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00260">lp_data.h:260</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a814307860c1248b645ea68a8a11a0082"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082">operations_research::glop::LinearProgram::NonBinaryVariablesList</a></div><div class="ttdeci">const std::vector< ColIndex > & NonBinaryVariablesList() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00290">lp_data.cc:290</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a887289f2d9928ca7a603fee5b77df258"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258">operations_research::glop::LinearProgram::SolutionIsInteger</a></div><div class="ttdeci">bool SolutionIsInteger(const DenseRow &solution, Fractional absolute_tolerance) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00517">lp_data.cc:517</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a88cc1c4519b043336ce23cdcec5fb0c2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">operations_research::glop::LinearProgram::GetMutableSparseColumn</a></div><div class="ttdeci">SparseColumn * GetMutableSparseColumn(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00413">lp_data.cc:413</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a8d7d21abe90edddc22416e5db1db563f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f">operations_research::glop::LinearProgram::GetConstraintName</a></div><div class="ttdeci">std::string GetConstraintName(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00366">lp_data.cc:366</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a9245b35ee316a27a561d5b041e588be5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a9245b35ee316a27a561d5b041e588be5">operations_research::glop::LinearProgram::constraint_upper_bounds</a></div><div class="ttdeci">const DenseColumn & constraint_upper_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00218">lp_data.h:218</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a977f52b2e6fa6e9d6db8d8ac9cbf33c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a977f52b2e6fa6e9d6db8d8ac9cbf33c4">operations_research::glop::LinearProgram::objective_coefficients</a></div><div class="ttdeci">const DenseRow & objective_coefficients() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00223">lp_data.h:223</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a9ac8fe8120fdded43c5fa888bd696d3e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e">operations_research::glop::LinearProgram::UseTransposeMatrixAsReference</a></div><div class="ttdeci">void UseTransposeMatrixAsReference()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00397">lp_data.cc:397</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa23a76f0f582369176688b458cda07dc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">operations_research::glop::LinearProgram::AddSlackVariablesWhereNecessary</a></div><div class="ttdeci">void AddSlackVariablesWhereNecessary(bool detect_integer_constraints)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00697">lp_data.cc:697</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::LinearProgram::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00134">lp_data.cc:134</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa779a5d1f677630f42a48e1fdaadb1a8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa779a5d1f677630f42a48e1fdaadb1a8">operations_research::glop::LinearProgram::ComputeSlackVariableValues</a></div><div class="ttdeci">void ComputeSlackVariableValues(DenseRow *solution) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00535">lp_data.cc:535</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa8fbdc130ccf992a392b066fe625443e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e">operations_research::glop::LinearProgram::SolutionIsLPFeasible</a></div><div class="ttdeci">bool SolutionIsLPFeasible(const DenseRow &solution, Fractional absolute_tolerance) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00497">lp_data.cc:497</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ab4a8456683d4572bd9426efab8489e99"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ab4a8456683d4572bd9426efab8489e99">operations_research::glop::LinearProgram::Dump</a></div><div class="ttdeci">std::string Dump() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00560">lp_data.cc:560</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ab4f3103f39bdbb86151baed2347f7b0a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">operations_research::glop::LinearProgram::IsVariableInteger</a></div><div class="ttdeci">bool IsVariableInteger(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00295">lp_data.cc:295</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ab5af7f232cddcd91f70be84c0d398ba9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">operations_research::glop::LinearProgram::SetObjectiveCoefficient</a></div><div class="ttdeci">void SetObjectiveCoefficient(ColIndex col, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00326">lp_data.cc:326</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ab8efe00bb016665606d522a42543cd96"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">operations_research::glop::LinearProgram::IsVariableBinary</a></div><div class="ttdeci">bool IsVariableBinary(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00300">lp_data.cc:300</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_abcea67382d5e095491b022a7aa4291a7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#abcea67382d5e095491b022a7aa4291a7">operations_research::glop::LinearProgram::LinearProgram</a></div><div class="ttdeci">LinearProgram()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00111">lp_data.cc:111</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_abfbf1991a6e9ade46b93bb8136a47656"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#abfbf1991a6e9ade46b93bb8136a47656">operations_research::glop::LinearProgram::variable_types</a></div><div class="ttdeci">const StrictITIVector< ColIndex, VariableType > variable_types() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00237">lp_data.h:237</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_abfc30f91ab75c6f4552003f777672e74"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74">operations_research::glop::LinearProgram::CleanUp</a></div><div class="ttdeci">void CleanUp()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00347">lp_data.cc:347</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac1e28fcd73435981deb42946a3e38046"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac1e28fcd73435981deb42946a3e38046">operations_research::glop::LinearProgram::ApplyObjectiveScalingAndOffset</a></div><div class="ttdeci">Fractional ApplyObjectiveScalingAndOffset(Fractional value) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00550">lp_data.cc:550</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac220cc5563c65b821d9d043010bb2121"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">operations_research::glop::LinearProgram::DeleteRows</a></div><div class="ttdeci">void DeleteRows(const DenseBooleanColumn &rows_to_delete)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01258">lp_data.cc:1258</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac532c4b500b1a85ea22217f2c65a70ed"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed">operations_research::glop::LinearProgram::IsValid</a></div><div class="ttdeci">bool IsValid() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01305">lp_data.cc:1305</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac59fd9cddfe284bf9dc7581ed631ce8d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">operations_research::glop::LinearProgram::DeleteColumns</a></div><div class="ttdeci">void DeleteColumns(const DenseBooleanRow &columns_to_delete)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01065">lp_data.cc:1065</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac62972ff1b21a037e56530cde67309ab"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309ab">operations_research::glop::LinearProgram::VariableType</a></div><div class="ttdeci">VariableType</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00057">lp_data.h:57</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac62972ff1b21a037e56530cde67309aba5d5cd46919fa987731fb2edefe0f2a0c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309aba5d5cd46919fa987731fb2edefe0f2a0c">operations_research::glop::LinearProgram::VariableType::INTEGER</a></div><div class="ttdeci">@ INTEGER</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">operations_research::glop::LinearProgram::VariableType::CONTINUOUS</a></div><div class="ttdeci">@ CONTINUOUS</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ac62972ff1b21a037e56530cde67309abab79968c5beff3baa0791198293518e14"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab79968c5beff3baa0791198293518e14">operations_research::glop::LinearProgram::VariableType::IMPLIED_INTEGER</a></div><div class="ttdeci">@ IMPLIED_INTEGER</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acd7098e54f25e34f6626efd354cb7608"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acd7098e54f25e34f6626efd354cb7608">operations_research::glop::LinearProgram::GetProblemStats</a></div><div class="ttdeci">std::string GetProblemStats() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00658">lp_data.cc:658</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acd8437353d8dc686a75c98b5897dd871"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">operations_research::glop::LinearProgram::num_variables</a></div><div class="ttdeci">ColIndex num_variables() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00205">lp_data.h:205</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acfe08a4275ac11e83e806835f04cc89e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acfe08a4275ac11e83e806835f04cc89e">operations_research::glop::LinearProgram::UpdateVariableBoundsToIntersection</a></div><div class="ttdeci">bool UpdateVariableBoundsToIntersection(const DenseRow &variable_lower_bounds, const DenseRow &variable_upper_bounds)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01006">lp_data.cc:1006</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ad38b71923c7904791897a23722c157cb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb">operations_research::glop::LinearProgram::PopulateFromDual</a></div><div class="ttdeci">void PopulateFromDual(const LinearProgram &dual, RowToColMapping *duplicated_rows)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00764">lp_data.cc:764</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ad7ecca71dd3aaf60246e7638ac3df455"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ad7ecca71dd3aaf60246e7638ac3df455">operations_research::glop::LinearProgram::DeleteSlackVariables</a></div><div class="ttdeci">void DeleteSlackVariables()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01114">lp_data.cc:1114</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ad9d564651057c77b3f2ca1293134557f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f">operations_research::glop::LinearProgram::CreateNewConstraint</a></div><div class="ttdeci">RowIndex CreateNewConstraint()</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00191">lp_data.cc:191</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adb3b261831be8afb947baceaba1c220b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adb3b261831be8afb947baceaba1c220b">operations_research::glop::LinearProgram::variable_lower_bounds</a></div><div class="ttdeci">const DenseRow & variable_lower_bounds() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00229">lp_data.h:229</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adb6ee53de9bb4adf2734b59842cea0f5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adb6ee53de9bb4adf2734b59842cea0f5">operations_research::glop::LinearProgram::PopulateFromLinearProgramVariables</a></div><div class="ttdeci">void PopulateFromLinearProgramVariables(const LinearProgram &linear_program)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00935">lp_data.cc:935</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adcc58612f6a1dc35ff3ffdb34188f299"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299">operations_research::glop::LinearProgram::GetDimensionString</a></div><div class="ttdeci">std::string GetDimensionString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00425">lp_data.cc:425</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_adf55bb4fcaab95674f072cb528d426a0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">operations_research::glop::LinearProgram::objective_scaling_factor</a></div><div class="ttdeci">Fractional objective_scaling_factor() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00261">lp_data.h:261</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ae3201a343d8df987411b55830bff7fa3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">operations_research::glop::LinearProgram::SetMaximizationProblem</a></div><div class="ttdeci">void SetMaximizationProblem(bool maximize)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00343">lp_data.cc:343</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ae8a25f4344e17329c596cd1c387f70b2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ae8a25f4344e17329c596cd1c387f70b2">operations_research::glop::LinearProgram::AddConstraintsWithSlackVariables</a></div><div class="ttdeci">void AddConstraintsWithSlackVariables(const SparseMatrix &coefficients, const DenseColumn &left_hand_sides, const DenseColumn &right_hand_sides, const StrictITIVector< RowIndex, std::string > &names, bool detect_integer_constraints_for_slack)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00997">lp_data.cc:997</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aeeee0971281f2781c379fce7a64a5049"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">operations_research::glop::LinearProgram::GetSparseColumn</a></div><div class="ttdeci">const SparseColumn & GetSparseColumn(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00409">lp_data.cc:409</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::LinearProgram::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00211">lp_data.h:211</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_afda9b9b5e858d0c466d2a6293361004a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">operations_research::glop::LinearProgram::num_constraints</a></div><div class="ttdeci">RowIndex num_constraints() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00208">lp_data.h:208</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_permutation_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_permutation.html">operations_research::glop::Permutation< RowIndex ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_permutation_html_a1df2b3a4485e328397fda9b5f9b3ea2b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_permutation.html#a1df2b3a4485e328397fda9b5f9b3ea2b">operations_research::glop::Permutation::size</a></div><div class="ttdeci">IndexType size() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00050">lp_data/permutation.h:50</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_permutation_html_af70191062b734badb4405f2fde63792a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_permutation.html#af70191062b734badb4405f2fde63792a">operations_research::glop::Permutation::PopulateFromInverse</a></div><div class="ttdeci">void PopulateFromInverse(const Permutation &inverse)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00127">lp_data/permutation.h:127</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_column_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_column.html">operations_research::glop::SparseColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00044">sparse_column.h:44</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_column_html_aedc46de5199e203b77de2eae2e4c100d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_column.html#aedc46de5199e203b77de2eae2e4c100d">operations_research::glop::SparseColumn::EntryRow</a></div><div class="ttdeci">RowIndex EntryRow(EntryIndex i) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00051">sparse_column.h:51</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html">operations_research::glop::SparseMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00062">sparse.h:62</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a29edb960f882c54b9652853e94988e79"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a29edb960f882c54b9652853e94988e79">operations_research::glop::SparseMatrix::PopulateFromPermutedMatrix</a></div><div class="ttdeci">void PopulateFromPermutedMatrix(const Matrix &a, const RowPermutation &row_perm, const ColumnPermutation &inverse_col_perm)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00212">sparse.cc:212</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a2fe6f7470512f5301031480737375c88"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">operations_research::glop::SparseMatrix::PopulateFromTranspose</a></div><div class="ttdeci">void PopulateFromTranspose(const Matrix &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00181">sparse.cc:181</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a41741829541d089f1c4d34f190884813"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">operations_research::glop::SparseMatrix::num_cols</a></div><div class="ttdeci">ColIndex num_cols() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00178">sparse.h:178</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a55265e26d9e69e2d7a882bab054b8139"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a55265e26d9e69e2d7a882bab054b8139">operations_research::glop::SparseMatrix::SetNumRows</a></div><div class="ttdeci">void SetNumRows(RowIndex num_rows)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00143">sparse.cc:143</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a564caf35589006190ef4985fbda74faa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a564caf35589006190ef4985fbda74faa">operations_research::glop::SparseMatrix::mutable_column</a></div><div class="ttdeci">SparseColumn * mutable_column(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00182">sparse.h:182</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a566008ab9fd3e3dbec96263bc3c45061"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a566008ab9fd3e3dbec96263bc3c45061">operations_research::glop::SparseMatrix::LookUpValue</a></div><div class="ttdeci">Fractional LookUpValue(RowIndex row, ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00323">sparse.cc:323</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a5e016d204d43b2cc4a2773c25462968a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a5e016d204d43b2cc4a2773c25462968a">operations_research::glop::SparseMatrix::IsCleanedUp</a></div><div class="ttdeci">bool IsCleanedUp() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00135">sparse.cc:135</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a6052657cbffbe19decf328bf369d58e1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6052657cbffbe19decf328bf369d58e1">operations_research::glop::SparseMatrix::Swap</a></div><div class="ttdeci">void Swap(SparseMatrix *matrix)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00158">sparse.cc:158</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a6ae7b0836055b9b6d182115027d496f9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6ae7b0836055b9b6d182115027d496f9">operations_research::glop::SparseMatrix::ComputeMinAndMaxMagnitudes</a></div><div class="ttdeci">void ComputeMinAndMaxMagnitudes(Fractional *min_magnitude, Fractional *max_magnitude) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00369">sparse.cc:369</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a7273cc492a51a1c5d45c620b32fce502"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a7273cc492a51a1c5d45c620b32fce502">operations_research::glop::SparseMatrix::column</a></div><div class="ttdeci">const SparseColumn & column(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00181">sparse.h:181</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a860e7a37e8c7c2f5f7f0a73d3e3473f0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a860e7a37e8c7c2f5f7f0a73d3e3473f0">operations_research::glop::SparseMatrix::DeleteRows</a></div><div class="ttdeci">void DeleteRows(RowIndex num_rows, const RowPermutation &permutation)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00289">sparse.cc:289</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a86fd105be79f4f2dbaf3a21e64e4d022"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a86fd105be79f4f2dbaf3a21e64e4d022">operations_research::glop::SparseMatrix::AppendEmptyColumn</a></div><div class="ttdeci">ColIndex AppendEmptyColumn()</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00145">sparse.cc:145</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">operations_research::glop::SparseMatrix::num_rows</a></div><div class="ttdeci">RowIndex num_rows() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00177">sparse.h:177</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::SparseMatrix::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00110">sparse.cc:110</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_ab2d8beb101c26b08a8af602300da1748"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ab2d8beb101c26b08a8af602300da1748">operations_research::glop::SparseMatrix::AppendRowsFromSparseMatrix</a></div><div class="ttdeci">bool AppendRowsFromSparseMatrix(const SparseMatrix &matrix)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00302">sparse.cc:302</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_abfc30f91ab75c6f4552003f777672e74"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#abfc30f91ab75c6f4552003f777672e74">operations_research::glop::SparseMatrix::CleanUp</a></div><div class="ttdeci">void CleanUp()</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00119">sparse.cc:119</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_ac59fd9cddfe284bf9dc7581ed631ce8d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ac59fd9cddfe284bf9dc7581ed631ce8d">operations_research::glop::SparseMatrix::DeleteColumns</a></div><div class="ttdeci">void DeleteColumns(const DenseBooleanRow &columns_to_delete)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00276">sparse.cc:276</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_acbbc88405e6db3fe77064e1a3d4e402a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#acbbc88405e6db3fe77064e1a3d4e402a">operations_research::glop::SparseMatrix::PopulateFromSparseMatrix</a></div><div class="ttdeci">void PopulateFromSparseMatrix(const SparseMatrix &matrix)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00206">sparse.cc:206</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_ae1b90982a83e1b025ebbc1c446980640"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">operations_research::glop::SparseMatrix::PopulateFromZero</a></div><div class="ttdeci">void PopulateFromZero(RowIndex num_rows, ColIndex num_cols)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00164">sparse.cc:164</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::SparseMatrix::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00389">sparse.cc:389</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_ab38326ea6cb6187267665dd8b2748f3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">operations_research::glop::SparseVector< RowIndex, SparseColumnIterator >::Entry</a></div><div class="ttdeci">typename Iterator::Entry Entry</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00091">sparse_vector.h:91</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_aeff6ae7073f423651fc0352d50cadfa6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#aeff6ae7073f423651fc0352d50cadfa6">operations_research::glop::SparseVector::SetCoefficient</a></div><div class="ttdeci">void SetCoefficient(Index index, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00680">sparse_vector.h:680</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_af3346e19f245a59be830e9558002d2d4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">operations_research::glop::SparseVector::PopulateFromSparseVector</a></div><div class="ttdeci">void PopulateFromSparseVector(const SparseVector &sparse_vector)</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00592">sparse_vector.h:592</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::SparseVector::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00270">sparse_vector.h:270</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">operations_research::glop::StrictITIVector::resize</a></div><div class="ttdeci">void resize(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00273">lp_types.h:273</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">operations_research::glop::StrictITIVector::size</a></div><div class="ttdeci">IntType size() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00280">lp_types.h:280</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_af8d7048738ceb4c753b040e6d29db79c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">operations_research::glop::StrictITIVector::assign</a></div><div class="ttdeci">void assign(IntType size, const T &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00278">lp_types.h:278</a></div></div>
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<div class="ttc" id="adefault__search_8cc_html_ac673bc430bdc3fdaa09f7becf98ef267"><div class="ttname"><a href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a></div><div class="ttdeci">const std::string name</div><div class="ttdef"><b>Definition:</b> <a href="default__search_8cc_source.html#l00813">default_search.cc:813</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_ac072af30c4ffbc834bb4c681f6ecb514"><div class="ttname"><a href="demon__profiler_8cc.html#ac072af30c4ffbc834bb4c681f6ecb514">value</a></div><div class="ttdeci">int64_t value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00044">demon_profiler.cc:44</a></div></div>
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<div class="ttc" id="aexpr__array_8cc_html_a472a99923cbe11ae7b5a5d157d9ad465"><div class="ttname"><a href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a></div><div class="ttdeci">IntVar * var</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01874">expr_array.cc:1874</a></div></div>
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<div class="ttc" id="agscip__solver_8cc_html_a1ba5ca0f61f2fa13bd23bf0f89004f35"><div class="ttname"><a href="gscip__solver_8cc.html#a1ba5ca0f61f2fa13bd23bf0f89004f35">upper_bound</a></div><div class="ttdeci">double upper_bound</div><div class="ttdef"><b>Definition:</b> <a href="gscip__solver_8cc_source.html#l00126">gscip_solver.cc:126</a></div></div>
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<div class="ttc" id="agscip__solver_8cc_html_a1e2f9a2352c1d9a6cada9544898fceec"><div class="ttname"><a href="gscip__solver_8cc.html#a1e2f9a2352c1d9a6cada9544898fceec">lower_bound</a></div><div class="ttdeci">double lower_bound</div><div class="ttdef"><b>Definition:</b> <a href="gscip__solver_8cc_source.html#l00125">gscip_solver.cc:125</a></div></div>
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<div class="ttc" id="agscip__solver_8cc_html_aa59e74cc299dbf75fa6e2234dd0849a2"><div class="ttname"><a href="gscip__solver_8cc.html#aa59e74cc299dbf75fa6e2234dd0849a2">coefficients</a></div><div class="ttdeci">absl::Span< const double > coefficients</div><div class="ttdef"><b>Definition:</b> <a href="gscip__solver_8cc_source.html#l00129">gscip_solver.cc:129</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="alp__data_2permutation_8h_html"><div class="ttname"><a href="lp__data_2permutation_8h.html">permutation.h</a></div></div>
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<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
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<div class="ttc" id="alp__print__utils_8h_html"><div class="ttname"><a href="lp__print__utils_8h.html">lp_print_utils.h</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00183">markowitz.cc:183</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00182">markowitz.cc:182</a></div></div>
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<div class="ttc" id="amatrix__utils_8h_html"><div class="ttname"><a href="matrix__utils_8h.html">matrix_utils.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a093fe5e10e710a17a68c2472f0a69f5e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">operations_research::glop::StringifyMonomial</a></div><div class="ttdeci">std::string StringifyMonomial(const Fractional a, const std::string &x, bool fraction)</div><div class="ttdef"><b>Definition:</b> <a href="lp__print__utils_8cc_source.html#l00054">lp_print_utils.cc:54</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a15dfa7820af8e00b9624297be497f95a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a15dfa7820af8e00b9624297be497f95a">operations_research::glop::IsRightMostSquareMatrixIdentity</a></div><div class="ttdeci">bool IsRightMostSquareMatrixIdentity(const SparseMatrix &matrix)</div><div class="ttdef"><b>Definition:</b> <a href="matrix__utils_8cc_source.html#l00232">matrix_utils.cc:232</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a2122f0c519a9e417e92c63273565d6b5"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">operations_research::glop::AreBoundsValid</a></div><div class="ttdeci">bool AreBoundsValid(Fractional lower_bound, Fractional upper_bound)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00693">lp_data.h:693</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a31ee82f6ef05c3da492c0376f910d015"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">operations_research::glop::kInvalidRow</a></div><div class="ttdeci">const RowIndex kInvalidRow(-1)</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a36e54e6744a2e1a24f3844f6b5b56044"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">operations_research::glop::Stringify</a></div><div class="ttdeci">std::string Stringify(const Fractional x, bool fraction)</div><div class="ttdef"><b>Definition:</b> <a href="lp__print__utils_8cc_source.html#l00046">lp_print_utils.cc:46</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a3d9874910f9632900fe8677463b1c0be"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">operations_research::glop::ScalarProduct</a></div><div class="ttdeci">Fractional ScalarProduct(const DenseRowOrColumn1 &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00047">lp_data/lp_utils.h:47</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#l00303">lp_types.h:303</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a509c4e359e6f7041eddfac3f1c46a92f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">operations_research::glop::GetProblemStatusString</a></div><div class="ttdeci">std::string GetProblemStatusString(ProblemStatus problem_status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00019">lp_types.cc:19</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a62b2a1c80c429da3975f1d948f7c27df"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">operations_research::glop::ColToIntIndex</a></div><div class="ttdeci">Index ColToIntIndex(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00055">lp_types.h:55</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a652ba89cea606e3c3071a288e2d60bba"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba">operations_research::glop::GetConstraintStatusString</a></div><div class="ttdeci">std::string GetConstraintStatusString(ConstraintStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00090">lp_types.cc:90</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#l00078">lp_types.h:78</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a8fbc9efd86a3cc862a9079d86ab8b524"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">operations_research::glop::RowToColIndex</a></div><div class="ttdeci">ColIndex RowToColIndex(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00049">lp_types.h:49</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a95879916d90daeba91c40399ae5ddcc6"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">operations_research::glop::IsFinite</a></div><div class="ttdeci">bool IsFinite(Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00091">lp_types.h:91</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab65a327cfc2a74c15fa26b91f19acc64"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">operations_research::glop::ColToRowIndex</a></div><div class="ttdeci">RowIndex ColToRowIndex(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00052">lp_types.h:52</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab6f11e2c930c0d4c390a9578db0af240"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab6f11e2c930c0d4c390a9578db0af240">operations_research::glop::GlopParameters_CostScalingAlgorithm</a></div><div class="ttdeci">GlopParameters_CostScalingAlgorithm</div><div class="ttdef"><b>Definition:</b> <a href="parameters_8pb_8h_source.html#l00167">parameters.pb.h:167</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acf67607e9e6dd5986836b79ce28b80c4"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acf67607e9e6dd5986836b79ce28b80c4">operations_research::glop::kEpsilon</a></div><div class="ttdeci">const double kEpsilon</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00087">lp_types.h:87</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad23afb4770e9de727133317f32f68a2f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">operations_research::glop::ApplyPermutation</a></div><div class="ttdeci">void ApplyPermutation(const Permutation< IndexType > &perm, const ITIVectorType &b, ITIVectorType *result)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00192">lp_data/permutation.h:192</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad2cb64ef0c88350c1ad4c731e0b7e183"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad2cb64ef0c88350c1ad4c731e0b7e183">operations_research::glop::PartialScalarProduct</a></div><div class="ttdeci">Fractional PartialScalarProduct(const DenseRowOrColumn &u, const SparseColumn &v, int max_index)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00130">lp_data/lp_utils.h:130</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aee749790021783ccc83b2d6abe70c1c0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">operations_research::glop::GetVariableStatusString</a></div><div class="ttdeci">std::string GetVariableStatusString(VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00071">lp_types.cc:71</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_af2ae3ca10438618ca2fc81f38dcb80e1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1">operations_research::glop::RowToIntIndex</a></div><div class="ttdeci">Index RowToIntIndex(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00058">lp_types.h:58</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">operations_research::glop::kInfinity</a></div><div class="ttdeci">const double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00084">lp_types.h:84</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="anamespaceoperations__research_1_1math__opt_html_a5de89a1f6e3f80a49a0d76136d8044e2"><div class="ttname"><a href="namespaceoperations__research_1_1math__opt.html#a5de89a1f6e3f80a49a0d76136d8044e2">operations_research::math_opt::swap</a></div><div class="ttdeci">void swap(IdMap< K, V > &a, IdMap< K, V > &b)</div><div class="ttdef"><b>Definition:</b> <a href="id__map_8h_source.html#l00263">id_map.h:263</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">Collection of objects used to extend the Constraint Solver library.</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="anamespaceoperations__research_html_a1181732aa2f4c08e28ea32b1c7c6f256"><div class="ttname"><a href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">operations_research::IsIntegerWithinTolerance</a></div><div class="ttdeci">bool IsIntegerWithinTolerance(FloatType x, FloatType tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8h_source.html#l00165">fp_utils.h:165</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9648c36eafdd6183052aeec5bef2d8b2"><div class="ttname"><a href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a></div><div class="ttdeci">const bool maximize_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l02508">search.cc:2508</a></div></div>
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<div class="ttc" id="astrong__vector_8h_html"><div class="ttname"><a href="strong__vector_8h.html">strong_vector.h</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a15eb0790f4f62ad63676f55e4ba7d2bb"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">operations_research::glop::ProblemSolution::status</a></div><div class="ttdeci">ProblemStatus status</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00665">lp_data.h:665</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a764be64f3029f8b8e23511061d8de355"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a764be64f3029f8b8e23511061d8de355">operations_research::glop::ProblemSolution::DebugString</a></div><div class="ttdeci">std::string DebugString() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01538">lp_data.cc:1538</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_a887a20330f1f58adbe564ef0fcf74e8c"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">operations_research::glop::ProblemSolution::variable_statuses</a></div><div class="ttdeci">VariableStatusRow variable_statuses</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00685">lp_data.h:685</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_ac6b277da46124f6b08841906b0febbed"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">operations_research::glop::ProblemSolution::dual_values</a></div><div class="ttdeci">DenseColumn dual_values</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00670">lp_data.h:670</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_ae7a0a13dedf8ae7920036bfff1ad9c3b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">operations_research::glop::ProblemSolution::constraint_statuses</a></div><div class="ttdeci">ConstraintStatusColumn constraint_statuses</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00686">lp_data.h:686</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_problem_solution_html_af8a495c9872268c3e34d413d8b63ef66"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">operations_research::glop::ProblemSolution::primal_values</a></div><div class="ttdeci">DenseRow primal_values</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00669">lp_data.h:669</a></div></div>
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