1846 lines
417 KiB
HTML
1846 lines
417 KiB
HTML
<!-- HTML header for doxygen 1.8.18-->
|
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "https://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
|
|
<html xmlns="http://www.w3.org/1999/xhtml">
|
|
<head>
|
|
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
|
|
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
|
|
<meta name="generator" content="Doxygen 1.9.1"/>
|
|
<meta name="viewport" content="width=device-width, initial-scale=1"/>
|
|
<title>OR-Tools: lp_data.cc Source File</title>
|
|
<link href="tabs.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="jquery.js"></script>
|
|
<script type="text/javascript" src="dynsections.js"></script>
|
|
<link href="navtree.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="resize.js"></script>
|
|
<script type="text/javascript" src="navtreedata.js"></script>
|
|
<script type="text/javascript" src="navtree.js"></script>
|
|
<link href="search/search.css" rel="stylesheet" type="text/css"/>
|
|
<script type="text/javascript" src="search/searchdata.js"></script>
|
|
<script type="text/javascript" src="search/search.js"></script>
|
|
<link href="doxygen.css" rel="stylesheet" type="text/css" />
|
|
<link href="styleSheet.tmp.css" rel="stylesheet" type="text/css"/>
|
|
</head>
|
|
<body>
|
|
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
|
|
<div id="titlearea">
|
|
<table cellspacing="0" cellpadding="0">
|
|
<tbody>
|
|
<tr style="height: 56px;">
|
|
<td id="projectlogo"><img alt="Logo" src="orLogo.png"/></td>
|
|
<td id="projectalign" style="padding-left: 0.5em;">
|
|
<div id="projectname">OR-Tools
|
|
 <span id="projectnumber">8.2</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
<!-- end header part -->
|
|
<!-- Generated by Doxygen 1.9.1 -->
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
|
|
var searchBox = new SearchBox("searchBox", "search",false,'Search','.html');
|
|
/* @license-end */
|
|
</script>
|
|
<script type="text/javascript" src="menudata.js"></script>
|
|
<script type="text/javascript" src="menu.js"></script>
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
|
|
$(function() {
|
|
initMenu('',true,false,'search.php','Search');
|
|
$(document).ready(function() { init_search(); });
|
|
});
|
|
/* @license-end */</script>
|
|
<div id="main-nav"></div>
|
|
</div><!-- top -->
|
|
<div id="side-nav" class="ui-resizable side-nav-resizable">
|
|
<div id="nav-tree">
|
|
<div id="nav-tree-contents">
|
|
<div id="nav-sync" class="sync"></div>
|
|
</div>
|
|
</div>
|
|
<div id="splitbar" style="-moz-user-select:none;"
|
|
class="ui-resizable-handle">
|
|
</div>
|
|
</div>
|
|
<script type="text/javascript">
|
|
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
|
|
$(document).ready(function(){initNavTree('lp__data_8cc_source.html',''); initResizable(); });
|
|
/* @license-end */
|
|
</script>
|
|
<div id="doc-content">
|
|
<!-- window showing the filter options -->
|
|
<div id="MSearchSelectWindow"
|
|
onmouseover="return searchBox.OnSearchSelectShow()"
|
|
onmouseout="return searchBox.OnSearchSelectHide()"
|
|
onkeydown="return searchBox.OnSearchSelectKey(event)">
|
|
</div>
|
|
|
|
<!-- iframe showing the search results (closed by default) -->
|
|
<div id="MSearchResultsWindow">
|
|
<iframe src="javascript:void(0)" frameborder="0"
|
|
name="MSearchResults" id="MSearchResults">
|
|
</iframe>
|
|
</div>
|
|
|
|
<div class="header">
|
|
<div class="headertitle">
|
|
<div class="title">lp_data.cc</div> </div>
|
|
</div><!--header-->
|
|
<div class="contents">
|
|
<a href="lp__data_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div>
|
|
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
|
|
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">// you may not use this file except in compliance with the License.</span></div>
|
|
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div>
|
|
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
|
|
<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
|
|
<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
|
|
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
|
|
<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div>
|
|
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div>
|
|
<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>  </div>
|
|
<div class="line"><a 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>
|
|
<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
|
|
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <algorithm></span></div>
|
|
<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <cmath></span></div>
|
|
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include <string></span></div>
|
|
<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include <utility></span></div>
|
|
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span>  </div>
|
|
<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include "absl/container/flat_hash_map.h"</span></div>
|
|
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
|
|
<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
|
|
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
|
|
<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="preprocessor">#include "<a class="code" href="strong__vector_8h.html">ortools/base/strong_vector.h</a>"</span></div>
|
|
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="preprocessor">#include "<a class="code" href="lp__print__utils_8h.html">ortools/lp_data/lp_print_utils.h</a>"</span></div>
|
|
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
|
|
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="preprocessor">#include "<a class="code" href="matrix__utils_8h.html">ortools/lp_data/matrix_utils.h</a>"</span></div>
|
|
<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2permutation_8h.html">ortools/lp_data/permutation.h</a>"</span></div>
|
|
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  </div>
|
|
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
|
|
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="keyword">namespace </span>glop {</div>
|
|
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span>  </div>
|
|
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  </div>
|
|
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">// This should be the same as DCHECK(AreBoundsValid()), but the DCHECK() are</span></div>
|
|
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="comment">// split to give more meaningful information to the user in case of failure.</span></div>
|
|
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="keywordtype">void</span> DebugCheckBoundsValid(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound) {</div>
|
|
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!std::isnan(lower_bound));</div>
|
|
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!std::isnan(upper_bound));</div>
|
|
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!(lower_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && upper_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>));</div>
|
|
<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!(lower_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && upper_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>));</div>
|
|
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">AreBoundsValid</a>(lower_bound, upper_bound));</div>
|
|
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> }</div>
|
|
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  </div>
|
|
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">// Returns true if the bounds are the ones of a free or boxed row. Note that</span></div>
|
|
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">// a fixed row is not counted as boxed.</span></div>
|
|
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="keywordtype">bool</span> AreBoundsFreeOrBoxed(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound) {</div>
|
|
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  <span class="keywordflow">if</span> (lower_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && upper_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> &&</div>
|
|
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  lower_bound != upper_bound) {</div>
|
|
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  }</div>
|
|
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span> }</div>
|
|
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  </div>
|
|
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="keyword">template</span> <<span class="keyword">class</span> I, <span class="keyword">class</span> T></div>
|
|
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="keywordtype">double</span> Average(<span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<I, T></a>& v) {</div>
|
|
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> size = v.<a class="code" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>();</div>
|
|
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(0, size);</div>
|
|
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  <span class="keywordtype">double</span> sum = 0.0;</div>
|
|
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="keywordtype">double</span> n = 0.0; <span class="comment">// n is used in a calculation involving doubles.</span></div>
|
|
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  <span class="keywordflow">for</span> (I i(0); i < size; ++i) {</div>
|
|
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  <span class="keywordflow">if</span> (v[i] == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  ++n;</div>
|
|
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  sum += <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(v[i].value());</div>
|
|
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  }</div>
|
|
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  <span class="keywordflow">return</span> n == 0.0 ? 0.0 : sum / n;</div>
|
|
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span> }</div>
|
|
<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  </div>
|
|
<div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="keyword">template</span> <<span class="keyword">class</span> I, <span class="keyword">class</span> T></div>
|
|
<div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="keywordtype">double</span> StandardDeviation(<span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<I, T></a>& v) {</div>
|
|
<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> size = v.<a class="code" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>();</div>
|
|
<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <span class="keywordtype">double</span> n = 0.0; <span class="comment">// n is used in a calculation involving doubles.</span></div>
|
|
<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  <span class="keywordtype">double</span> sigma_square = 0.0;</div>
|
|
<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="keywordtype">double</span> sigma = 0.0;</div>
|
|
<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  <span class="keywordflow">for</span> (I i(0); i < size; ++i) {</div>
|
|
<div class="line"><a name="l00079"></a><span class="lineno"> 79</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>
|
|
<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="keywordflow">if</span> (sample == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  sigma_square += sample * sample;</div>
|
|
<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  sigma += sample;</div>
|
|
<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  ++n;</div>
|
|
<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  }</div>
|
|
<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  <span class="keywordflow">return</span> n == 0.0 ? 0.0 : sqrt((sigma_square - sigma * sigma / n) / n);</div>
|
|
<div class="line"><a name="l00086"></a><span class="lineno"> 86</span> }</div>
|
|
<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  </div>
|
|
<div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment">// Returns 0 when the vector is empty.</span></div>
|
|
<div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="keyword">template</span> <<span class="keyword">class</span> I, <span class="keyword">class</span> T></div>
|
|
<div class="line"><a name="l00090"></a><span class="lineno"> 90</span> T GetMaxElement(<span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<I, T></a>& v) {</div>
|
|
<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="keyword">const</span> <span class="keywordtype">size_t</span> size = v.<a class="code" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>();</div>
|
|
<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <span class="keywordflow">if</span> (size == 0) {</div>
|
|
<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  <span class="keywordflow">return</span> T(0);</div>
|
|
<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  }</div>
|
|
<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  </div>
|
|
<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  T max_index = v[I(0)];</div>
|
|
<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  <span class="keywordflow">for</span> (I i(1); i < size; ++i) {</div>
|
|
<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  <span class="keywordflow">if</span> (max_index < v[i]) {</div>
|
|
<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  max_index = v[i];</div>
|
|
<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  }</div>
|
|
<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  }</div>
|
|
<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <span class="keywordflow">return</span> max_index;</div>
|
|
<div class="line"><a name="l00103"></a><span class="lineno"> 103</span> }</div>
|
|
<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  </div>
|
|
<div class="line"><a name="l00105"></a><span class="lineno"> 105</span> } <span class="comment">// anonymous namespace</span></div>
|
|
<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  </div>
|
|
<div class="line"><a name="l00107"></a><span class="lineno"> 107</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="comment">// LinearProgram</span></div>
|
|
<div class="line"><a name="l00109"></a><span class="lineno"> 109</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l00110"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#abcea67382d5e095491b022a7aa4291a7"> 110</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#abcea67382d5e095491b022a7aa4291a7">LinearProgram::LinearProgram</a>()</div>
|
|
<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  : matrix_(),</div>
|
|
<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  transpose_matrix_(),</div>
|
|
<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  constraint_lower_bounds_(),</div>
|
|
<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  constraint_upper_bounds_(),</div>
|
|
<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  constraint_names_(),</div>
|
|
<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  objective_coefficients_(),</div>
|
|
<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  variable_lower_bounds_(),</div>
|
|
<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  variable_upper_bounds_(),</div>
|
|
<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  variable_names_(),</div>
|
|
<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  variable_types_(),</div>
|
|
<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  integer_variables_list_(),</div>
|
|
<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  variable_table_(),</div>
|
|
<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  constraint_table_(),</div>
|
|
<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  objective_offset_(0.0),</div>
|
|
<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  objective_scaling_factor_(1.0),</div>
|
|
<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  <a class="code" href="search_8cc.html#a9648c36eafdd6183052aeec5bef2d8b2">maximize_</a>(false),</div>
|
|
<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  columns_are_known_to_be_clean_(true),</div>
|
|
<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  transpose_matrix_is_consistent_(true),</div>
|
|
<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  integer_variables_list_is_consistent_(true),</div>
|
|
<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  name_(),</div>
|
|
<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  first_slack_variable_(<a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {}</div>
|
|
<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  </div>
|
|
<div class="line"><a name="l00133"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8"> 133</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">LinearProgram::Clear</a>() {</div>
|
|
<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  </div>
|
|
<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  constraint_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  constraint_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  constraint_names_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  </div>
|
|
<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  objective_coefficients_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  variable_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  variable_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  variable_types_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  integer_variables_list_.clear();</div>
|
|
<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  variable_names_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  </div>
|
|
<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  constraint_table_.clear();</div>
|
|
<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  variable_table_.clear();</div>
|
|
<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  </div>
|
|
<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  maximize_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  objective_offset_ = 0.0;</div>
|
|
<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  objective_scaling_factor_ = 1.0;</div>
|
|
<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  integer_variables_list_is_consistent_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  name_.clear();</div>
|
|
<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  first_slack_variable_ = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l00159"></a><span class="lineno"> 159</span> }</div>
|
|
<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  </div>
|
|
<div class="line"><a name="l00161"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39"> 161</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">LinearProgram::CreateNewVariable</a>() {</div>
|
|
<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>, first_slack_variable_)</div>
|
|
<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  << <span class="stringliteral">"New variables can't be added to programs that already have slack "</span></div>
|
|
<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  <span class="stringliteral">"variables. Consider calling LinearProgram::DeleteSlackVariables() "</span></div>
|
|
<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  <span class="stringliteral">"before adding new variables to the problem."</span>;</div>
|
|
<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  objective_coefficients_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0.0);</div>
|
|
<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  variable_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0);</div>
|
|
<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  variable_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  variable_types_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">VariableType::CONTINUOUS</a>);</div>
|
|
<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  variable_names_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="keywordflow">return</span> matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a86fd105be79f4f2dbaf3a21e64e4d022">AppendEmptyColumn</a>();</div>
|
|
<div class="line"><a name="l00173"></a><span class="lineno"> 173</span> }</div>
|
|
<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  </div>
|
|
<div class="line"><a name="l00175"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3"> 175</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3">LinearProgram::CreateNewSlackVariable</a>(<span class="keywordtype">bool</span> is_integer_slack_variable,</div>
|
|
<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound,</div>
|
|
<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound,</div>
|
|
<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="keyword">const</span> std::string& <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>) {</div>
|
|
<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  objective_coefficients_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(0.0);</div>
|
|
<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  variable_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(lower_bound);</div>
|
|
<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  variable_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  variable_types_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(is_integer_slack_variable</div>
|
|
<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  ? (<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab79968c5beff3baa0791198293518e14">VariableType::IMPLIED_INTEGER</a>)</div>
|
|
<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  : (<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">VariableType::CONTINUOUS</a>));</div>
|
|
<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  variable_names_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad8227ba86a01f26e4f173cd5e219d5d1">name</a>);</div>
|
|
<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  <span class="keywordflow">return</span> matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a86fd105be79f4f2dbaf3a21e64e4d022">AppendEmptyColumn</a>();</div>
|
|
<div class="line"><a name="l00188"></a><span class="lineno"> 188</span> }</div>
|
|
<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  </div>
|
|
<div class="line"><a name="l00190"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f"> 190</a></span> RowIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f">LinearProgram::CreateNewConstraint</a>() {</div>
|
|
<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>, first_slack_variable_)</div>
|
|
<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  << <span class="stringliteral">"New constraints can't be added to programs that already have slack "</span></div>
|
|
<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  <span class="stringliteral">"variables. Consider calling LinearProgram::DeleteSlackVariables() "</span></div>
|
|
<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  <span class="stringliteral">"before adding new variables to the problem."</span>;</div>
|
|
<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(constraint_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a55265e26d9e69e2d7a882bab054b8139">SetNumRows</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1);</div>
|
|
<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  constraint_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a name="l00198"></a><span class="lineno"> 198</span>  constraint_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  constraint_names_.<a class="code" href="classabsl_1_1_strong_vector.html#a9263000d449fdccb6cb70b303063e60b">push_back</a>(<span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  <span class="keywordflow">return</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l00202"></a><span class="lineno"> 202</span> }</div>
|
|
<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  </div>
|
|
<div class="line"><a name="l00204"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e1fb82cbbf024213eae338216bf601e"> 204</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e1fb82cbbf024213eae338216bf601e">LinearProgram::FindOrCreateVariable</a>(<span class="keyword">const</span> std::string& variable_id) {</div>
|
|
<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  <span class="keyword">const</span> absl::flat_hash_map<std::string, ColIndex>::iterator it =</div>
|
|
<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  variable_table_.find(variable_id);</div>
|
|
<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  <span class="keywordflow">if</span> (it != variable_table_.end()) {</div>
|
|
<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <span class="keywordflow">return</span> it->second;</div>
|
|
<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
|
|
<div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  variable_names_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = variable_id;</div>
|
|
<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  variable_table_[variable_id] = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  <span class="keywordflow">return</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  }</div>
|
|
<div class="line"><a name="l00215"></a><span class="lineno"> 215</span> }</div>
|
|
<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  </div>
|
|
<div class="line"><a name="l00217"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b50792950c42b62e8bf4ed596aebb27"> 217</a></span> RowIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b50792950c42b62e8bf4ed596aebb27">LinearProgram::FindOrCreateConstraint</a>(</div>
|
|
<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  <span class="keyword">const</span> std::string& constraint_id) {</div>
|
|
<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  <span class="keyword">const</span> absl::flat_hash_map<std::string, RowIndex>::iterator it =</div>
|
|
<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  constraint_table_.find(constraint_id);</div>
|
|
<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  <span class="keywordflow">if</span> (it != constraint_table_.end()) {</div>
|
|
<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  <span class="keywordflow">return</span> it->second;</div>
|
|
<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad9d564651057c77b3f2ca1293134557f">CreateNewConstraint</a>();</div>
|
|
<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  constraint_names_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = constraint_id;</div>
|
|
<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  constraint_table_[constraint_id] = <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  <span class="keywordflow">return</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  }</div>
|
|
<div class="line"><a name="l00229"></a><span class="lineno"> 229</span> }</div>
|
|
<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  </div>
|
|
<div class="line"><a name="l00231"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a45e12b3d1e2daa3e00bab9d7bf72f444"> 231</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a45e12b3d1e2daa3e00bab9d7bf72f444">LinearProgram::SetVariableName</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, absl::string_view <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>) {</div>
|
|
<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  variable_names_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = std::string(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad8227ba86a01f26e4f173cd5e219d5d1">name</a>);</div>
|
|
<div class="line"><a name="l00233"></a><span class="lineno"> 233</span> }</div>
|
|
<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  </div>
|
|
<div class="line"><a name="l00235"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a7ddcdc56f25d075e18d62ddbcd3389b2"> 235</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a7ddcdc56f25d075e18d62ddbcd3389b2">LinearProgram::SetVariableType</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309ab">VariableType</a> type) {</div>
|
|
<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> var_was_integer = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = type;</div>
|
|
<div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> var_is_integer = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  <span class="keywordflow">if</span> (var_is_integer != var_was_integer) {</div>
|
|
<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  }</div>
|
|
<div class="line"><a name="l00242"></a><span class="lineno"> 242</span> }</div>
|
|
<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  </div>
|
|
<div class="line"><a name="l00244"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a1c4c019028d8b012b9d10e0a17bfaf4e"> 244</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a1c4c019028d8b012b9d10e0a17bfaf4e">LinearProgram::SetConstraintName</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, absl::string_view <a class="code" href="default__search_8cc.html#ac673bc430bdc3fdaa09f7becf98ef267">name</a>) {</div>
|
|
<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  constraint_names_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = std::string(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad8227ba86a01f26e4f173cd5e219d5d1">name</a>);</div>
|
|
<div class="line"><a name="l00246"></a><span class="lineno"> 246</span> }</div>
|
|
<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  </div>
|
|
<div class="line"><a name="l00248"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093"> 248</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">LinearProgram::SetVariableBounds</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound,</div>
|
|
<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound) {</div>
|
|
<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="keywordflow">if</span> (dcheck_bounds_) DebugCheckBoundsValid(lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> var_was_binary = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">IsVariableBinary</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = lower_bound;</div>
|
|
<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = upper_bound;</div>
|
|
<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> var_is_binary = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">IsVariableBinary</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="keywordflow">if</span> (var_is_binary != var_was_binary) {</div>
|
|
<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  }</div>
|
|
<div class="line"><a name="l00258"></a><span class="lineno"> 258</span> }</div>
|
|
<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  </div>
|
|
<div class="line"><a name="l00260"></a><span class="lineno"> 260</span> <span class="keywordtype">void</span> LinearProgram::UpdateAllIntegerVariableLists()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  <span class="keywordflow">if</span> (integer_variables_list_is_consistent_) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  integer_variables_list_.clear();</div>
|
|
<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  binary_variables_list_.clear();</div>
|
|
<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  non_binary_variables_list_.clear();</div>
|
|
<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  integer_variables_list_.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">IsVariableBinary</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  binary_variables_list_.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  non_binary_variables_list_.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  }</div>
|
|
<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  }</div>
|
|
<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  }</div>
|
|
<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  integer_variables_list_is_consistent_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00277"></a><span class="lineno"> 277</span> }</div>
|
|
<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  </div>
|
|
<div class="line"><a name="l00279"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81"> 279</a></span> <span class="keyword">const</span> std::vector<ColIndex>& <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">LinearProgram::IntegerVariablesList</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  UpdateAllIntegerVariableLists();</div>
|
|
<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  <span class="keywordflow">return</span> integer_variables_list_;</div>
|
|
<div class="line"><a name="l00282"></a><span class="lineno"> 282</span> }</div>
|
|
<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  </div>
|
|
<div class="line"><a name="l00284"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60"> 284</a></span> <span class="keyword">const</span> std::vector<ColIndex>& <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60">LinearProgram::BinaryVariablesList</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  UpdateAllIntegerVariableLists();</div>
|
|
<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  <span class="keywordflow">return</span> binary_variables_list_;</div>
|
|
<div class="line"><a name="l00287"></a><span class="lineno"> 287</span> }</div>
|
|
<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  </div>
|
|
<div class="line"><a name="l00289"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082"> 289</a></span> <span class="keyword">const</span> std::vector<ColIndex>& <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082">LinearProgram::NonBinaryVariablesList</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  UpdateAllIntegerVariableLists();</div>
|
|
<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  <span class="keywordflow">return</span> non_binary_variables_list_;</div>
|
|
<div class="line"><a name="l00292"></a><span class="lineno"> 292</span> }</div>
|
|
<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  </div>
|
|
<div class="line"><a name="l00294"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a"> 294</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">LinearProgram::IsVariableInteger</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  <span class="keywordflow">return</span> variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309aba5d5cd46919fa987731fb2edefe0f2a0c">VariableType::INTEGER</a> ||</div>
|
|
<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab79968c5beff3baa0791198293518e14">VariableType::IMPLIED_INTEGER</a>;</div>
|
|
<div class="line"><a name="l00297"></a><span class="lineno"> 297</span> }</div>
|
|
<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  </div>
|
|
<div class="line"><a name="l00299"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96"> 299</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab8efe00bb016665606d522a42543cd96">LinearProgram::IsVariableBinary</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  <span class="comment">// TODO(user,user): bounds of binary variables (and of integer ones) should</span></div>
|
|
<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  <span class="comment">// be integer. Add a preprocessor for that.</span></div>
|
|
<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && (variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < <a class="code" href="namespaceoperations__research_1_1glop.html#acf67607e9e6dd5986836b79ce28b80c4">kEpsilon</a>) &&</div>
|
|
<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  (variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(-1)) &&</div>
|
|
<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  (variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(1) - <a class="code" href="namespaceoperations__research_1_1glop.html#acf67607e9e6dd5986836b79ce28b80c4">kEpsilon</a>) &&</div>
|
|
<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  (variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] < 2);</div>
|
|
<div class="line"><a name="l00306"></a><span class="lineno"> 306</span> }</div>
|
|
<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  </div>
|
|
<div class="line"><a name="l00308"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f"> 308</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">LinearProgram::SetConstraintBounds</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound,</div>
|
|
<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound) {</div>
|
|
<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  <span class="keywordflow">if</span> (dcheck_bounds_) DebugCheckBoundsValid(lower_bound, upper_bound);</div>
|
|
<div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  ResizeRowsIfNeeded(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = lower_bound;</div>
|
|
<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = upper_bound;</div>
|
|
<div class="line"><a name="l00314"></a><span class="lineno"> 314</span> }</div>
|
|
<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  </div>
|
|
<div class="line"><a name="l00316"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e"> 316</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">LinearProgram::SetCoefficient</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  ResizeRowsIfNeeded(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  columns_are_known_to_be_clean_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#aeff6ae7073f423651fc0352d50cadfa6">SetCoefficient</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l00323"></a><span class="lineno"> 323</span> }</div>
|
|
<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  </div>
|
|
<div class="line"><a name="l00325"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9"> 325</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">LinearProgram::SetObjectiveCoefficient</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  objective_coefficients_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
|
|
<div class="line"><a name="l00328"></a><span class="lineno"> 328</span> }</div>
|
|
<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  </div>
|
|
<div class="line"><a name="l00330"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89"> 330</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">LinearProgram::SetObjectiveOffset</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_offset) {</div>
|
|
<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>));</div>
|
|
<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  objective_offset_ = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>;</div>
|
|
<div class="line"><a name="l00333"></a><span class="lineno"> 333</span> }</div>
|
|
<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  </div>
|
|
<div class="line"><a name="l00335"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762"> 335</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">LinearProgram::SetObjectiveScalingFactor</a>(</div>
|
|
<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_scaling_factor) {</div>
|
|
<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>));</div>
|
|
<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>);</div>
|
|
<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  objective_scaling_factor_ = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>;</div>
|
|
<div class="line"><a name="l00340"></a><span class="lineno"> 340</span> }</div>
|
|
<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  </div>
|
|
<div class="line"><a name="l00342"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3"> 342</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">LinearProgram::SetMaximizationProblem</a>(<span class="keywordtype">bool</span> maximize) {</div>
|
|
<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  maximize_ = maximize;</div>
|
|
<div class="line"><a name="l00344"></a><span class="lineno"> 344</span> }</div>
|
|
<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  </div>
|
|
<div class="line"><a name="l00346"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74"> 346</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74">LinearProgram::CleanUp</a>() {</div>
|
|
<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  <span class="keywordflow">if</span> (columns_are_known_to_be_clean_) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#abfc30f91ab75c6f4552003f777672e74">CleanUp</a>();</div>
|
|
<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00351"></a><span class="lineno"> 351</span> }</div>
|
|
<div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  </div>
|
|
<div class="line"><a name="l00353"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a"> 353</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">LinearProgram::IsCleanedUp</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  <span class="keywordflow">if</span> (columns_are_known_to_be_clean_) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  columns_are_known_to_be_clean_ = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a5e016d204d43b2cc4a2773c25462968a">IsCleanedUp</a>();</div>
|
|
<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  <span class="keywordflow">return</span> columns_are_known_to_be_clean_;</div>
|
|
<div class="line"><a name="l00357"></a><span class="lineno"> 357</span> }</div>
|
|
<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  </div>
|
|
<div class="line"><a name="l00359"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882"> 359</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">LinearProgram::GetVariableName</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  <span class="keywordflow">return</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= variable_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || variable_names_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>].<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()</div>
|
|
<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  ? absl::StrFormat(<span class="stringliteral">"c%d"</span>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value())</div>
|
|
<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  : variable_names_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00363"></a><span class="lineno"> 363</span> }</div>
|
|
<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  </div>
|
|
<div class="line"><a name="l00365"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f"> 365</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f">LinearProgram::GetConstraintName</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  <span class="keywordflow">return</span> <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= constraint_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || constraint_names_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>].<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()</div>
|
|
<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  ? absl::StrFormat(<span class="stringliteral">"r%d"</span>, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value())</div>
|
|
<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  : constraint_names_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00369"></a><span class="lineno"> 369</span> }</div>
|
|
<div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  </div>
|
|
<div class="line"><a name="l00371"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b0e95d320fd02517fdd0adaadca3d71"> 371</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309ab">LinearProgram::VariableType</a> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6b0e95d320fd02517fdd0adaadca3d71">LinearProgram::GetVariableType</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="keywordflow">return</span> variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00373"></a><span class="lineno"> 373</span> }</div>
|
|
<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  </div>
|
|
<div class="line"><a name="l00375"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd"> 375</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">LinearProgram::GetTransposeSparseMatrix</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  <span class="keywordflow">if</span> (!transpose_matrix_is_consistent_) {</div>
|
|
<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(matrix_);</div>
|
|
<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  }</div>
|
|
<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value(), matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value());</div>
|
|
<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value(), matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value());</div>
|
|
<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  <span class="keywordflow">return</span> transpose_matrix_;</div>
|
|
<div class="line"><a name="l00383"></a><span class="lineno"> 383</span> }</div>
|
|
<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  </div>
|
|
<div class="line"><a name="l00385"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6"> 385</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>* <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a007496c4e4962b2fa4d2e996fd7b4cf6">LinearProgram::GetMutableTransposeSparseMatrix</a>() {</div>
|
|
<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  <span class="keywordflow">if</span> (!transpose_matrix_is_consistent_) {</div>
|
|
<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(matrix_);</div>
|
|
<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  }</div>
|
|
<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  <span class="comment">// This enables a client to start modifying the matrix and then abort and not</span></div>
|
|
<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  <span class="comment">// call UseTransposeMatrixAsReference(). Then, the other client of</span></div>
|
|
<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  <span class="comment">// GetTransposeSparseMatrix() will still see the correct matrix.</span></div>
|
|
<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <span class="keywordflow">return</span> &transpose_matrix_;</div>
|
|
<div class="line"><a name="l00394"></a><span class="lineno"> 394</span> }</div>
|
|
<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  </div>
|
|
<div class="line"><a name="l00396"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e"> 396</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a9ac8fe8120fdded43c5fa888bd696d3e">LinearProgram::UseTransposeMatrixAsReference</a>() {</div>
|
|
<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value(), matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value());</div>
|
|
<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>().value(), matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>().value());</div>
|
|
<div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a2fe6f7470512f5301031480737375c88">PopulateFromTranspose</a>(transpose_matrix_);</div>
|
|
<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00401"></a><span class="lineno"> 401</span> }</div>
|
|
<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  </div>
|
|
<div class="line"><a name="l00403"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096"> 403</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">LinearProgram::ClearTransposeMatrix</a>() {</div>
|
|
<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00406"></a><span class="lineno"> 406</span> }</div>
|
|
<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  </div>
|
|
<div class="line"><a name="l00408"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049"> 408</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">LinearProgram::GetSparseColumn</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <span class="keywordflow">return</span> matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00410"></a><span class="lineno"> 410</span> }</div>
|
|
<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  </div>
|
|
<div class="line"><a name="l00412"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2"> 412</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>* <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a88cc1c4519b043336ce23cdcec5fb0c2">LinearProgram::GetMutableSparseColumn</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  columns_are_known_to_be_clean_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="keywordflow">return</span> matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00416"></a><span class="lineno"> 416</span> }</div>
|
|
<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  </div>
|
|
<div class="line"><a name="l00418"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b"> 418</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">LinearProgram::GetObjectiveCoefficientForMinimizationVersion</a>(</div>
|
|
<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  <span class="keywordflow">return</span> maximize_ ? -<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  : <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00422"></a><span class="lineno"> 422</span> }</div>
|
|
<div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  </div>
|
|
<div class="line"><a name="l00424"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299"> 424</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adcc58612f6a1dc35ff3ffdb34188f299">LinearProgram::GetDimensionString</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude = 0.0;</div>
|
|
<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude = 0.0;</div>
|
|
<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6ae7b0836055b9b6d182115027d496f9">ComputeMinAndMaxMagnitudes</a>(&min_magnitude, &max_magnitude);</div>
|
|
<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  <span class="keywordflow">return</span> absl::StrFormat(</div>
|
|
<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  <span class="stringliteral">"%d rows, %d columns, %d entries with magnitude in [%e, %e]"</span>,</div>
|
|
<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>().<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>(), <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>().<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>(),</div>
|
|
<div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  <span class="comment">// static_cast<int64> is needed because the Android port uses int32.</span></div>
|
|
<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>()), min_magnitude, max_magnitude);</div>
|
|
<div class="line"><a name="l00433"></a><span class="lineno"> 433</span> }</div>
|
|
<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  </div>
|
|
<div class="line"><a name="l00435"></a><span class="lineno"> 435</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  </div>
|
|
<div class="line"><a name="l00437"></a><span class="lineno"> 437</span> <span class="keyword">template</span> <<span class="keyword">typename</span> FractionalValues></div>
|
|
<div class="line"><a name="l00438"></a><span class="lineno"> 438</span> <span class="keywordtype">void</span> UpdateStats(<span class="keyword">const</span> FractionalValues& values, <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a>* num_non_zeros,</div>
|
|
<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* min_value, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* max_value) {</div>
|
|
<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> v : values) {</div>
|
|
<div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  <span class="keywordflow">if</span> (v == 0 || v == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || v == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  *min_value = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(*min_value, v);</div>
|
|
<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  *max_value = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(*max_value, v);</div>
|
|
<div class="line"><a name="l00444"></a><span class="lineno"> 444</span>  ++(*num_non_zeros);</div>
|
|
<div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  }</div>
|
|
<div class="line"><a name="l00446"></a><span class="lineno"> 446</span> }</div>
|
|
<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  </div>
|
|
<div class="line"><a name="l00448"></a><span class="lineno"> 448</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  </div>
|
|
<div class="line"><a name="l00450"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc"> 450</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a009204d0a4a7bb8252d86dd53733cacc">LinearProgram::GetObjectiveStatsString</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> num_non_zeros = 0;</div>
|
|
<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_value = +<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_value = -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  UpdateStats(objective_coefficients_, &num_non_zeros, &min_value, &max_value);</div>
|
|
<div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  <span class="keywordflow">if</span> (num_non_zeros == 0) {</div>
|
|
<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="keywordflow">return</span> <span class="stringliteral">"No objective term. This is a pure feasibility problem."</span>;</div>
|
|
<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"%d non-zeros, range [%e, %e]"</span>, num_non_zeros,</div>
|
|
<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  min_value, max_value);</div>
|
|
<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  }</div>
|
|
<div class="line"><a name="l00461"></a><span class="lineno"> 461</span> }</div>
|
|
<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  </div>
|
|
<div class="line"><a name="l00463"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1"> 463</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5270e516462b2a59aecc4f6854c789d1">LinearProgram::GetBoundsStatsString</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> num_non_zeros = 0;</div>
|
|
<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_value = +<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_value = -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  UpdateStats(variable_lower_bounds_, &num_non_zeros, &min_value, &max_value);</div>
|
|
<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  UpdateStats(variable_upper_bounds_, &num_non_zeros, &min_value, &max_value);</div>
|
|
<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  UpdateStats(constraint_lower_bounds_, &num_non_zeros, &min_value, &max_value);</div>
|
|
<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  UpdateStats(constraint_upper_bounds_, &num_non_zeros, &min_value, &max_value);</div>
|
|
<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  <span class="keywordflow">if</span> (num_non_zeros == 0) {</div>
|
|
<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <span class="keywordflow">return</span> <span class="stringliteral">"All variables/constraints bounds are zero or +/- infinity."</span>;</div>
|
|
<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  <span class="keywordflow">return</span> absl::StrFormat(<span class="stringliteral">"%d non-zeros, range [%e, %e]"</span>, num_non_zeros,</div>
|
|
<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  min_value, max_value);</div>
|
|
<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  }</div>
|
|
<div class="line"><a name="l00477"></a><span class="lineno"> 477</span> }</div>
|
|
<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  </div>
|
|
<div class="line"><a name="l00479"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6"> 479</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6">LinearProgram::SolutionIsWithinVariableBounds</a>(</div>
|
|
<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="keywordflow">if</span> (solution.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() != <a class="code" 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>
|
|
<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = ColIndex(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(solution[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb_error = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - solution[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub_error = solution[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  <span class="keywordflow">if</span> (lb_error > absolute_tolerance || ub_error > absolute_tolerance) {</div>
|
|
<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  }</div>
|
|
<div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  }</div>
|
|
<div class="line"><a name="l00492"></a><span class="lineno"> 492</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00493"></a><span class="lineno"> 493</span> }</div>
|
|
<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  </div>
|
|
<div class="line"><a name="l00495"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e"> 495</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e">LinearProgram::SolutionIsLPFeasible</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution,</div>
|
|
<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a23e637a2ad0316932c194e38f8e5f5f6">SolutionIsWithinVariableBounds</a>(solution, absolute_tolerance)) {</div>
|
|
<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  }</div>
|
|
<div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  <span class="keyword">const</span> RowIndex num_rows = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = RowIndex(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sum =</div>
|
|
<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a3d9874910f9632900fe8677463b1c0be">ScalarProduct</a>(solution, transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)));</div>
|
|
<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(sum)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb_error = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] - sum;</div>
|
|
<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub_error = sum - <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  <span class="keywordflow">if</span> (lb_error > absolute_tolerance || ub_error > absolute_tolerance) {</div>
|
|
<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  }</div>
|
|
<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  }</div>
|
|
<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00513"></a><span class="lineno"> 513</span> }</div>
|
|
<div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  </div>
|
|
<div class="line"><a name="l00515"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258"> 515</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258">LinearProgram::SolutionIsInteger</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution,</div>
|
|
<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(solution.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="keywordflow">if</span> (solution.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() != <a class="code" 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>
|
|
<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>()) {</div>
|
|
<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(solution[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fractionality = fabs(solution[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - round(solution[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  <span class="keywordflow">if</span> (fractionality > absolute_tolerance) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00523"></a><span class="lineno"> 523</span>  }</div>
|
|
<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00525"></a><span class="lineno"> 525</span> }</div>
|
|
<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  </div>
|
|
<div class="line"><a name="l00527"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c97213019318c99fd9d01658803d12f"> 527</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c97213019318c99fd9d01658803d12f">LinearProgram::SolutionIsMIPFeasible</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& solution,</div>
|
|
<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> absolute_tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa8fbdc130ccf992a392b066fe625443e">SolutionIsLPFeasible</a>(solution, absolute_tolerance) &&</div>
|
|
<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a887289f2d9928ca7a603fee5b77df258">SolutionIsInteger</a>(solution, absolute_tolerance);</div>
|
|
<div class="line"><a name="l00531"></a><span class="lineno"> 531</span> }</div>
|
|
<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  </div>
|
|
<div class="line"><a name="l00533"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa779a5d1f677630f42a48e1fdaadb1a8"> 533</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa779a5d1f677630f42a48e1fdaadb1a8">LinearProgram::ComputeSlackVariableValues</a>(<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>* solution)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(solution != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00535"></a><span class="lineno"> 535</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>();</div>
|
|
<div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  <span class="keyword">const</span> RowIndex num_rows = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(solution-><a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = RowIndex(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sum = <a class="code" href="namespaceoperations__research_1_1glop.html#ad2cb64ef0c88350c1ad4c731e0b7e183">PartialScalarProduct</a>(</div>
|
|
<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  *solution, transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)), num_cols.value());</div>
|
|
<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  <span class="keyword">const</span> ColIndex slack_variable = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">GetSlackVariable</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  <a class="code" href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a>(slack_variable, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  (*solution)[slack_variable] = -sum;</div>
|
|
<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  }</div>
|
|
<div class="line"><a name="l00546"></a><span class="lineno"> 546</span> }</div>
|
|
<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  </div>
|
|
<div class="line"><a name="l00548"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac1e28fcd73435981deb42946a3e38046"> 548</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac1e28fcd73435981deb42946a3e38046">LinearProgram::ApplyObjectiveScalingAndOffset</a>(</div>
|
|
<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() * (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> + <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>());</div>
|
|
<div class="line"><a name="l00551"></a><span class="lineno"> 551</span> }</div>
|
|
<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  </div>
|
|
<div class="line"><a name="l00553"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a5d1b2b60ac8335834e40084ea545cc0d"> 553</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5d1b2b60ac8335834e40084ea545cc0d">LinearProgram::RemoveObjectiveScalingAndOffset</a>(</div>
|
|
<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  <span class="keywordflow">return</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> / <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() - <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>();</div>
|
|
<div class="line"><a name="l00556"></a><span class="lineno"> 556</span> }</div>
|
|
<div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  </div>
|
|
<div class="line"><a name="l00558"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4a8456683d4572bd9426efab8489e99"> 558</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4a8456683d4572bd9426efab8489e99">LinearProgram::Dump</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  <span class="comment">// Objective line.</span></div>
|
|
<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  std::string output = maximize_ ? <span class="stringliteral">"max:"</span> : <span class="stringliteral">"min:"</span>;</div>
|
|
<div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  <span class="keywordflow">if</span> (objective_offset_ != 0.0) {</div>
|
|
<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(objective_offset_);</div>
|
|
<div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  }</div>
|
|
<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  <span class="keywordflow">if</span> (coeff != 0.0) {</div>
|
|
<div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">StringifyMonomial</a>(coeff, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>), <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00569"></a><span class="lineno"> 569</span>  }</div>
|
|
<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  }</div>
|
|
<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  output.append(<span class="stringliteral">";\n"</span>);</div>
|
|
<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  </div>
|
|
<div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  <span class="comment">// Constraints.</span></div>
|
|
<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  <span class="keyword">const</span> RowIndex num_rows = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l00575"></a><span class="lineno"> 575</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  output += <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a8d7d21abe90edddc22416e5db1db563f">GetConstraintName</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  output += <span class="stringliteral">":"</span>;</div>
|
|
<div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(lower_bound, upper_bound)) {</div>
|
|
<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  output += <span class="stringliteral">" "</span>;</div>
|
|
<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(lower_bound);</div>
|
|
<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  output += <span class="stringliteral">" <="</span>;</div>
|
|
<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  }</div>
|
|
<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a566008ab9fd3e3dbec96263bc3c45061">LookUpValue</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">StringifyMonomial</a>(coeff, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>), <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  }</div>
|
|
<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(lower_bound, upper_bound)) {</div>
|
|
<div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  output += <span class="stringliteral">" = "</span>;</div>
|
|
<div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  output += <span class="stringliteral">" >= "</span>;</div>
|
|
<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(lower_bound);</div>
|
|
<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  }</div>
|
|
<div class="line"><a name="l00602"></a><span class="lineno"> 602</span>  output += <span class="stringliteral">";\n"</span>;</div>
|
|
<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  }</div>
|
|
<div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  </div>
|
|
<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  <span class="comment">// Variables.</span></div>
|
|
<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(lower_bound, upper_bound)) {</div>
|
|
<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(lower_bound);</div>
|
|
<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  }</div>
|
|
<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  output += <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(lower_bound, upper_bound)) {</div>
|
|
<div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  output += <span class="stringliteral">" = "</span>;</div>
|
|
<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  output += <span class="stringliteral">" >= "</span>;</div>
|
|
<div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(lower_bound);</div>
|
|
<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  output += <span class="stringliteral">" <= "</span>;</div>
|
|
<div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  output += <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(upper_bound);</div>
|
|
<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  }</div>
|
|
<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  output += <span class="stringliteral">";\n"</span>;</div>
|
|
<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  }</div>
|
|
<div class="line"><a name="l00629"></a><span class="lineno"> 629</span>  </div>
|
|
<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  <span class="comment">// Integer variables.</span></div>
|
|
<div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  <span class="comment">// TODO(user): if needed provide similar output for binary variables.</span></div>
|
|
<div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  <span class="keyword">const</span> std::vector<ColIndex>& integer_variables = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>();</div>
|
|
<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  <span class="keywordflow">if</span> (!integer_variables.empty()) {</div>
|
|
<div class="line"><a name="l00634"></a><span class="lineno"> 634</span>  output += <span class="stringliteral">"int"</span>;</div>
|
|
<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : integer_variables) {</div>
|
|
<div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  output += <span class="stringliteral">" "</span>;</div>
|
|
<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  output += <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  }</div>
|
|
<div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  output += <span class="stringliteral">";\n"</span>;</div>
|
|
<div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  }</div>
|
|
<div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  </div>
|
|
<div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  <span class="keywordflow">return</span> output;</div>
|
|
<div class="line"><a name="l00643"></a><span class="lineno"> 643</span> }</div>
|
|
<div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  </div>
|
|
<div class="line"><a name="l00645"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a476f0627b588f945d6b14b9f08457ba9"> 645</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a476f0627b588f945d6b14b9f08457ba9">LinearProgram::DumpSolution</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& variable_values)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(variable_values.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  std::string output;</div>
|
|
<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < variable_values.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  <span class="keywordflow">if</span> (!output.empty()) absl::StrAppend(&output, <span class="stringliteral">", "</span>);</div>
|
|
<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  absl::StrAppend(&output, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a18b017687d9940cc46c92e3937a18882">GetVariableName</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>), <span class="stringliteral">" = "</span>,</div>
|
|
<div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  (variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  }</div>
|
|
<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  <span class="keywordflow">return</span> output;</div>
|
|
<div class="line"><a name="l00654"></a><span class="lineno"> 654</span> }</div>
|
|
<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  </div>
|
|
<div class="line"><a name="l00656"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#acd7098e54f25e34f6626efd354cb7608"> 656</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd7098e54f25e34f6626efd354cb7608">LinearProgram::GetProblemStats</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  <span class="keywordflow">return</span> ProblemStatFormatter(</div>
|
|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <span class="stringliteral">"%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,%d,"</span></div>
|
|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  <span class="stringliteral">"%d,%d,%d,%d"</span>);</div>
|
|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span> }</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  </div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c5fdde0efc79599fcb7949449028ecf"> 662</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2c5fdde0efc79599fcb7949449028ecf">LinearProgram::GetPrettyProblemStats</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  <span class="keywordflow">return</span> ProblemStatFormatter(</div>
|
|
<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  <span class="stringliteral">"Number of rows : %d\n"</span></div>
|
|
<div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  <span class="stringliteral">"Number of variables in file : %d\n"</span></div>
|
|
<div class="line"><a name="l00666"></a><span class="lineno"> 666</span>  <span class="stringliteral">"Number of entries (non-zeros) : %d\n"</span></div>
|
|
<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  <span class="stringliteral">"Number of entries in the objective : %d\n"</span></div>
|
|
<div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  <span class="stringliteral">"Number of entries in the right-hand side : %d\n"</span></div>
|
|
<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  <span class="stringliteral">"Number of <= constraints : %d\n"</span></div>
|
|
<div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  <span class="stringliteral">"Number of >= constraints : %d\n"</span></div>
|
|
<div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  <span class="stringliteral">"Number of = constraints : %d\n"</span></div>
|
|
<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  <span class="stringliteral">"Number of range constraints : %d\n"</span></div>
|
|
<div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  <span class="stringliteral">"Number of non-negative variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  <span class="stringliteral">"Number of boxed variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00675"></a><span class="lineno"> 675</span>  <span class="stringliteral">"Number of free variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  <span class="stringliteral">"Number of fixed variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  <span class="stringliteral">"Number of other variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  <span class="stringliteral">"Number of integer variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  <span class="stringliteral">"Number of binary variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  <span class="stringliteral">"Number of non-binary integer variables : %d\n"</span></div>
|
|
<div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <span class="stringliteral">"Number of continuous variables : %d\n"</span>);</div>
|
|
<div class="line"><a name="l00682"></a><span class="lineno"> 682</span> }</div>
|
|
<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  </div>
|
|
<div class="line"><a name="l00684"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a3009656fbbef7a076bcaec0cca172572"> 684</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a3009656fbbef7a076bcaec0cca172572">LinearProgram::GetNonZeroStats</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  <span class="keywordflow">return</span> NonZeroStatFormatter(<span class="stringliteral">"%.2f%%,%d,%.2f,%.2f,%d,%.2f,%.2f"</span>);</div>
|
|
<div class="line"><a name="l00686"></a><span class="lineno"> 686</span> }</div>
|
|
<div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  </div>
|
|
<div class="line"><a name="l00688"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a7866c9704e24cad179e98c7188587cdf"> 688</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a7866c9704e24cad179e98c7188587cdf">LinearProgram::GetPrettyNonZeroStats</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <span class="keywordflow">return</span> NonZeroStatFormatter(</div>
|
|
<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  <span class="stringliteral">"Fill rate : %.2f%%\n"</span></div>
|
|
<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  <span class="stringliteral">"Entries in row (Max / average / std. dev.) : %d / %.2f / %.2f\n"</span></div>
|
|
<div class="line"><a name="l00692"></a><span class="lineno"> 692</span>  <span class="stringliteral">"Entries in column (Max / average / std. dev.): %d / %.2f / %.2f\n"</span>);</div>
|
|
<div class="line"><a name="l00693"></a><span class="lineno"> 693</span> }</div>
|
|
<div class="line"><a name="l00694"></a><span class="lineno"> 694</span>  </div>
|
|
<div class="line"><a name="l00695"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc"> 695</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">LinearProgram::AddSlackVariablesWhereNecessary</a>(</div>
|
|
<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  <span class="keywordtype">bool</span> detect_integer_constraints) {</div>
|
|
<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  <span class="comment">// Clean up the matrix. We're going to add entries, but we'll only be adding</span></div>
|
|
<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  <span class="comment">// them to new columns, and only one entry per column, which does not</span></div>
|
|
<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  <span class="comment">// invalidate the "cleanness" of the matrix.</span></div>
|
|
<div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#abfc30f91ab75c6f4552003f777672e74">CleanUp</a>();</div>
|
|
<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  </div>
|
|
<div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  <span class="comment">// Detect which constraints produce an integer slack variable. A constraint</span></div>
|
|
<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  <span class="comment">// has an integer slack variable, if it contains only integer variables with</span></div>
|
|
<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  <span class="comment">// integer coefficients. We do not check the bounds of the constraints,</span></div>
|
|
<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  <span class="comment">// because in such case, they will be tightened to integer values by the</span></div>
|
|
<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  <span class="comment">// preprocessors.</span></div>
|
|
<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00708"></a><span class="lineno"> 708</span>  <span class="comment">// We don't use the transpose, because it might not be valid and it would be</span></div>
|
|
<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  <span class="comment">// inefficient to update it and invalidate it again at the end of this</span></div>
|
|
<div class="line"><a name="l00710"></a><span class="lineno"> 710</span>  <span class="comment">// preprocessor.</span></div>
|
|
<div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a> has_integer_slack_variable(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(),</div>
|
|
<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  detect_integer_constraints);</div>
|
|
<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  <span class="keywordflow">if</span> (detect_integer_constraints) {</div>
|
|
<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_integer_variable = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a>& entry : column) {</div>
|
|
<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = entry.row();</div>
|
|
<div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  has_integer_slack_variable[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] =</div>
|
|
<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  has_integer_slack_variable[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] && is_integer_variable &&</div>
|
|
<div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  round(entry.coefficient()) == entry.coefficient();</div>
|
|
<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  }</div>
|
|
<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  }</div>
|
|
<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  }</div>
|
|
<div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  </div>
|
|
<div class="line"><a name="l00726"></a><span class="lineno"> 726</span>  <span class="comment">// Extend the matrix of the problem with an identity matrix.</span></div>
|
|
<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  <span class="keyword">const</span> ColIndex original_num_variables = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  ColIndex slack_variable_index = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">GetSlackVariable</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  <span class="keywordflow">if</span> (slack_variable_index != <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a> &&</div>
|
|
<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  slack_variable_index < original_num_variables) {</div>
|
|
<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  <span class="comment">// Slack variable is already present in this constraint.</span></div>
|
|
<div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  }</div>
|
|
<div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  <span class="keyword">const</span> ColIndex slack_col = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a69d82a65001991de390a5acc122573f3">CreateNewSlackVariable</a>(</div>
|
|
<div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  has_integer_slack_variable[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], -constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  -constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], absl::StrCat(<span class="stringliteral">"s"</span>, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value()));</div>
|
|
<div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, slack_col, 1.0);</div>
|
|
<div class="line"><a name="l00739"></a><span class="lineno"> 739</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, 0.0, 0.0);</div>
|
|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  }</div>
|
|
<div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  </div>
|
|
<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  <span class="keywordflow">if</span> (first_slack_variable_ == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  first_slack_variable_ = original_num_variables;</div>
|
|
<div class="line"><a name="l00746"></a><span class="lineno"> 746</span>  }</div>
|
|
<div class="line"><a name="l00747"></a><span class="lineno"> 747</span> }</div>
|
|
<div class="line"><a name="l00748"></a><span class="lineno"> 748</span>  </div>
|
|
<div class="line"><a name="l00749"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d"> 749</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">LinearProgram::GetFirstSlackVariable</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  <span class="keywordflow">return</span> first_slack_variable_;</div>
|
|
<div class="line"><a name="l00751"></a><span class="lineno"> 751</span> }</div>
|
|
<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  </div>
|
|
<div class="line"><a name="l00753"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14"> 753</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a48de416333220c0bea7759c5aa53ee14">LinearProgram::GetSlackVariable</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, RowIndex(0));</div>
|
|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="keywordflow">if</span> (first_slack_variable_ == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  }</div>
|
|
<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  <span class="keywordflow">return</span> first_slack_variable_ + <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l00760"></a><span class="lineno"> 760</span> }</div>
|
|
<div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  </div>
|
|
<div class="line"><a name="l00762"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb"> 762</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad38b71923c7904791897a23722c157cb">LinearProgram::PopulateFromDual</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& dual,</div>
|
|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>* duplicated_rows) {</div>
|
|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  <span class="keyword">const</span> ColIndex dual_num_variables = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  <span class="keyword">const</span> RowIndex dual_num_constraints = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  </div>
|
|
<div class="line"><a name="l00768"></a><span class="lineno"> 768</span>  <span class="comment">// We always take the dual in its minimization form thanks to the</span></div>
|
|
<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  <span class="comment">// GetObjectiveCoefficientForMinimizationVersion() below, so this will always</span></div>
|
|
<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  <span class="comment">// be a maximization problem.</span></div>
|
|
<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ae3201a343d8df987411b55830bff7fa3">SetMaximizationProblem</a>(<span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  </div>
|
|
<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  <span class="comment">// Taking the dual does not change the offset nor the objective scaling</span></div>
|
|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  <span class="comment">// factor.</span></div>
|
|
<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>());</div>
|
|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>());</div>
|
|
<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  </div>
|
|
<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  <span class="comment">// Create the dual variables y, with bounds depending on the type</span></div>
|
|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  <span class="comment">// of constraints in the primal.</span></div>
|
|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  <span class="keywordflow">for</span> (RowIndex dual_row(0); dual_row < dual_num_constraints; ++dual_row) {</div>
|
|
<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
|
|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(dual_row);</div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[dual_row];</div>
|
|
<div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[dual_row];</div>
|
|
<div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l00786"></a><span class="lineno"> 786</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00787"></a><span class="lineno"> 787</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, lower_bound);</div>
|
|
<div class="line"><a name="l00788"></a><span class="lineno"> 788</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  <span class="comment">// Note that for a ranged constraint, the loop will be continued here.</span></div>
|
|
<div class="line"><a name="l00790"></a><span class="lineno"> 790</span>  <span class="comment">// This is wanted because we want to deal with the lower_bound afterwards.</span></div>
|
|
<div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, 0.0);</div>
|
|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, upper_bound);</div>
|
|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, lower_bound);</div>
|
|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  <span class="comment">// This code does not support free rows in linear_program.</span></div>
|
|
<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"PopulateFromDual() was called with a program "</span></div>
|
|
<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  << <span class="stringliteral">"containing free constraints."</span>;</div>
|
|
<div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  }</div>
|
|
<div class="line"><a name="l00801"></a><span class="lineno"> 801</span>  }</div>
|
|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  <span class="comment">// Create the dual slack variables v.</span></div>
|
|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  <span class="keywordflow">for</span> (ColIndex dual_col(0); dual_col < dual_num_variables; ++dual_col) {</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[dual_col];</div>
|
|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, lower_bound);</div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(dual_col);</div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(1.0));</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  }</div>
|
|
<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  }</div>
|
|
<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  <span class="comment">// Create the dual surplus variables w.</span></div>
|
|
<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  <span class="keywordflow">for</span> (ColIndex dual_col(0); dual_col < dual_num_variables; ++dual_col) {</div>
|
|
<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[dual_col];</div>
|
|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
|
|
<div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, upper_bound);</div>
|
|
<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, 0.0);</div>
|
|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(dual_col);</div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(1.0));</div>
|
|
<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  }</div>
|
|
<div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  }</div>
|
|
<div class="line"><a name="l00824"></a><span class="lineno"> 824</span>  <span class="comment">// Store the transpose of the matrix.</span></div>
|
|
<div class="line"><a name="l00825"></a><span class="lineno"> 825</span>  <span class="keywordflow">for</span> (ColIndex dual_col(0); dual_col < dual_num_variables; ++dual_col) {</div>
|
|
<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(dual_col);</div>
|
|
<div class="line"><a name="l00827"></a><span class="lineno"> 827</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> row_bound =</div>
|
|
<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a6137c2df856cf2634f9bb259d2aace2b">GetObjectiveCoefficientForMinimizationVersion</a>(dual_col);</div>
|
|
<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, row_bound, row_bound);</div>
|
|
<div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(dual_col)) {</div>
|
|
<div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  <span class="keyword">const</span> RowIndex dual_row = e.row();</div>
|
|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(dual_row);</div>
|
|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2d695f450ae446d5d9c225b991f8d88e">SetCoefficient</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, e.coefficient());</div>
|
|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  }</div>
|
|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</span>  }</div>
|
|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  </div>
|
|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</span>  <span class="comment">// Take care of ranged constraints.</span></div>
|
|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  duplicated_rows-><a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#af8d7048738ceb4c753b040e6d29db79c">assign</a>(dual_num_constraints, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  <span class="keywordflow">for</span> (RowIndex dual_row(0); dual_row < dual_num_constraints; ++dual_row) {</div>
|
|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[dual_row];</div>
|
|
<div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = dual.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[dual_row];</div>
|
|
<div class="line"><a name="l00842"></a><span class="lineno"> 842</span>  <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(lower_bound, upper_bound)) {</div>
|
|
<div class="line"><a name="l00843"></a><span class="lineno"> 843</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00844"></a><span class="lineno"> 844</span>  </div>
|
|
<div class="line"><a name="l00845"></a><span class="lineno"> 845</span>  <span class="comment">// upper_bound was done in a loop above, now do the lower_bound.</span></div>
|
|
<div class="line"><a name="l00846"></a><span class="lineno"> 846</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a695ac3d8db5a986f572711f2ef3a6a39">CreateNewVariable</a>();</div>
|
|
<div class="line"><a name="l00847"></a><span class="lineno"> 847</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, 0.0, <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, lower_bound);</div>
|
|
<div class="line"><a name="l00849"></a><span class="lineno"> 849</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">mutable_column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)-><a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af3346e19f245a59be830e9558002d2d4">PopulateFromSparseVector</a>(</div>
|
|
<div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(dual_row)));</div>
|
|
<div class="line"><a name="l00851"></a><span class="lineno"> 851</span>  (*duplicated_rows)[dual_row] = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00852"></a><span class="lineno"> 852</span>  }</div>
|
|
<div class="line"><a name="l00853"></a><span class="lineno"> 853</span>  }</div>
|
|
<div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  </div>
|
|
<div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  <span class="comment">// We know that the columns are ordered by rows.</span></div>
|
|
<div class="line"><a name="l00856"></a><span class="lineno"> 856</span>  columns_are_known_to_be_clean_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00858"></a><span class="lineno"> 858</span> }</div>
|
|
<div class="line"><a name="l00859"></a><span class="lineno"> 859</span>  </div>
|
|
<div class="line"><a name="l00860"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61"> 860</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2b3db5dc0b5e97f2790bbe1d633abc61">LinearProgram::PopulateFromLinearProgram</a>(</div>
|
|
<div class="line"><a name="l00861"></a><span class="lineno"> 861</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program) {</div>
|
|
<div class="line"><a name="l00862"></a><span class="lineno"> 862</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#acbbc88405e6db3fe77064e1a3d4e402a">PopulateFromSparseMatrix</a>(linear_program.matrix_);</div>
|
|
<div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  <span class="keywordflow">if</span> (linear_program.transpose_matrix_is_consistent_) {</div>
|
|
<div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  transpose_matrix_is_consistent_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#acbbc88405e6db3fe77064e1a3d4e402a">PopulateFromSparseMatrix</a>(</div>
|
|
<div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  linear_program.transpose_matrix_);</div>
|
|
<div class="line"><a name="l00867"></a><span class="lineno"> 867</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00868"></a><span class="lineno"> 868</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  }</div>
|
|
<div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  </div>
|
|
<div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  constraint_lower_bounds_ = linear_program.constraint_lower_bounds_;</div>
|
|
<div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  constraint_upper_bounds_ = linear_program.constraint_upper_bounds_;</div>
|
|
<div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  constraint_names_ = linear_program.constraint_names_;</div>
|
|
<div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  constraint_table_.clear();</div>
|
|
<div class="line"><a name="l00876"></a><span class="lineno"> 876</span>  </div>
|
|
<div class="line"><a name="l00877"></a><span class="lineno"> 877</span>  PopulateNameObjectiveAndVariablesFromLinearProgram(linear_program);</div>
|
|
<div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  first_slack_variable_ = linear_program.first_slack_variable_;</div>
|
|
<div class="line"><a name="l00879"></a><span class="lineno"> 879</span> }</div>
|
|
<div class="line"><a name="l00880"></a><span class="lineno"> 880</span>  </div>
|
|
<div class="line"><a name="l00881"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a057224e0b8a244b6204e382bbb6337ee"> 881</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a057224e0b8a244b6204e382bbb6337ee">LinearProgram::PopulateFromPermutedLinearProgram</a>(</div>
|
|
<div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_permutation.html">RowPermutation</a>& row_permutation,</div>
|
|
<div class="line"><a name="l00883"></a><span class="lineno"> 883</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_permutation.html">ColumnPermutation</a>& col_permutation) {</div>
|
|
<div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">IsCleanedUp</a>());</div>
|
|
<div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(row_permutation.<a class="code" href="classoperations__research_1_1glop_1_1_permutation.html#a1df2b3a4485e328397fda9b5f9b3ea2b">size</a>(), lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(col_permutation.<a class="code" href="classoperations__research_1_1glop_1_1_permutation.html#a1df2b3a4485e328397fda9b5f9b3ea2b">size</a>(), lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00887"></a><span class="lineno"> 887</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>(), <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  </div>
|
|
<div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  <span class="comment">// Populate matrix coefficients.</span></div>
|
|
<div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  <a class="code" href="classoperations__research_1_1glop_1_1_permutation.html">ColumnPermutation</a> inverse_col_permutation;</div>
|
|
<div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  inverse_col_permutation.<a class="code" href="classoperations__research_1_1glop_1_1_permutation.html#af70191062b734badb4405f2fde63792a">PopulateFromInverse</a>(col_permutation);</div>
|
|
<div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a29edb960f882c54b9652853e94988e79">PopulateFromPermutedMatrix</a>(lp.matrix_, row_permutation,</div>
|
|
<div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  inverse_col_permutation);</div>
|
|
<div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a40b46f23f42f169a527de50e016c2096">ClearTransposeMatrix</a>();</div>
|
|
<div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  </div>
|
|
<div class="line"><a name="l00897"></a><span class="lineno"> 897</span>  <span class="comment">// Populate constraints.</span></div>
|
|
<div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(row_permutation, lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>(),</div>
|
|
<div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  &constraint_lower_bounds_);</div>
|
|
<div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(row_permutation, lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>(),</div>
|
|
<div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  &constraint_upper_bounds_);</div>
|
|
<div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  </div>
|
|
<div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  <span class="comment">// Populate variables.</span></div>
|
|
<div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>(),</div>
|
|
<div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  &objective_coefficients_);</div>
|
|
<div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>(),</div>
|
|
<div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  &variable_lower_bounds_);</div>
|
|
<div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>(),</div>
|
|
<div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  &variable_upper_bounds_);</div>
|
|
<div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad23afb4770e9de727133317f32f68a2f">ApplyPermutation</a>(col_permutation, lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aec4f9f0e8674e2b692176f599086d721">variable_types</a>(), &variable_types_);</div>
|
|
<div class="line"><a name="l00911"></a><span class="lineno"> 911</span>  integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  </div>
|
|
<div class="line"><a name="l00913"></a><span class="lineno"> 913</span>  <span class="comment">// There is no vector based accessor to names, because they may be created</span></div>
|
|
<div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  <span class="comment">// on the fly.</span></div>
|
|
<div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  constraint_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>());</div>
|
|
<div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  <span class="keywordflow">for</span> (RowIndex old_row(0); old_row < lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++old_row) {</div>
|
|
<div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  <span class="keyword">const</span> RowIndex new_row = row_permutation[old_row];</div>
|
|
<div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  constraint_names_[new_row] = lp.constraint_names_[old_row];</div>
|
|
<div class="line"><a name="l00919"></a><span class="lineno"> 919</span>  }</div>
|
|
<div class="line"><a name="l00920"></a><span class="lineno"> 920</span>  variable_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00921"></a><span class="lineno"> 921</span>  <span class="keywordflow">for</span> (ColIndex old_col(0); old_col < lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++old_col) {</div>
|
|
<div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  <span class="keyword">const</span> ColIndex new_col = col_permutation[old_col];</div>
|
|
<div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  variable_names_[new_col] = lp.variable_names_[old_col];</div>
|
|
<div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  }</div>
|
|
<div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  </div>
|
|
<div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  <span class="comment">// Populate singular fields.</span></div>
|
|
<div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  maximize_ = lp.maximize_;</div>
|
|
<div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  objective_offset_ = lp.objective_offset_;</div>
|
|
<div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  objective_scaling_factor_ = lp.objective_scaling_factor_;</div>
|
|
<div class="line"><a name="l00930"></a><span class="lineno"> 930</span>  name_ = lp.name_;</div>
|
|
<div class="line"><a name="l00931"></a><span class="lineno"> 931</span> }</div>
|
|
<div class="line"><a name="l00932"></a><span class="lineno"> 932</span>  </div>
|
|
<div class="line"><a name="l00933"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#adb6ee53de9bb4adf2734b59842cea0f5"> 933</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adb6ee53de9bb4adf2734b59842cea0f5">LinearProgram::PopulateFromLinearProgramVariables</a>(</div>
|
|
<div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program) {</div>
|
|
<div class="line"><a name="l00935"></a><span class="lineno"> 935</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ae1b90982a83e1b025ebbc1c446980640">PopulateFromZero</a>(RowIndex(0), linear_program.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>());</div>
|
|
<div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  first_slack_variable_ = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l00937"></a><span class="lineno"> 937</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00939"></a><span class="lineno"> 939</span>  </div>
|
|
<div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  constraint_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  constraint_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  constraint_names_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  constraint_table_.clear();</div>
|
|
<div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  </div>
|
|
<div class="line"><a name="l00945"></a><span class="lineno"> 945</span>  PopulateNameObjectiveAndVariablesFromLinearProgram(linear_program);</div>
|
|
<div class="line"><a name="l00946"></a><span class="lineno"> 946</span> }</div>
|
|
<div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  </div>
|
|
<div class="line"><a name="l00948"></a><span class="lineno"> 948</span> <span class="keywordtype">void</span> LinearProgram::PopulateNameObjectiveAndVariablesFromLinearProgram(</div>
|
|
<div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program) {</div>
|
|
<div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  objective_coefficients_ = linear_program.objective_coefficients_;</div>
|
|
<div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  variable_lower_bounds_ = linear_program.variable_lower_bounds_;</div>
|
|
<div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  variable_upper_bounds_ = linear_program.variable_upper_bounds_;</div>
|
|
<div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  variable_names_ = linear_program.variable_names_;</div>
|
|
<div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  variable_types_ = linear_program.variable_types_;</div>
|
|
<div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  integer_variables_list_is_consistent_ =</div>
|
|
<div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  linear_program.integer_variables_list_is_consistent_;</div>
|
|
<div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  integer_variables_list_ = linear_program.integer_variables_list_;</div>
|
|
<div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  binary_variables_list_ = linear_program.binary_variables_list_;</div>
|
|
<div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  non_binary_variables_list_ = linear_program.non_binary_variables_list_;</div>
|
|
<div class="line"><a name="l00960"></a><span class="lineno"> 960</span>  variable_table_.clear();</div>
|
|
<div class="line"><a name="l00961"></a><span class="lineno"> 961</span>  </div>
|
|
<div class="line"><a name="l00962"></a><span class="lineno"> 962</span>  maximize_ = linear_program.maximize_;</div>
|
|
<div class="line"><a name="l00963"></a><span class="lineno"> 963</span>  objective_offset_ = linear_program.objective_offset_;</div>
|
|
<div class="line"><a name="l00964"></a><span class="lineno"> 964</span>  objective_scaling_factor_ = linear_program.objective_scaling_factor_;</div>
|
|
<div class="line"><a name="l00965"></a><span class="lineno"> 965</span>  columns_are_known_to_be_clean_ =</div>
|
|
<div class="line"><a name="l00966"></a><span class="lineno"> 966</span>  linear_program.columns_are_known_to_be_clean_;</div>
|
|
<div class="line"><a name="l00967"></a><span class="lineno"> 967</span>  name_ = linear_program.name_;</div>
|
|
<div class="line"><a name="l00968"></a><span class="lineno"> 968</span> }</div>
|
|
<div class="line"><a name="l00969"></a><span class="lineno"> 969</span>  </div>
|
|
<div class="line"><a name="l00970"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466"> 970</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466">LinearProgram::AddConstraints</a>(</div>
|
|
<div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& left_hand_sides,</div>
|
|
<div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& right_hand_sides,</div>
|
|
<div class="line"><a name="l00973"></a><span class="lineno"> 973</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, std::string></a>& names) {</div>
|
|
<div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  <span class="keyword">const</span> RowIndex num_new_constraints = <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>.num_rows();</div>
|
|
<div class="line"><a name="l00975"></a><span class="lineno"> 975</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(), <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>.num_cols());</div>
|
|
<div class="line"><a name="l00976"></a><span class="lineno"> 976</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_new_constraints, left_hand_sides.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l00977"></a><span class="lineno"> 977</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_new_constraints, right_hand_sides.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l00978"></a><span class="lineno"> 978</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_new_constraints, names.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>());</div>
|
|
<div class="line"><a name="l00979"></a><span class="lineno"> 979</span>  </div>
|
|
<div class="line"><a name="l00980"></a><span class="lineno"> 980</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ab2d8beb101c26b08a8af602300da1748">AppendRowsFromSparseMatrix</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>);</div>
|
|
<div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00982"></a><span class="lineno"> 982</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  columns_are_known_to_be_clean_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  </div>
|
|
<div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  <span class="comment">// Copy constraint bounds and names from linear_program.</span></div>
|
|
<div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  constraint_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a436947c1a9c9d115cc85c707d8f693c0">insert</a>(constraint_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>(),</div>
|
|
<div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  left_hand_sides.<a class="code" href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(),</div>
|
|
<div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  left_hand_sides.<a class="code" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>());</div>
|
|
<div class="line"><a name="l00989"></a><span class="lineno"> 989</span>  constraint_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#a436947c1a9c9d115cc85c707d8f693c0">insert</a>(constraint_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>(),</div>
|
|
<div class="line"><a name="l00990"></a><span class="lineno"> 990</span>  right_hand_sides.<a class="code" href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(),</div>
|
|
<div class="line"><a name="l00991"></a><span class="lineno"> 991</span>  right_hand_sides.<a class="code" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>());</div>
|
|
<div class="line"><a name="l00992"></a><span class="lineno"> 992</span>  constraint_names_.<a class="code" href="classabsl_1_1_strong_vector.html#a436947c1a9c9d115cc85c707d8f693c0">insert</a>(constraint_names_.<a class="code" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>(), names.<a class="code" href="classabsl_1_1_strong_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(), names.<a class="code" href="classabsl_1_1_strong_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>());</div>
|
|
<div class="line"><a name="l00993"></a><span class="lineno"> 993</span> }</div>
|
|
<div class="line"><a name="l00994"></a><span class="lineno"> 994</span>  </div>
|
|
<div class="line"><a name="l00995"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ae8a25f4344e17329c596cd1c387f70b2"> 995</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ae8a25f4344e17329c596cd1c387f70b2">LinearProgram::AddConstraintsWithSlackVariables</a>(</div>
|
|
<div class="line"><a name="l00996"></a><span class="lineno"> 996</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& left_hand_sides,</div>
|
|
<div class="line"><a name="l00997"></a><span class="lineno"> 997</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& right_hand_sides,</div>
|
|
<div class="line"><a name="l00998"></a><span class="lineno"> 998</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<RowIndex, std::string></a>& names,</div>
|
|
<div class="line"><a name="l00999"></a><span class="lineno"> 999</span>  <span class="keywordtype">bool</span> detect_integer_constraints_for_slack) {</div>
|
|
<div class="line"><a name="l01000"></a><span class="lineno"> 1000</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a742dbe4804ed01bc7a27724f6b672466">AddConstraints</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, left_hand_sides, right_hand_sides, names);</div>
|
|
<div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa23a76f0f582369176688b458cda07dc">AddSlackVariablesWhereNecessary</a>(detect_integer_constraints_for_slack);</div>
|
|
<div class="line"><a name="l01002"></a><span class="lineno"> 1002</span> }</div>
|
|
<div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  </div>
|
|
<div class="line"><a name="l01004"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#acfe08a4275ac11e83e806835f04cc89e"> 1004</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acfe08a4275ac11e83e806835f04cc89e">LinearProgram::UpdateVariableBoundsToIntersection</a>(</div>
|
|
<div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& variable_lower_bounds,</div>
|
|
<div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& variable_upper_bounds) {</div>
|
|
<div class="line"><a name="l01007"></a><span class="lineno"> 1007</span>  <span class="keyword">const</span> ColIndex num_vars = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01008"></a><span class="lineno"> 1008</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), num_vars);</div>
|
|
<div class="line"><a name="l01009"></a><span class="lineno"> 1009</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(), num_vars);</div>
|
|
<div class="line"><a name="l01010"></a><span class="lineno"> 1010</span>  </div>
|
|
<div class="line"><a name="l01011"></a><span class="lineno"> 1011</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> new_lower_bounds(num_vars, 0);</div>
|
|
<div class="line"><a name="l01012"></a><span class="lineno"> 1012</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> new_upper_bounds(num_vars, 0);</div>
|
|
<div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  <span class="keywordflow">for</span> (ColIndex i(0); i < num_vars; ++i) {</div>
|
|
<div class="line"><a name="l01014"></a><span class="lineno"> 1014</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_lower_bound =</div>
|
|
<div class="line"><a name="l01015"></a><span class="lineno"> 1015</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>[i], variable_lower_bounds_[i]);</div>
|
|
<div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_upper_bound =</div>
|
|
<div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>[i], variable_upper_bounds_[i]);</div>
|
|
<div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  <span class="keywordflow">if</span> (new_lower_bound > new_upper_bound) {</div>
|
|
<div class="line"><a name="l01019"></a><span class="lineno"> 1019</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01020"></a><span class="lineno"> 1020</span>  }</div>
|
|
<div class="line"><a name="l01021"></a><span class="lineno"> 1021</span>  new_lower_bounds[i] = new_lower_bound;</div>
|
|
<div class="line"><a name="l01022"></a><span class="lineno"> 1022</span>  new_upper_bounds[i] = new_upper_bound;</div>
|
|
<div class="line"><a name="l01023"></a><span class="lineno"> 1023</span>  }</div>
|
|
<div class="line"><a name="l01024"></a><span class="lineno"> 1024</span>  variable_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(new_lower_bounds);</div>
|
|
<div class="line"><a name="l01025"></a><span class="lineno"> 1025</span>  variable_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(new_upper_bounds);</div>
|
|
<div class="line"><a name="l01026"></a><span class="lineno"> 1026</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01027"></a><span class="lineno"> 1027</span> }</div>
|
|
<div class="line"><a name="l01028"></a><span class="lineno"> 1028</span>  </div>
|
|
<div class="line"><a name="l01029"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6"> 1029</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a7054c01679c4d1b7ce846b95937582d6">LinearProgram::Swap</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>* linear_program) {</div>
|
|
<div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6052657cbffbe19decf328bf369d58e1">Swap</a>(&linear_program->matrix_);</div>
|
|
<div class="line"><a name="l01031"></a><span class="lineno"> 1031</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a6052657cbffbe19decf328bf369d58e1">Swap</a>(&linear_program->transpose_matrix_);</div>
|
|
<div class="line"><a name="l01032"></a><span class="lineno"> 1032</span>  </div>
|
|
<div class="line"><a name="l01033"></a><span class="lineno"> 1033</span>  constraint_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->constraint_lower_bounds_);</div>
|
|
<div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  constraint_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->constraint_upper_bounds_);</div>
|
|
<div class="line"><a name="l01035"></a><span class="lineno"> 1035</span>  constraint_names_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->constraint_names_);</div>
|
|
<div class="line"><a name="l01036"></a><span class="lineno"> 1036</span>  </div>
|
|
<div class="line"><a name="l01037"></a><span class="lineno"> 1037</span>  objective_coefficients_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->objective_coefficients_);</div>
|
|
<div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  variable_lower_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_lower_bounds_);</div>
|
|
<div class="line"><a name="l01039"></a><span class="lineno"> 1039</span>  variable_upper_bounds_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_upper_bounds_);</div>
|
|
<div class="line"><a name="l01040"></a><span class="lineno"> 1040</span>  variable_names_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_names_);</div>
|
|
<div class="line"><a name="l01041"></a><span class="lineno"> 1041</span>  variable_types_.<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(linear_program->variable_types_);</div>
|
|
<div class="line"><a name="l01042"></a><span class="lineno"> 1042</span>  integer_variables_list_.swap(linear_program->integer_variables_list_);</div>
|
|
<div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  binary_variables_list_.swap(linear_program->binary_variables_list_);</div>
|
|
<div class="line"><a name="l01044"></a><span class="lineno"> 1044</span>  non_binary_variables_list_.swap(linear_program->non_binary_variables_list_);</div>
|
|
<div class="line"><a name="l01045"></a><span class="lineno"> 1045</span>  </div>
|
|
<div class="line"><a name="l01046"></a><span class="lineno"> 1046</span>  variable_table_.swap(linear_program->variable_table_);</div>
|
|
<div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  constraint_table_.swap(linear_program->constraint_table_);</div>
|
|
<div class="line"><a name="l01048"></a><span class="lineno"> 1048</span>  </div>
|
|
<div class="line"><a name="l01049"></a><span class="lineno"> 1049</span>  std::swap(maximize_, linear_program->maximize_);</div>
|
|
<div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  std::swap(objective_offset_, linear_program->objective_offset_);</div>
|
|
<div class="line"><a name="l01051"></a><span class="lineno"> 1051</span>  std::swap(objective_scaling_factor_,</div>
|
|
<div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  linear_program->objective_scaling_factor_);</div>
|
|
<div class="line"><a name="l01053"></a><span class="lineno"> 1053</span>  std::swap(columns_are_known_to_be_clean_,</div>
|
|
<div class="line"><a name="l01054"></a><span class="lineno"> 1054</span>  linear_program->columns_are_known_to_be_clean_);</div>
|
|
<div class="line"><a name="l01055"></a><span class="lineno"> 1055</span>  std::swap(transpose_matrix_is_consistent_,</div>
|
|
<div class="line"><a name="l01056"></a><span class="lineno"> 1056</span>  linear_program->transpose_matrix_is_consistent_);</div>
|
|
<div class="line"><a name="l01057"></a><span class="lineno"> 1057</span>  std::swap(integer_variables_list_is_consistent_,</div>
|
|
<div class="line"><a name="l01058"></a><span class="lineno"> 1058</span>  linear_program->integer_variables_list_is_consistent_);</div>
|
|
<div class="line"><a name="l01059"></a><span class="lineno"> 1059</span>  name_.swap(linear_program->name_);</div>
|
|
<div class="line"><a name="l01060"></a><span class="lineno"> 1060</span>  std::swap(first_slack_variable_, linear_program->first_slack_variable_);</div>
|
|
<div class="line"><a name="l01061"></a><span class="lineno"> 1061</span> }</div>
|
|
<div class="line"><a name="l01062"></a><span class="lineno"> 1062</span>  </div>
|
|
<div class="line"><a name="l01063"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d"> 1063</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">LinearProgram::DeleteColumns</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a>& columns_to_delete) {</div>
|
|
<div class="line"><a name="l01064"></a><span class="lineno"> 1064</span>  <span class="keywordflow">if</span> (columns_to_delete.<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l01065"></a><span class="lineno"> 1065</span>  integer_variables_list_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01066"></a><span class="lineno"> 1066</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01067"></a><span class="lineno"> 1067</span>  <a class="code" href="classoperations__research_1_1glop_1_1_permutation.html">ColumnPermutation</a> permutation(num_cols);</div>
|
|
<div class="line"><a name="l01068"></a><span class="lineno"> 1068</span>  ColIndex new_index(0);</div>
|
|
<div class="line"><a name="l01069"></a><span class="lineno"> 1069</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01070"></a><span class="lineno"> 1070</span>  permutation[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = new_index;</div>
|
|
<div class="line"><a name="l01071"></a><span class="lineno"> 1071</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= columns_to_delete.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || !columns_to_delete[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l01072"></a><span class="lineno"> 1072</span>  objective_coefficients_[new_index] = objective_coefficients_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01073"></a><span class="lineno"> 1073</span>  variable_lower_bounds_[new_index] = variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01074"></a><span class="lineno"> 1074</span>  variable_upper_bounds_[new_index] = variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01075"></a><span class="lineno"> 1075</span>  variable_names_[new_index] = variable_names_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01076"></a><span class="lineno"> 1076</span>  variable_types_[new_index] = variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01077"></a><span class="lineno"> 1077</span>  ++new_index;</div>
|
|
<div class="line"><a name="l01078"></a><span class="lineno"> 1078</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01079"></a><span class="lineno"> 1079</span>  permutation[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l01080"></a><span class="lineno"> 1080</span>  }</div>
|
|
<div class="line"><a name="l01081"></a><span class="lineno"> 1081</span>  }</div>
|
|
<div class="line"><a name="l01082"></a><span class="lineno"> 1082</span>  </div>
|
|
<div class="line"><a name="l01083"></a><span class="lineno"> 1083</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(columns_to_delete);</div>
|
|
<div class="line"><a name="l01084"></a><span class="lineno"> 1084</span>  objective_coefficients_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
|
|
<div class="line"><a name="l01085"></a><span class="lineno"> 1085</span>  variable_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
|
|
<div class="line"><a name="l01086"></a><span class="lineno"> 1086</span>  variable_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
|
|
<div class="line"><a name="l01087"></a><span class="lineno"> 1087</span>  variable_types_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac62972ff1b21a037e56530cde67309abab1fa9dd3af034b3ef4291579aa673c07">VariableType::CONTINUOUS</a>);</div>
|
|
<div class="line"><a name="l01088"></a><span class="lineno"> 1088</span>  variable_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l01089"></a><span class="lineno"> 1089</span>  </div>
|
|
<div class="line"><a name="l01090"></a><span class="lineno"> 1090</span>  <span class="comment">// Remove the id of the deleted columns and adjust the index of the other.</span></div>
|
|
<div class="line"><a name="l01091"></a><span class="lineno"> 1091</span>  absl::flat_hash_map<std::string, ColIndex>::iterator it =</div>
|
|
<div class="line"><a name="l01092"></a><span class="lineno"> 1092</span>  variable_table_.begin();</div>
|
|
<div class="line"><a name="l01093"></a><span class="lineno"> 1093</span>  <span class="keywordflow">while</span> (it != variable_table_.end()) {</div>
|
|
<div class="line"><a name="l01094"></a><span class="lineno"> 1094</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = it->second;</div>
|
|
<div class="line"><a name="l01095"></a><span class="lineno"> 1095</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= columns_to_delete.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || !columns_to_delete[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l01096"></a><span class="lineno"> 1096</span>  it->second = permutation[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01097"></a><span class="lineno"> 1097</span>  ++it;</div>
|
|
<div class="line"><a name="l01098"></a><span class="lineno"> 1098</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01099"></a><span class="lineno"> 1099</span>  <span class="comment">// This safely deletes the entry and moves the iterator one step ahead.</span></div>
|
|
<div class="line"><a name="l01100"></a><span class="lineno"> 1100</span>  variable_table_.erase(it++);</div>
|
|
<div class="line"><a name="l01101"></a><span class="lineno"> 1101</span>  }</div>
|
|
<div class="line"><a name="l01102"></a><span class="lineno"> 1102</span>  }</div>
|
|
<div class="line"><a name="l01103"></a><span class="lineno"> 1103</span>  </div>
|
|
<div class="line"><a name="l01104"></a><span class="lineno"> 1104</span>  <span class="comment">// Eventually update transpose_matrix_.</span></div>
|
|
<div class="line"><a name="l01105"></a><span class="lineno"> 1105</span>  <span class="keywordflow">if</span> (transpose_matrix_is_consistent_) {</div>
|
|
<div class="line"><a name="l01106"></a><span class="lineno"> 1106</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a860e7a37e8c7c2f5f7f0a73d3e3473f0">DeleteRows</a>(</div>
|
|
<div class="line"><a name="l01107"></a><span class="lineno"> 1107</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(new_index),</div>
|
|
<div class="line"><a name="l01108"></a><span class="lineno"> 1108</span>  <span class="keyword">reinterpret_cast<</span><span class="keyword">const </span><a class="code" href="classoperations__research_1_1glop_1_1_permutation.html">RowPermutation</a>&<span class="keyword">></span>(permutation));</div>
|
|
<div class="line"><a name="l01109"></a><span class="lineno"> 1109</span>  }</div>
|
|
<div class="line"><a name="l01110"></a><span class="lineno"> 1110</span> }</div>
|
|
<div class="line"><a name="l01111"></a><span class="lineno"> 1111</span>  </div>
|
|
<div class="line"><a name="l01112"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ad7ecca71dd3aaf60246e7638ac3df455"> 1112</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ad7ecca71dd3aaf60246e7638ac3df455">LinearProgram::DeleteSlackVariables</a>() {</div>
|
|
<div class="line"><a name="l01113"></a><span class="lineno"> 1113</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(first_slack_variable_, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l01114"></a><span class="lineno"> 1114</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a> slack_variables(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>(), <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01115"></a><span class="lineno"> 1115</span>  <span class="comment">// Restore the bounds on the constraints corresponding to the slack variables.</span></div>
|
|
<div class="line"><a name="l01116"></a><span class="lineno"> 1116</span>  <span class="keywordflow">for</span> (ColIndex slack_variable = first_slack_variable_;</div>
|
|
<div class="line"><a name="l01117"></a><span class="lineno"> 1117</span>  slack_variable < matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>(); ++slack_variable) {</div>
|
|
<div class="line"><a name="l01118"></a><span class="lineno"> 1118</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>& column = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(slack_variable);</div>
|
|
<div class="line"><a name="l01119"></a><span class="lineno"> 1119</span>  <span class="comment">// Slack variables appear only in the constraints for which they were</span></div>
|
|
<div class="line"><a name="l01120"></a><span class="lineno"> 1120</span>  <span class="comment">// created. We can find this constraint by looking at the (only) entry in</span></div>
|
|
<div class="line"><a name="l01121"></a><span class="lineno"> 1121</span>  <span class="comment">// the columnm of the slack variable.</span></div>
|
|
<div class="line"><a name="l01122"></a><span class="lineno"> 1122</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(column.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>(), 1);</div>
|
|
<div class="line"><a name="l01123"></a><span class="lineno"> 1123</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = column.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html#aedc46de5199e203b77de2eae2e4c100d">EntryRow</a>(EntryIndex(0));</div>
|
|
<div class="line"><a name="l01124"></a><span class="lineno"> 1124</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0);</div>
|
|
<div class="line"><a name="l01125"></a><span class="lineno"> 1125</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0);</div>
|
|
<div class="line"><a name="l01126"></a><span class="lineno"> 1126</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, -variable_upper_bounds_[slack_variable],</div>
|
|
<div class="line"><a name="l01127"></a><span class="lineno"> 1127</span>  -variable_lower_bounds_[slack_variable]);</div>
|
|
<div class="line"><a name="l01128"></a><span class="lineno"> 1128</span>  slack_variables[slack_variable] = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01129"></a><span class="lineno"> 1129</span>  }</div>
|
|
<div class="line"><a name="l01130"></a><span class="lineno"> 1130</span>  </div>
|
|
<div class="line"><a name="l01131"></a><span class="lineno"> 1131</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(slack_variables);</div>
|
|
<div class="line"><a name="l01132"></a><span class="lineno"> 1132</span>  first_slack_variable_ = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l01133"></a><span class="lineno"> 1133</span> }</div>
|
|
<div class="line"><a name="l01134"></a><span class="lineno"> 1134</span>  </div>
|
|
<div class="line"><a name="l01135"></a><span class="lineno"> 1135</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l01136"></a><span class="lineno"> 1136</span>  </div>
|
|
<div class="line"><a name="l01137"></a><span class="lineno"> 1137</span> <span class="comment">// Note that we ignore zeros and infinities because they do not matter from a</span></div>
|
|
<div class="line"><a name="l01138"></a><span class="lineno"> 1138</span> <span class="comment">// scaling perspective where this function is used.</span></div>
|
|
<div class="line"><a name="l01139"></a><span class="lineno"> 1139</span> <span class="keyword">template</span> <<span class="keyword">typename</span> FractionalRange></div>
|
|
<div class="line"><a name="l01140"></a><span class="lineno"> 1140</span> <span class="keywordtype">void</span> UpdateMinAndMaxMagnitude(<span class="keyword">const</span> FractionalRange& range,</div>
|
|
<div class="line"><a name="l01141"></a><span class="lineno"> 1141</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* min_magnitude,</div>
|
|
<div class="line"><a name="l01142"></a><span class="lineno"> 1142</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* max_magnitude) {</div>
|
|
<div class="line"><a name="l01143"></a><span class="lineno"> 1143</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> : range) {</div>
|
|
<div class="line"><a name="l01144"></a><span class="lineno"> 1144</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude = std::abs(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01145"></a><span class="lineno"> 1145</span>  <span class="keywordflow">if</span> (magnitude == 0 || magnitude == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01146"></a><span class="lineno"> 1146</span>  *min_magnitude = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(*min_magnitude, magnitude);</div>
|
|
<div class="line"><a name="l01147"></a><span class="lineno"> 1147</span>  *max_magnitude = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(*max_magnitude, magnitude);</div>
|
|
<div class="line"><a name="l01148"></a><span class="lineno"> 1148</span>  }</div>
|
|
<div class="line"><a name="l01149"></a><span class="lineno"> 1149</span> }</div>
|
|
<div class="line"><a name="l01150"></a><span class="lineno"> 1150</span>  </div>
|
|
<div class="line"><a name="l01151"></a><span class="lineno"> 1151</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> GetMedianScalingFactor(<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& range) {</div>
|
|
<div class="line"><a name="l01152"></a><span class="lineno"> 1152</span>  std::vector<Fractional> median;</div>
|
|
<div class="line"><a name="l01153"></a><span class="lineno"> 1153</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> : range) {</div>
|
|
<div class="line"><a name="l01154"></a><span class="lineno"> 1154</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01155"></a><span class="lineno"> 1155</span>  median.push_back(std::abs(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l01156"></a><span class="lineno"> 1156</span>  }</div>
|
|
<div class="line"><a name="l01157"></a><span class="lineno"> 1157</span>  <span class="keywordflow">if</span> (median.empty()) <span class="keywordflow">return</span> 1.0;</div>
|
|
<div class="line"><a name="l01158"></a><span class="lineno"> 1158</span>  std::sort(median.begin(), median.end());</div>
|
|
<div class="line"><a name="l01159"></a><span class="lineno"> 1159</span>  <span class="keywordflow">return</span> median[median.size() / 2];</div>
|
|
<div class="line"><a name="l01160"></a><span class="lineno"> 1160</span> }</div>
|
|
<div class="line"><a name="l01161"></a><span class="lineno"> 1161</span>  </div>
|
|
<div class="line"><a name="l01162"></a><span class="lineno"> 1162</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> GetMeanScalingFactor(<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& range) {</div>
|
|
<div class="line"><a name="l01163"></a><span class="lineno"> 1163</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> mean = 0.0;</div>
|
|
<div class="line"><a name="l01164"></a><span class="lineno"> 1164</span>  <span class="keywordtype">int</span> num_non_zeros = 0;</div>
|
|
<div class="line"><a name="l01165"></a><span class="lineno"> 1165</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> : range) {</div>
|
|
<div class="line"><a name="l01166"></a><span class="lineno"> 1166</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01167"></a><span class="lineno"> 1167</span>  ++num_non_zeros;</div>
|
|
<div class="line"><a name="l01168"></a><span class="lineno"> 1168</span>  mean += std::abs(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</div>
|
|
<div class="line"><a name="l01169"></a><span class="lineno"> 1169</span>  }</div>
|
|
<div class="line"><a name="l01170"></a><span class="lineno"> 1170</span>  <span class="keywordflow">if</span> (num_non_zeros == 0.0) <span class="keywordflow">return</span> 1.0;</div>
|
|
<div class="line"><a name="l01171"></a><span class="lineno"> 1171</span>  <span class="keywordflow">return</span> mean / <span class="keyword">static_cast<</span><a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a><span class="keyword">></span>(num_non_zeros);</div>
|
|
<div class="line"><a name="l01172"></a><span class="lineno"> 1172</span> }</div>
|
|
<div class="line"><a name="l01173"></a><span class="lineno"> 1173</span>  </div>
|
|
<div class="line"><a name="l01174"></a><span class="lineno"> 1174</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeDivisorSoThatRangeContainsOne(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude,</div>
|
|
<div class="line"><a name="l01175"></a><span class="lineno"> 1175</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude) {</div>
|
|
<div class="line"><a name="l01176"></a><span class="lineno"> 1176</span>  <span class="keywordflow">if</span> (min_magnitude > 1.0 && min_magnitude < <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01177"></a><span class="lineno"> 1177</span>  <span class="keywordflow">return</span> min_magnitude;</div>
|
|
<div class="line"><a name="l01178"></a><span class="lineno"> 1178</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (max_magnitude > 0.0 && max_magnitude < 1.0) {</div>
|
|
<div class="line"><a name="l01179"></a><span class="lineno"> 1179</span>  <span class="keywordflow">return</span> max_magnitude;</div>
|
|
<div class="line"><a name="l01180"></a><span class="lineno"> 1180</span>  }</div>
|
|
<div class="line"><a name="l01181"></a><span class="lineno"> 1181</span>  <span class="keywordflow">return</span> 1.0;</div>
|
|
<div class="line"><a name="l01182"></a><span class="lineno"> 1182</span> }</div>
|
|
<div class="line"><a name="l01183"></a><span class="lineno"> 1183</span>  </div>
|
|
<div class="line"><a name="l01184"></a><span class="lineno"> 1184</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l01185"></a><span class="lineno"> 1185</span>  </div>
|
|
<div class="line"><a name="l01186"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611"> 1186</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a550ef893ead5d40ae3128739b8509611">LinearProgram::ScaleObjective</a>(</div>
|
|
<div class="line"><a name="l01187"></a><span class="lineno"> 1187</span>  GlopParameters::CostScalingAlgorithm method) {</div>
|
|
<div class="line"><a name="l01188"></a><span class="lineno"> 1188</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude = <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l01189"></a><span class="lineno"> 1189</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude = 0.0;</div>
|
|
<div class="line"><a name="l01190"></a><span class="lineno"> 1190</span>  UpdateMinAndMaxMagnitude(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>(), &min_magnitude,</div>
|
|
<div class="line"><a name="l01191"></a><span class="lineno"> 1191</span>  &max_magnitude);</div>
|
|
<div class="line"><a name="l01192"></a><span class="lineno"> 1192</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cost_scaling_factor = 1.0;</div>
|
|
<div class="line"><a name="l01193"></a><span class="lineno"> 1193</span>  <span class="keywordflow">switch</span> (method) {</div>
|
|
<div class="line"><a name="l01194"></a><span class="lineno"> 1194</span>  <span class="keywordflow">case</span> GlopParameters::NO_COST_SCALING:</div>
|
|
<div class="line"><a name="l01195"></a><span class="lineno"> 1195</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01196"></a><span class="lineno"> 1196</span>  <span class="keywordflow">case</span> GlopParameters::CONTAIN_ONE_COST_SCALING:</div>
|
|
<div class="line"><a name="l01197"></a><span class="lineno"> 1197</span>  cost_scaling_factor =</div>
|
|
<div class="line"><a name="l01198"></a><span class="lineno"> 1198</span>  ComputeDivisorSoThatRangeContainsOne(min_magnitude, max_magnitude);</div>
|
|
<div class="line"><a name="l01199"></a><span class="lineno"> 1199</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01200"></a><span class="lineno"> 1200</span>  <span class="keywordflow">case</span> GlopParameters::MEAN_COST_SCALING:</div>
|
|
<div class="line"><a name="l01201"></a><span class="lineno"> 1201</span>  cost_scaling_factor = GetMeanScalingFactor(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>());</div>
|
|
<div class="line"><a name="l01202"></a><span class="lineno"> 1202</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01203"></a><span class="lineno"> 1203</span>  <span class="keywordflow">case</span> GlopParameters::MEDIAN_COST_SCALING:</div>
|
|
<div class="line"><a name="l01204"></a><span class="lineno"> 1204</span>  cost_scaling_factor = GetMedianScalingFactor(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>());</div>
|
|
<div class="line"><a name="l01205"></a><span class="lineno"> 1205</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01206"></a><span class="lineno"> 1206</span>  }</div>
|
|
<div class="line"><a name="l01207"></a><span class="lineno"> 1207</span>  <span class="keywordflow">if</span> (cost_scaling_factor != 1.0) {</div>
|
|
<div class="line"><a name="l01208"></a><span class="lineno"> 1208</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01209"></a><span class="lineno"> 1209</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01210"></a><span class="lineno"> 1210</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab5af7f232cddcd91f70be84c0d398ba9">SetObjectiveCoefficient</a>(</div>
|
|
<div class="line"><a name="l01211"></a><span class="lineno"> 1211</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / cost_scaling_factor);</div>
|
|
<div class="line"><a name="l01212"></a><span class="lineno"> 1212</span>  }</div>
|
|
<div class="line"><a name="l01213"></a><span class="lineno"> 1213</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() * cost_scaling_factor);</div>
|
|
<div class="line"><a name="l01214"></a><span class="lineno"> 1214</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() / cost_scaling_factor);</div>
|
|
<div class="line"><a name="l01215"></a><span class="lineno"> 1215</span>  }</div>
|
|
<div class="line"><a name="l01216"></a><span class="lineno"> 1216</span>  <a class="code" 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 name="l01217"></a><span class="lineno"> 1217</span>  << max_magnitude << <span class="stringliteral">"] (dividing by "</span> << cost_scaling_factor << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a name="l01218"></a><span class="lineno"> 1218</span>  <span class="keywordflow">return</span> cost_scaling_factor;</div>
|
|
<div class="line"><a name="l01219"></a><span class="lineno"> 1219</span> }</div>
|
|
<div class="line"><a name="l01220"></a><span class="lineno"> 1220</span>  </div>
|
|
<div class="line"><a name="l01221"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1"> 1221</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a354fba4c3eaf6cf38ee4f9e78a59f4c1">LinearProgram::ScaleBounds</a>() {</div>
|
|
<div class="line"><a name="l01222"></a><span class="lineno"> 1222</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> min_magnitude = <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l01223"></a><span class="lineno"> 1223</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_magnitude = 0.0;</div>
|
|
<div class="line"><a name="l01224"></a><span class="lineno"> 1224</span>  UpdateMinAndMaxMagnitude(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>(), &min_magnitude,</div>
|
|
<div class="line"><a name="l01225"></a><span class="lineno"> 1225</span>  &max_magnitude);</div>
|
|
<div class="line"><a name="l01226"></a><span class="lineno"> 1226</span>  UpdateMinAndMaxMagnitude(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>(), &min_magnitude,</div>
|
|
<div class="line"><a name="l01227"></a><span class="lineno"> 1227</span>  &max_magnitude);</div>
|
|
<div class="line"><a name="l01228"></a><span class="lineno"> 1228</span>  UpdateMinAndMaxMagnitude(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>(), &min_magnitude,</div>
|
|
<div class="line"><a name="l01229"></a><span class="lineno"> 1229</span>  &max_magnitude);</div>
|
|
<div class="line"><a name="l01230"></a><span class="lineno"> 1230</span>  UpdateMinAndMaxMagnitude(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>(), &min_magnitude,</div>
|
|
<div class="line"><a name="l01231"></a><span class="lineno"> 1231</span>  &max_magnitude);</div>
|
|
<div class="line"><a name="l01232"></a><span class="lineno"> 1232</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_scaling_factor =</div>
|
|
<div class="line"><a name="l01233"></a><span class="lineno"> 1233</span>  ComputeDivisorSoThatRangeContainsOne(min_magnitude, max_magnitude);</div>
|
|
<div class="line"><a name="l01234"></a><span class="lineno"> 1234</span>  <span class="keywordflow">if</span> (bound_scaling_factor != 1.0) {</div>
|
|
<div class="line"><a name="l01235"></a><span class="lineno"> 1235</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a01a5a464aad9b500e5f07b0457520762">SetObjectiveScalingFactor</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#adf55bb4fcaab95674f072cb528d426a0">objective_scaling_factor</a>() *</div>
|
|
<div class="line"><a name="l01236"></a><span class="lineno"> 1236</span>  bound_scaling_factor);</div>
|
|
<div class="line"><a name="l01237"></a><span class="lineno"> 1237</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2a29cc40908e09b0c565ceea15b77d89">SetObjectiveOffset</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a81334c7ceae9d68a38fe4d4bf0b7794c">objective_offset</a>() / bound_scaling_factor);</div>
|
|
<div class="line"><a name="l01238"></a><span class="lineno"> 1238</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01239"></a><span class="lineno"> 1239</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a0fe7ba825c8c6cd1efdcff6dec631093">SetVariableBounds</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a name="l01240"></a><span class="lineno"> 1240</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / bound_scaling_factor,</div>
|
|
<div class="line"><a name="l01241"></a><span class="lineno"> 1241</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / bound_scaling_factor);</div>
|
|
<div class="line"><a name="l01242"></a><span class="lineno"> 1242</span>  }</div>
|
|
<div class="line"><a name="l01243"></a><span class="lineno"> 1243</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01244"></a><span class="lineno"> 1244</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a62b98dec38b6506442f9fc63f1a9b88f">SetConstraintBounds</a>(</div>
|
|
<div class="line"><a name="l01245"></a><span class="lineno"> 1245</span>  <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / bound_scaling_factor,</div>
|
|
<div class="line"><a name="l01246"></a><span class="lineno"> 1246</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / bound_scaling_factor);</div>
|
|
<div class="line"><a name="l01247"></a><span class="lineno"> 1247</span>  }</div>
|
|
<div class="line"><a name="l01248"></a><span class="lineno"> 1248</span>  }</div>
|
|
<div class="line"><a name="l01249"></a><span class="lineno"> 1249</span>  </div>
|
|
<div class="line"><a name="l01250"></a><span class="lineno"> 1250</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bounds magnitude range is ["</span> << min_magnitude << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a name="l01251"></a><span class="lineno"> 1251</span>  << max_magnitude << <span class="stringliteral">"] (dividing bounds by "</span> << bound_scaling_factor</div>
|
|
<div class="line"><a name="l01252"></a><span class="lineno"> 1252</span>  << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a name="l01253"></a><span class="lineno"> 1253</span>  <span class="keywordflow">return</span> bound_scaling_factor;</div>
|
|
<div class="line"><a name="l01254"></a><span class="lineno"> 1254</span> }</div>
|
|
<div class="line"><a name="l01255"></a><span class="lineno"> 1255</span>  </div>
|
|
<div class="line"><a name="l01256"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121"> 1256</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac220cc5563c65b821d9d043010bb2121">LinearProgram::DeleteRows</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanColumn</a>& rows_to_delete) {</div>
|
|
<div class="line"><a name="l01257"></a><span class="lineno"> 1257</span>  <span class="keywordflow">if</span> (rows_to_delete.<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l01258"></a><span class="lineno"> 1258</span>  </div>
|
|
<div class="line"><a name="l01259"></a><span class="lineno"> 1259</span>  <span class="comment">// Deal with row-indexed data and construct the row mapping that will need to</span></div>
|
|
<div class="line"><a name="l01260"></a><span class="lineno"> 1260</span>  <span class="comment">// be applied to every column entry.</span></div>
|
|
<div class="line"><a name="l01261"></a><span class="lineno"> 1261</span>  <span class="keyword">const</span> RowIndex num_rows = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l01262"></a><span class="lineno"> 1262</span>  <a class="code" href="classoperations__research_1_1glop_1_1_permutation.html">RowPermutation</a> permutation(num_rows);</div>
|
|
<div class="line"><a name="l01263"></a><span class="lineno"> 1263</span>  RowIndex new_index(0);</div>
|
|
<div class="line"><a name="l01264"></a><span class="lineno"> 1264</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01265"></a><span class="lineno"> 1265</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= rows_to_delete.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || !rows_to_delete[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01266"></a><span class="lineno"> 1266</span>  constraint_lower_bounds_[new_index] = constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01267"></a><span class="lineno"> 1267</span>  constraint_upper_bounds_[new_index] = constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01268"></a><span class="lineno"> 1268</span>  constraint_names_[new_index].<a class="code" href="classabsl_1_1_strong_vector.html#aa5d16d85614c5d518ae10f882e6fb981">swap</a>(constraint_names_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l01269"></a><span class="lineno"> 1269</span>  permutation[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = new_index;</div>
|
|
<div class="line"><a name="l01270"></a><span class="lineno"> 1270</span>  ++new_index;</div>
|
|
<div class="line"><a name="l01271"></a><span class="lineno"> 1271</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01272"></a><span class="lineno"> 1272</span>  permutation[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l01273"></a><span class="lineno"> 1273</span>  }</div>
|
|
<div class="line"><a name="l01274"></a><span class="lineno"> 1274</span>  }</div>
|
|
<div class="line"><a name="l01275"></a><span class="lineno"> 1275</span>  constraint_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
|
|
<div class="line"><a name="l01276"></a><span class="lineno"> 1276</span>  constraint_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, 0.0);</div>
|
|
<div class="line"><a name="l01277"></a><span class="lineno"> 1277</span>  constraint_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(new_index, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l01278"></a><span class="lineno"> 1278</span>  </div>
|
|
<div class="line"><a name="l01279"></a><span class="lineno"> 1279</span>  <span class="comment">// Remove the rows from the matrix.</span></div>
|
|
<div class="line"><a name="l01280"></a><span class="lineno"> 1280</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a860e7a37e8c7c2f5f7f0a73d3e3473f0">DeleteRows</a>(new_index, permutation);</div>
|
|
<div class="line"><a name="l01281"></a><span class="lineno"> 1281</span>  </div>
|
|
<div class="line"><a name="l01282"></a><span class="lineno"> 1282</span>  <span class="comment">// Remove the id of the deleted rows and adjust the index of the other.</span></div>
|
|
<div class="line"><a name="l01283"></a><span class="lineno"> 1283</span>  absl::flat_hash_map<std::string, RowIndex>::iterator it =</div>
|
|
<div class="line"><a name="l01284"></a><span class="lineno"> 1284</span>  constraint_table_.begin();</div>
|
|
<div class="line"><a name="l01285"></a><span class="lineno"> 1285</span>  <span class="keywordflow">while</span> (it != constraint_table_.end()) {</div>
|
|
<div class="line"><a name="l01286"></a><span class="lineno"> 1286</span>  <span class="keyword">const</span> RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = it->second;</div>
|
|
<div class="line"><a name="l01287"></a><span class="lineno"> 1287</span>  <span class="keywordflow">if</span> (permutation[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l01288"></a><span class="lineno"> 1288</span>  it->second = permutation[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01289"></a><span class="lineno"> 1289</span>  ++it;</div>
|
|
<div class="line"><a name="l01290"></a><span class="lineno"> 1290</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01291"></a><span class="lineno"> 1291</span>  <span class="comment">// This safely deletes the entry and moves the iterator one step ahead.</span></div>
|
|
<div class="line"><a name="l01292"></a><span class="lineno"> 1292</span>  constraint_table_.erase(it++);</div>
|
|
<div class="line"><a name="l01293"></a><span class="lineno"> 1293</span>  }</div>
|
|
<div class="line"><a name="l01294"></a><span class="lineno"> 1294</span>  }</div>
|
|
<div class="line"><a name="l01295"></a><span class="lineno"> 1295</span>  </div>
|
|
<div class="line"><a name="l01296"></a><span class="lineno"> 1296</span>  <span class="comment">// Eventually update transpose_matrix_.</span></div>
|
|
<div class="line"><a name="l01297"></a><span class="lineno"> 1297</span>  <span class="keywordflow">if</span> (transpose_matrix_is_consistent_) {</div>
|
|
<div class="line"><a name="l01298"></a><span class="lineno"> 1298</span>  transpose_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#ac59fd9cddfe284bf9dc7581ed631ce8d">DeleteColumns</a>(</div>
|
|
<div class="line"><a name="l01299"></a><span class="lineno"> 1299</span>  <span class="keyword">reinterpret_cast<</span><span class="keyword">const </span><a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseBooleanRow</a>&<span class="keyword">></span>(rows_to_delete));</div>
|
|
<div class="line"><a name="l01300"></a><span class="lineno"> 1300</span>  }</div>
|
|
<div class="line"><a name="l01301"></a><span class="lineno"> 1301</span> }</div>
|
|
<div class="line"><a name="l01302"></a><span class="lineno"> 1302</span>  </div>
|
|
<div class="line"><a name="l01303"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed"> 1303</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ac532c4b500b1a85ea22217f2c65a70ed">LinearProgram::IsValid</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01304"></a><span class="lineno"> 1304</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(objective_offset_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01305"></a><span class="lineno"> 1305</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(objective_scaling_factor_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01306"></a><span class="lineno"> 1306</span>  <span class="keywordflow">if</span> (objective_scaling_factor_ == 0.0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01307"></a><span class="lineno"> 1307</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01308"></a><span class="lineno"> 1308</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01309"></a><span class="lineno"> 1309</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">AreBoundsValid</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l01310"></a><span class="lineno"> 1310</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) {</div>
|
|
<div class="line"><a name="l01311"></a><span class="lineno"> 1311</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01312"></a><span class="lineno"> 1312</span>  }</div>
|
|
<div class="line"><a name="l01313"></a><span class="lineno"> 1313</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])) {</div>
|
|
<div class="line"><a name="l01314"></a><span class="lineno"> 1314</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01315"></a><span class="lineno"> 1315</span>  }</div>
|
|
<div class="line"><a name="l01316"></a><span class="lineno"> 1316</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01317"></a><span class="lineno"> 1317</span>  <span class="keywordflow">if</span> (!<a class="code" 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 name="l01318"></a><span class="lineno"> 1318</span>  }</div>
|
|
<div class="line"><a name="l01319"></a><span class="lineno"> 1319</span>  }</div>
|
|
<div class="line"><a name="l01320"></a><span class="lineno"> 1320</span>  <span class="keywordflow">if</span> (constraint_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() != constraint_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>()) {</div>
|
|
<div class="line"><a name="l01321"></a><span class="lineno"> 1321</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01322"></a><span class="lineno"> 1322</span>  }</div>
|
|
<div class="line"><a name="l01323"></a><span class="lineno"> 1323</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < constraint_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01324"></a><span class="lineno"> 1324</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research_1_1glop.html#a2122f0c519a9e417e92c63273565d6b5">AreBoundsValid</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l01325"></a><span class="lineno"> 1325</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>])) {</div>
|
|
<div class="line"><a name="l01326"></a><span class="lineno"> 1326</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01327"></a><span class="lineno"> 1327</span>  }</div>
|
|
<div class="line"><a name="l01328"></a><span class="lineno"> 1328</span>  }</div>
|
|
<div class="line"><a name="l01329"></a><span class="lineno"> 1329</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01330"></a><span class="lineno"> 1330</span> }</div>
|
|
<div class="line"><a name="l01331"></a><span class="lineno"> 1331</span>  </div>
|
|
<div class="line"><a name="l01332"></a><span class="lineno"> 1332</span> std::string LinearProgram::ProblemStatFormatter(</div>
|
|
<div class="line"><a name="l01333"></a><span class="lineno"> 1333</span>  <span class="keyword">const</span> absl::string_view format)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01334"></a><span class="lineno"> 1334</span>  <span class="keywordtype">int</span> num_objective_non_zeros = 0;</div>
|
|
<div class="line"><a name="l01335"></a><span class="lineno"> 1335</span>  <span class="keywordtype">int</span> num_non_negative_variables = 0;</div>
|
|
<div class="line"><a name="l01336"></a><span class="lineno"> 1336</span>  <span class="keywordtype">int</span> num_boxed_variables = 0;</div>
|
|
<div class="line"><a name="l01337"></a><span class="lineno"> 1337</span>  <span class="keywordtype">int</span> num_free_variables = 0;</div>
|
|
<div class="line"><a name="l01338"></a><span class="lineno"> 1338</span>  <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
|
|
<div class="line"><a name="l01339"></a><span class="lineno"> 1339</span>  <span class="keywordtype">int</span> num_other_variables = 0;</div>
|
|
<div class="line"><a name="l01340"></a><span class="lineno"> 1340</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01341"></a><span class="lineno"> 1341</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01342"></a><span class="lineno"> 1342</span>  <span class="keywordflow">if</span> (<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">objective_coefficients</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0) {</div>
|
|
<div class="line"><a name="l01343"></a><span class="lineno"> 1343</span>  ++num_objective_non_zeros;</div>
|
|
<div class="line"><a name="l01344"></a><span class="lineno"> 1344</span>  }</div>
|
|
<div class="line"><a name="l01345"></a><span class="lineno"> 1345</span>  </div>
|
|
<div class="line"><a name="l01346"></a><span class="lineno"> 1346</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">variable_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01347"></a><span class="lineno"> 1347</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">variable_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01348"></a><span class="lineno"> 1348</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> lower_bounded = (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01349"></a><span class="lineno"> 1349</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> upper_bounded = (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>);</div>
|
|
<div class="line"><a name="l01350"></a><span class="lineno"> 1350</span>  </div>
|
|
<div class="line"><a name="l01351"></a><span class="lineno"> 1351</span>  <span class="keywordflow">if</span> (!lower_bounded && !upper_bounded) {</div>
|
|
<div class="line"><a name="l01352"></a><span class="lineno"> 1352</span>  ++num_free_variables;</div>
|
|
<div class="line"><a name="l01353"></a><span class="lineno"> 1353</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound == 0.0 && !upper_bounded) {</div>
|
|
<div class="line"><a name="l01354"></a><span class="lineno"> 1354</span>  ++num_non_negative_variables;</div>
|
|
<div class="line"><a name="l01355"></a><span class="lineno"> 1355</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (!upper_bounded || !lower_bounded) {</div>
|
|
<div class="line"><a name="l01356"></a><span class="lineno"> 1356</span>  ++num_other_variables;</div>
|
|
<div class="line"><a name="l01357"></a><span class="lineno"> 1357</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l01358"></a><span class="lineno"> 1358</span>  ++num_fixed_variables;</div>
|
|
<div class="line"><a name="l01359"></a><span class="lineno"> 1359</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01360"></a><span class="lineno"> 1360</span>  ++num_boxed_variables;</div>
|
|
<div class="line"><a name="l01361"></a><span class="lineno"> 1361</span>  }</div>
|
|
<div class="line"><a name="l01362"></a><span class="lineno"> 1362</span>  }</div>
|
|
<div class="line"><a name="l01363"></a><span class="lineno"> 1363</span>  </div>
|
|
<div class="line"><a name="l01364"></a><span class="lineno"> 1364</span>  <span class="keywordtype">int</span> num_range_constraints = 0;</div>
|
|
<div class="line"><a name="l01365"></a><span class="lineno"> 1365</span>  <span class="keywordtype">int</span> num_less_than_constraints = 0;</div>
|
|
<div class="line"><a name="l01366"></a><span class="lineno"> 1366</span>  <span class="keywordtype">int</span> num_greater_than_constraints = 0;</div>
|
|
<div class="line"><a name="l01367"></a><span class="lineno"> 1367</span>  <span class="keywordtype">int</span> num_equal_constraints = 0;</div>
|
|
<div class="line"><a name="l01368"></a><span class="lineno"> 1368</span>  <span class="keywordtype">int</span> num_rhs_non_zeros = 0;</div>
|
|
<div class="line"><a name="l01369"></a><span class="lineno"> 1369</span>  <span class="keyword">const</span> RowIndex num_rows = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>();</div>
|
|
<div class="line"><a name="l01370"></a><span class="lineno"> 1370</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01371"></a><span class="lineno"> 1371</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">constraint_lower_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01372"></a><span class="lineno"> 1372</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">constraint_upper_bounds</a>()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01373"></a><span class="lineno"> 1373</span>  <span class="keywordflow">if</span> (AreBoundsFreeOrBoxed(lower_bound, upper_bound)) {</div>
|
|
<div class="line"><a name="l01374"></a><span class="lineno"> 1374</span>  <span class="comment">// TODO(user): we currently count a free row as a range constraint.</span></div>
|
|
<div class="line"><a name="l01375"></a><span class="lineno"> 1375</span>  <span class="comment">// Add a new category?</span></div>
|
|
<div class="line"><a name="l01376"></a><span class="lineno"> 1376</span>  ++num_range_constraints;</div>
|
|
<div class="line"><a name="l01377"></a><span class="lineno"> 1377</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01378"></a><span class="lineno"> 1378</span>  }</div>
|
|
<div class="line"><a name="l01379"></a><span class="lineno"> 1379</span>  <span class="keywordflow">if</span> (lower_bound == upper_bound) {</div>
|
|
<div class="line"><a name="l01380"></a><span class="lineno"> 1380</span>  ++num_equal_constraints;</div>
|
|
<div class="line"><a name="l01381"></a><span class="lineno"> 1381</span>  <span class="keywordflow">if</span> (lower_bound != 0) {</div>
|
|
<div class="line"><a name="l01382"></a><span class="lineno"> 1382</span>  ++num_rhs_non_zeros;</div>
|
|
<div class="line"><a name="l01383"></a><span class="lineno"> 1383</span>  }</div>
|
|
<div class="line"><a name="l01384"></a><span class="lineno"> 1384</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01385"></a><span class="lineno"> 1385</span>  }</div>
|
|
<div class="line"><a name="l01386"></a><span class="lineno"> 1386</span>  <span class="keywordflow">if</span> (lower_bound == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01387"></a><span class="lineno"> 1387</span>  ++num_less_than_constraints;</div>
|
|
<div class="line"><a name="l01388"></a><span class="lineno"> 1388</span>  <span class="keywordflow">if</span> (upper_bound != 0) {</div>
|
|
<div class="line"><a name="l01389"></a><span class="lineno"> 1389</span>  ++num_rhs_non_zeros;</div>
|
|
<div class="line"><a name="l01390"></a><span class="lineno"> 1390</span>  }</div>
|
|
<div class="line"><a name="l01391"></a><span class="lineno"> 1391</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01392"></a><span class="lineno"> 1392</span>  }</div>
|
|
<div class="line"><a name="l01393"></a><span class="lineno"> 1393</span>  <span class="keywordflow">if</span> (upper_bound == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l01394"></a><span class="lineno"> 1394</span>  ++num_greater_than_constraints;</div>
|
|
<div class="line"><a name="l01395"></a><span class="lineno"> 1395</span>  <span class="keywordflow">if</span> (lower_bound != 0) {</div>
|
|
<div class="line"><a name="l01396"></a><span class="lineno"> 1396</span>  ++num_rhs_non_zeros;</div>
|
|
<div class="line"><a name="l01397"></a><span class="lineno"> 1397</span>  }</div>
|
|
<div class="line"><a name="l01398"></a><span class="lineno"> 1398</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01399"></a><span class="lineno"> 1399</span>  }</div>
|
|
<div class="line"><a name="l01400"></a><span class="lineno"> 1400</span>  <a class="code" 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 name="l01401"></a><span class="lineno"> 1401</span>  <span class="stringliteral">"should have been accounted for. row="</span></div>
|
|
<div class="line"><a name="l01402"></a><span class="lineno"> 1402</span>  << <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l01403"></a><span class="lineno"> 1403</span>  }</div>
|
|
<div class="line"><a name="l01404"></a><span class="lineno"> 1404</span>  </div>
|
|
<div class="line"><a name="l01405"></a><span class="lineno"> 1405</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_integer_variables = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>().size();</div>
|
|
<div class="line"><a name="l01406"></a><span class="lineno"> 1406</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_binary_variables = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a5b58cfd45475bfab5ce1fe5c81b6da60">BinaryVariablesList</a>().size();</div>
|
|
<div class="line"><a name="l01407"></a><span class="lineno"> 1407</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_non_binary_variables = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a814307860c1248b645ea68a8a11a0082">NonBinaryVariablesList</a>().size();</div>
|
|
<div class="line"><a name="l01408"></a><span class="lineno"> 1408</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_continuous_variables =</div>
|
|
<div class="line"><a name="l01409"></a><span class="lineno"> 1409</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()) - num_integer_variables;</div>
|
|
<div class="line"><a name="l01410"></a><span class="lineno"> 1410</span>  <span class="keyword">auto</span> format_runtime =</div>
|
|
<div class="line"><a name="l01411"></a><span class="lineno"> 1411</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 name="l01412"></a><span class="lineno"> 1412</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 name="l01413"></a><span class="lineno"> 1413</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(format_runtime);</div>
|
|
<div class="line"><a name="l01414"></a><span class="lineno"> 1414</span>  <span class="keywordflow">return</span> absl::StrFormat(</div>
|
|
<div class="line"><a name="l01415"></a><span class="lineno"> 1415</span>  *format_runtime, <a class="code" href="namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1">RowToIntIndex</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()),</div>
|
|
<div class="line"><a name="l01416"></a><span class="lineno"> 1416</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()), matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>().value(),</div>
|
|
<div class="line"><a name="l01417"></a><span class="lineno"> 1417</span>  num_objective_non_zeros, num_rhs_non_zeros, num_less_than_constraints,</div>
|
|
<div class="line"><a name="l01418"></a><span class="lineno"> 1418</span>  num_greater_than_constraints, num_equal_constraints,</div>
|
|
<div class="line"><a name="l01419"></a><span class="lineno"> 1419</span>  num_range_constraints, num_non_negative_variables, num_boxed_variables,</div>
|
|
<div class="line"><a name="l01420"></a><span class="lineno"> 1420</span>  num_free_variables, num_fixed_variables, num_other_variables,</div>
|
|
<div class="line"><a name="l01421"></a><span class="lineno"> 1421</span>  num_integer_variables, num_binary_variables, num_non_binary_variables,</div>
|
|
<div class="line"><a name="l01422"></a><span class="lineno"> 1422</span>  num_continuous_variables);</div>
|
|
<div class="line"><a name="l01423"></a><span class="lineno"> 1423</span> }</div>
|
|
<div class="line"><a name="l01424"></a><span class="lineno"> 1424</span>  </div>
|
|
<div class="line"><a name="l01425"></a><span class="lineno"> 1425</span> std::string LinearProgram::NonZeroStatFormatter(</div>
|
|
<div class="line"><a name="l01426"></a><span class="lineno"> 1426</span>  <span class="keyword">const</span> absl::string_view format)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01427"></a><span class="lineno"> 1427</span>  StrictITIVector<RowIndex, EntryIndex> num_entries_in_row(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(),</div>
|
|
<div class="line"><a name="l01428"></a><span class="lineno"> 1428</span>  EntryIndex(0));</div>
|
|
<div class="line"><a name="l01429"></a><span class="lineno"> 1429</span>  StrictITIVector<ColIndex, EntryIndex> num_entries_in_column(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>(),</div>
|
|
<div class="line"><a name="l01430"></a><span class="lineno"> 1430</span>  EntryIndex(0));</div>
|
|
<div class="line"><a name="l01431"></a><span class="lineno"> 1431</span>  EntryIndex <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>(0);</div>
|
|
<div class="line"><a name="l01432"></a><span class="lineno"> 1432</span>  <span class="keyword">const</span> ColIndex num_cols = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>();</div>
|
|
<div class="line"><a name="l01433"></a><span class="lineno"> 1433</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01434"></a><span class="lineno"> 1434</span>  <span class="keyword">const</span> SparseColumn& sparse_column = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#aeeee0971281f2781c379fce7a64a5049">GetSparseColumn</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01435"></a><span class="lineno"> 1435</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a> += sparse_column.num_entries();</div>
|
|
<div class="line"><a name="l01436"></a><span class="lineno"> 1436</span>  num_entries_in_column[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = sparse_column.num_entries();</div>
|
|
<div class="line"><a name="l01437"></a><span class="lineno"> 1437</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> e : sparse_column) {</div>
|
|
<div class="line"><a name="l01438"></a><span class="lineno"> 1438</span>  ++num_entries_in_row[e.row()];</div>
|
|
<div class="line"><a name="l01439"></a><span class="lineno"> 1439</span>  }</div>
|
|
<div class="line"><a name="l01440"></a><span class="lineno"> 1440</span>  }</div>
|
|
<div class="line"><a name="l01441"></a><span class="lineno"> 1441</span>  </div>
|
|
<div class="line"><a name="l01442"></a><span class="lineno"> 1442</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 name="l01443"></a><span class="lineno"> 1443</span>  <span class="comment">// height and width to be at least one.</span></div>
|
|
<div class="line"><a name="l01444"></a><span class="lineno"> 1444</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> height = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#af2ae3ca10438618ca2fc81f38dcb80e1">RowToIntIndex</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()), 1);</div>
|
|
<div class="line"><a name="l01445"></a><span class="lineno"> 1445</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> width = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>()), 1);</div>
|
|
<div class="line"><a name="l01446"></a><span class="lineno"> 1446</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" href="classoperations__research_1_1glop_1_1_linear_program.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>.value()) /</div>
|
|
<div class="line"><a name="l01447"></a><span class="lineno"> 1447</span>  <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(height * width);</div>
|
|
<div class="line"><a name="l01448"></a><span class="lineno"> 1448</span>  </div>
|
|
<div class="line"><a name="l01449"></a><span class="lineno"> 1449</span>  <span class="keyword">auto</span> format_runtime =</div>
|
|
<div class="line"><a name="l01450"></a><span class="lineno"> 1450</span>  absl::ParsedFormat<'f', 'd', 'f', 'f', 'd', 'f', 'f'>::New(format);</div>
|
|
<div class="line"><a name="l01451"></a><span class="lineno"> 1451</span>  <span class="keywordflow">return</span> absl::StrFormat(</div>
|
|
<div class="line"><a name="l01452"></a><span class="lineno"> 1452</span>  *format_runtime, fill_rate, GetMaxElement(num_entries_in_row).<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>(),</div>
|
|
<div class="line"><a name="l01453"></a><span class="lineno"> 1453</span>  Average(num_entries_in_row), StandardDeviation(num_entries_in_row),</div>
|
|
<div class="line"><a name="l01454"></a><span class="lineno"> 1454</span>  GetMaxElement(num_entries_in_column).<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>(),</div>
|
|
<div class="line"><a name="l01455"></a><span class="lineno"> 1455</span>  Average(num_entries_in_column), StandardDeviation(num_entries_in_column));</div>
|
|
<div class="line"><a name="l01456"></a><span class="lineno"> 1456</span> }</div>
|
|
<div class="line"><a name="l01457"></a><span class="lineno"> 1457</span>  </div>
|
|
<div class="line"><a name="l01458"></a><span class="lineno"> 1458</span> <span class="keywordtype">void</span> LinearProgram::ResizeRowsIfNeeded(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01459"></a><span class="lineno"> 1459</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, 0);</div>
|
|
<div class="line"><a name="l01460"></a><span class="lineno"> 1460</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> >= <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>()) {</div>
|
|
<div class="line"><a name="l01461"></a><span class="lineno"> 1461</span>  transpose_matrix_is_consistent_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01462"></a><span class="lineno"> 1462</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a55265e26d9e69e2d7a882bab054b8139">SetNumRows</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1);</div>
|
|
<div class="line"><a name="l01463"></a><span class="lineno"> 1463</span>  constraint_lower_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a name="l01464"></a><span class="lineno"> 1464</span>  constraint_upper_bounds_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a name="l01465"></a><span class="lineno"> 1465</span>  constraint_names_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> + 1, <span class="stringliteral">""</span>);</div>
|
|
<div class="line"><a name="l01466"></a><span class="lineno"> 1466</span>  }</div>
|
|
<div class="line"><a name="l01467"></a><span class="lineno"> 1467</span> }</div>
|
|
<div class="line"><a name="l01468"></a><span class="lineno"> 1468</span>  </div>
|
|
<div class="line"><a name="l01469"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba"> 1469</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba">LinearProgram::IsInEquationForm</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01470"></a><span class="lineno"> 1470</span>  <span class="keywordflow">for</span> (RowIndex constraint(0); constraint < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++constraint) {</div>
|
|
<div class="line"><a name="l01471"></a><span class="lineno"> 1471</span>  <span class="keywordflow">if</span> (constraint_lower_bounds_[constraint] != 0.0 ||</div>
|
|
<div class="line"><a name="l01472"></a><span class="lineno"> 1472</span>  constraint_upper_bounds_[constraint] != 0.0) {</div>
|
|
<div class="line"><a name="l01473"></a><span class="lineno"> 1473</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01474"></a><span class="lineno"> 1474</span>  }</div>
|
|
<div class="line"><a name="l01475"></a><span class="lineno"> 1475</span>  }</div>
|
|
<div class="line"><a name="l01476"></a><span class="lineno"> 1476</span>  <span class="keyword">const</span> ColIndex num_slack_variables =</div>
|
|
<div class="line"><a name="l01477"></a><span class="lineno"> 1477</span>  <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#acd8437353d8dc686a75c98b5897dd871">num_variables</a>() - <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a339d5516d8c29986233765e910257b4d">GetFirstSlackVariable</a>();</div>
|
|
<div class="line"><a name="l01478"></a><span class="lineno"> 1478</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>().value() == num_slack_variables.value() &&</div>
|
|
<div class="line"><a name="l01479"></a><span class="lineno"> 1479</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a15dfa7820af8e00b9624297be497f95a">IsRightMostSquareMatrixIdentity</a>(matrix_);</div>
|
|
<div class="line"><a name="l01480"></a><span class="lineno"> 1480</span> }</div>
|
|
<div class="line"><a name="l01481"></a><span class="lineno"> 1481</span>  </div>
|
|
<div class="line"><a name="l01482"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a38ca209d17d37eb31e29a4025ab0934f"> 1482</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a38ca209d17d37eb31e29a4025ab0934f">LinearProgram::BoundsOfIntegerVariablesAreInteger</a>(</div>
|
|
<div class="line"><a name="l01483"></a><span class="lineno"> 1483</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01484"></a><span class="lineno"> 1484</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a609bcb18cec39c7c43dd7a6d3a51ba81">IntegerVariablesList</a>()) {</div>
|
|
<div class="line"><a name="l01485"></a><span class="lineno"> 1485</span>  <span class="keywordflow">if</span> ((<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
|
|
<div class="line"><a name="l01486"></a><span class="lineno"> 1486</span>  !<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], tolerance)) ||</div>
|
|
<div class="line"><a name="l01487"></a><span class="lineno"> 1487</span>  (<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
|
|
<div class="line"><a name="l01488"></a><span class="lineno"> 1488</span>  !<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], tolerance))) {</div>
|
|
<div class="line"><a name="l01489"></a><span class="lineno"> 1489</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bounds of variable "</span> << <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() << <span class="stringliteral">" are non-integer ("</span></div>
|
|
<div class="line"><a name="l01490"></a><span class="lineno"> 1490</span>  << variable_lower_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a name="l01491"></a><span class="lineno"> 1491</span>  << variable_upper_bounds_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a name="l01492"></a><span class="lineno"> 1492</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01493"></a><span class="lineno"> 1493</span>  }</div>
|
|
<div class="line"><a name="l01494"></a><span class="lineno"> 1494</span>  }</div>
|
|
<div class="line"><a name="l01495"></a><span class="lineno"> 1495</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01496"></a><span class="lineno"> 1496</span> }</div>
|
|
<div class="line"><a name="l01497"></a><span class="lineno"> 1497</span>  </div>
|
|
<div class="line"><a name="l01498"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_linear_program.html#a25349b5748c4f5f7eaa52d6986d14265"> 1498</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a25349b5748c4f5f7eaa52d6986d14265">LinearProgram::BoundsOfIntegerConstraintsAreInteger</a>(</div>
|
|
<div class="line"><a name="l01499"></a><span class="lineno"> 1499</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01500"></a><span class="lineno"> 1500</span>  <span class="comment">// Using transpose for this is faster (complexity = O(number of non zeros in</span></div>
|
|
<div class="line"><a name="l01501"></a><span class="lineno"> 1501</span>  <span class="comment">// matrix)) than directly iterating through entries (complexity = O(number of</span></div>
|
|
<div class="line"><a name="l01502"></a><span class="lineno"> 1502</span>  <span class="comment">// constraints * number of variables)).</span></div>
|
|
<div class="line"><a name="l01503"></a><span class="lineno"> 1503</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html">SparseMatrix</a>& transpose = <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2175025047722705a3af86e54229f9cd">GetTransposeSparseMatrix</a>();</div>
|
|
<div class="line"><a name="l01504"></a><span class="lineno"> 1504</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = RowIndex(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#afda9b9b5e858d0c466d2a6293361004a">num_constraints</a>(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01505"></a><span class="lineno"> 1505</span>  <span class="keywordtype">bool</span> integer_constraint = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01506"></a><span class="lineno"> 1506</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">SparseColumn::Entry</a> <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> : transpose.<a class="code" href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">column</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
|
|
<div class="line"><a name="l01507"></a><span class="lineno"> 1507</span>  <span class="keywordflow">if</span> (!<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#ab4f3103f39bdbb86151baed2347f7b0a">IsVariableInteger</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.row()))) {</div>
|
|
<div class="line"><a name="l01508"></a><span class="lineno"> 1508</span>  integer_constraint = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01509"></a><span class="lineno"> 1509</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01510"></a><span class="lineno"> 1510</span>  }</div>
|
|
<div class="line"><a name="l01511"></a><span class="lineno"> 1511</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.coefficient(), tolerance)) {</div>
|
|
<div class="line"><a name="l01512"></a><span class="lineno"> 1512</span>  integer_constraint = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01513"></a><span class="lineno"> 1513</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01514"></a><span class="lineno"> 1514</span>  }</div>
|
|
<div class="line"><a name="l01515"></a><span class="lineno"> 1515</span>  }</div>
|
|
<div class="line"><a name="l01516"></a><span class="lineno"> 1516</span>  <span class="keywordflow">if</span> (integer_constraint) {</div>
|
|
<div class="line"><a name="l01517"></a><span class="lineno"> 1517</span>  <span class="keywordflow">if</span> ((<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) &&</div>
|
|
<div class="line"><a name="l01518"></a><span class="lineno"> 1518</span>  !<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l01519"></a><span class="lineno"> 1519</span>  tolerance)) ||</div>
|
|
<div class="line"><a name="l01520"></a><span class="lineno"> 1520</span>  (<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) &&</div>
|
|
<div class="line"><a name="l01521"></a><span class="lineno"> 1521</span>  !<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l01522"></a><span class="lineno"> 1522</span>  tolerance))) {</div>
|
|
<div class="line"><a name="l01523"></a><span class="lineno"> 1523</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bounds of constraint "</span> << <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value()</div>
|
|
<div class="line"><a name="l01524"></a><span class="lineno"> 1524</span>  << <span class="stringliteral">" are non-integer ("</span> << constraint_lower_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">", "</span></div>
|
|
<div class="line"><a name="l01525"></a><span class="lineno"> 1525</span>  << constraint_upper_bounds_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] << <span class="stringliteral">")."</span>;</div>
|
|
<div class="line"><a name="l01526"></a><span class="lineno"> 1526</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01527"></a><span class="lineno"> 1527</span>  }</div>
|
|
<div class="line"><a name="l01528"></a><span class="lineno"> 1528</span>  }</div>
|
|
<div class="line"><a name="l01529"></a><span class="lineno"> 1529</span>  }</div>
|
|
<div class="line"><a name="l01530"></a><span class="lineno"> 1530</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01531"></a><span class="lineno"> 1531</span> }</div>
|
|
<div class="line"><a name="l01532"></a><span class="lineno"> 1532</span>  </div>
|
|
<div class="line"><a name="l01533"></a><span class="lineno"> 1533</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01534"></a><span class="lineno"> 1534</span> <span class="comment">// ProblemSolution</span></div>
|
|
<div class="line"><a name="l01535"></a><span class="lineno"> 1535</span> <span class="comment">// --------------------------------------------------------</span></div>
|
|
<div class="line"><a name="l01536"></a><span class="lineno"><a class="line" href="structoperations__research_1_1glop_1_1_problem_solution.html#a764be64f3029f8b8e23511061d8de355"> 1536</a></span> std::string <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a764be64f3029f8b8e23511061d8de355">ProblemSolution::DebugString</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01537"></a><span class="lineno"> 1537</span>  std::string s = <span class="stringliteral">"Problem status: "</span> + <a class="code" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a15eb0790f4f62ad63676f55e4ba7d2bb">status</a>);</div>
|
|
<div class="line"><a name="l01538"></a><span class="lineno"> 1538</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01539"></a><span class="lineno"> 1539</span>  absl::StrAppendFormat(&s, <span class="stringliteral">"\n Var #%d: %s %g"</span>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value(),</div>
|
|
<div class="line"><a name="l01540"></a><span class="lineno"> 1540</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">GetVariableStatusString</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#a887a20330f1f58adbe564ef0fcf74e8c">variable_statuses</a>[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a name="l01541"></a><span class="lineno"> 1541</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#af8a495c9872268c3e34d413d8b63ef66">primal_values</a>[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l01542"></a><span class="lineno"> 1542</span>  }</div>
|
|
<div class="line"><a name="l01543"></a><span class="lineno"> 1543</span>  s += <span class="stringliteral">"\n------------------------------"</span>;</div>
|
|
<div class="line"><a name="l01544"></a><span class="lineno"> 1544</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01545"></a><span class="lineno"> 1545</span>  absl::StrAppendFormat(&s, <span class="stringliteral">"\n Constraint #%d: %s %g"</span>, <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>.value(),</div>
|
|
<div class="line"><a name="l01546"></a><span class="lineno"> 1546</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a652ba89cea606e3c3071a288e2d60bba">GetConstraintStatusString</a>(<a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ae7a0a13dedf8ae7920036bfff1ad9c3b">constraint_statuses</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]),</div>
|
|
<div class="line"><a name="l01547"></a><span class="lineno"> 1547</span>  <a class="code" href="structoperations__research_1_1glop_1_1_problem_solution.html#ac6b277da46124f6b08841906b0febbed">dual_values</a>[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l01548"></a><span class="lineno"> 1548</span>  }</div>
|
|
<div class="line"><a name="l01549"></a><span class="lineno"> 1549</span>  <span class="keywordflow">return</span> s;</div>
|
|
<div class="line"><a name="l01550"></a><span class="lineno"> 1550</span> }</div>
|
|
<div class="line"><a name="l01551"></a><span class="lineno"> 1551</span>  </div>
|
|
<div class="line"><a name="l01552"></a><span class="lineno"> 1552</span> } <span class="comment">// namespace glop</span></div>
|
|
<div class="line"><a name="l01553"></a><span class="lineno"> 1553</span> } <span class="comment">// namespace operations_research</span></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_a021e695f54a13bd809c34b2f4ca87c37"><div class="ttname"><a href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">min</a></div><div class="ttdeci">int64 min</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00138">alldiff_cst.cc:138</a></div></div>
|
|
<div class="ttc" id="aalldiff__cst_8cc_html_a9d0c202d5fdd62f4fa2c613339ff168a"><div class="ttname"><a href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">max</a></div><div class="ttdeci">int64 max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00139">alldiff_cst.cc:139</a></div></div>
|
|
<div class="ttc" id="abase_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
|
|
<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#l00495">base/logging.h:495</a></div></div>
|
|
<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#l00887">base/logging.h:887</a></div></div>
|
|
<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#l00886">base/logging.h:886</a></div></div>
|
|
<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#l00697">base/logging.h:697</a></div></div>
|
|
<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#l00889">base/logging.h:889</a></div></div>
|
|
<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#l00698">base/logging.h:698</a></div></div>
|
|
<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#l00888">base/logging.h:888</a></div></div>
|
|
<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#l00420">base/logging.h:420</a></div></div>
|
|
<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#l00884">base/logging.h:884</a></div></div>
|
|
<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#l00885">base/logging.h:885</a></div></div>
|
|
<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#l00978">base/logging.h:978</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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#l00054">lp_data.h:54</a></div></div>
|
|
<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#l00385">lp_data.cc:385</a></div></div>
|
|
<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#l00450">lp_data.cc:450</a></div></div>
|
|
<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#l00335">lp_data.cc:335</a></div></div>
|
|
<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#l00881">lp_data.cc:881</a></div></div>
|
|
<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#l00248">lp_data.cc:248</a></div></div>
|
|
<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#l00359">lp_data.cc:359</a></div></div>
|
|
<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#l00244">lp_data.cc:244</a></div></div>
|
|
<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#l00375">lp_data.cc:375</a></div></div>
|
|
<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#l00479">lp_data.cc:479</a></div></div>
|
|
<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#l01498">lp_data.cc:1498</a></div></div>
|
|
<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#l01469">lp_data.cc:1469</a></div></div>
|
|
<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#l00330">lp_data.cc:330</a></div></div>
|
|
<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#l00860">lp_data.cc:860</a></div></div>
|
|
<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#l00662">lp_data.cc:662</a></div></div>
|
|
<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#l00527">lp_data.cc:527</a></div></div>
|
|
<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#l00316">lp_data.cc:316</a></div></div>
|
|
<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#l00684">lp_data.cc:684</a></div></div>
|
|
<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#l00749">lp_data.cc:749</a></div></div>
|
|
<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#l01221">lp_data.cc:1221</a></div></div>
|
|
<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#l01482">lp_data.cc:1482</a></div></div>
|
|
<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#l00403">lp_data.cc:403</a></div></div>
|
|
<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#l00231">lp_data.cc:231</a></div></div>
|
|
<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#l00645">lp_data.cc:645</a></div></div>
|
|
<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#l00753">lp_data.cc:753</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a4ba664b00317505a0026d2a38e6dd565"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a4ba664b00317505a0026d2a38e6dd565">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#l00228">lp_data.h:228</a></div></div>
|
|
<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#l00204">lp_data.cc:204</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a4e79763dc85eb10320835bca13697f4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a4e79763dc85eb10320835bca13697f4d">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#l00214">lp_data.h:214</a></div></div>
|
|
<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#l00463">lp_data.cc:463</a></div></div>
|
|
<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#l01186">lp_data.cc:1186</a></div></div>
|
|
<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#l00284">lp_data.cc:284</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5c8255f82269d42db81cc944eff0180f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5c8255f82269d42db81cc944eff0180f">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#l00222">lp_data.h:222</a></div></div>
|
|
<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#l00553">lp_data.cc:553</a></div></div>
|
|
<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#l00353">lp_data.cc:353</a></div></div>
|
|
<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#l00279">lp_data.cc:279</a></div></div>
|
|
<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#l00418">lp_data.cc:418</a></div></div>
|
|
<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#l00308">lp_data.cc:308</a></div></div>
|
|
<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#l00161">lp_data.cc:161</a></div></div>
|
|
<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#l00175">lp_data.cc:175</a></div></div>
|
|
<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#l00371">lp_data.cc:371</a></div></div>
|
|
<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#l00217">lp_data.cc:217</a></div></div>
|
|
<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#l01029">lp_data.cc:1029</a></div></div>
|
|
<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#l00970">lp_data.cc:970</a></div></div>
|
|
<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#l00688">lp_data.cc:688</a></div></div>
|
|
<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#l00235">lp_data.cc:235</a></div></div>
|
|
<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#l00259">lp_data.h:259</a></div></div>
|
|
<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#l00289">lp_data.cc:289</a></div></div>
|
|
<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#l00515">lp_data.cc:515</a></div></div>
|
|
<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#l00412">lp_data.cc:412</a></div></div>
|
|
<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#l00365">lp_data.cc:365</a></div></div>
|
|
<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#l00396">lp_data.cc:396</a></div></div>
|
|
<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#l00695">lp_data.cc:695</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aa4e5168f378a3a4e86dcf409faf14937"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aa4e5168f378a3a4e86dcf409faf14937">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#l00217">lp_data.h:217</a></div></div>
|
|
<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#l00133">lp_data.cc:133</a></div></div>
|
|
<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#l00533">lp_data.cc:533</a></div></div>
|
|
<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#l00495">lp_data.cc:495</a></div></div>
|
|
<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#l00558">lp_data.cc:558</a></div></div>
|
|
<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#l00294">lp_data.cc:294</a></div></div>
|
|
<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#l00325">lp_data.cc:325</a></div></div>
|
|
<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#l00299">lp_data.cc:299</a></div></div>
|
|
<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#l00110">lp_data.cc:110</a></div></div>
|
|
<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#l00346">lp_data.cc:346</a></div></div>
|
|
<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#l00548">lp_data.cc:548</a></div></div>
|
|
<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#l01256">lp_data.cc:1256</a></div></div>
|
|
<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#l01303">lp_data.cc:1303</a></div></div>
|
|
<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#l01063">lp_data.cc:1063</a></div></div>
|
|
<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#l00056">lp_data.h:56</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_acd138469679be137d0de53459b1342cb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#acd138469679be137d0de53459b1342cb">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#l00231">lp_data.h:231</a></div></div>
|
|
<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#l00656">lp_data.cc:656</a></div></div>
|
|
<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#l00204">lp_data.h:204</a></div></div>
|
|
<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#l01004">lp_data.cc:1004</a></div></div>
|
|
<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#l00762">lp_data.cc:762</a></div></div>
|
|
<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#l01112">lp_data.cc:1112</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_ad8227ba86a01f26e4f173cd5e219d5d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#ad8227ba86a01f26e4f173cd5e219d5d1">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#l00074">lp_data.h:74</a></div></div>
|
|
<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#l00190">lp_data.cc:190</a></div></div>
|
|
<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#l00933">lp_data.cc:933</a></div></div>
|
|
<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#l00424">lp_data.cc:424</a></div></div>
|
|
<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#l00260">lp_data.h:260</a></div></div>
|
|
<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#l00342">lp_data.cc:342</a></div></div>
|
|
<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#l00995">lp_data.cc:995</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_aec4f9f0e8674e2b692176f599086d721"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#aec4f9f0e8674e2b692176f599086d721">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#l00236">lp_data.h:236</a></div></div>
|
|
<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#l00408">lp_data.cc:408</a></div></div>
|
|
<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#l00210">lp_data.h:210</a></div></div>
|
|
<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#l00207">lp_data.h:207</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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#l00061">sparse.h:61</a></div></div>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_a1e9f788d4507f2461b4f775755aaf82e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#a1e9f788d4507f2461b4f775755aaf82e">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#l00181">sparse.h:181</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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#l00177">sparse.h:177</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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#l00176">sparse.h:176</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_matrix_html_adc6b282d2cc7afc75b60ee44a6bfb2ac"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_matrix.html#adc6b282d2cc7afc75b60ee44a6bfb2ac">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#l00180">sparse.h:180</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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#l00269">lp_types.h:269</a></div></div>
|
|
<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#l00276">lp_types.h:276</a></div></div>
|
|
<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#l00274">lp_types.h:274</a></div></div>
|
|
<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#l00808">default_search.cc:808</a></div></div>
|
|
<div class="ttc" id="ademon__profiler_8cc_html_a21edc7ca4cc5802c8779d68556bc09cf"><div class="ttname"><a href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div><div class="ttdeci">int64 value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00043">demon_profiler.cc:43</a></div></div>
|
|
<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#l01858">expr_array.cc:1858</a></div></div>
|
|
<div class="ttc" id="aintegral__types_8h_html_a7cde0074dfd288f2d70c0e035dacb28a"><div class="ttname"><a href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a></div><div class="ttdeci">int64_t int64</div><div class="ttdef"><b>Definition:</b> <a href="integral__types_8h_source.html#l00034">integral_types.h:34</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="alp__data_2permutation_8h_html"><div class="ttname"><a href="lp__data_2permutation_8h.html">permutation.h</a></div></div>
|
|
<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00176">markowitz.cc:176</a></div></div>
|
|
<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#l00175">markowitz.cc:175</a></div></div>
|
|
<div class="ttc" id="amatrix__utils_8h_html"><div class="ttname"><a href="matrix__utils_8h.html">matrix_utils.h</a></div></div>
|
|
<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#l00053">lp_print_utils.cc:53</a></div></div>
|
|
<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#l00231">matrix_utils.cc:231</a></div></div>
|
|
<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#l00683">lp_data.h:683</a></div></div>
|
|
<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>
|
|
<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#l00045">lp_print_utils.cc:45</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4dc8ae0f97c4110f3cc770715b2bbd12"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">operations_research::glop::DenseRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, Fractional > DenseRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00299">lp_types.h:299</a></div></div>
|
|
<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>
|
|
<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#l00054">lp_types.h:54</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00077">lp_types.h:77</a></div></div>
|
|
<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#l00048">lp_types.h:48</a></div></div>
|
|
<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#l00090">lp_types.h:90</a></div></div>
|
|
<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#l00051">lp_types.h:51</a></div></div>
|
|
<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#l00086">lp_types.h:86</a></div></div>
|
|
<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>
|
|
<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>
|
|
<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>
|
|
<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#l00057">lp_types.h:57</a></div></div>
|
|
<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#l00083">lp_types.h:83</a></div></div>
|
|
<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>
|
|
<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
|
|
<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#l00161">fp_utils.h:161</a></div></div>
|
|
<div class="ttc" id="asat_2lp__utils_8cc_html_ab1734711414da2e668957d24a41b1ddf"><div class="ttname"><a href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a></div><div class="ttdeci">std::vector< double > coefficients</div><div class="ttdef"><b>Definition:</b> <a href="sat_2lp__utils_8cc_source.html#l00496">sat/lp_utils.cc:496</a></div></div>
|
|
<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#l02499">search.cc:2499</a></div></div>
|
|
<div class="ttc" id="astrong__vector_8h_html"><div class="ttname"><a href="strong__vector_8h.html">strong_vector.h</a></div></div>
|
|
<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#l00655">lp_data.h:655</a></div></div>
|
|
<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#l01536">lp_data.cc:1536</a></div></div>
|
|
<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#l00675">lp_data.h:675</a></div></div>
|
|
<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#l00660">lp_data.h:660</a></div></div>
|
|
<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#l00676">lp_data.h:676</a></div></div>
|
|
<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#l00659">lp_data.h:659</a></div></div>
|
|
</div><!-- fragment --></div><!-- contents -->
|
|
</div><!-- doc-content -->
|
|
<!-- HTML footer for doxygen 1.8.18-->
|
|
<!-- start footer part -->
|
|
<div id="nav-path" class="navpath"><!-- id is needed for treeview function! -->
|
|
<ul>
|
|
<li class="navelem"><a class="el" href="dir_a7cc1eeded8f693d0da6c729bc88c45a.html">ortools</a></li><li class="navelem"><a class="el" href="dir_903a7ff076ee7f01be86992fe717fc82.html">lp_data</a></li><li class="navelem"><a class="el" href="lp__data_8cc.html">lp_data.cc</a></li>
|
|
<li class="footer">Generated by
|
|
<a href="http://www.doxygen.org/index.html">
|
|
<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.9.1 </li>
|
|
</ul>
|
|
</div>
|
|
</body>
|
|
</html>
|