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302 lines
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<div class="headertitle"><div class="title">termination.cc</div></div>
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<a href="termination_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a id="l00001" name="l00001"></a><span class="lineno"> 1</span><span class="comment">// Copyright 2010-2021 Google LLC</span></div>
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<div class="line"><a id="l00002" name="l00002"></a><span class="lineno"> 2</span><span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a id="l00003" name="l00003"></a><span class="lineno"> 3</span><span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a id="l00004" name="l00004"></a><span class="lineno"> 4</span><span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a id="l00005" name="l00005"></a><span class="lineno"> 5</span><span class="comment">//</span></div>
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<div class="line"><a id="l00006" name="l00006"></a><span class="lineno"> 6</span><span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a id="l00007" name="l00007"></a><span class="lineno"> 7</span><span class="comment">//</span></div>
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<div class="line"><a id="l00008" name="l00008"></a><span class="lineno"> 8</span><span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a id="l00009" name="l00009"></a><span class="lineno"> 9</span><span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a id="l00010" name="l00010"></a><span class="lineno"> 10</span><span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a id="l00011" name="l00011"></a><span class="lineno"> 11</span><span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a id="l00012" name="l00012"></a><span class="lineno"> 12</span><span class="comment">// limitations under the License.</span></div>
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<div class="line"><a id="l00013" name="l00013"></a><span class="lineno"> 13</span> </div>
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<div class="line"><a id="l00014" name="l00014"></a><span class="lineno"> 14</span><span class="preprocessor">#include "<a class="code" href="termination_8h.html">ortools/pdlp/termination.h</a>"</span></div>
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<div class="line"><a id="l00015" name="l00015"></a><span class="lineno"> 15</span> </div>
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<div class="line"><a id="l00016" name="l00016"></a><span class="lineno"> 16</span><span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a id="l00017" name="l00017"></a><span class="lineno"> 17</span><span class="preprocessor">#include <limits></span></div>
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<div class="line"><a id="l00018" name="l00018"></a><span class="lineno"> 18</span> </div>
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<div class="line"><a id="l00019" name="l00019"></a><span class="lineno"> 19</span><span class="preprocessor">#include "absl/types/optional.h"</span></div>
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<div class="line"><a id="l00020" name="l00020"></a><span class="lineno"> 20</span><span class="preprocessor">#include "<a class="code" href="base_2logging_8h.html">ortools/base/logging.h</a>"</span></div>
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<div class="line"><a id="l00021" name="l00021"></a><span class="lineno"> 21</span><span class="preprocessor">#include "ortools/pdlp/solve_log.pb.h"</span></div>
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<div class="line"><a id="l00022" name="l00022"></a><span class="lineno"> 22</span><span class="preprocessor">#include "ortools/pdlp/solvers.pb.h"</span></div>
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<div class="line"><a id="l00023" name="l00023"></a><span class="lineno"> 23</span> </div>
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<div class="line"><a id="l00024" name="l00024"></a><span class="lineno"> 24</span><span class="keyword">namespace </span><a class="code hl_namespace" href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a> {</div>
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<div class="line"><a id="l00025" name="l00025"></a><span class="lineno"> 25</span> </div>
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<div class="line"><a id="l00026" name="l00026"></a><span class="lineno"> 26</span><span class="keyword">namespace </span>{</div>
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<div class="line"><a id="l00027" name="l00027"></a><span class="lineno"> 27</span> </div>
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<div class="line"><a id="l00028" name="l00028"></a><span class="lineno"> 28</span><span class="keywordtype">bool</span> OptimalityCriteriaMet(<span class="keyword">const</span> OptimalityNorm optimality_norm,</div>
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<div class="line"><a id="l00029" name="l00029"></a><span class="lineno"> 29</span> <span class="keyword">const</span> <span class="keywordtype">double</span> abs_tol, <span class="keyword">const</span> <span class="keywordtype">double</span> rel_tol,</div>
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<div class="line"><a id="l00030" name="l00030"></a><span class="lineno"> 30</span> <span class="keyword">const</span> ConvergenceInformation& stats,</div>
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<div class="line"><a id="l00031" name="l00031"></a><span class="lineno"> 31</span> <span class="keyword">const</span> QuadraticProgramBoundNorms& bound_norms) {</div>
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<div class="line"><a id="l00032" name="l00032"></a><span class="lineno"> 32</span> <span class="keyword">const</span> <span class="keywordtype">double</span> abs_obj =</div>
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<div class="line"><a id="l00033" name="l00033"></a><span class="lineno"> 33</span> std::abs(stats.primal_objective()) + std::abs(stats.dual_objective());</div>
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<div class="line"><a id="l00034" name="l00034"></a><span class="lineno"> 34</span> <span class="keyword">const</span> <span class="keywordtype">double</span> gap =</div>
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<div class="line"><a id="l00035" name="l00035"></a><span class="lineno"> 35</span> std::abs(stats.primal_objective() - stats.dual_objective());</div>
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<div class="line"><a id="l00036" name="l00036"></a><span class="lineno"> 36</span> </div>
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<div class="line"><a id="l00037" name="l00037"></a><span class="lineno"> 37</span> <span class="keywordtype">double</span> primal_err;</div>
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<div class="line"><a id="l00038" name="l00038"></a><span class="lineno"> 38</span> <span class="keywordtype">double</span> primal_err_baseline;</div>
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<div class="line"><a id="l00039" name="l00039"></a><span class="lineno"> 39</span> <span class="keywordtype">double</span> dual_err;</div>
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<div class="line"><a id="l00040" name="l00040"></a><span class="lineno"> 40</span> <span class="keywordtype">double</span> dual_err_baseline;</div>
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<div class="line"><a id="l00041" name="l00041"></a><span class="lineno"> 41</span> </div>
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<div class="line"><a id="l00042" name="l00042"></a><span class="lineno"> 42</span> <span class="keywordflow">switch</span> (optimality_norm) {</div>
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<div class="line"><a id="l00043" name="l00043"></a><span class="lineno"> 43</span> <span class="keywordflow">case</span> OPTIMALITY_NORM_L_INF:</div>
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<div class="line"><a id="l00044" name="l00044"></a><span class="lineno"> 44</span> primal_err = stats.l_inf_primal_residual();</div>
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<div class="line"><a id="l00045" name="l00045"></a><span class="lineno"> 45</span> primal_err_baseline = bound_norms.l_inf_norm_constraint_bounds;</div>
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<div class="line"><a id="l00046" name="l00046"></a><span class="lineno"> 46</span> dual_err = stats.l_inf_dual_residual();</div>
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<div class="line"><a id="l00047" name="l00047"></a><span class="lineno"> 47</span> dual_err_baseline = bound_norms.l_inf_norm_primal_linear_objective;</div>
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<div class="line"><a id="l00048" name="l00048"></a><span class="lineno"> 48</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00049" name="l00049"></a><span class="lineno"> 49</span> <span class="keywordflow">case</span> OPTIMALITY_NORM_L2:</div>
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<div class="line"><a id="l00050" name="l00050"></a><span class="lineno"> 50</span> primal_err = stats.l2_primal_residual();</div>
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<div class="line"><a id="l00051" name="l00051"></a><span class="lineno"> 51</span> primal_err_baseline = bound_norms.l2_norm_constraint_bounds;</div>
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<div class="line"><a id="l00052" name="l00052"></a><span class="lineno"> 52</span> dual_err = stats.l2_dual_residual();</div>
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<div class="line"><a id="l00053" name="l00053"></a><span class="lineno"> 53</span> dual_err_baseline = bound_norms.l2_norm_primal_linear_objective;</div>
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<div class="line"><a id="l00054" name="l00054"></a><span class="lineno"> 54</span> <span class="keywordflow">break</span>;</div>
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<div class="line"><a id="l00055" name="l00055"></a><span class="lineno"> 55</span> <span class="keywordflow">default</span>:</div>
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<div class="line"><a id="l00056" name="l00056"></a><span class="lineno"> 56</span> <a class="code hl_define" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code hl_variable" href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a>) << <span class="stringliteral">"Invalid optimality_norm value "</span></div>
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<div class="line"><a id="l00057" name="l00057"></a><span class="lineno"> 57</span> << OptimalityNorm_Name(optimality_norm);</div>
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<div class="line"><a id="l00058" name="l00058"></a><span class="lineno"> 58</span> }</div>
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<div class="line"><a id="l00059" name="l00059"></a><span class="lineno"> 59</span> </div>
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<div class="line"><a id="l00060" name="l00060"></a><span class="lineno"> 60</span> <span class="keywordflow">return</span> dual_err <= abs_tol + rel_tol * dual_err_baseline &&</div>
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<div class="line"><a id="l00061" name="l00061"></a><span class="lineno"> 61</span> primal_err <= abs_tol + rel_tol * primal_err_baseline &&</div>
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<div class="line"><a id="l00062" name="l00062"></a><span class="lineno"> 62</span> std::isfinite(abs_obj) && gap <= abs_tol + rel_tol * abs_obj;</div>
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<div class="line"><a id="l00063" name="l00063"></a><span class="lineno"> 63</span>}</div>
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<div class="line"><a id="l00064" name="l00064"></a><span class="lineno"> 64</span> </div>
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<div class="line"><a id="l00065" name="l00065"></a><span class="lineno"> 65</span><span class="comment">// Checks if the criteria for primal infeasibility are approximately</span></div>
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<div class="line"><a id="l00066" name="l00066"></a><span class="lineno"> 66</span><span class="comment">// satisfied; see https://developers.google.com/optimization/lp/pdlp_math for</span></div>
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<div class="line"><a id="l00067" name="l00067"></a><span class="lineno"> 67</span><span class="comment">// more details.</span></div>
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<div class="line"><a id="l00068" name="l00068"></a><span class="lineno"> 68</span><span class="keywordtype">bool</span> PrimalInfeasibilityCriteriaMet(<span class="keywordtype">double</span> eps_primal_infeasible,</div>
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<div class="line"><a id="l00069" name="l00069"></a><span class="lineno"> 69</span> <span class="keyword">const</span> InfeasibilityInformation& stats) {</div>
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<div class="line"><a id="l00070" name="l00070"></a><span class="lineno"> 70</span> <span class="keywordflow">if</span> (stats.dual_ray_objective() <= 0.0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00071" name="l00071"></a><span class="lineno"> 71</span> <span class="keywordflow">return</span> stats.max_dual_ray_infeasibility() / stats.dual_ray_objective() <=</div>
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<div class="line"><a id="l00072" name="l00072"></a><span class="lineno"> 72</span> eps_primal_infeasible;</div>
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<div class="line"><a id="l00073" name="l00073"></a><span class="lineno"> 73</span>}</div>
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<div class="line"><a id="l00074" name="l00074"></a><span class="lineno"> 74</span> </div>
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<div class="line"><a id="l00075" name="l00075"></a><span class="lineno"> 75</span><span class="comment">// Checks if the criteria for dual infeasibility are approximately satisfied;</span></div>
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<div class="line"><a id="l00076" name="l00076"></a><span class="lineno"> 76</span><span class="comment">// see https://developers.google.com/optimization/lp/pdlp_math for more details.</span></div>
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<div class="line"><a id="l00077" name="l00077"></a><span class="lineno"> 77</span><span class="keywordtype">bool</span> DualInfeasibilityCriteriaMet(<span class="keywordtype">double</span> eps_dual_infeasible,</div>
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<div class="line"><a id="l00078" name="l00078"></a><span class="lineno"> 78</span> <span class="keyword">const</span> InfeasibilityInformation& stats) {</div>
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<div class="line"><a id="l00079" name="l00079"></a><span class="lineno"> 79</span> <span class="keywordflow">if</span> (stats.primal_ray_linear_objective() >= 0.0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a id="l00080" name="l00080"></a><span class="lineno"> 80</span> <span class="keywordflow">return</span> (stats.max_primal_ray_infeasibility() /</div>
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<div class="line"><a id="l00081" name="l00081"></a><span class="lineno"> 81</span> -stats.primal_ray_linear_objective() <=</div>
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<div class="line"><a id="l00082" name="l00082"></a><span class="lineno"> 82</span> eps_dual_infeasible) &&</div>
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<div class="line"><a id="l00083" name="l00083"></a><span class="lineno"> 83</span> (stats.primal_ray_quadratic_norm() /</div>
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<div class="line"><a id="l00084" name="l00084"></a><span class="lineno"> 84</span> -stats.primal_ray_linear_objective() <=</div>
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<div class="line"><a id="l00085" name="l00085"></a><span class="lineno"> 85</span> eps_dual_infeasible);</div>
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<div class="line"><a id="l00086" name="l00086"></a><span class="lineno"> 86</span>}</div>
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<div class="line"><a id="l00087" name="l00087"></a><span class="lineno"> 87</span> </div>
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<div class="line"><a id="l00088" name="l00088"></a><span class="lineno"> 88</span>} <span class="comment">// namespace</span></div>
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<div class="line"><a id="l00089" name="l00089"></a><span class="lineno"> 89</span> </div>
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<div class="line"><a id="l00090" name="l00090"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a7d2e7889c98661aba130697a142fdf4b"> 90</a></span>absl::optional<TerminationReasonAndPointType> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a7d2e7889c98661aba130697a142fdf4b">CheckTerminationCriteria</a>(</div>
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<div class="line"><a id="l00091" name="l00091"></a><span class="lineno"> 91</span> <span class="keyword">const</span> TerminationCriteria& criteria, <span class="keyword">const</span> IterationStats& stats,</div>
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<div class="line"><a id="l00092" name="l00092"></a><span class="lineno"> 92</span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html">QuadraticProgramBoundNorms</a>& bound_norms,</div>
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<div class="line"><a id="l00093" name="l00093"></a><span class="lineno"> 93</span> <span class="keyword">const</span> <span class="keywordtype">bool</span> force_numerical_termination) {</div>
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<div class="line"><a id="l00094" name="l00094"></a><span class="lineno"> 94</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& convergence_stats : stats.convergence_information()) {</div>
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<div class="line"><a id="l00095" name="l00095"></a><span class="lineno"> 95</span> <span class="keywordflow">if</span> (OptimalityCriteriaMet(</div>
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<div class="line"><a id="l00096" name="l00096"></a><span class="lineno"> 96</span> criteria.optimality_norm(), criteria.eps_optimal_absolute(),</div>
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<div class="line"><a id="l00097" name="l00097"></a><span class="lineno"> 97</span> criteria.eps_optimal_relative(), convergence_stats, bound_norms)) {</div>
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<div class="line"><a id="l00098" name="l00098"></a><span class="lineno"> 98</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00099" name="l00099"></a><span class="lineno"> 99</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_OPTIMAL,</div>
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<div class="line"><a id="l00100" name="l00100"></a><span class="lineno"> 100</span> .type = convergence_stats.candidate_type()};</div>
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<div class="line"><a id="l00101" name="l00101"></a><span class="lineno"> 101</span> }</div>
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<div class="line"><a id="l00102" name="l00102"></a><span class="lineno"> 102</span> }</div>
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<div class="line"><a id="l00103" name="l00103"></a><span class="lineno"> 103</span> <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span>& infeasibility_stats : stats.infeasibility_information()) {</div>
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<div class="line"><a id="l00104" name="l00104"></a><span class="lineno"> 104</span> <span class="keywordflow">if</span> (PrimalInfeasibilityCriteriaMet(criteria.eps_primal_infeasible(),</div>
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<div class="line"><a id="l00105" name="l00105"></a><span class="lineno"> 105</span> infeasibility_stats)) {</div>
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<div class="line"><a id="l00106" name="l00106"></a><span class="lineno"> 106</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00107" name="l00107"></a><span class="lineno"> 107</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_PRIMAL_INFEASIBLE,</div>
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<div class="line"><a id="l00108" name="l00108"></a><span class="lineno"> 108</span> .type = infeasibility_stats.candidate_type()};</div>
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<div class="line"><a id="l00109" name="l00109"></a><span class="lineno"> 109</span> }</div>
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<div class="line"><a id="l00110" name="l00110"></a><span class="lineno"> 110</span> <span class="keywordflow">if</span> (DualInfeasibilityCriteriaMet(criteria.eps_dual_infeasible(),</div>
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<div class="line"><a id="l00111" name="l00111"></a><span class="lineno"> 111</span> infeasibility_stats)) {</div>
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<div class="line"><a id="l00112" name="l00112"></a><span class="lineno"> 112</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00113" name="l00113"></a><span class="lineno"> 113</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_DUAL_INFEASIBLE,</div>
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<div class="line"><a id="l00114" name="l00114"></a><span class="lineno"> 114</span> .type = infeasibility_stats.candidate_type()};</div>
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<div class="line"><a id="l00115" name="l00115"></a><span class="lineno"> 115</span> }</div>
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<div class="line"><a id="l00116" name="l00116"></a><span class="lineno"> 116</span> }</div>
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<div class="line"><a id="l00117" name="l00117"></a><span class="lineno"> 117</span> <span class="keywordflow">if</span> (stats.iteration_number() >= criteria.iteration_limit()) {</div>
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<div class="line"><a id="l00118" name="l00118"></a><span class="lineno"> 118</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00119" name="l00119"></a><span class="lineno"> 119</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_ITERATION_LIMIT, .type = POINT_TYPE_NONE};</div>
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<div class="line"><a id="l00120" name="l00120"></a><span class="lineno"> 120</span> }</div>
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<div class="line"><a id="l00121" name="l00121"></a><span class="lineno"> 121</span> <span class="keywordflow">if</span> (stats.cumulative_kkt_matrix_passes() >=</div>
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<div class="line"><a id="l00122" name="l00122"></a><span class="lineno"> 122</span> criteria.kkt_matrix_pass_limit()) {</div>
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<div class="line"><a id="l00123" name="l00123"></a><span class="lineno"> 123</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00124" name="l00124"></a><span class="lineno"> 124</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_KKT_MATRIX_PASS_LIMIT,</div>
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<div class="line"><a id="l00125" name="l00125"></a><span class="lineno"> 125</span> .type = POINT_TYPE_NONE};</div>
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<div class="line"><a id="l00126" name="l00126"></a><span class="lineno"> 126</span> }</div>
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<div class="line"><a id="l00127" name="l00127"></a><span class="lineno"> 127</span> <span class="keywordflow">if</span> (stats.cumulative_time_sec() >= criteria.time_sec_limit()) {</div>
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<div class="line"><a id="l00128" name="l00128"></a><span class="lineno"> 128</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00129" name="l00129"></a><span class="lineno"> 129</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_TIME_LIMIT, .type = POINT_TYPE_NONE};</div>
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<div class="line"><a id="l00130" name="l00130"></a><span class="lineno"> 130</span> }</div>
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<div class="line"><a id="l00131" name="l00131"></a><span class="lineno"> 131</span> <span class="keywordflow">if</span> (force_numerical_termination) {</div>
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<div class="line"><a id="l00132" name="l00132"></a><span class="lineno"> 132</span> <span class="keywordflow">return</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">TerminationReasonAndPointType</a>{</div>
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<div class="line"><a id="l00133" name="l00133"></a><span class="lineno"> 133</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">reason</a> = TERMINATION_REASON_NUMERICAL_ERROR, .type = POINT_TYPE_NONE};</div>
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<div class="line"><a id="l00134" name="l00134"></a><span class="lineno"> 134</span> }</div>
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<div class="line"><a id="l00135" name="l00135"></a><span class="lineno"> 135</span> <span class="keywordflow">return</span> absl::nullopt;</div>
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<div class="line"><a id="l00136" name="l00136"></a><span class="lineno"> 136</span>}</div>
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<div class="line"><a id="l00137" name="l00137"></a><span class="lineno"> 137</span> </div>
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<div class="line"><a id="l00138" name="l00138"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#ac69c2a44159905c520139def17af7e4f"> 138</a></span><a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html">QuadraticProgramBoundNorms</a> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#ac69c2a44159905c520139def17af7e4f">BoundNormsFromProblemStats</a>(</div>
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<div class="line"><a id="l00139" name="l00139"></a><span class="lineno"> 139</span> <span class="keyword">const</span> QuadraticProgramStats& stats) {</div>
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<div class="line"><a id="l00140" name="l00140"></a><span class="lineno"> 140</span> <span class="keywordflow">return</span> {</div>
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<div class="line"><a id="l00141" name="l00141"></a><span class="lineno"> 141</span> .<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#ab3f4b0ebcc89ef8fce922335e0026a95">l2_norm_primal_linear_objective</a> = stats.objective_vector_l2_norm(),</div>
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<div class="line"><a id="l00142" name="l00142"></a><span class="lineno"> 142</span> .l2_norm_constraint_bounds = stats.combined_bounds_l2_norm(),</div>
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<div class="line"><a id="l00143" name="l00143"></a><span class="lineno"> 143</span> .l_inf_norm_primal_linear_objective = stats.objective_vector_abs_max(),</div>
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<div class="line"><a id="l00144" name="l00144"></a><span class="lineno"> 144</span> .l_inf_norm_constraint_bounds = stats.combined_bounds_max()};</div>
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<div class="line"><a id="l00145" name="l00145"></a><span class="lineno"> 145</span>}</div>
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<div class="line"><a id="l00146" name="l00146"></a><span class="lineno"> 146</span> </div>
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<div class="line"><a id="l00147" name="l00147"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1pdlp.html#a8e307fb8ac2854dd493d52760dd3aa30"> 147</a></span><a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html">RelativeConvergenceInformation</a> <a class="code hl_function" href="namespaceoperations__research_1_1pdlp.html#a8e307fb8ac2854dd493d52760dd3aa30">ComputeRelativeResiduals</a>(</div>
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<div class="line"><a id="l00148" name="l00148"></a><span class="lineno"> 148</span> <span class="keyword">const</span> <span class="keywordtype">double</span> eps_optimal_absolute, <span class="keyword">const</span> <span class="keywordtype">double</span> eps_optimal_relative,</div>
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<div class="line"><a id="l00149" name="l00149"></a><span class="lineno"> 149</span> <span class="keyword">const</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html">QuadraticProgramBoundNorms</a>& norms,</div>
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<div class="line"><a id="l00150" name="l00150"></a><span class="lineno"> 150</span> <span class="keyword">const</span> ConvergenceInformation& stats) {</div>
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<div class="line"><a id="l00151" name="l00151"></a><span class="lineno"> 151</span> <span class="keyword">const</span> <span class="keywordtype">double</span> eps_ratio = eps_optimal_relative == 0.0</div>
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<div class="line"><a id="l00152" name="l00152"></a><span class="lineno"> 152</span> ? std::numeric_limits<double>::infinity()</div>
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<div class="line"><a id="l00153" name="l00153"></a><span class="lineno"> 153</span> : eps_optimal_absolute / eps_optimal_relative;</div>
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<div class="line"><a id="l00154" name="l00154"></a><span class="lineno"> 154</span> <a class="code hl_struct" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html">RelativeConvergenceInformation</a> info;</div>
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<div class="line"><a id="l00155" name="l00155"></a><span class="lineno"> 155</span> info.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a70d9982724056866c95e3085712b1c29">relative_l_inf_primal_residual</a> =</div>
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<div class="line"><a id="l00156" name="l00156"></a><span class="lineno"> 156</span> stats.l_inf_primal_residual() /</div>
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<div class="line"><a id="l00157" name="l00157"></a><span class="lineno"> 157</span> (eps_ratio + norms.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#a64e7f471ef722b483682884caf14e670">l_inf_norm_constraint_bounds</a>);</div>
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<div class="line"><a id="l00158" name="l00158"></a><span class="lineno"> 158</span> info.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a613352413bf3d7b5021644158a4848fa">relative_l2_primal_residual</a> =</div>
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<div class="line"><a id="l00159" name="l00159"></a><span class="lineno"> 159</span> stats.l2_primal_residual() /</div>
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<div class="line"><a id="l00160" name="l00160"></a><span class="lineno"> 160</span> (eps_ratio + norms.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#adcf372259113849bfe323c599f77f547">l2_norm_constraint_bounds</a>);</div>
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<div class="line"><a id="l00161" name="l00161"></a><span class="lineno"> 161</span> info.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a4096b828a747baff79e95cbeda1b8aac">relative_l_inf_dual_residual</a> =</div>
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<div class="line"><a id="l00162" name="l00162"></a><span class="lineno"> 162</span> stats.l_inf_dual_residual() /</div>
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<div class="line"><a id="l00163" name="l00163"></a><span class="lineno"> 163</span> (eps_ratio + norms.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#adc56dab042af6eb15263a5e62aa1e7f5">l_inf_norm_primal_linear_objective</a>);</div>
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<div class="line"><a id="l00164" name="l00164"></a><span class="lineno"> 164</span> info.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a0aae409a341fa649cf2473177abcb54e">relative_l2_dual_residual</a> =</div>
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<div class="line"><a id="l00165" name="l00165"></a><span class="lineno"> 165</span> stats.l2_dual_residual() /</div>
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<div class="line"><a id="l00166" name="l00166"></a><span class="lineno"> 166</span> (eps_ratio + norms.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#ab3f4b0ebcc89ef8fce922335e0026a95">l2_norm_primal_linear_objective</a>);</div>
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<div class="line"><a id="l00167" name="l00167"></a><span class="lineno"> 167</span> <span class="keyword">const</span> <span class="keywordtype">double</span> abs_obj =</div>
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<div class="line"><a id="l00168" name="l00168"></a><span class="lineno"> 168</span> std::abs(stats.primal_objective()) + std::abs(stats.dual_objective());</div>
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<div class="line"><a id="l00169" name="l00169"></a><span class="lineno"> 169</span> <span class="keyword">const</span> <span class="keywordtype">double</span> gap = stats.primal_objective() - stats.dual_objective();</div>
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<div class="line"><a id="l00170" name="l00170"></a><span class="lineno"> 170</span> info.<a class="code hl_variable" href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#adb8dac7c4b1c7a00831d6e6549751782">relative_optimality_gap</a> = gap / (eps_ratio + abs_obj);</div>
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<div class="line"><a id="l00171" name="l00171"></a><span class="lineno"> 171</span> </div>
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<div class="line"><a id="l00172" name="l00172"></a><span class="lineno"> 172</span> <span class="keywordflow">return</span> info;</div>
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<div class="line"><a id="l00173" name="l00173"></a><span class="lineno"> 173</span>}</div>
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<div class="line"><a id="l00174" name="l00174"></a><span class="lineno"> 174</span> </div>
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<div class="line"><a id="l00175" name="l00175"></a><span class="lineno"> 175</span>} <span class="comment">// namespace operations_research::pdlp</span></div>
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<div class="ttc" id="abase_2logging_8h_html"><div class="ttname"><a href="base_2logging_8h.html">logging.h</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_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>
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<div class="ttc" id="alog__severity_8h_html_acdd38e3c9f22f127d7776920e3079eda"><div class="ttname"><a href="log__severity_8h.html#acdd38e3c9f22f127d7776920e3079eda">FATAL</a></div><div class="ttdeci">const int FATAL</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00032">log_severity.h:32</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a></div><div class="ttdef"><b>Definition:</b> <a href="iteration__stats_8cc_source.html#l00040">iteration_stats.cc:40</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a7d2e7889c98661aba130697a142fdf4b"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a7d2e7889c98661aba130697a142fdf4b">operations_research::pdlp::CheckTerminationCriteria</a></div><div class="ttdeci">absl::optional< TerminationReasonAndPointType > CheckTerminationCriteria(const TerminationCriteria &criteria, const IterationStats &stats, const QuadraticProgramBoundNorms &bound_norms, const bool force_numerical_termination)</div><div class="ttdef"><b>Definition:</b> <a href="termination_8cc_source.html#l00090">termination.cc:90</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_a8e307fb8ac2854dd493d52760dd3aa30"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#a8e307fb8ac2854dd493d52760dd3aa30">operations_research::pdlp::ComputeRelativeResiduals</a></div><div class="ttdeci">RelativeConvergenceInformation ComputeRelativeResiduals(const double eps_optimal_absolute, const double eps_optimal_relative, const QuadraticProgramBoundNorms &norms, const ConvergenceInformation &stats)</div><div class="ttdef"><b>Definition:</b> <a href="termination_8cc_source.html#l00147">termination.cc:147</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1pdlp_html_ac69c2a44159905c520139def17af7e4f"><div class="ttname"><a href="namespaceoperations__research_1_1pdlp.html#ac69c2a44159905c520139def17af7e4f">operations_research::pdlp::BoundNormsFromProblemStats</a></div><div class="ttdeci">QuadraticProgramBoundNorms BoundNormsFromProblemStats(const QuadraticProgramStats &stats)</div><div class="ttdef"><b>Definition:</b> <a href="termination_8cc_source.html#l00138">termination.cc:138</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html">operations_research::pdlp::QuadraticProgramBoundNorms</a></div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00030">termination.h:30</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms_html_a64e7f471ef722b483682884caf14e670"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#a64e7f471ef722b483682884caf14e670">operations_research::pdlp::QuadraticProgramBoundNorms::l_inf_norm_constraint_bounds</a></div><div class="ttdeci">double l_inf_norm_constraint_bounds</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00034">termination.h:34</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms_html_ab3f4b0ebcc89ef8fce922335e0026a95"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#ab3f4b0ebcc89ef8fce922335e0026a95">operations_research::pdlp::QuadraticProgramBoundNorms::l2_norm_primal_linear_objective</a></div><div class="ttdeci">double l2_norm_primal_linear_objective</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00031">termination.h:31</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms_html_adc56dab042af6eb15263a5e62aa1e7f5"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#adc56dab042af6eb15263a5e62aa1e7f5">operations_research::pdlp::QuadraticProgramBoundNorms::l_inf_norm_primal_linear_objective</a></div><div class="ttdeci">double l_inf_norm_primal_linear_objective</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00033">termination.h:33</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms_html_adcf372259113849bfe323c599f77f547"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_quadratic_program_bound_norms.html#adcf372259113849bfe323c599f77f547">operations_research::pdlp::QuadraticProgramBoundNorms::l2_norm_constraint_bounds</a></div><div class="ttdeci">double l2_norm_constraint_bounds</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00032">termination.h:32</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_relative_convergence_information_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html">operations_research::pdlp::RelativeConvergenceInformation</a></div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00064">termination.h:64</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_relative_convergence_information_html_a0aae409a341fa649cf2473177abcb54e"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a0aae409a341fa649cf2473177abcb54e">operations_research::pdlp::RelativeConvergenceInformation::relative_l2_dual_residual</a></div><div class="ttdeci">double relative_l2_dual_residual</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00079">termination.h:79</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_relative_convergence_information_html_a4096b828a747baff79e95cbeda1b8aac"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a4096b828a747baff79e95cbeda1b8aac">operations_research::pdlp::RelativeConvergenceInformation::relative_l_inf_dual_residual</a></div><div class="ttdeci">double relative_l_inf_dual_residual</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00078">termination.h:78</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_relative_convergence_information_html_a613352413bf3d7b5021644158a4848fa"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a613352413bf3d7b5021644158a4848fa">operations_research::pdlp::RelativeConvergenceInformation::relative_l2_primal_residual</a></div><div class="ttdeci">double relative_l2_primal_residual</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00077">termination.h:77</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_relative_convergence_information_html_a70d9982724056866c95e3085712b1c29"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#a70d9982724056866c95e3085712b1c29">operations_research::pdlp::RelativeConvergenceInformation::relative_l_inf_primal_residual</a></div><div class="ttdeci">double relative_l_inf_primal_residual</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00076">termination.h:76</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_relative_convergence_information_html_adb8dac7c4b1c7a00831d6e6549751782"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_relative_convergence_information.html#adb8dac7c4b1c7a00831d6e6549751782">operations_research::pdlp::RelativeConvergenceInformation::relative_optimality_gap</a></div><div class="ttdeci">double relative_optimality_gap</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00084">termination.h:84</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_termination_reason_and_point_type_html"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html">operations_research::pdlp::TerminationReasonAndPointType</a></div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00023">termination.h:23</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1pdlp_1_1_termination_reason_and_point_type_html_a36d5365d462f57468ba3a9d8ae6bbec9"><div class="ttname"><a href="structoperations__research_1_1pdlp_1_1_termination_reason_and_point_type.html#a36d5365d462f57468ba3a9d8ae6bbec9">operations_research::pdlp::TerminationReasonAndPointType::reason</a></div><div class="ttdeci">TerminationReason reason</div><div class="ttdef"><b>Definition:</b> <a href="termination_8h_source.html#l00024">termination.h:24</a></div></div>
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<div class="ttc" id="atermination_8h_html"><div class="ttname"><a href="termination_8h.html">termination.h</a></div></div>
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