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<div class="title">revised_simplex.cc</div> </div>
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<a href="revised__simplex_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div>
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<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div>
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<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>  </div>
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<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#include "<a class="code" href="revised__simplex_8h.html">ortools/glop/revised_simplex.h</a>"</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <algorithm></span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="preprocessor">#include <cmath></span></div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include <functional></span></div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include <map></span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include <string></span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include <utility></span></div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include <vector></span></div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span>  </div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="preprocessor">#include "absl/strings/str_cat.h"</span></div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="preprocessor">#include "absl/strings/str_format.h"</span></div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="preprocessor">#include "<a class="code" href="commandlineflags_8h.html">ortools/base/commandlineflags.h</a>"</span></div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="preprocessor">#include "<a class="code" href="integral__types_8h.html">ortools/base/integral_types.h</a>"</span></div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</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 name="l00029"></a><span class="lineno"> 29</span> <span class="preprocessor">#include "<a class="code" href="strong__vector_8h.html">ortools/base/strong_vector.h</a>"</span></div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="preprocessor">#include "<a class="code" href="initial__basis_8h.html">ortools/glop/initial_basis.h</a>"</span></div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="preprocessor">#include "<a class="code" href="parameters_8pb_8h.html">ortools/glop/parameters.pb.h</a>"</span></div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="preprocessor">#include "<a class="code" href="lp__data_8h.html">ortools/lp_data/lp_data.h</a>"</span></div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="preprocessor">#include "<a class="code" href="lp__print__utils_8h.html">ortools/lp_data/lp_print_utils.h</a>"</span></div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="preprocessor">#include "<a class="code" href="matrix__utils_8h.html">ortools/lp_data/matrix_utils.h</a>"</span></div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2permutation_8h.html">ortools/lp_data/permutation.h</a>"</span></div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="preprocessor">#include "<a class="code" href="fp__utils_8h.html">ortools/util/fp_utils.h</a>"</span></div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  </div>
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<div class="line"><a name="l00039"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727"> 39</a></span> <a class="code" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_display_numbers_as_fractions, <span class="keyword">false</span>,</div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  <span class="stringliteral">"Display numbers as fractions."</span>);</div>
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<div class="line"><a name="l00041"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a5a65d2edddec64f308ea409703708acf"> 41</a></span> <a class="code" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_stop_after_first_basis, <span class="keyword">false</span>,</div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <span class="stringliteral">"Stop after first basis has been computed."</span>);</div>
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<div class="line"><a name="l00043"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#abd7c97d0007f059b2a31c19fdbd6f9c8"> 43</a></span> <a class="code" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_stop_after_feasibility, <span class="keyword">false</span>,</div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  <span class="stringliteral">"Stop after first phase has been completed."</span>);</div>
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<div class="line"><a name="l00045"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a64f746b4688ff40ab91eac0c1779ba95"> 45</a></span> <a class="code" href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a>(<span class="keywordtype">bool</span>, simplex_display_stats, <span class="keyword">false</span>, <span class="stringliteral">"Display algorithm statistics."</span>);</div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  </div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="keyword">namespace </span>glop {</div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="keyword">namespace </span>{</div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  </div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment">// Calls the given closure upon destruction. It can be used to ensure that a</span></div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// closure is executed whenever a function returns.</span></div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="keyword">class </span>Cleanup {</div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <span class="keyword">explicit</span> Cleanup(std::function<<span class="keywordtype">void</span>()> closure)</div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  : closure_(std::move(closure)) {}</div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  ~Cleanup() { closure_(); }</div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  </div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  std::function<void()> closure_;</div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span> };</div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span> } <span class="comment">// namespace</span></div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  </div>
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<div class="line"><a name="l00064"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1"> 64</a></span> <span class="preprocessor">#define DCHECK_COL_BOUNDS(col) \</span></div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="preprocessor"> { \</span></div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="preprocessor"> DCHECK_LE(0, col); \</span></div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="preprocessor"> DCHECK_GT(num_cols_, col); \</span></div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="preprocessor"> }</span></div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  </div>
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<div class="line"><a name="l00070"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788"> 70</a></span> <span class="preprocessor">#define DCHECK_ROW_BOUNDS(row) \</span></div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="preprocessor"> { \</span></div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="preprocessor"> DCHECK_LE(0, row); \</span></div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="preprocessor"> DCHECK_GT(num_rows_, row); \</span></div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="preprocessor"> }</span></div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  </div>
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<div class="line"><a name="l00076"></a><span class="lineno"><a class="line" href="namespaceoperations__research_1_1glop.html#a79a952bdd960fc4d23c32edea03bb8c0"> 76</a></span> constexpr <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#abc0f5bc07737e498f287334775dff2b6">uint64</a> <a class="code" href="namespaceoperations__research_1_1glop.html#a79a952bdd960fc4d23c32edea03bb8c0">kDeterministicSeed</a> = 42;</div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  </div>
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<div class="line"><a name="l00078"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf"> 78</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf">RevisedSimplex::RevisedSimplex</a>()</div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  : problem_status_(<a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">ProblemStatus</a>::INIT),</div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  num_rows_(0),</div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  num_cols_(0),</div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  first_slack_col_(0),</div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <a class="code" href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a>(),</div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  lower_bound_(),</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  upper_bound_(),</div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  basis_(),</div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  variable_name_(),</div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  direction_(),</div>
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<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  error_(),</div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  basis_factorization_(&compact_matrix_, &basis_),</div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  variables_info_(compact_matrix_, lower_bound_, upper_bound_),</div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  variable_values_(parameters_, compact_matrix_, basis_, variables_info_,</div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  basis_factorization_),</div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  dual_edge_norms_(basis_factorization_),</div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  primal_edge_norms_(compact_matrix_, variables_info_,</div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  basis_factorization_),</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  update_row_(compact_matrix_, transposed_matrix_, variables_info_, basis_,</div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  basis_factorization_),</div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  reduced_costs_(compact_matrix_, <a class="code" href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a>, basis_, variables_info_,</div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  basis_factorization_, &random_),</div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  entering_variable_(variables_info_, &random_, &reduced_costs_,</div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  &primal_edge_norms_),</div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  num_iterations_(0),</div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  num_feasibility_iterations_(0),</div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  num_optimization_iterations_(0),</div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  total_time_(0.0),</div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  feasibility_time_(0.0),</div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  optimization_time_(0.0),</div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  last_deterministic_time_update_(0.0),</div>
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<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  iteration_stats_(),</div>
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<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  ratio_test_stats_(),</div>
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<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  function_stats_(<span class="stringliteral">"SimplexFunctionStats"</span>),</div>
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<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  parameters_(),</div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  test_lu_(),</div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  feasibility_phase_(true),</div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  random_(<a class="code" href="namespaceoperations__research_1_1glop.html#a79a952bdd960fc4d23c32edea03bb8c0">kDeterministicSeed</a>) {</div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
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<div class="line"><a name="l00118"></a><span class="lineno"> 118</span> }</div>
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<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  </div>
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<div class="line"><a name="l00120"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a"> 120</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a">RevisedSimplex::ClearStateForNextSolve</a>() {</div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  solution_state_.<a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</span> }</div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  </div>
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<div class="line"><a name="l00125"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7"> 125</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">RevisedSimplex::LoadStateForNextSolve</a>(<span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a>& state) {</div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  solution_state_ = state;</div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  solution_state_has_been_set_externally_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00129"></a><span class="lineno"> 129</span> }</div>
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<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  </div>
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<div class="line"><a name="l00131"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399"> 131</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399">RevisedSimplex::NotifyThatMatrixIsUnchangedForNextSolve</a>() {</div>
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<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  notify_that_matrix_is_unchanged_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00133"></a><span class="lineno"> 133</span> }</div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  </div>
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<div class="line"><a name="l00135"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a866a68af5afd0355fb348f7a59eeff9e"> 135</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a866a68af5afd0355fb348f7a59eeff9e">RevisedSimplex::Solve</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, <a class="code" href="classoperations__research_1_1_time_limit.html">TimeLimit</a>* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>) {</div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</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>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="keywordflow">if</span> (!lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba">IsInEquationForm</a>()) {</div>
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<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a>(<a class="code" href="classoperations__research_1_1glop_1_1_status.html#a59e56af19e754a6aa26a612ebf91d05fa79a0e04dceac3db90cc878d11c6cfa55">Status::ERROR_INVALID_PROBLEM</a>,</div>
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<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  <span class="stringliteral">"The problem is not in the equations form."</span>);</div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  }</div>
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<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  Cleanup update_deterministic_time_on_return(</div>
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<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  [<span class="keyword">this</span>, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>]() { AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>); });</div>
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<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  </div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="comment">// Initialization. Note That Initialize() must be called first since it</span></div>
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<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  <span class="comment">// analyzes the current solver state.</span></div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> start_time = <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->GetElapsedTime();</div>
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<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(Initialize(lp));</div>
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<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  </div>
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<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  dual_infeasibility_improvement_direction_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
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<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  test_lu_.<a class="code" href="classoperations__research_1_1glop_1_1_lu_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
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<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">ProblemStatus::INIT</a>;</div>
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<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  feasibility_phase_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  num_iterations_ = 0;</div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  num_feasibility_iterations_ = 0;</div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  num_optimization_iterations_ = 0;</div>
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<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  feasibility_time_ = 0.0;</div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  optimization_time_ = 0.0;</div>
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|
<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  total_time_ = 0.0;</div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  </div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  <span class="comment">// In case we abort because of an error, we cannot assume that the current</span></div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  <span class="comment">// solution state will be in sync with all our internal data structure. In</span></div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  <span class="comment">// case we abort without resetting it, setting this allow us to still use the</span></div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  <span class="comment">// previous state info, but we will double-check everything.</span></div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  solution_state_has_been_set_externally_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  </div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
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<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  ComputeNumberOfEmptyRows();</div>
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<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  ComputeNumberOfEmptyColumns();</div>
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<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  DisplayBasicVariableStatistics();</div>
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<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  DisplayProblem();</div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  }</div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="keywordflow">if</span> (absl::GetFlag(FLAGS_simplex_stop_after_first_basis)) {</div>
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<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  DisplayAllStats();</div>
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<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  }</div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  </div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> use_dual = parameters_.use_dual_simplex();</div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> log_info = parameters_.log_search_progress() || <a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1);</div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <span class="keywordflow">if</span> (log_info) {</div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"------ "</span> << (use_dual ? <span class="stringliteral">"Dual simplex."</span> : <span class="stringliteral">"Primal simplex."</span>);</div>
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<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"The matrix has "</span> << compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>() << <span class="stringliteral">" rows, "</span></div>
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<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  << compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>() << <span class="stringliteral">" columns, "</span></div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  << compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() << <span class="stringliteral">" entries."</span>;</div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  }</div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  </div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  <span class="comment">// TODO(user): Avoid doing the first phase checks when we know from the</span></div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  <span class="comment">// incremental solve that the solution is already dual or primal feasible.</span></div>
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<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  <span class="keywordflow">if</span> (log_info) <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"------ First phase: feasibility."</span>;</div>
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<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#ad3a8fd026015306e23a8ed6889b48f18">SetPricingRule</a>(parameters_.feasibility_rule());</div>
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<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  <span class="keywordflow">if</span> (use_dual) {</div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  <span class="keywordflow">if</span> (parameters_.perturb_costs_in_dual_simplex()) {</div>
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">PerturbCosts</a>();</div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  }</div>
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<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  </div>
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<div class="line"><a name="l00198"></a><span class="lineno"> 198</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a7aec5aa12d972d66a67d267aa9dd1b97">MakeBoxedVariableRelevant</a>(<span class="keyword">false</span>);</div>
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<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualMinimize(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>));</div>
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<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  DisplayIterationInfo();</div>
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<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  </div>
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<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  <span class="keywordflow">if</span> (problem_status_ != ProblemStatus::DUAL_INFEASIBLE) {</div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="comment">// Note(user): In most cases, the matrix will already be refactorized and</span></div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  <span class="comment">// both Refactorize() and PermuteBasis() will do nothing. However, if the</span></div>
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  <span class="comment">// time limit is reached during the first phase, this might not be the</span></div>
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<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  <span class="comment">// case and RecomputeBasicVariableValues() below DCHECKs that the matrix</span></div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  <span class="comment">// is refactorized. This is not required, but we currently only want to</span></div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <span class="comment">// recompute values from scratch when the matrix was just refactorized to</span></div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  <span class="comment">// maximize precision.</span></div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">Refactorize</a>());</div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  PermuteBasis();</div>
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<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  </div>
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<div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a7aec5aa12d972d66a67d267aa9dd1b97">MakeBoxedVariableRelevant</a>(<span class="keyword">true</span>);</div>
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<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  </div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  <span class="comment">// This is needed to display errors properly.</span></div>
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  MakeBoxedVariableDualFeasible(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>(),</div>
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<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  <span class="comment">/*update_basic_values=*/</span><span class="keyword">false</span>);</div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a9323beaddf591680b191fa618c40519f">ResetPrimalInfeasibilityInformation</a>();</div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  }</div>
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">MaintainDualInfeasiblePositions</a>(<span class="keyword">true</span>);</div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(Minimize(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>));</div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  DisplayIterationInfo();</div>
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<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  </div>
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<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  <span class="comment">// After the primal phase I, we need to restore the objective.</span></div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  <span class="keywordflow">if</span> (problem_status_ != ProblemStatus::PRIMAL_INFEASIBLE) {</div>
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<div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  InitializeObjectiveAndTestIfUnchanged(lp);</div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  }</div>
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<div class="line"><a name="l00232"></a><span class="lineno"> 232</span>  }</div>
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<div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  </div>
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<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  <span class="comment">// Reduced costs must be explicitly recomputed because DisplayErrors() is</span></div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  <span class="comment">// const.</span></div>
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<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  <span class="comment">// TODO(user): This API is not really nice.</span></div>
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<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  DisplayErrors();</div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  </div>
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<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  feasibility_phase_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  feasibility_time_ = <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->GetElapsedTime() - start_time;</div>
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<div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#ad3a8fd026015306e23a8ed6889b48f18">SetPricingRule</a>(parameters_.optimization_rule());</div>
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  num_feasibility_iterations_ = num_iterations_;</div>
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  </div>
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<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  <span class="keywordflow">if</span> (log_info) <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"------ Second phase: optimization."</span>;</div>
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<div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  </div>
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<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  <span class="comment">// Because of shifts or perturbations, we may need to re-run a dual simplex</span></div>
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<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  <span class="comment">// after the primal simplex finished, or the opposite.</span></div>
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<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="comment">// We alter between solving with primal and dual Phase II algorithm as long as</span></div>
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<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  <span class="comment">// time limit permits *and* we did not yet achieve the desired precision.</span></div>
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<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  <span class="comment">// I.e., we run iteration i if the solution from iteration i-1 was not precise</span></div>
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<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  <span class="comment">// after we removed the bound and cost shifts and perturbations.</span></div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="comment">// NOTE(user): We may still hit the limit of max_number_of_reoptimizations()</span></div>
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<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="comment">// which means the status returned can be PRIMAL_FEASIBLE or DUAL_FEASIBLE</span></div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  <span class="comment">// (i.e., these statuses are not necesserily a consequence of hitting a time</span></div>
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  <span class="comment">// limit).</span></div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> num_optims = 0;</div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  <span class="comment">// We want to enter the loop when both num_optims and num_iterations_ are</span></div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  <span class="comment">// *equal* to the corresponding limits (to return a meaningful status</span></div>
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<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  <span class="comment">// when the limits are set to 0).</span></div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  num_optims <= parameters_.max_number_of_reoptimizations() &&</div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  !objective_limit_reached_ &&</div>
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<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  (num_iterations_ == 0 ||</div>
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<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  num_iterations_ < parameters_.max_number_of_iterations()) &&</div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  !<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->LimitReached() &&</div>
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<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  !absl::GetFlag(FLAGS_simplex_stop_after_feasibility) &&</div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  (problem_status_ == ProblemStatus::PRIMAL_FEASIBLE ||</div>
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<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  problem_status_ == ProblemStatus::DUAL_FEASIBLE);</div>
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<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  ++num_optims) {</div>
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<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  <span class="keywordflow">if</span> (problem_status_ == ProblemStatus::PRIMAL_FEASIBLE) {</div>
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  <span class="comment">// Run the primal simplex.</span></div>
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<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">MaintainDualInfeasiblePositions</a>(<span class="keyword">true</span>);</div>
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<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(Minimize(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>));</div>
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<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  <span class="comment">// Run the dual simplex.</span></div>
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<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">MaintainDualInfeasiblePositions</a>(<span class="keyword">false</span>);</div>
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<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualMinimize(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>));</div>
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<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  }</div>
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<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  </div>
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<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  <span class="comment">// Minimize() or DualMinimize() always double check the result with maximum</span></div>
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  <span class="comment">// precision by refactoring the basis before exiting (except if an</span></div>
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<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  <span class="comment">// iteration or time limit was reached).</span></div>
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<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(problem_status_ == ProblemStatus::PRIMAL_FEASIBLE ||</div>
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<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  problem_status_ == ProblemStatus::DUAL_FEASIBLE ||</div>
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>());</div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  </div>
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<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  <span class="comment">// If SetIntegralityScale() was called, we preform a polish operation.</span></div>
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<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  <span class="keywordflow">if</span> (!integrality_scale_.<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>() &&</div>
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<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  problem_status_ == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
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<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">MaintainDualInfeasiblePositions</a>(<span class="keyword">true</span>);</div>
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<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(Polish(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>));</div>
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<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  }</div>
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<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  </div>
|
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<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  <span class="comment">// Remove the bound and cost shifts (or perturbations).</span></div>
|
|
<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <span class="comment">//</span></div>
|
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<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  <span class="comment">// Note(user): Currently, we never do both at the same time, so we could</span></div>
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<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  <span class="comment">// be a bit faster here, but then this is quick anyway.</span></div>
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<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#aef157eaaacfc6e27520ad528d5067e25">ResetAllNonBasicVariableValues</a>();</div>
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<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">Refactorize</a>());</div>
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<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  PermuteBasis();</div>
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<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
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<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  </div>
|
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  <span class="comment">// Reduced costs must be explicitly recomputed because DisplayErrors() is</span></div>
|
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<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  <span class="comment">// const.</span></div>
|
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<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  <span class="comment">// TODO(user): This API is not really nice.</span></div>
|
|
<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  DisplayIterationInfo();</div>
|
|
<div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  DisplayErrors();</div>
|
|
<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  </div>
|
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<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  <span class="comment">// TODO(user): We should also confirm the PRIMAL_UNBOUNDED or DUAL_UNBOUNDED</span></div>
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  <span class="comment">// status by checking with the other phase I that the problem is really</span></div>
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<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  <span class="comment">// DUAL_INFEASIBLE or PRIMAL_INFEASIBLE. For instance we currently report</span></div>
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<div class="line"><a name="l00316"></a><span class="lineno"> 316</span>  <span class="comment">// PRIMAL_UNBOUNDED with the primal on the problem l30.mps instead of</span></div>
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<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <span class="comment">// OPTIMAL and the dual does not have issues on this problem.</span></div>
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<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  <span class="keywordflow">if</span> (problem_status_ == ProblemStatus::DUAL_UNBOUNDED) {</div>
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<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
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<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  <span class="keywordflow">if</span> (reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">ComputeMaximumDualResidual</a>() > tolerance ||</div>
|
|
<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance ||</div>
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<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">ComputeMaximumDualInfeasibility</a>() > tolerance) {</div>
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<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  <span class="keywordflow">if</span> (log_info) {</div>
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<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"DUAL_UNBOUNDED was reported, but the residual and/or "</span></div>
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<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  << <span class="stringliteral">"dual infeasibility is above the tolerance"</span>;</div>
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<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  }</div>
|
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<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  }</div>
|
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<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  }</div>
|
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<div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  </div>
|
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<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  <span class="comment">// Change the status, if after the shift and perturbation removal the</span></div>
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<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  <span class="comment">// problem is not OPTIMAL anymore.</span></div>
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<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  <span class="keywordflow">if</span> (problem_status_ == <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>) {</div>
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<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> solution_tolerance =</div>
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<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  parameters_.solution_feasibility_tolerance();</div>
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<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() ></div>
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|
<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  solution_tolerance ||</div>
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<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">ComputeMaximumDualResidual</a>() > solution_tolerance) {</div>
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<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  <span class="keywordflow">if</span> (log_info) {</div>
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<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"OPTIMAL was reported, yet one of the residuals is "</span></div>
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<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  <span class="stringliteral">"above the solution feasibility tolerance after the "</span></div>
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<div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  <span class="stringliteral">"shift/perturbation are removed."</span>;</div>
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<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  }</div>
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<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
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<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::IMPRECISE</a>;</div>
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<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  }</div>
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<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  <span class="comment">// We use the "precise" tolerances here to try to report the best</span></div>
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<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  <span class="comment">// possible solution.</span></div>
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<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_tolerance =</div>
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<div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  parameters_.primal_feasibility_tolerance();</div>
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<div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_tolerance =</div>
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<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  parameters_.dual_feasibility_tolerance();</div>
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<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_infeasibility =</div>
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<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>();</div>
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<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_infeasibility =</div>
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<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">ComputeMaximumDualInfeasibility</a>();</div>
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<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  <span class="keywordflow">if</span> (primal_infeasibility > primal_tolerance &&</div>
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<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  dual_infeasibility > dual_tolerance) {</div>
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<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  <span class="keywordflow">if</span> (log_info) {</div>
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<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"OPTIMAL was reported, yet both of the infeasibility "</span></div>
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<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  <span class="stringliteral">"are above the tolerance after the "</span></div>
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<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  <span class="stringliteral">"shift/perturbation are removed."</span>;</div>
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|
<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  }</div>
|
|
<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise()) {</div>
|
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<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  }</div>
|
|
<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (primal_infeasibility > primal_tolerance) {</div>
|
|
<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  <span class="keywordflow">if</span> (log_info) <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Re-optimizing with dual simplex ... "</span>;</div>
|
|
<div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  problem_status_ = ProblemStatus::DUAL_FEASIBLE;</div>
|
|
<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (dual_infeasibility > dual_tolerance) {</div>
|
|
<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="keywordflow">if</span> (log_info) <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Re-optimizing with primal simplex ... "</span>;</div>
|
|
<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  problem_status_ = ProblemStatus::PRIMAL_FEASIBLE;</div>
|
|
<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  }</div>
|
|
<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  }</div>
|
|
<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  }</div>
|
|
<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  }</div>
|
|
<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  </div>
|
|
<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  <span class="comment">// Check that the return status is "precise".</span></div>
|
|
<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <span class="comment">// TODO(user): we curretnly skip the DUAL_INFEASIBLE status because the</span></div>
|
|
<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  <span class="comment">// quantities are not up to date in this case.</span></div>
|
|
<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  <span class="keywordflow">if</span> (parameters_.change_status_to_imprecise() &&</div>
|
|
<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  problem_status_ != ProblemStatus::DUAL_INFEASIBLE) {</div>
|
|
<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance ||</div>
|
|
<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">ComputeMaximumDualResidual</a>() > tolerance) {</div>
|
|
<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (problem_status_ == ProblemStatus::DUAL_FEASIBLE ||</div>
|
|
<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  problem_status_ == ProblemStatus::DUAL_UNBOUNDED ||</div>
|
|
<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  problem_status_ == ProblemStatus::PRIMAL_INFEASIBLE) {</div>
|
|
<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  <span class="keywordflow">if</span> (reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">ComputeMaximumDualInfeasibility</a>() > tolerance) {</div>
|
|
<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::IMPRECISE</a>;</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>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (problem_status_ == ProblemStatus::PRIMAL_FEASIBLE ||</div>
|
|
<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  problem_status_ == ProblemStatus::PRIMAL_UNBOUNDED ||</div>
|
|
<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  problem_status_ == ProblemStatus::DUAL_INFEASIBLE) {</div>
|
|
<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>() > tolerance) {</div>
|
|
<div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::IMPRECISE</a>;</div>
|
|
<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  }</div>
|
|
<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  }</div>
|
|
<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  }</div>
|
|
<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  </div>
|
|
<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  <span class="comment">// Store the result for the solution getters.</span></div>
|
|
<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  SaveState();</div>
|
|
<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  solution_objective_value_ = ComputeInitialProblemObjectiveValue();</div>
|
|
<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  solution_dual_values_ = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">GetDualValues</a>();</div>
|
|
<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  solution_reduced_costs_ = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <span class="keywordflow">if</span> (lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>()) {</div>
|
|
<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_dual_values_);</div>
|
|
<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_reduced_costs_);</div>
|
|
<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  }</div>
|
|
<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  </div>
|
|
<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  <span class="comment">// If the problem is unbounded, set the objective value to +/- infinity.</span></div>
|
|
<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="keywordflow">if</span> (problem_status_ == ProblemStatus::DUAL_UNBOUNDED ||</div>
|
|
<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  problem_status_ == ProblemStatus::PRIMAL_UNBOUNDED) {</div>
|
|
<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  solution_objective_value_ =</div>
|
|
<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  (problem_status_ == ProblemStatus::DUAL_UNBOUNDED) ? <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a></div>
|
|
<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  : -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>;</div>
|
|
<div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  <span class="keywordflow">if</span> (lp.<a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">IsMaximizationProblem</a>()) {</div>
|
|
<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  solution_objective_value_ = -solution_objective_value_;</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"> 424</span>  </div>
|
|
<div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  total_time_ = <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->GetElapsedTime() - start_time;</div>
|
|
<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  optimization_time_ = total_time_ - feasibility_time_;</div>
|
|
<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  num_optimization_iterations_ = num_iterations_ - num_feasibility_iterations_;</div>
|
|
<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  </div>
|
|
<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  DisplayAllStats();</div>
|
|
<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l00431"></a><span class="lineno"> 431</span> }</div>
|
|
<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  </div>
|
|
<div class="line"><a name="l00433"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a938b612b6f9885a417fda1bf886f4b39"> 433</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">ProblemStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a938b612b6f9885a417fda1bf886f4b39">RevisedSimplex::GetProblemStatus</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  <span class="keywordflow">return</span> problem_status_;</div>
|
|
<div class="line"><a name="l00435"></a><span class="lineno"> 435</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"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a96c1f660991b5007ca24564f69cd27b8"> 437</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a96c1f660991b5007ca24564f69cd27b8">RevisedSimplex::GetObjectiveValue</a>()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="keywordflow">return</span> solution_objective_value_;</div>
|
|
<div class="line"><a name="l00439"></a><span class="lineno"> 439</span> }</div>
|
|
<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  </div>
|
|
<div class="line"><a name="l00441"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3269053b931945d67fbd50f3bd95f37f"> 441</a></span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3269053b931945d67fbd50f3bd95f37f">RevisedSimplex::GetNumberOfIterations</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> num_iterations_; }</div>
|
|
<div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  </div>
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<div class="line"><a name="l00443"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8"> 443</a></span> RowIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8">RevisedSimplex::GetProblemNumRows</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> num_rows_; }</div>
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<div class="line"><a name="l00444"></a><span class="lineno"> 444</span>  </div>
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<div class="line"><a name="l00445"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c"> 445</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c">RevisedSimplex::GetProblemNumCols</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> num_cols_; }</div>
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<div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  </div>
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<div class="line"><a name="l00447"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a201108c6e8d9fb5104697bdd0a8bd085"> 447</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a201108c6e8d9fb5104697bdd0a8bd085">RevisedSimplex::GetVariableValue</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <span class="keywordflow">return</span> variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00449"></a><span class="lineno"> 449</span> }</div>
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<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  </div>
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<div class="line"><a name="l00451"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a52c80b8028f6d54f8b2c02da3aac7510"> 451</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a52c80b8028f6d54f8b2c02da3aac7510">RevisedSimplex::GetReducedCost</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  <span class="keywordflow">return</span> solution_reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00453"></a><span class="lineno"> 453</span> }</div>
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<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  </div>
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<div class="line"><a name="l00455"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a26689abee13abb7fc0d0cf99c1c7809b"> 455</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a26689abee13abb7fc0d0cf99c1c7809b">RevisedSimplex::GetReducedCosts</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="keywordflow">return</span> solution_reduced_costs_;</div>
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<div class="line"><a name="l00457"></a><span class="lineno"> 457</span> }</div>
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<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  </div>
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<div class="line"><a name="l00459"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4c5e551e5a00ff4ae97d8467184221b"> 459</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4c5e551e5a00ff4ae97d8467184221b">RevisedSimplex::GetDualValue</a>(RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <span class="keywordflow">return</span> solution_dual_values_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a name="l00461"></a><span class="lineno"> 461</span> }</div>
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<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  </div>
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<div class="line"><a name="l00463"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a4802169fde637478bebd1b420eec8ff8"> 463</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a4802169fde637478bebd1b420eec8ff8">RevisedSimplex::GetVariableStatus</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  <span class="keywordflow">return</span> variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00465"></a><span class="lineno"> 465</span> }</div>
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<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  </div>
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<div class="line"><a name="l00467"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#adfbae19f81ecf38f67643dc8b7dcec25"> 467</a></span> <span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#adfbae19f81ecf38f67643dc8b7dcec25">RevisedSimplex::GetState</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> solution_state_; }</div>
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<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  </div>
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<div class="line"><a name="l00469"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3f6696618f5f850c805b361aa0c8bd7e"> 469</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3f6696618f5f850c805b361aa0c8bd7e">RevisedSimplex::GetConstraintActivity</a>(RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="comment">// Note the negative sign since the slack variable is such that</span></div>
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<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  <span class="comment">// constraint_activity + slack_value = 0.</span></div>
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<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <span class="keywordflow">return</span> -variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
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<div class="line"><a name="l00473"></a><span class="lineno"> 473</span> }</div>
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<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  </div>
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<div class="line"><a name="l00475"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac0064327c37c56b93e86a91a1d64fd96"> 475</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">ConstraintStatus</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac0064327c37c56b93e86a91a1d64fd96">RevisedSimplex::GetConstraintStatus</a>(RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  <span class="comment">// The status of the given constraint is the same as the status of the</span></div>
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<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  <span class="comment">// associated slack variable with a change of sign.</span></div>
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<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> s = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)];</div>
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<div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  <span class="keywordflow">if</span> (s == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
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<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">ConstraintStatus::AT_UPPER_BOUND</a>;</div>
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<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  }</div>
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<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="keywordflow">if</span> (s == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
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<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">ConstraintStatus::AT_LOWER_BOUND</a>;</div>
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<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  }</div>
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<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">VariableToConstraintStatus</a>(s);</div>
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<div class="line"><a name="l00486"></a><span class="lineno"> 486</span> }</div>
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<div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  </div>
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<div class="line"><a name="l00488"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3854b494976761a458a17523bb4fe5cf"> 488</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3854b494976761a458a17523bb4fe5cf">RevisedSimplex::GetPrimalRay</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(problem_status_, ProblemStatus::PRIMAL_UNBOUNDED);</div>
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<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  <span class="keywordflow">return</span> solution_primal_ray_;</div>
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<div class="line"><a name="l00491"></a><span class="lineno"> 491</span> }</div>
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<div class="line"><a name="l00492"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a66da73868da92948f57a83e261066ca6"> 492</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a66da73868da92948f57a83e261066ca6">RevisedSimplex::GetDualRay</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00493"></a><span class="lineno"> 493</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(problem_status_, ProblemStatus::DUAL_UNBOUNDED);</div>
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<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  <span class="keywordflow">return</span> solution_dual_ray_;</div>
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|
<div class="line"><a name="l00495"></a><span class="lineno"> 495</span> }</div>
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|
<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  </div>
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<div class="line"><a name="l00497"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a0e35521f3d40e263173626ecc8c21b06"> 497</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a0e35521f3d40e263173626ecc8c21b06">RevisedSimplex::GetDualRayRowCombination</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(problem_status_, ProblemStatus::DUAL_UNBOUNDED);</div>
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<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  <span class="keywordflow">return</span> solution_dual_ray_row_combination_;</div>
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<div class="line"><a name="l00500"></a><span class="lineno"> 500</span> }</div>
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<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  </div>
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<div class="line"><a name="l00502"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d"> 502</a></span> ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">RevisedSimplex::GetBasis</a>(RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]; }</div>
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<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  </div>
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<div class="line"><a name="l00504"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad463af979d0c220bb473d4f8df2ec345"> 504</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html">BasisFactorization</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad463af979d0c220bb473d4f8df2ec345">RevisedSimplex::GetBasisFactorization</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a56d08f5289eea3f018dca5b93b6fca6b">GetColumnPermutation</a>().<a class="code" href="classoperations__research_1_1glop_1_1_permutation.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>());</div>
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<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  <span class="keywordflow">return</span> basis_factorization_;</div>
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<div class="line"><a name="l00507"></a><span class="lineno"> 507</span> }</div>
|
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<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  </div>
|
|
<div class="line"><a name="l00509"></a><span class="lineno"> 509</span> std::string RevisedSimplex::GetPrettySolverStats()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  <span class="keywordflow">return</span> absl::StrFormat(</div>
|
|
<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  <span class="stringliteral">"Problem status : %s\n"</span></div>
|
|
<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  <span class="stringliteral">"Solving time : %-6.4g\n"</span></div>
|
|
<div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  <span class="stringliteral">"Number of iterations : %u\n"</span></div>
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<div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  <span class="stringliteral">"Time for solvability (first phase) : %-6.4g\n"</span></div>
|
|
<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  <span class="stringliteral">"Number of iterations for solvability : %u\n"</span></div>
|
|
<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  <span class="stringliteral">"Time for optimization : %-6.4g\n"</span></div>
|
|
<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  <span class="stringliteral">"Number of iterations for optimization : %u\n"</span></div>
|
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<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="stringliteral">"Stop after first basis : %d\n"</span>,</div>
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<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">GetProblemStatusString</a>(problem_status_), total_time_, num_iterations_,</div>
|
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<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  feasibility_time_, num_feasibility_iterations_, optimization_time_,</div>
|
|
<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  num_optimization_iterations_,</div>
|
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<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  absl::GetFlag(FLAGS_simplex_stop_after_first_basis));</div>
|
|
<div class="line"><a name="l00523"></a><span class="lineno"> 523</span> }</div>
|
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<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  </div>
|
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<div class="line"><a name="l00525"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a"> 525</a></span> <span class="keywordtype">double</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">RevisedSimplex::DeterministicTime</a>()<span class="keyword"> const </span>{</div>
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|
<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  <span class="comment">// TODO(user): Also take into account the dual edge norms and the reduced cost</span></div>
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|
<div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  <span class="comment">// updates.</span></div>
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<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  <span class="keywordflow">return</span> basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() +</div>
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<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() +</div>
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<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>();</div>
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<div class="line"><a name="l00531"></a><span class="lineno"> 531</span> }</div>
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<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  </div>
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<div class="line"><a name="l00533"></a><span class="lineno"> 533</span> <span class="keywordtype">void</span> RevisedSimplex::SetVariableNames() {</div>
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<div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  variable_name_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_, <span class="stringliteral">""</span>);</div>
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<div class="line"><a name="l00535"></a><span class="lineno"> 535</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> < first_slack_col_; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  <span class="keyword">const</span> ColIndex var_index = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1;</div>
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<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = absl::StrFormat(<span class="stringliteral">"x%d"</span>, <a class="code" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(var_index));</div>
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<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  }</div>
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<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(first_slack_col_); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  <span class="keyword">const</span> ColIndex var_index = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - first_slack_col_ + 1;</div>
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<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = absl::StrFormat(<span class="stringliteral">"s%d"</span>, <a class="code" href="namespaceoperations__research_1_1glop.html#a62b2a1c80c429da3975f1d948f7c27df">ColToIntIndex</a>(var_index));</div>
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<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  }</div>
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<div class="line"><a name="l00543"></a><span class="lineno"> 543</span> }</div>
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<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  </div>
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<div class="line"><a name="l00545"></a><span class="lineno"> 545</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> RevisedSimplex::ComputeDefaultVariableStatus(</div>
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<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  <a class="code" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00548"></a><span class="lineno"> 548</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>;</div>
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<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  }</div>
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<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> && upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>;</div>
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<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  }</div>
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<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  </div>
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<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  <span class="comment">// Returns the bound with the lowest magnitude. Note that it must be finite</span></div>
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<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  <span class="comment">// because the VariableStatus::FREE case was tested earlier.</span></div>
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<div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) || <a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  <span class="keywordflow">return</span> std::abs(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <= std::abs(upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])</div>
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<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a></div>
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<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
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<div class="line"><a name="l00561"></a><span class="lineno"> 561</span> }</div>
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<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  </div>
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<div class="line"><a name="l00563"></a><span class="lineno"> 563</span> <span class="keywordtype">void</span> RevisedSimplex::SetNonBasicVariableStatusAndDeriveValue(</div>
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<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status) {</div>
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<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, status);</div>
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<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">SetNonBasicVariableValueFromStatus</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00567"></a><span class="lineno"> 567</span> }</div>
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<div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  </div>
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<div class="line"><a name="l00569"></a><span class="lineno"> 569</span> <span class="keywordtype">bool</span> RevisedSimplex::BasisIsConsistent()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& is_basic = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>();</div>
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<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">VariableStatusRow</a>& variable_statuses = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
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<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  <span class="keywordflow">if</span> (!is_basic.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00575"></a><span class="lineno"> 575</span>  <span class="keywordflow">if</span> (variable_statuses[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  }</div>
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<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  ColIndex cols_in_basis(0);</div>
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<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  ColIndex cols_not_in_basis(0);</div>
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<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  cols_in_basis += is_basic.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  cols_not_in_basis += !is_basic.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  <span class="keywordflow">if</span> (is_basic.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) !=</div>
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<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  (variable_statuses[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>)) {</div>
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<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  }</div>
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<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  }</div>
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<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  <span class="keywordflow">if</span> (cols_in_basis != <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  <span class="keywordflow">if</span> (cols_not_in_basis != num_cols_ - <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows_)) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00590"></a><span class="lineno"> 590</span> }</div>
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<div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  </div>
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<div class="line"><a name="l00592"></a><span class="lineno"> 592</span> <span class="comment">// Note(user): The basis factorization is not updated by this function but by</span></div>
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<div class="line"><a name="l00593"></a><span class="lineno"> 593</span> <span class="comment">// UpdateAndPivot().</span></div>
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<div class="line"><a name="l00594"></a><span class="lineno"> 594</span> <span class="keywordtype">void</span> RevisedSimplex::UpdateBasis(ColIndex entering_col, RowIndex basis_row,</div>
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<div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> leaving_variable_status) {</div>
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<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  <a class="code" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(entering_col);</div>
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<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  <a class="code" href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788">DCHECK_ROW_BOUNDS</a>(basis_row);</div>
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<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  </div>
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<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  <span class="comment">// Check that this is not called with an entering_col already in the basis</span></div>
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<div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  <span class="comment">// and that the leaving col is indeed in the basis.</span></div>
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<div class="line"><a name="l00602"></a><span class="lineno"> 602</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(entering_col));</div>
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<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(basis_[basis_row], entering_col);</div>
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<div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(basis_[basis_row], <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
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<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  </div>
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<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[basis_row];</div>
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<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(leaving_col));</div>
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<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  </div>
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|
<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <span class="comment">// Make leaving_col leave the basis and update relevant data.</span></div>
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|
<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  <span class="comment">// Note thate the leaving variable value is not necessarily at its exact</span></div>
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<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  <span class="comment">// bound, which is like a bound shift.</span></div>
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<div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ae636e3fb39ec1660660286628306cd15">Update</a>(leaving_col, leaving_variable_status);</div>
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<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(leaving_variable_status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> ||</div>
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<div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  leaving_variable_status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a> ||</div>
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<div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  leaving_variable_status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>);</div>
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<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  </div>
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<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  basis_[basis_row] = entering_col;</div>
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<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ae636e3fb39ec1660660286628306cd15">Update</a>(entering_col, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
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<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
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<div class="line"><a name="l00620"></a><span class="lineno"> 620</span> }</div>
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<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  </div>
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<div class="line"><a name="l00622"></a><span class="lineno"> 622</span> <span class="keyword">namespace </span>{</div>
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<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  </div>
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<div class="line"><a name="l00624"></a><span class="lineno"> 624</span> <span class="comment">// Comparator used to sort column indices according to a given value vector.</span></div>
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<div class="line"><a name="l00625"></a><span class="lineno"> 625</span> <span class="keyword">class </span>ColumnComparator {</div>
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<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  <span class="keyword">explicit</span> ColumnComparator(<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) : value_(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {}</div>
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<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  <span class="keywordtype">bool</span> operator()(ColIndex col_a, ColIndex col_b)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00629"></a><span class="lineno"> 629</span>  <span class="keywordflow">return</span> value_[col_a] < value_[col_b];</div>
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<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  }</div>
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<div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  </div>
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<div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& value_;</div>
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<div class="line"><a name="l00634"></a><span class="lineno"> 634</span> };</div>
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<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  </div>
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<div class="line"><a name="l00636"></a><span class="lineno"> 636</span> } <span class="comment">// namespace</span></div>
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<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  </div>
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<div class="line"><a name="l00638"></a><span class="lineno"> 638</span> <span class="comment">// To understand better what is going on in this function, let us say that this</span></div>
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<div class="line"><a name="l00639"></a><span class="lineno"> 639</span> <span class="comment">// algorithm will produce the optimal solution to a problem containing only</span></div>
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<div class="line"><a name="l00640"></a><span class="lineno"> 640</span> <span class="comment">// singleton columns (provided that the variables start at the minimum possible</span></div>
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<div class="line"><a name="l00641"></a><span class="lineno"> 641</span> <span class="comment">// cost, see ComputeDefaultVariableStatus()). This is unit tested.</span></div>
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<div class="line"><a name="l00642"></a><span class="lineno"> 642</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00643"></a><span class="lineno"> 643</span> <span class="comment">// The error_ must be equal to the constraint activity for the current variable</span></div>
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<div class="line"><a name="l00644"></a><span class="lineno"> 644</span> <span class="comment">// values before this function is called. If error_[row] is 0.0, that mean this</span></div>
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<div class="line"><a name="l00645"></a><span class="lineno"> 645</span> <span class="comment">// constraint is currently feasible.</span></div>
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<div class="line"><a name="l00646"></a><span class="lineno"> 646</span> <span class="keywordtype">void</span> RevisedSimplex::UseSingletonColumnInInitialBasis(<a class="code" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a>* basis) {</div>
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<div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  <span class="comment">// Computes the singleton columns and the cost variation of the corresponding</span></div>
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<div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  <span class="comment">// variables (in the only possible direction, i.e away from its current bound)</span></div>
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<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  <span class="comment">// for a unit change in the infeasibility of the corresponding row.</span></div>
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|
<div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  <span class="comment">// Note that the slack columns will be treated as normal singleton columns.</span></div>
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<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  std::vector<ColIndex> singleton_column;</div>
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<div class="line"><a name="l00654"></a><span class="lineno"> 654</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> cost_variation(num_cols_, 0.0);</div>
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<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00656"></a><span class="lineno"> 656</span>  <span class="keywordflow">if</span> (compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() != 1) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> slope = compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#ae7c152aafe19515204c65dadcdc876d6">GetFirstCoefficient</a>();</div>
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|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) == lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
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|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span>  cost_variation[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / std::abs(slope);</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  cost_variation[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] / std::abs(slope);</div>
|
|
<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  }</div>
|
|
<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  singleton_column.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  }</div>
|
|
<div class="line"><a name="l00666"></a><span class="lineno"> 666</span>  <span class="keywordflow">if</span> (singleton_column.empty()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  </div>
|
|
<div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  <span class="comment">// Sort the singleton columns for the case where many of them correspond to</span></div>
|
|
<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  <span class="comment">// the same row (equivalent to a piecewise-linear objective on this variable).</span></div>
|
|
<div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  <span class="comment">// Negative cost_variation first since moving the singleton variable away from</span></div>
|
|
<div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  <span class="comment">// its current bound means the least decrease in the objective function for</span></div>
|
|
<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  <span class="comment">// the same "error" variation.</span></div>
|
|
<div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  ColumnComparator comparator(cost_variation);</div>
|
|
<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  std::sort(singleton_column.begin(), singleton_column.end(), comparator);</div>
|
|
<div class="line"><a name="l00675"></a><span class="lineno"> 675</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(cost_variation[singleton_column.front()],</div>
|
|
<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  cost_variation[singleton_column.back()]);</div>
|
|
<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  </div>
|
|
<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  <span class="comment">// Use a singleton column to "absorb" the error when possible to avoid</span></div>
|
|
<div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  <span class="comment">// introducing unneeded artificial variables. Note that with scaling on, the</span></div>
|
|
<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  <span class="comment">// only possible coefficient values are 1.0 or -1.0 (or maybe epsilon close to</span></div>
|
|
<div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <span class="comment">// them) and that the SingletonColumnSignPreprocessor makes them all positive.</span></div>
|
|
<div class="line"><a name="l00682"></a><span class="lineno"> 682</span>  <span class="comment">// However, this code works for any coefficient value.</span></div>
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|
<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">GetDenseRow</a>();</div>
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|
<div class="line"><a name="l00684"></a><span class="lineno"> 684</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : singleton_column) {</div>
|
|
<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  <span class="keyword">const</span> RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#aedc46de5199e203b77de2eae2e4c100d">EntryRow</a>(EntryIndex(0));</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>  <span class="comment">// If no singleton columns have entered the basis for this row, choose the</span></div>
|
|
<div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  <span class="comment">// first one. It will be the one with the least decrease in the objective</span></div>
|
|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <span class="comment">// function when it leaves the basis.</span></div>
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<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  <span class="keywordflow">if</span> ((*basis)[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  (*basis)[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00692"></a><span class="lineno"> 692</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>  <span class="comment">// If there is already no error in this row (i.e. it is primal-feasible),</span></div>
|
|
<div class="line"><a name="l00695"></a><span class="lineno"> 695</span>  <span class="comment">// there is nothing to do.</span></div>
|
|
<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  <span class="keywordflow">if</span> (error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  </div>
|
|
<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  <span class="comment">// In this case, all the infeasibility can be "absorbed" and this variable</span></div>
|
|
<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  <span class="comment">// may not be at one of its bound anymore, so we have to use it in the</span></div>
|
|
<div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  <span class="comment">// basis.</span></div>
|
|
<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff =</div>
|
|
<div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#aaef7fc778a29bb3bb3040c0423937f6e">EntryCoefficient</a>(EntryIndex(0));</div>
|
|
<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_value = variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / coeff;</div>
|
|
<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  <span class="keywordflow">if</span> (new_value >= lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] && new_value <= upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = 0.0;</div>
|
|
<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  </div>
|
|
<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  <span class="comment">// Use this variable in the initial basis.</span></div>
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|
<div class="line"><a name="l00708"></a><span class="lineno"> 708</span>  (*basis)[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00710"></a><span class="lineno"> 710</span>  }</div>
|
|
<div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  </div>
|
|
<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  <span class="comment">// The idea here is that if the singleton column cannot be used to "absorb"</span></div>
|
|
<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  <span class="comment">// all error_[row], if it is boxed, it can still be used to make the</span></div>
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|
<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  <span class="comment">// infeasibility smaller (with a bound flip).</span></div>
|
|
<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> box_width = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a611fb1da73c33e2716b380db980fa825">GetBoundDifference</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(box_width, 0.0);</div>
|
|
<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], 0.0);</div>
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|
<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> error_sign = error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / coeff;</div>
|
|
<div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  <span class="keywordflow">if</span> (variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] && error_sign > 0.0) {</div>
|
|
<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(box_width));</div>
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|
<div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] -= coeff * box_width;</div>
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|
<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  SetNonBasicVariableStatusAndDeriveValue(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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|
<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  <span class="keywordflow">continue</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="keywordflow">if</span> (variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] && error_sign < 0.0) {</div>
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|
<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(box_width));</div>
|
|
<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  error_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += coeff * box_width;</div>
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|
<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  SetNonBasicVariableStatusAndDeriveValue(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
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|
<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  }</div>
|
|
<div class="line"><a name="l00733"></a><span class="lineno"> 733</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>  </div>
|
|
<div class="line"><a name="l00736"></a><span class="lineno"> 736</span> <span class="keywordtype">bool</span> RevisedSimplex::InitializeMatrixAndTestIfUnchanged(</div>
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|
<div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  <span class="keyword">const</span> LinearProgram& lp, <span class="keywordtype">bool</span>* only_change_is_new_rows,</div>
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|
<div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  <span class="keywordtype">bool</span>* only_change_is_new_cols, ColIndex* num_new_cols) {</div>
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|
<div class="line"><a name="l00739"></a><span class="lineno"> 739</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(only_change_is_new_rows != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(only_change_is_new_cols != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(num_new_cols != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>, lp.GetFirstSlackVariable());</div>
|
|
<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols_, compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
|
|
<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_rows_, compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</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>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(lp.num_variables(),</div>
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|
<div class="line"><a name="l00748"></a><span class="lineno"> 748</span>  lp.GetFirstSlackVariable() + <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(lp.num_constraints()));</div>
|
|
<div class="line"><a name="l00749"></a><span class="lineno"> 749</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a15dfa7820af8e00b9624297be497f95a">IsRightMostSquareMatrixIdentity</a>(lp.GetSparseMatrix()));</div>
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|
<div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> old_part_of_matrix_is_unchanged =</div>
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|
<div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a9f2b788a9c67a4c71cb7e75b54aea27f">AreFirstColumnsAndRowsExactlyEquals</a>(</div>
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|
<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  num_rows_, first_slack_col_, lp.GetSparseMatrix(), compact_matrix_);</div>
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|
<div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  </div>
|
|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  <span class="comment">// Test if the matrix is unchanged, and if yes, just returns true. Note that</span></div>
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|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  <span class="comment">// this doesn't check the columns corresponding to the slack variables,</span></div>
|
|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="comment">// because they were checked by lp.IsInEquationForm() when Solve() was called.</span></div>
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|
<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  <span class="keywordflow">if</span> (old_part_of_matrix_is_unchanged && lp.num_constraints() == num_rows_ &&</div>
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|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  lp.num_variables() == num_cols_) {</div>
|
|
<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</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"> 762</span>  <span class="comment">// Check if the new matrix can be derived from the old one just by adding</span></div>
|
|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <span class="comment">// new rows (i.e new constraints).</span></div>
|
|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  *only_change_is_new_rows = old_part_of_matrix_is_unchanged &&</div>
|
|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  lp.num_constraints() > num_rows_ &&</div>
|
|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  lp.GetFirstSlackVariable() == first_slack_col_;</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">// Check if the new matrix can be derived from the old one just by adding</span></div>
|
|
<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  <span class="comment">// new columns (i.e new variables).</span></div>
|
|
<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  *only_change_is_new_cols = old_part_of_matrix_is_unchanged &&</div>
|
|
<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  lp.num_constraints() == num_rows_ &&</div>
|
|
<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  lp.GetFirstSlackVariable() > first_slack_col_;</div>
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|
<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  *num_new_cols =</div>
|
|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  *only_change_is_new_cols ? lp.num_variables() - num_cols_ : ColIndex(0);</div>
|
|
<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  </div>
|
|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  <span class="comment">// Initialize first_slack_.</span></div>
|
|
<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  first_slack_col_ = lp.GetFirstSlackVariable();</div>
|
|
<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  </div>
|
|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  <span class="comment">// Initialize the new dimensions.</span></div>
|
|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  num_rows_ = lp.num_constraints();</div>
|
|
<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  num_cols_ = lp.num_variables();</div>
|
|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  </div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  <span class="comment">// Populate compact_matrix_ and transposed_matrix_ if needed. Note that we</span></div>
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|
<div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  <span class="comment">// already added all the slack variables at this point, so matrix_ will not</span></div>
|
|
<div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  <span class="comment">// change anymore.</span></div>
|
|
<div class="line"><a name="l00786"></a><span class="lineno"> 786</span>  <span class="comment">// TODO(user): This can be sped up by removing the MatrixView.</span></div>
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|
<div class="line"><a name="l00787"></a><span class="lineno"> 787</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aed842e8403e5fc09b23ead11e415d32e">PopulateFromMatrixView</a>(MatrixView(lp.GetSparseMatrix()));</div>
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|
<div class="line"><a name="l00788"></a><span class="lineno"> 788</span>  <span class="keywordflow">if</span> (parameters_.use_transposed_matrix()) {</div>
|
|
<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  transposed_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#ab66e13ab146acabbfaf99ce9f75bf1d2">PopulateFromTranspose</a>(compact_matrix_);</div>
|
|
<div class="line"><a name="l00790"></a><span class="lineno"> 790</span>  }</div>
|
|
<div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span> }</div>
|
|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  </div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span> <span class="keywordtype">bool</span> RevisedSimplex::OldBoundsAreUnchangedAndNewVariablesHaveOneBoundAtZero(</div>
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|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  <span class="keyword">const</span> LinearProgram& lp, ColIndex num_new_cols) {</div>
|
|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(lp.num_variables(), num_cols_);</div>
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|
<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(num_new_cols, first_slack_col_);</div>
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|
<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  <span class="keyword">const</span> ColIndex first_new_col(first_slack_col_ - num_new_cols);</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>  <span class="comment">// Check the original variable bounds.</span></div>
|
|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</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> < first_new_col; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  }</div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span>  }</div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  <span class="comment">// Check that each new variable has a bound of zero.</span></div>
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|
<div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(first_new_col); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < first_slack_col_; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <span class="keywordflow">if</span> (lp.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0 &&</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  lp.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != 0.0) {</div>
|
|
<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  }</div>
|
|
<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  }</div>
|
|
<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  <span class="comment">// Check that the slack bounds are unchanged.</span></div>
|
|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(first_slack_col_); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols] != lp.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols] != lp.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  }</div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  }</div>
|
|
<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  <span class="keywordflow">return</span> <span class="keyword">true</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>  </div>
|
|
<div class="line"><a name="l00825"></a><span class="lineno"> 825</span> <span class="keywordtype">bool</span> RevisedSimplex::InitializeBoundsAndTestIfUnchanged(</div>
|
|
<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  <span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a name="l00827"></a><span class="lineno"> 827</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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|
<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  lower_bound_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_, 0.0);</div>
|
|
<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  upper_bound_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_, 0.0);</div>
|
|
<div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  bound_perturbation_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  </div>
|
|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  <span class="comment">// Variable bounds, for both non-slack and slack variables.</span></div>
|
|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  <span class="keywordtype">bool</span> bounds_are_unchanged = <span class="keyword">true</span>;</div>
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|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(lp.num_variables(), num_cols_);</div>
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|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</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> < lp.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</span>  upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  bounds_are_unchanged = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span>  }</div>
|
|
<div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  }</div>
|
|
<div class="line"><a name="l00842"></a><span class="lineno"> 842</span>  <span class="keywordflow">if</span> (!bounds_are_unchanged) {</div>
|
|
<div class="line"><a name="l00843"></a><span class="lineno"> 843</span>  lower_bound_ = lp.variable_lower_bounds();</div>
|
|
<div class="line"><a name="l00844"></a><span class="lineno"> 844</span>  upper_bound_ = lp.variable_upper_bounds();</div>
|
|
<div class="line"><a name="l00845"></a><span class="lineno"> 845</span>  }</div>
|
|
<div class="line"><a name="l00846"></a><span class="lineno"> 846</span>  <span class="keywordflow">return</span> bounds_are_unchanged;</div>
|
|
<div class="line"><a name="l00847"></a><span class="lineno"> 847</span> }</div>
|
|
<div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  </div>
|
|
<div class="line"><a name="l00849"></a><span class="lineno"> 849</span> <span class="keywordtype">bool</span> RevisedSimplex::InitializeObjectiveAndTestIfUnchanged(</div>
|
|
<div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  <span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a name="l00851"></a><span class="lineno"> 851</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</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>  <span class="keywordtype">bool</span> objective_is_unchanged = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  objective_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_, 0.0);</div>
|
|
<div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols_, lp.num_variables());</div>
|
|
<div class="line"><a name="l00856"></a><span class="lineno"> 856</span>  <span class="keywordflow">if</span> (lp.IsMaximizationProblem()) {</div>
|
|
<div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  <span class="comment">// Note that we use the minimization version of the objective internally.</span></div>
|
|
<div class="line"><a name="l00858"></a><span class="lineno"> 858</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> < lp.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00859"></a><span class="lineno"> 859</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = -lp.objective_coefficients()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00860"></a><span class="lineno"> 860</span>  <span class="keywordflow">if</span> (objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != coeff) {</div>
|
|
<div class="line"><a name="l00861"></a><span class="lineno"> 861</span>  objective_is_unchanged = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00862"></a><span class="lineno"> 862</span>  }</div>
|
|
<div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = coeff;</div>
|
|
<div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  }</div>
|
|
<div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  objective_offset_ = -lp.objective_offset();</div>
|
|
<div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  objective_scaling_factor_ = -lp.objective_scaling_factor();</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>  <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> < lp.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  <span class="keywordflow">if</span> (objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] != lp.objective_coefficients()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l00870"></a><span class="lineno"> 870</span>  objective_is_unchanged = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00871"></a><span class="lineno"> 871</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  }</div>
|
|
<div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  }</div>
|
|
<div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  <span class="keywordflow">if</span> (!objective_is_unchanged) {</div>
|
|
<div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  objective_ = lp.objective_coefficients();</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>  objective_offset_ = lp.objective_offset();</div>
|
|
<div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  objective_scaling_factor_ = lp.objective_scaling_factor();</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>  <span class="keywordflow">return</span> objective_is_unchanged;</div>
|
|
<div class="line"><a name="l00881"></a><span class="lineno"> 881</span> }</div>
|
|
<div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  </div>
|
|
<div class="line"><a name="l00883"></a><span class="lineno"> 883</span> <span class="keywordtype">void</span> RevisedSimplex::InitializeObjectiveLimit(<span class="keyword">const</span> LinearProgram& lp) {</div>
|
|
<div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  objective_limit_reached_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(std::isfinite(objective_offset_));</div>
|
|
<div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(std::isfinite(objective_scaling_factor_));</div>
|
|
<div class="line"><a name="l00887"></a><span class="lineno"> 887</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, objective_scaling_factor_);</div>
|
|
<div class="line"><a name="l00888"></a><span class="lineno"> 888</span>  </div>
|
|
<div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  <span class="comment">// This sets dual_objective_limit_ and then primal_objective_limit_.</span></div>
|
|
<div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.solution_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keywordtype">bool</span> set_dual : {<span class="keyword">true</span>, <span class="keyword">false</span>}) {</div>
|
|
<div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  <span class="comment">// NOTE(user): If objective_scaling_factor_ is negative, the optimization</span></div>
|
|
<div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  <span class="comment">// direction was reversed (during preprocessing or inside revised simplex),</span></div>
|
|
<div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  <span class="comment">// i.e., the original problem is maximization. In such case the _meaning_ of</span></div>
|
|
<div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  <span class="comment">// the lower and upper limits is swapped. To this end we must change the</span></div>
|
|
<div class="line"><a name="l00896"></a><span class="lineno"> 896</span>  <span class="comment">// signs of limits, which happens automatically when calculating shifted</span></div>
|
|
<div class="line"><a name="l00897"></a><span class="lineno"> 897</span>  <span class="comment">// limits. We must also use upper (resp. lower) limit in place of lower</span></div>
|
|
<div class="line"><a name="l00898"></a><span class="lineno"> 898</span>  <span class="comment">// (resp. upper) limit when calculating the final objective_limit_.</span></div>
|
|
<div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  <span class="comment">// Choose lower limit if using the dual simplex and scaling factor is</span></div>
|
|
<div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  <span class="comment">// negative or if using the primal simplex and scaling is nonnegative, upper</span></div>
|
|
<div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  <span class="comment">// limit otherwise.</span></div>
|
|
<div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> limit = (objective_scaling_factor_ >= 0.0) != set_dual</div>
|
|
<div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  ? parameters_.objective_lower_limit()</div>
|
|
<div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  : parameters_.objective_upper_limit();</div>
|
|
<div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> shifted_limit =</div>
|
|
<div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  limit / objective_scaling_factor_ - objective_offset_;</div>
|
|
<div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  </div>
|
|
<div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  <span class="comment">// The isfinite() test is there to avoid generating NaNs with clang in</span></div>
|
|
<div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  <span class="comment">// fast-math mode on iOS 9.3.i.</span></div>
|
|
<div class="line"><a name="l00911"></a><span class="lineno"> 911</span>  <span class="keywordflow">if</span> (set_dual) {</div>
|
|
<div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  dual_objective_limit_ = std::isfinite(shifted_limit)</div>
|
|
<div class="line"><a name="l00913"></a><span class="lineno"> 913</span>  ? shifted_limit * (1.0 + tolerance)</div>
|
|
<div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  : shifted_limit;</div>
|
|
<div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  primal_objective_limit_ = std::isfinite(shifted_limit)</div>
|
|
<div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  ? shifted_limit * (1.0 - tolerance)</div>
|
|
<div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  : shifted_limit;</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>  }</div>
|
|
<div class="line"><a name="l00921"></a><span class="lineno"> 921</span> }</div>
|
|
<div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  </div>
|
|
<div class="line"><a name="l00923"></a><span class="lineno"> 923</span> <span class="keywordtype">void</span> RevisedSimplex::InitializeVariableStatusesForWarmStart(</div>
|
|
<div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  <span class="keyword">const</span> BasisState& state, ColIndex num_new_cols) {</div>
|
|
<div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a84f09868c621660464ade82b504ba600">InitializeAndComputeType</a>();</div>
|
|
<div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  RowIndex num_basic_variables(0);</div>
|
|
<div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  <a class="code" href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a>(num_new_cols, first_slack_col_);</div>
|
|
<div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  <span class="keyword">const</span> ColIndex first_new_col(first_slack_col_ - num_new_cols);</div>
|
|
<div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  <span class="comment">// Compute the status for all the columns (note that the slack variables are</span></div>
|
|
<div class="line"><a name="l00930"></a><span class="lineno"> 930</span>  <span class="comment">// already added at the end of the matrix at this stage).</span></div>
|
|
<div class="line"><a name="l00931"></a><span class="lineno"> 931</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="l00932"></a><span class="lineno"> 932</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> default_status = ComputeDefaultVariableStatus(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00933"></a><span class="lineno"> 933</span>  </div>
|
|
<div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  <span class="comment">// Start with the given "warm" status from the BasisState if it exists.</span></div>
|
|
<div class="line"><a name="l00935"></a><span class="lineno"> 935</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status = default_status;</div>
|
|
<div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < first_new_col && <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < state.statuses.size()) {</div>
|
|
<div class="line"><a name="l00937"></a><span class="lineno"> 937</span>  status = state.statuses[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= first_slack_col_ &&</div>
|
|
<div class="line"><a name="l00939"></a><span class="lineno"> 939</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols < state.statuses.size()) {</div>
|
|
<div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  status = state.statuses[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - num_new_cols];</div>
|
|
<div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  }</div>
|
|
<div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  </div>
|
|
<div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>) {</div>
|
|
<div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  <span class="comment">// Do not allow more than num_rows_ VariableStatus::BASIC variables.</span></div>
|
|
<div class="line"><a name="l00945"></a><span class="lineno"> 945</span>  <span class="keywordflow">if</span> (num_basic_variables == num_rows_) {</div>
|
|
<div class="line"><a name="l00946"></a><span class="lineno"> 946</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Too many basic variables in the warm-start basis."</span></div>
|
|
<div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  << <span class="stringliteral">"Only keeping the first ones as VariableStatus::BASIC."</span>;</div>
|
|
<div class="line"><a name="l00948"></a><span class="lineno"> 948</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, default_status);</div>
|
|
<div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  ++num_basic_variables;</div>
|
|
<div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab717dd0f604f9207435f9ab5336d1113">UpdateToBasicStatus</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  }</div>
|
|
<div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  <span class="comment">// Remove incompatibilities between the warm status and the variable</span></div>
|
|
<div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  <span class="comment">// bounds. We use the default status as an indication of the bounds</span></div>
|
|
<div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  <span class="comment">// type.</span></div>
|
|
<div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  <span class="keywordflow">if</span> ((status != default_status) &&</div>
|
|
<div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  ((default_status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>) ||</div>
|
|
<div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>) ||</div>
|
|
<div class="line"><a name="l00960"></a><span class="lineno"> 960</span>  (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a>) ||</div>
|
|
<div class="line"><a name="l00961"></a><span class="lineno"> 961</span>  (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a> &&</div>
|
|
<div class="line"><a name="l00962"></a><span class="lineno"> 962</span>  lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) ||</div>
|
|
<div class="line"><a name="l00963"></a><span class="lineno"> 963</span>  (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a> &&</div>
|
|
<div class="line"><a name="l00964"></a><span class="lineno"> 964</span>  upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>))) {</div>
|
|
<div class="line"><a name="l00965"></a><span class="lineno"> 965</span>  status = default_status;</div>
|
|
<div class="line"><a name="l00966"></a><span class="lineno"> 966</span>  }</div>
|
|
<div class="line"><a name="l00967"></a><span class="lineno"> 967</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">UpdateToNonBasicStatus</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, status);</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"> 970</span>  </div>
|
|
<div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  <span class="comment">// Initialize the values.</span></div>
|
|
<div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#aef157eaaacfc6e27520ad528d5067e25">ResetAllNonBasicVariableValues</a>();</div>
|
|
<div class="line"><a name="l00973"></a><span class="lineno"> 973</span> }</div>
|
|
<div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  </div>
|
|
<div class="line"><a name="l00975"></a><span class="lineno"> 975</span> <span class="comment">// This implementation starts with an initial matrix B equal to the identity</span></div>
|
|
<div class="line"><a name="l00976"></a><span class="lineno"> 976</span> <span class="comment">// matrix (modulo a column permutation). For that it uses either the slack</span></div>
|
|
<div class="line"><a name="l00977"></a><span class="lineno"> 977</span> <span class="comment">// variables or the singleton columns present in the problem. Afterwards, the</span></div>
|
|
<div class="line"><a name="l00978"></a><span class="lineno"> 978</span> <span class="comment">// fixed slacks in the basis are exchanged with normal columns of A if possible</span></div>
|
|
<div class="line"><a name="l00979"></a><span class="lineno"> 979</span> <span class="comment">// by the InitialBasis class.</span></div>
|
|
<div class="line"><a name="l00980"></a><span class="lineno"> 980</span> Status RevisedSimplex::CreateInitialBasis() {</div>
|
|
<div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l00982"></a><span class="lineno"> 982</span>  </div>
|
|
<div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  <span class="comment">// Initialize the variable values and statuses.</span></div>
|
|
<div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  <span class="comment">// Note that for the dual algorithm, boxed variables will be made</span></div>
|
|
<div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  <span class="comment">// dual-feasible later by MakeBoxedVariableDualFeasible(), so it doesn't</span></div>
|
|
<div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  <span class="comment">// really matter at which of their two finite bounds they start.</span></div>
|
|
<div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  <span class="keywordtype">int</span> num_free_variables = 0;</div>
|
|
<div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a84f09868c621660464ade82b504ba600">InitializeAndComputeType</a>();</div>
|
|
<div class="line"><a name="l00989"></a><span class="lineno"> 989</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="l00990"></a><span class="lineno"> 990</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status = ComputeDefaultVariableStatus(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00991"></a><span class="lineno"> 991</span>  SetNonBasicVariableStatusAndDeriveValue(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, status);</div>
|
|
<div class="line"><a name="l00992"></a><span class="lineno"> 992</span>  <span class="keywordflow">if</span> (status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">VariableStatus::FREE</a>) ++num_free_variables;</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>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of free variables in the problem: "</span> << num_free_variables;</div>
|
|
<div class="line"><a name="l00995"></a><span class="lineno"> 995</span>  </div>
|
|
<div class="line"><a name="l00996"></a><span class="lineno"> 996</span>  <span class="comment">// Start by using an all-slack basis.</span></div>
|
|
<div class="line"><a name="l00997"></a><span class="lineno"> 997</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a> basis(num_rows_, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l00998"></a><span class="lineno"> 998</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00999"></a><span class="lineno"> 999</span>  basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01000"></a><span class="lineno"> 1000</span>  }</div>
|
|
<div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  </div>
|
|
<div class="line"><a name="l01002"></a><span class="lineno"> 1002</span>  <span class="comment">// If possible, for the primal simplex we replace some slack variables with</span></div>
|
|
<div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  <span class="comment">// some singleton columns present in the problem.</span></div>
|
|
<div class="line"><a name="l01004"></a><span class="lineno"> 1004</span>  <span class="keywordflow">if</span> (!parameters_.use_dual_simplex() &&</div>
|
|
<div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  parameters_.initial_basis() != GlopParameters::MAROS &&</div>
|
|
<div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  parameters_.exploit_singleton_column_in_initial_basis()) {</div>
|
|
<div class="line"><a name="l01007"></a><span class="lineno"> 1007</span>  <span class="comment">// For UseSingletonColumnInInitialBasis() to work better, we change</span></div>
|
|
<div class="line"><a name="l01008"></a><span class="lineno"> 1008</span>  <span class="comment">// the value of the boxed singleton column with a non-zero cost to the best</span></div>
|
|
<div class="line"><a name="l01009"></a><span class="lineno"> 1009</span>  <span class="comment">// of their two bounds.</span></div>
|
|
<div class="line"><a name="l01010"></a><span class="lineno"> 1010</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="l01011"></a><span class="lineno"> 1011</span>  <span class="keywordflow">if</span> (compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">num_entries</a>() != 1) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01012"></a><span class="lineno"> 1012</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01014"></a><span class="lineno"> 1014</span>  <span class="keywordflow">if</span> (objective > 0 && <a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
|
|
<div class="line"><a name="l01015"></a><span class="lineno"> 1015</span>  status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  SetNonBasicVariableStatusAndDeriveValue(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (objective < 0 && <a class="code" href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">IsFinite</a>(upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) &&</div>
|
|
<div class="line"><a name="l01019"></a><span class="lineno"> 1019</span>  status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l01020"></a><span class="lineno"> 1020</span>  SetNonBasicVariableStatusAndDeriveValue(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
|
|
<div class="line"><a name="l01021"></a><span class="lineno"> 1021</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l01022"></a><span class="lineno"> 1022</span>  }</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>  </div>
|
|
<div class="line"><a name="l01025"></a><span class="lineno"> 1025</span>  <span class="comment">// Compute the primal infeasibility of the initial variable values in</span></div>
|
|
<div class="line"><a name="l01026"></a><span class="lineno"> 1026</span>  <span class="comment">// error_.</span></div>
|
|
<div class="line"><a name="l01027"></a><span class="lineno"> 1027</span>  ComputeVariableValuesError();</div>
|
|
<div class="line"><a name="l01028"></a><span class="lineno"> 1028</span>  </div>
|
|
<div class="line"><a name="l01029"></a><span class="lineno"> 1029</span>  <span class="comment">// TODO(user): A better but slightly more complex algorithm would be to:</span></div>
|
|
<div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  <span class="comment">// - Ignore all singleton columns except the slacks during phase I.</span></div>
|
|
<div class="line"><a name="l01031"></a><span class="lineno"> 1031</span>  <span class="comment">// - For this, change the slack variable bounds accordingly.</span></div>
|
|
<div class="line"><a name="l01032"></a><span class="lineno"> 1032</span>  <span class="comment">// - At the end of phase I, restore the slack variable bounds and perform</span></div>
|
|
<div class="line"><a name="l01033"></a><span class="lineno"> 1033</span>  <span class="comment">// the same algorithm to start with feasible and "optimal" values of the</span></div>
|
|
<div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  <span class="comment">// singleton columns.</span></div>
|
|
<div class="line"><a name="l01035"></a><span class="lineno"> 1035</span>  basis.assign(num_rows_, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l01036"></a><span class="lineno"> 1036</span>  UseSingletonColumnInInitialBasis(&basis);</div>
|
|
<div class="line"><a name="l01037"></a><span class="lineno"> 1037</span>  </div>
|
|
<div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  <span class="comment">// Eventually complete the basis with fixed slack columns.</span></div>
|
|
<div class="line"><a name="l01039"></a><span class="lineno"> 1039</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01040"></a><span class="lineno"> 1040</span>  <span class="keywordflow">if</span> (basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l01041"></a><span class="lineno"> 1041</span>  basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01042"></a><span class="lineno"> 1042</span>  }</div>
|
|
<div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  }</div>
|
|
<div class="line"><a name="l01044"></a><span class="lineno"> 1044</span>  }</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>  <span class="comment">// Use an advanced initial basis to remove the fixed variables from the basis.</span></div>
|
|
<div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::NONE) {</div>
|
|
<div class="line"><a name="l01048"></a><span class="lineno"> 1048</span>  <span class="keywordflow">return</span> InitializeFirstBasis(basis);</div>
|
|
<div class="line"><a name="l01049"></a><span class="lineno"> 1049</span>  }</div>
|
|
<div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::MAROS) {</div>
|
|
<div class="line"><a name="l01051"></a><span class="lineno"> 1051</span>  InitialBasis initial_basis(compact_matrix_, objective_, lower_bound_,</div>
|
|
<div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  upper_bound_, variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>());</div>
|
|
<div class="line"><a name="l01053"></a><span class="lineno"> 1053</span>  <span class="keywordflow">if</span> (parameters_.use_dual_simplex()) {</div>
|
|
<div class="line"><a name="l01054"></a><span class="lineno"> 1054</span>  <span class="comment">// This dual version only uses zero-cost columns to complete the</span></div>
|
|
<div class="line"><a name="l01055"></a><span class="lineno"> 1055</span>  <span class="comment">// basis.</span></div>
|
|
<div class="line"><a name="l01056"></a><span class="lineno"> 1056</span>  initial_basis.GetDualMarosBasis(num_cols_, &basis);</div>
|
|
<div class="line"><a name="l01057"></a><span class="lineno"> 1057</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01058"></a><span class="lineno"> 1058</span>  initial_basis.GetPrimalMarosBasis(num_cols_, &basis);</div>
|
|
<div class="line"><a name="l01059"></a><span class="lineno"> 1059</span>  }</div>
|
|
<div class="line"><a name="l01060"></a><span class="lineno"> 1060</span>  <span class="keywordtype">int</span> number_changed = 0;</div>
|
|
<div class="line"><a name="l01061"></a><span class="lineno"> 1061</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01062"></a><span class="lineno"> 1062</span>  <span class="keywordflow">if</span> (basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)) {</div>
|
|
<div class="line"><a name="l01063"></a><span class="lineno"> 1063</span>  number_changed++;</div>
|
|
<div class="line"><a name="l01064"></a><span class="lineno"> 1064</span>  }</div>
|
|
<div class="line"><a name="l01065"></a><span class="lineno"> 1065</span>  }</div>
|
|
<div class="line"><a name="l01066"></a><span class="lineno"> 1066</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of Maros basis changes: "</span> << number_changed;</div>
|
|
<div class="line"><a name="l01067"></a><span class="lineno"> 1067</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::BIXBY ||</div>
|
|
<div class="line"><a name="l01068"></a><span class="lineno"> 1068</span>  parameters_.initial_basis() == GlopParameters::TRIANGULAR) {</div>
|
|
<div class="line"><a name="l01069"></a><span class="lineno"> 1069</span>  <span class="comment">// First unassign the fixed variables from basis.</span></div>
|
|
<div class="line"><a name="l01070"></a><span class="lineno"> 1070</span>  <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
|
|
<div class="line"><a name="l01071"></a><span class="lineno"> 1071</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < basis.size(); ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01072"></a><span class="lineno"> 1072</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01073"></a><span class="lineno"> 1073</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l01074"></a><span class="lineno"> 1074</span>  basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l01075"></a><span class="lineno"> 1075</span>  ++num_fixed_variables;</div>
|
|
<div class="line"><a name="l01076"></a><span class="lineno"> 1076</span>  }</div>
|
|
<div class="line"><a name="l01077"></a><span class="lineno"> 1077</span>  }</div>
|
|
<div class="line"><a name="l01078"></a><span class="lineno"> 1078</span>  </div>
|
|
<div class="line"><a name="l01079"></a><span class="lineno"> 1079</span>  <span class="keywordflow">if</span> (num_fixed_variables == 0) {</div>
|
|
<div class="line"><a name="l01080"></a><span class="lineno"> 1080</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Crash is set to "</span> << parameters_.initial_basis()</div>
|
|
<div class="line"><a name="l01081"></a><span class="lineno"> 1081</span>  << <span class="stringliteral">" but there is no equality rows to remove from initial all "</span></div>
|
|
<div class="line"><a name="l01082"></a><span class="lineno"> 1082</span>  <span class="stringliteral">"slack basis."</span>;</div>
|
|
<div class="line"><a name="l01083"></a><span class="lineno"> 1083</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01084"></a><span class="lineno"> 1084</span>  <span class="comment">// Then complete the basis with an advanced initial basis algorithm.</span></div>
|
|
<div class="line"><a name="l01085"></a><span class="lineno"> 1085</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Trying to remove "</span> << num_fixed_variables</div>
|
|
<div class="line"><a name="l01086"></a><span class="lineno"> 1086</span>  << <span class="stringliteral">" fixed variables from the initial basis."</span>;</div>
|
|
<div class="line"><a name="l01087"></a><span class="lineno"> 1087</span>  InitialBasis initial_basis(compact_matrix_, objective_, lower_bound_,</div>
|
|
<div class="line"><a name="l01088"></a><span class="lineno"> 1088</span>  upper_bound_, variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>());</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="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::BIXBY) {</div>
|
|
<div class="line"><a name="l01091"></a><span class="lineno"> 1091</span>  <span class="keywordflow">if</span> (parameters_.use_scaling()) {</div>
|
|
<div class="line"><a name="l01092"></a><span class="lineno"> 1092</span>  initial_basis.CompleteBixbyBasis(first_slack_col_, &basis);</div>
|
|
<div class="line"><a name="l01093"></a><span class="lineno"> 1093</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01094"></a><span class="lineno"> 1094</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Bixby initial basis algorithm requires the problem "</span></div>
|
|
<div class="line"><a name="l01095"></a><span class="lineno"> 1095</span>  << <span class="stringliteral">"to be scaled. Skipping Bixby's algorithm."</span>;</div>
|
|
<div class="line"><a name="l01096"></a><span class="lineno"> 1096</span>  }</div>
|
|
<div class="line"><a name="l01097"></a><span class="lineno"> 1097</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (parameters_.initial_basis() == GlopParameters::TRIANGULAR) {</div>
|
|
<div class="line"><a name="l01098"></a><span class="lineno"> 1098</span>  <span class="comment">// Note the use of num_cols_ here because this algorithm</span></div>
|
|
<div class="line"><a name="l01099"></a><span class="lineno"> 1099</span>  <span class="comment">// benefits from treating fixed slack columns like any other column.</span></div>
|
|
<div class="line"><a name="l01100"></a><span class="lineno"> 1100</span>  <span class="keywordflow">if</span> (parameters_.use_dual_simplex()) {</div>
|
|
<div class="line"><a name="l01101"></a><span class="lineno"> 1101</span>  <span class="comment">// This dual version only uses zero-cost columns to complete the</span></div>
|
|
<div class="line"><a name="l01102"></a><span class="lineno"> 1102</span>  <span class="comment">// basis.</span></div>
|
|
<div class="line"><a name="l01103"></a><span class="lineno"> 1103</span>  initial_basis.CompleteTriangularDualBasis(num_cols_, &basis);</div>
|
|
<div class="line"><a name="l01104"></a><span class="lineno"> 1104</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01105"></a><span class="lineno"> 1105</span>  initial_basis.CompleteTriangularPrimalBasis(num_cols_, &basis);</div>
|
|
<div class="line"><a name="l01106"></a><span class="lineno"> 1106</span>  }</div>
|
|
<div class="line"><a name="l01107"></a><span class="lineno"> 1107</span>  </div>
|
|
<div class="line"><a name="l01108"></a><span class="lineno"> 1108</span>  <span class="keyword">const</span> Status status = InitializeFirstBasis(basis);</div>
|
|
<div class="line"><a name="l01109"></a><span class="lineno"> 1109</span>  <span class="keywordflow">if</span> (status.ok()) {</div>
|
|
<div class="line"><a name="l01110"></a><span class="lineno"> 1110</span>  <span class="keywordflow">return</span> status;</div>
|
|
<div class="line"><a name="l01111"></a><span class="lineno"> 1111</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01112"></a><span class="lineno"> 1112</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Reverting to all slack basis."</span>;</div>
|
|
<div class="line"><a name="l01113"></a><span class="lineno"> 1113</span>  </div>
|
|
<div class="line"><a name="l01114"></a><span class="lineno"> 1114</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01115"></a><span class="lineno"> 1115</span>  basis[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01116"></a><span class="lineno"> 1116</span>  }</div>
|
|
<div class="line"><a name="l01117"></a><span class="lineno"> 1117</span>  }</div>
|
|
<div class="line"><a name="l01118"></a><span class="lineno"> 1118</span>  }</div>
|
|
<div class="line"><a name="l01119"></a><span class="lineno"> 1119</span>  }</div>
|
|
<div class="line"><a name="l01120"></a><span class="lineno"> 1120</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01121"></a><span class="lineno"> 1121</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"Unsupported initial_basis parameters: "</span></div>
|
|
<div class="line"><a name="l01122"></a><span class="lineno"> 1122</span>  << parameters_.initial_basis();</div>
|
|
<div class="line"><a name="l01123"></a><span class="lineno"> 1123</span>  }</div>
|
|
<div class="line"><a name="l01124"></a><span class="lineno"> 1124</span>  </div>
|
|
<div class="line"><a name="l01125"></a><span class="lineno"> 1125</span>  <span class="keywordflow">return</span> InitializeFirstBasis(basis);</div>
|
|
<div class="line"><a name="l01126"></a><span class="lineno"> 1126</span> }</div>
|
|
<div class="line"><a name="l01127"></a><span class="lineno"> 1127</span>  </div>
|
|
<div class="line"><a name="l01128"></a><span class="lineno"> 1128</span> Status RevisedSimplex::InitializeFirstBasis(<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">RowToColMapping</a>& basis) {</div>
|
|
<div class="line"><a name="l01129"></a><span class="lineno"> 1129</span>  basis_ = basis;</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>  <span class="comment">// For each row which does not have a basic column, assign it to the</span></div>
|
|
<div class="line"><a name="l01132"></a><span class="lineno"> 1132</span>  <span class="comment">// corresponding slack column.</span></div>
|
|
<div class="line"><a name="l01133"></a><span class="lineno"> 1133</span>  basis_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_rows_, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l01134"></a><span class="lineno"> 1134</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01135"></a><span class="lineno"> 1135</span>  <span class="keywordflow">if</span> (basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l01136"></a><span class="lineno"> 1136</span>  basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = SlackColIndex(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01137"></a><span class="lineno"> 1137</span>  }</div>
|
|
<div class="line"><a name="l01138"></a><span class="lineno"> 1138</span>  }</div>
|
|
<div class="line"><a name="l01139"></a><span class="lineno"> 1139</span>  </div>
|
|
<div class="line"><a name="l01140"></a><span class="lineno"> 1140</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a697f638cbd5a2dab2977b24e550bd7f9">Initialize</a>());</div>
|
|
<div class="line"><a name="l01141"></a><span class="lineno"> 1141</span>  PermuteBasis();</div>
|
|
<div class="line"><a name="l01142"></a><span class="lineno"> 1142</span>  </div>
|
|
<div class="line"><a name="l01143"></a><span class="lineno"> 1143</span>  <span class="comment">// Test that the upper bound on the condition number of basis is not too high.</span></div>
|
|
<div class="line"><a name="l01144"></a><span class="lineno"> 1144</span>  <span class="comment">// The number was not computed by any rigorous analysis, we just prefer to</span></div>
|
|
<div class="line"><a name="l01145"></a><span class="lineno"> 1145</span>  <span class="comment">// revert to the all slack basis if the condition number of our heuristic</span></div>
|
|
<div class="line"><a name="l01146"></a><span class="lineno"> 1146</span>  <span class="comment">// first basis seems bad. See for instance on cond11.mps, where we get an</span></div>
|
|
<div class="line"><a name="l01147"></a><span class="lineno"> 1147</span>  <span class="comment">// infinity upper bound.</span></div>
|
|
<div class="line"><a name="l01148"></a><span class="lineno"> 1148</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> condition_number_ub =</div>
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|
<div class="line"><a name="l01149"></a><span class="lineno"> 1149</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a2ac7d8b80f20a8442138b0673aa0158c">ComputeInfinityNormConditionNumberUpperBound</a>();</div>
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|
<div class="line"><a name="l01150"></a><span class="lineno"> 1150</span>  <span class="keywordflow">if</span> (condition_number_ub > parameters_.initial_condition_number_threshold()) {</div>
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|
<div class="line"><a name="l01151"></a><span class="lineno"> 1151</span>  <span class="keyword">const</span> std::string error_message =</div>
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|
<div class="line"><a name="l01152"></a><span class="lineno"> 1152</span>  absl::StrCat(<span class="stringliteral">"The matrix condition number upper bound is too high: "</span>,</div>
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<div class="line"><a name="l01153"></a><span class="lineno"> 1153</span>  condition_number_ub);</div>
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<div class="line"><a name="l01154"></a><span class="lineno"> 1154</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << error_message;</div>
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|
<div class="line"><a name="l01155"></a><span class="lineno"> 1155</span>  <span class="keywordflow">return</span> Status(<a class="code" href="classoperations__research_1_1glop_1_1_status.html#a59e56af19e754a6aa26a612ebf91d05fafa2ff9c081445bfbfbda10bc41b76a87">Status::ERROR_LU</a>, error_message);</div>
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|
<div class="line"><a name="l01156"></a><span class="lineno"> 1156</span>  }</div>
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|
<div class="line"><a name="l01157"></a><span class="lineno"> 1157</span>  </div>
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|
<div class="line"><a name="l01158"></a><span class="lineno"> 1158</span>  <span class="comment">// Everything is okay, finish the initialization.</span></div>
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<div class="line"><a name="l01159"></a><span class="lineno"> 1159</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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|
<div class="line"><a name="l01160"></a><span class="lineno"> 1160</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ae636e3fb39ec1660660286628306cd15">Update</a>(basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>], <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
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|
<div class="line"><a name="l01161"></a><span class="lineno"> 1161</span>  }</div>
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|
<div class="line"><a name="l01162"></a><span class="lineno"> 1162</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(BasisIsConsistent());</div>
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|
<div class="line"><a name="l01163"></a><span class="lineno"> 1163</span>  </div>
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|
<div class="line"><a name="l01164"></a><span class="lineno"> 1164</span>  <span class="comment">// TODO(user): Maybe return an error status if this is too high. Note however</span></div>
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|
<div class="line"><a name="l01165"></a><span class="lineno"> 1165</span>  <span class="comment">// that if we want to do that, we need to reset variables_info_ to a</span></div>
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|
<div class="line"><a name="l01166"></a><span class="lineno"> 1166</span>  <span class="comment">// consistent state.</span></div>
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|
<div class="line"><a name="l01167"></a><span class="lineno"> 1167</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
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|
<div class="line"><a name="l01168"></a><span class="lineno"> 1168</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
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|
<div class="line"><a name="l01169"></a><span class="lineno"> 1169</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.primal_feasibility_tolerance();</div>
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|
<div class="line"><a name="l01170"></a><span class="lineno"> 1170</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>() > tolerance) {</div>
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|
<div class="line"><a name="l01171"></a><span class="lineno"> 1171</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << absl::StrCat(</div>
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|
<div class="line"><a name="l01172"></a><span class="lineno"> 1172</span>  <span class="stringliteral">"The primal residual of the initial basis is above the tolerance, "</span>,</div>
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|
<div class="line"><a name="l01173"></a><span class="lineno"> 1173</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>(), <span class="stringliteral">" vs. "</span>, tolerance);</div>
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|
<div class="line"><a name="l01174"></a><span class="lineno"> 1174</span>  }</div>
|
|
<div class="line"><a name="l01175"></a><span class="lineno"> 1175</span>  }</div>
|
|
<div class="line"><a name="l01176"></a><span class="lineno"> 1176</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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|
<div class="line"><a name="l01177"></a><span class="lineno"> 1177</span> }</div>
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|
<div class="line"><a name="l01178"></a><span class="lineno"> 1178</span>  </div>
|
|
<div class="line"><a name="l01179"></a><span class="lineno"> 1179</span> Status RevisedSimplex::Initialize(<span class="keyword">const</span> LinearProgram& lp) {</div>
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|
<div class="line"><a name="l01180"></a><span class="lineno"> 1180</span>  parameters_ = initial_parameters_;</div>
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|
<div class="line"><a name="l01181"></a><span class="lineno"> 1181</span>  PropagateParameters();</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>  <span class="comment">// Calling InitializeMatrixAndTestIfUnchanged() first is important because</span></div>
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|
<div class="line"><a name="l01184"></a><span class="lineno"> 1184</span>  <span class="comment">// this is where num_rows_ and num_cols_ are computed.</span></div>
|
|
<div class="line"><a name="l01185"></a><span class="lineno"> 1185</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01186"></a><span class="lineno"> 1186</span>  <span class="comment">// Note that these functions can't depend on use_dual_simplex() since we may</span></div>
|
|
<div class="line"><a name="l01187"></a><span class="lineno"> 1187</span>  <span class="comment">// change it below.</span></div>
|
|
<div class="line"><a name="l01188"></a><span class="lineno"> 1188</span>  ColIndex num_new_cols(0);</div>
|
|
<div class="line"><a name="l01189"></a><span class="lineno"> 1189</span>  <span class="keywordtype">bool</span> only_change_is_new_rows = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01190"></a><span class="lineno"> 1190</span>  <span class="keywordtype">bool</span> only_change_is_new_cols = <span class="keyword">false</span>;</div>
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|
<div class="line"><a name="l01191"></a><span class="lineno"> 1191</span>  <span class="keywordtype">bool</span> matrix_is_unchanged = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01192"></a><span class="lineno"> 1192</span>  <span class="keywordtype">bool</span> only_new_bounds = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01193"></a><span class="lineno"> 1193</span>  <span class="keywordflow">if</span> (solution_state_.<a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>() || !notify_that_matrix_is_unchanged_) {</div>
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|
<div class="line"><a name="l01194"></a><span class="lineno"> 1194</span>  matrix_is_unchanged = InitializeMatrixAndTestIfUnchanged(</div>
|
|
<div class="line"><a name="l01195"></a><span class="lineno"> 1195</span>  lp, &only_change_is_new_rows, &only_change_is_new_cols, &num_new_cols);</div>
|
|
<div class="line"><a name="l01196"></a><span class="lineno"> 1196</span>  only_new_bounds = only_change_is_new_cols && num_new_cols > 0 &&</div>
|
|
<div class="line"><a name="l01197"></a><span class="lineno"> 1197</span>  OldBoundsAreUnchangedAndNewVariablesHaveOneBoundAtZero(</div>
|
|
<div class="line"><a name="l01198"></a><span class="lineno"> 1198</span>  lp, num_new_cols);</div>
|
|
<div class="line"><a name="l01199"></a><span class="lineno"> 1199</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (<a class="code" href="macros_8h.html#a7f536a3b33f9bed8f75734e035d30725">DEBUG_MODE</a>) {</div>
|
|
<div class="line"><a name="l01200"></a><span class="lineno"> 1200</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(InitializeMatrixAndTestIfUnchanged(</div>
|
|
<div class="line"><a name="l01201"></a><span class="lineno"> 1201</span>  lp, &only_change_is_new_rows, &only_change_is_new_cols, &num_new_cols));</div>
|
|
<div class="line"><a name="l01202"></a><span class="lineno"> 1202</span>  }</div>
|
|
<div class="line"><a name="l01203"></a><span class="lineno"> 1203</span>  notify_that_matrix_is_unchanged_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01204"></a><span class="lineno"> 1204</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> objective_is_unchanged = InitializeObjectiveAndTestIfUnchanged(lp);</div>
|
|
<div class="line"><a name="l01205"></a><span class="lineno"> 1205</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> bounds_are_unchanged = InitializeBoundsAndTestIfUnchanged(lp);</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="comment">// If parameters_.allow_simplex_algorithm_change() is true and we already have</span></div>
|
|
<div class="line"><a name="l01208"></a><span class="lineno"> 1208</span>  <span class="comment">// a primal (resp. dual) feasible solution, then we use the primal (resp.</span></div>
|
|
<div class="line"><a name="l01209"></a><span class="lineno"> 1209</span>  <span class="comment">// dual) algorithm since there is a good chance that it will be faster.</span></div>
|
|
<div class="line"><a name="l01210"></a><span class="lineno"> 1210</span>  <span class="keywordflow">if</span> (matrix_is_unchanged && parameters_.allow_simplex_algorithm_change()) {</div>
|
|
<div class="line"><a name="l01211"></a><span class="lineno"> 1211</span>  <span class="keywordflow">if</span> (objective_is_unchanged && !bounds_are_unchanged) {</div>
|
|
<div class="line"><a name="l01212"></a><span class="lineno"> 1212</span>  parameters_.set_use_dual_simplex(<span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l01213"></a><span class="lineno"> 1213</span>  PropagateParameters();</div>
|
|
<div class="line"><a name="l01214"></a><span class="lineno"> 1214</span>  }</div>
|
|
<div class="line"><a name="l01215"></a><span class="lineno"> 1215</span>  <span class="keywordflow">if</span> (bounds_are_unchanged && !objective_is_unchanged) {</div>
|
|
<div class="line"><a name="l01216"></a><span class="lineno"> 1216</span>  parameters_.set_use_dual_simplex(<span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01217"></a><span class="lineno"> 1217</span>  PropagateParameters();</div>
|
|
<div class="line"><a name="l01218"></a><span class="lineno"> 1218</span>  }</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"> 1221</span>  InitializeObjectiveLimit(lp);</div>
|
|
<div class="line"><a name="l01222"></a><span class="lineno"> 1222</span>  </div>
|
|
<div class="line"><a name="l01223"></a><span class="lineno"> 1223</span>  <span class="comment">// Computes the variable name as soon as possible for logging.</span></div>
|
|
<div class="line"><a name="l01224"></a><span class="lineno"> 1224</span>  <span class="comment">// TODO(user): do we really need to store them? we could just compute them</span></div>
|
|
<div class="line"><a name="l01225"></a><span class="lineno"> 1225</span>  <span class="comment">// on the fly since we do not need the speed.</span></div>
|
|
<div class="line"><a name="l01226"></a><span class="lineno"> 1226</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
|
|
<div class="line"><a name="l01227"></a><span class="lineno"> 1227</span>  SetVariableNames();</div>
|
|
<div class="line"><a name="l01228"></a><span class="lineno"> 1228</span>  }</div>
|
|
<div class="line"><a name="l01229"></a><span class="lineno"> 1229</span>  </div>
|
|
<div class="line"><a name="l01230"></a><span class="lineno"> 1230</span>  <span class="comment">// Warm-start? This is supported only if the solution_state_ is non empty,</span></div>
|
|
<div class="line"><a name="l01231"></a><span class="lineno"> 1231</span>  <span class="comment">// i.e., this revised simplex i) was already used to solve a problem, or</span></div>
|
|
<div class="line"><a name="l01232"></a><span class="lineno"> 1232</span>  <span class="comment">// ii) the solution state was provided externally. Note that the</span></div>
|
|
<div class="line"><a name="l01233"></a><span class="lineno"> 1233</span>  <span class="comment">// solution_state_ may have nothing to do with the current problem, e.g.,</span></div>
|
|
<div class="line"><a name="l01234"></a><span class="lineno"> 1234</span>  <span class="comment">// objective, matrix, and/or bounds had changed. So we support several</span></div>
|
|
<div class="line"><a name="l01235"></a><span class="lineno"> 1235</span>  <span class="comment">// scenarios of warm-start depending on how did the problem change and which</span></div>
|
|
<div class="line"><a name="l01236"></a><span class="lineno"> 1236</span>  <span class="comment">// simplex algorithm is used (primal or dual).</span></div>
|
|
<div class="line"><a name="l01237"></a><span class="lineno"> 1237</span>  <span class="keywordtype">bool</span> solve_from_scratch = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01238"></a><span class="lineno"> 1238</span>  </div>
|
|
<div class="line"><a name="l01239"></a><span class="lineno"> 1239</span>  <span class="comment">// Try to perform a "quick" warm-start with no matrix factorization involved.</span></div>
|
|
<div class="line"><a name="l01240"></a><span class="lineno"> 1240</span>  <span class="keywordflow">if</span> (!solution_state_.<a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>() && !solution_state_has_been_set_externally_) {</div>
|
|
<div class="line"><a name="l01241"></a><span class="lineno"> 1241</span>  <span class="keywordflow">if</span> (!parameters_.use_dual_simplex()) {</div>
|
|
<div class="line"><a name="l01242"></a><span class="lineno"> 1242</span>  <span class="comment">// With primal simplex, always clear dual norms and dual pricing.</span></div>
|
|
<div class="line"><a name="l01243"></a><span class="lineno"> 1243</span>  <span class="comment">// Incrementality is supported only if only change to the matrix and</span></div>
|
|
<div class="line"><a name="l01244"></a><span class="lineno"> 1244</span>  <span class="comment">// bounds is adding new columns (objective may change), and that all</span></div>
|
|
<div class="line"><a name="l01245"></a><span class="lineno"> 1245</span>  <span class="comment">// new columns have a bound equal to zero.</span></div>
|
|
<div class="line"><a name="l01246"></a><span class="lineno"> 1246</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01247"></a><span class="lineno"> 1247</span>  dual_pricing_vector_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l01248"></a><span class="lineno"> 1248</span>  <span class="keywordflow">if</span> (matrix_is_unchanged && bounds_are_unchanged) {</div>
|
|
<div class="line"><a name="l01249"></a><span class="lineno"> 1249</span>  <span class="comment">// TODO(user): Do not do that if objective_is_unchanged. Currently</span></div>
|
|
<div class="line"><a name="l01250"></a><span class="lineno"> 1250</span>  <span class="comment">// this seems to break something. Investigate.</span></div>
|
|
<div class="line"><a name="l01251"></a><span class="lineno"> 1251</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a name="l01252"></a><span class="lineno"> 1252</span>  solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01253"></a><span class="lineno"> 1253</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (only_change_is_new_cols && only_new_bounds) {</div>
|
|
<div class="line"><a name="l01254"></a><span class="lineno"> 1254</span>  InitializeVariableStatusesForWarmStart(solution_state_, num_new_cols);</div>
|
|
<div class="line"><a name="l01255"></a><span class="lineno"> 1255</span>  <span class="keyword">const</span> ColIndex first_new_col(first_slack_col_ - num_new_cols);</div>
|
|
<div class="line"><a name="l01256"></a><span class="lineno"> 1256</span>  <span class="keywordflow">for</span> (ColIndex& col_ref : basis_) {</div>
|
|
<div class="line"><a name="l01257"></a><span class="lineno"> 1257</span>  <span class="keywordflow">if</span> (col_ref >= first_new_col) {</div>
|
|
<div class="line"><a name="l01258"></a><span class="lineno"> 1258</span>  col_ref += num_new_cols;</div>
|
|
<div class="line"><a name="l01259"></a><span class="lineno"> 1259</span>  }</div>
|
|
<div class="line"><a name="l01260"></a><span class="lineno"> 1260</span>  }</div>
|
|
<div class="line"><a name="l01261"></a><span class="lineno"> 1261</span>  </div>
|
|
<div class="line"><a name="l01262"></a><span class="lineno"> 1262</span>  <span class="comment">// Make sure the primal edge norm are recomputed from scratch.</span></div>
|
|
<div class="line"><a name="l01263"></a><span class="lineno"> 1263</span>  <span class="comment">// TODO(user): only the norms of the new columns actually need to be</span></div>
|
|
<div class="line"><a name="l01264"></a><span class="lineno"> 1264</span>  <span class="comment">// computed.</span></div>
|
|
<div class="line"><a name="l01265"></a><span class="lineno"> 1265</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01266"></a><span class="lineno"> 1266</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a name="l01267"></a><span class="lineno"> 1267</span>  solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01268"></a><span class="lineno"> 1268</span>  }</div>
|
|
<div class="line"><a name="l01269"></a><span class="lineno"> 1269</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01270"></a><span class="lineno"> 1270</span>  <span class="comment">// With dual simplex, always clear primal norms. Incrementality is</span></div>
|
|
<div class="line"><a name="l01271"></a><span class="lineno"> 1271</span>  <span class="comment">// supported only if the objective remains the same (the matrix may</span></div>
|
|
<div class="line"><a name="l01272"></a><span class="lineno"> 1272</span>  <span class="comment">// contain new rows and the bounds may change).</span></div>
|
|
<div class="line"><a name="l01273"></a><span class="lineno"> 1273</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01274"></a><span class="lineno"> 1274</span>  <span class="keywordflow">if</span> (objective_is_unchanged) {</div>
|
|
<div class="line"><a name="l01275"></a><span class="lineno"> 1275</span>  <span class="keywordflow">if</span> (matrix_is_unchanged) {</div>
|
|
<div class="line"><a name="l01276"></a><span class="lineno"> 1276</span>  <span class="keywordflow">if</span> (!bounds_are_unchanged) {</div>
|
|
<div class="line"><a name="l01277"></a><span class="lineno"> 1277</span>  InitializeVariableStatusesForWarmStart(solution_state_,</div>
|
|
<div class="line"><a name="l01278"></a><span class="lineno"> 1278</span>  ColIndex(0));</div>
|
|
<div class="line"><a name="l01279"></a><span class="lineno"> 1279</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a name="l01280"></a><span class="lineno"> 1280</span>  }</div>
|
|
<div class="line"><a name="l01281"></a><span class="lineno"> 1281</span>  solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01282"></a><span class="lineno"> 1282</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (only_change_is_new_rows) {</div>
|
|
<div class="line"><a name="l01283"></a><span class="lineno"> 1283</span>  <span class="comment">// For the dual-simplex, we also perform a warm start if a couple of</span></div>
|
|
<div class="line"><a name="l01284"></a><span class="lineno"> 1284</span>  <span class="comment">// new rows where added.</span></div>
|
|
<div class="line"><a name="l01285"></a><span class="lineno"> 1285</span>  InitializeVariableStatusesForWarmStart(solution_state_, ColIndex(0));</div>
|
|
<div class="line"><a name="l01286"></a><span class="lineno"> 1286</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa1eaa31ee29b8635d194762c1eb80962">ResizeOnNewRows</a>(num_rows_);</div>
|
|
<div class="line"><a name="l01287"></a><span class="lineno"> 1287</span>  </div>
|
|
<div class="line"><a name="l01288"></a><span class="lineno"> 1288</span>  <span class="comment">// TODO(user): The reduced costs do not really need to be recomputed.</span></div>
|
|
<div class="line"><a name="l01289"></a><span class="lineno"> 1289</span>  <span class="comment">// We just need to initialize the ones of the new slack variables to</span></div>
|
|
<div class="line"><a name="l01290"></a><span class="lineno"> 1290</span>  <span class="comment">// 0.</span></div>
|
|
<div class="line"><a name="l01291"></a><span class="lineno"> 1291</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a name="l01292"></a><span class="lineno"> 1292</span>  dual_pricing_vector_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</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>  <span class="comment">// Note that this needs to be done after the Clear() calls above.</span></div>
|
|
<div class="line"><a name="l01295"></a><span class="lineno"> 1295</span>  <span class="keywordflow">if</span> (InitializeFirstBasis(basis_).ok()) {</div>
|
|
<div class="line"><a name="l01296"></a><span class="lineno"> 1296</span>  solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01297"></a><span class="lineno"> 1297</span>  }</div>
|
|
<div class="line"><a name="l01298"></a><span class="lineno"> 1298</span>  }</div>
|
|
<div class="line"><a name="l01299"></a><span class="lineno"> 1299</span>  }</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"> 1303</span>  <span class="comment">// If we couldn't perform a "quick" warm start above, we can at least try to</span></div>
|
|
<div class="line"><a name="l01304"></a><span class="lineno"> 1304</span>  <span class="comment">// reuse the variable statuses.</span></div>
|
|
<div class="line"><a name="l01305"></a><span class="lineno"> 1305</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> log_info = parameters_.log_search_progress() || <a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1);</div>
|
|
<div class="line"><a name="l01306"></a><span class="lineno"> 1306</span>  <span class="keywordflow">if</span> (solve_from_scratch && !solution_state_.<a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l01307"></a><span class="lineno"> 1307</span>  <span class="comment">// If an external basis has been provided or if the matrix changed, we need</span></div>
|
|
<div class="line"><a name="l01308"></a><span class="lineno"> 1308</span>  <span class="comment">// to perform more work, e.g., factorize the proposed basis and validate it.</span></div>
|
|
<div class="line"><a name="l01309"></a><span class="lineno"> 1309</span>  InitializeVariableStatusesForWarmStart(solution_state_, ColIndex(0));</div>
|
|
<div class="line"><a name="l01310"></a><span class="lineno"> 1310</span>  basis_.assign(num_rows_, <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>);</div>
|
|
<div class="line"><a name="l01311"></a><span class="lineno"> 1311</span>  RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0);</div>
|
|
<div class="line"><a name="l01312"></a><span class="lineno"> 1312</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>()) {</div>
|
|
<div class="line"><a name="l01313"></a><span class="lineno"> 1313</span>  basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] = <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
|
|
<div class="line"><a name="l01314"></a><span class="lineno"> 1314</span>  ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</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>  </div>
|
|
<div class="line"><a name="l01317"></a><span class="lineno"> 1317</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01318"></a><span class="lineno"> 1318</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a name="l01319"></a><span class="lineno"> 1319</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01320"></a><span class="lineno"> 1320</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01321"></a><span class="lineno"> 1321</span>  dual_pricing_vector_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</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="comment">// TODO(user): If the basis is incomplete, we could complete it with</span></div>
|
|
<div class="line"><a name="l01324"></a><span class="lineno"> 1324</span>  <span class="comment">// better slack variables than is done by InitializeFirstBasis() by</span></div>
|
|
<div class="line"><a name="l01325"></a><span class="lineno"> 1325</span>  <span class="comment">// using a partial LU decomposition (see markowitz.h).</span></div>
|
|
<div class="line"><a name="l01326"></a><span class="lineno"> 1326</span>  <span class="keywordflow">if</span> (InitializeFirstBasis(basis_).ok()) {</div>
|
|
<div class="line"><a name="l01327"></a><span class="lineno"> 1327</span>  solve_from_scratch = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l01328"></a><span class="lineno"> 1328</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01329"></a><span class="lineno"> 1329</span>  <span class="keywordflow">if</span> (log_info) {</div>
|
|
<div class="line"><a name="l01330"></a><span class="lineno"> 1330</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"RevisedSimplex is not using the warm start "</span></div>
|
|
<div class="line"><a name="l01331"></a><span class="lineno"> 1331</span>  <span class="stringliteral">"basis because it is not factorizable."</span>;</div>
|
|
<div class="line"><a name="l01332"></a><span class="lineno"> 1332</span>  }</div>
|
|
<div class="line"><a name="l01333"></a><span class="lineno"> 1333</span>  }</div>
|
|
<div class="line"><a name="l01334"></a><span class="lineno"> 1334</span>  }</div>
|
|
<div class="line"><a name="l01335"></a><span class="lineno"> 1335</span>  </div>
|
|
<div class="line"><a name="l01336"></a><span class="lineno"> 1336</span>  <span class="keywordflow">if</span> (solve_from_scratch) {</div>
|
|
<div class="line"><a name="l01337"></a><span class="lineno"> 1337</span>  <span class="keywordflow">if</span> (log_info) <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Solve from scratch."</span>;</div>
|
|
<div class="line"><a name="l01338"></a><span class="lineno"> 1338</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01339"></a><span class="lineno"> 1339</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ClearAndRemoveCostShifts</a>();</div>
|
|
<div class="line"><a name="l01340"></a><span class="lineno"> 1340</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01341"></a><span class="lineno"> 1341</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">Clear</a>();</div>
|
|
<div class="line"><a name="l01342"></a><span class="lineno"> 1342</span>  dual_pricing_vector_.<a class="code" href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>();</div>
|
|
<div class="line"><a name="l01343"></a><span class="lineno"> 1343</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(CreateInitialBasis());</div>
|
|
<div class="line"><a name="l01344"></a><span class="lineno"> 1344</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01345"></a><span class="lineno"> 1345</span>  <span class="keywordflow">if</span> (log_info) <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Incremental solve."</span>;</div>
|
|
<div class="line"><a name="l01346"></a><span class="lineno"> 1346</span>  }</div>
|
|
<div class="line"><a name="l01347"></a><span class="lineno"> 1347</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(BasisIsConsistent());</div>
|
|
<div class="line"><a name="l01348"></a><span class="lineno"> 1348</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l01349"></a><span class="lineno"> 1349</span> }</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="keywordtype">void</span> RevisedSimplex::DisplayBasicVariableStatistics() {</div>
|
|
<div class="line"><a name="l01352"></a><span class="lineno"> 1352</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01353"></a><span class="lineno"> 1353</span>  </div>
|
|
<div class="line"><a name="l01354"></a><span class="lineno"> 1354</span>  <span class="keywordtype">int</span> num_fixed_variables = 0;</div>
|
|
<div class="line"><a name="l01355"></a><span class="lineno"> 1355</span>  <span class="keywordtype">int</span> num_free_variables = 0;</div>
|
|
<div class="line"><a name="l01356"></a><span class="lineno"> 1356</span>  <span class="keywordtype">int</span> num_variables_at_bound = 0;</div>
|
|
<div class="line"><a name="l01357"></a><span class="lineno"> 1357</span>  <span class="keywordtype">int</span> num_slack_variables = 0;</div>
|
|
<div class="line"><a name="l01358"></a><span class="lineno"> 1358</span>  <span class="keywordtype">int</span> num_infeasible_variables = 0;</div>
|
|
<div class="line"><a name="l01359"></a><span class="lineno"> 1359</span>  </div>
|
|
<div class="line"><a name="l01360"></a><span class="lineno"> 1360</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">GetDenseRow</a>();</div>
|
|
<div class="line"><a name="l01361"></a><span class="lineno"> 1361</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_types = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a name="l01362"></a><span class="lineno"> 1362</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l01363"></a><span class="lineno"> 1363</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01364"></a><span class="lineno"> 1364</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01365"></a><span class="lineno"> 1365</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> = variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01366"></a><span class="lineno"> 1366</span>  <span class="keywordflow">if</span> (variable_types[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == VariableType::UNCONSTRAINED) {</div>
|
|
<div class="line"><a name="l01367"></a><span class="lineno"> 1367</span>  ++num_free_variables;</div>
|
|
<div class="line"><a name="l01368"></a><span class="lineno"> 1368</span>  }</div>
|
|
<div class="line"><a name="l01369"></a><span class="lineno"> 1369</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> > upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + tolerance ||</div>
|
|
<div class="line"><a name="l01370"></a><span class="lineno"> 1370</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> < lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - tolerance) {</div>
|
|
<div class="line"><a name="l01371"></a><span class="lineno"> 1371</span>  ++num_infeasible_variables;</div>
|
|
<div class="line"><a name="l01372"></a><span class="lineno"> 1372</span>  }</div>
|
|
<div class="line"><a name="l01373"></a><span class="lineno"> 1373</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= first_slack_col_) {</div>
|
|
<div class="line"><a name="l01374"></a><span class="lineno"> 1374</span>  ++num_slack_variables;</div>
|
|
<div class="line"><a name="l01375"></a><span class="lineno"> 1375</span>  }</div>
|
|
<div class="line"><a name="l01376"></a><span class="lineno"> 1376</span>  <span class="keywordflow">if</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l01377"></a><span class="lineno"> 1377</span>  ++num_fixed_variables;</div>
|
|
<div class="line"><a name="l01378"></a><span class="lineno"> 1378</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a name="l01379"></a><span class="lineno"> 1379</span>  variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l01380"></a><span class="lineno"> 1380</span>  ++num_variables_at_bound;</div>
|
|
<div class="line"><a name="l01381"></a><span class="lineno"> 1381</span>  }</div>
|
|
<div class="line"><a name="l01382"></a><span class="lineno"> 1382</span>  }</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>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Basis size: "</span> << num_rows_;</div>
|
|
<div class="line"><a name="l01385"></a><span class="lineno"> 1385</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of basic infeasible variables: "</span></div>
|
|
<div class="line"><a name="l01386"></a><span class="lineno"> 1386</span>  << num_infeasible_variables;</div>
|
|
<div class="line"><a name="l01387"></a><span class="lineno"> 1387</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of basic slack variables: "</span> << num_slack_variables;</div>
|
|
<div class="line"><a name="l01388"></a><span class="lineno"> 1388</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of basic variables at bound: "</span> << num_variables_at_bound;</div>
|
|
<div class="line"><a name="l01389"></a><span class="lineno"> 1389</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of basic fixed variables: "</span> << num_fixed_variables;</div>
|
|
<div class="line"><a name="l01390"></a><span class="lineno"> 1390</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Number of basic free variables: "</span> << num_free_variables;</div>
|
|
<div class="line"><a name="l01391"></a><span class="lineno"> 1391</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="keywordtype">void</span> RevisedSimplex::SaveState() {</div>
|
|
<div class="line"><a name="l01394"></a><span class="lineno"> 1394</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(num_cols_, variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>().<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="l01395"></a><span class="lineno"> 1395</span>  solution_state_.<a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a> = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
|
|
<div class="line"><a name="l01396"></a><span class="lineno"> 1396</span>  solution_state_has_been_set_externally_ = <span class="keyword">false</span>;</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>  </div>
|
|
<div class="line"><a name="l01399"></a><span class="lineno"> 1399</span> RowIndex RevisedSimplex::ComputeNumberOfEmptyRows() {</div>
|
|
<div class="line"><a name="l01400"></a><span class="lineno"> 1400</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#aec7177dd4fab33ada14a7689223fe89f">DenseBooleanColumn</a> contains_data(num_rows_, <span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l01401"></a><span class="lineno"> 1401</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="l01402"></a><span class="lineno"> 1402</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 : compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l01403"></a><span class="lineno"> 1403</span>  contains_data[e.row()] = <span class="keyword">true</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>  }</div>
|
|
<div class="line"><a name="l01406"></a><span class="lineno"> 1406</span>  RowIndex num_empty_rows(0);</div>
|
|
<div class="line"><a name="l01407"></a><span class="lineno"> 1407</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01408"></a><span class="lineno"> 1408</span>  <span class="keywordflow">if</span> (!contains_data[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]) {</div>
|
|
<div class="line"><a name="l01409"></a><span class="lineno"> 1409</span>  ++num_empty_rows;</div>
|
|
<div class="line"><a name="l01410"></a><span class="lineno"> 1410</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Row "</span> << <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" is empty."</span>;</div>
|
|
<div class="line"><a name="l01411"></a><span class="lineno"> 1411</span>  }</div>
|
|
<div class="line"><a name="l01412"></a><span class="lineno"> 1412</span>  }</div>
|
|
<div class="line"><a name="l01413"></a><span class="lineno"> 1413</span>  <span class="keywordflow">return</span> num_empty_rows;</div>
|
|
<div class="line"><a name="l01414"></a><span class="lineno"> 1414</span> }</div>
|
|
<div class="line"><a name="l01415"></a><span class="lineno"> 1415</span>  </div>
|
|
<div class="line"><a name="l01416"></a><span class="lineno"> 1416</span> ColIndex RevisedSimplex::ComputeNumberOfEmptyColumns() {</div>
|
|
<div class="line"><a name="l01417"></a><span class="lineno"> 1417</span>  ColIndex num_empty_cols(0);</div>
|
|
<div class="line"><a name="l01418"></a><span class="lineno"> 1418</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="l01419"></a><span class="lineno"> 1419</span>  <span class="keywordflow">if</span> (compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()) {</div>
|
|
<div class="line"><a name="l01420"></a><span class="lineno"> 1420</span>  ++num_empty_cols;</div>
|
|
<div class="line"><a name="l01421"></a><span class="lineno"> 1421</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Column "</span> << <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" is empty."</span>;</div>
|
|
<div class="line"><a name="l01422"></a><span class="lineno"> 1422</span>  }</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>  <span class="keywordflow">return</span> num_empty_cols;</div>
|
|
<div class="line"><a name="l01425"></a><span class="lineno"> 1425</span> }</div>
|
|
<div class="line"><a name="l01426"></a><span class="lineno"> 1426</span>  </div>
|
|
<div class="line"><a name="l01427"></a><span class="lineno"> 1427</span> <span class="keywordtype">void</span> RevisedSimplex::CorrectErrorsOnVariableValues() {</div>
|
|
<div class="line"><a name="l01428"></a><span class="lineno"> 1428</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01429"></a><span class="lineno"> 1429</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>());</div>
|
|
<div class="line"><a name="l01430"></a><span class="lineno"> 1430</span>  </div>
|
|
<div class="line"><a name="l01431"></a><span class="lineno"> 1431</span>  <span class="comment">// TODO(user): The primal residual error does not change if we take degenerate</span></div>
|
|
<div class="line"><a name="l01432"></a><span class="lineno"> 1432</span>  <span class="comment">// steps or if we do not change the variable values. No need to recompute it</span></div>
|
|
<div class="line"><a name="l01433"></a><span class="lineno"> 1433</span>  <span class="comment">// in this case.</span></div>
|
|
<div class="line"><a name="l01434"></a><span class="lineno"> 1434</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_residual =</div>
|
|
<div class="line"><a name="l01435"></a><span class="lineno"> 1435</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>();</div>
|
|
<div class="line"><a name="l01436"></a><span class="lineno"> 1436</span>  </div>
|
|
<div class="line"><a name="l01437"></a><span class="lineno"> 1437</span>  <span class="comment">// If the primal_residual is within the tolerance, no need to recompute</span></div>
|
|
<div class="line"><a name="l01438"></a><span class="lineno"> 1438</span>  <span class="comment">// the basic variable values with a better precision.</span></div>
|
|
<div class="line"><a name="l01439"></a><span class="lineno"> 1439</span>  <span class="keywordflow">if</span> (primal_residual >= parameters_.harris_tolerance_ratio() *</div>
|
|
<div class="line"><a name="l01440"></a><span class="lineno"> 1440</span>  parameters_.primal_feasibility_tolerance()) {</div>
|
|
<div class="line"><a name="l01441"></a><span class="lineno"> 1441</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a name="l01442"></a><span class="lineno"> 1442</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Primal infeasibility (bounds error) = "</span></div>
|
|
<div class="line"><a name="l01443"></a><span class="lineno"> 1443</span>  << variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>()</div>
|
|
<div class="line"><a name="l01444"></a><span class="lineno"> 1444</span>  << <span class="stringliteral">", Primal residual |A.x - b| = "</span></div>
|
|
<div class="line"><a name="l01445"></a><span class="lineno"> 1445</span>  << variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>();</div>
|
|
<div class="line"><a name="l01446"></a><span class="lineno"> 1446</span>  }</div>
|
|
<div class="line"><a name="l01447"></a><span class="lineno"> 1447</span>  </div>
|
|
<div class="line"><a name="l01448"></a><span class="lineno"> 1448</span>  <span class="comment">// If we are doing too many degenerate iterations, we try to perturb the</span></div>
|
|
<div class="line"><a name="l01449"></a><span class="lineno"> 1449</span>  <span class="comment">// problem by extending each basic variable bound with a random value. See how</span></div>
|
|
<div class="line"><a name="l01450"></a><span class="lineno"> 1450</span>  <span class="comment">// bound_perturbation_ is used in ComputeHarrisRatioAndLeavingCandidates().</span></div>
|
|
<div class="line"><a name="l01451"></a><span class="lineno"> 1451</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01452"></a><span class="lineno"> 1452</span>  <span class="comment">// Note that the perturbation is currently only reset to zero at the end of</span></div>
|
|
<div class="line"><a name="l01453"></a><span class="lineno"> 1453</span>  <span class="comment">// the algorithm.</span></div>
|
|
<div class="line"><a name="l01454"></a><span class="lineno"> 1454</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01455"></a><span class="lineno"> 1455</span>  <span class="comment">// TODO(user): This is currently disabled because the improvement is unclear.</span></div>
|
|
<div class="line"><a name="l01456"></a><span class="lineno"> 1456</span>  <span class="keywordflow">if</span> (<span class="comment">/* DISABLES CODE */</span> <span class="keyword">false</span> &&</div>
|
|
<div class="line"><a name="l01457"></a><span class="lineno"> 1457</span>  (!feasibility_phase_ && num_consecutive_degenerate_iterations_ >= 100)) {</div>
|
|
<div class="line"><a name="l01458"></a><span class="lineno"> 1458</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Perturbing the problem."</span>;</div>
|
|
<div class="line"><a name="l01459"></a><span class="lineno"> 1459</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.harris_tolerance_ratio() *</div>
|
|
<div class="line"><a name="l01460"></a><span class="lineno"> 1460</span>  parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l01461"></a><span class="lineno"> 1461</span>  std::uniform_real_distribution<double> dist(0, tolerance);</div>
|
|
<div class="line"><a name="l01462"></a><span class="lineno"> 1462</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="l01463"></a><span class="lineno"> 1463</span>  bound_perturbation_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += dist(random_);</div>
|
|
<div class="line"><a name="l01464"></a><span class="lineno"> 1464</span>  }</div>
|
|
<div class="line"><a name="l01465"></a><span class="lineno"> 1465</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> <span class="keywordtype">void</span> RevisedSimplex::ComputeVariableValuesError() {</div>
|
|
<div class="line"><a name="l01469"></a><span class="lineno"> 1469</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01470"></a><span class="lineno"> 1470</span>  error_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_rows_);</div>
|
|
<div class="line"><a name="l01471"></a><span class="lineno"> 1471</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">GetDenseRow</a>();</div>
|
|
<div class="line"><a name="l01472"></a><span class="lineno"> 1472</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="l01473"></a><span class="lineno"> 1473</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> = variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l01474"></a><span class="lineno"> 1474</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aea0e9a84b41c95c874f171cae97cf31b">ColumnAddMultipleToDenseColumn</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>, &error_);</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> }</div>
|
|
<div class="line"><a name="l01477"></a><span class="lineno"> 1477</span>  </div>
|
|
<div class="line"><a name="l01478"></a><span class="lineno"> 1478</span> <span class="keywordtype">void</span> RevisedSimplex::ComputeDirection(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01479"></a><span class="lineno"> 1479</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01480"></a><span class="lineno"> 1480</span>  <a class="code" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01481"></a><span class="lineno"> 1481</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#ab9de0c21968ffad6320a44a010e33e07">RightSolveForProblemColumn</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &direction_);</div>
|
|
<div class="line"><a name="l01482"></a><span class="lineno"> 1482</span>  direction_infinity_norm_ = 0.0;</div>
|
|
<div class="line"><a name="l01483"></a><span class="lineno"> 1483</span>  <span class="keywordflow">if</span> (direction_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.empty()) {</div>
|
|
<div class="line"><a name="l01484"></a><span class="lineno"> 1484</span>  <span class="comment">// We still compute the direction non-zeros because our code relies on it.</span></div>
|
|
<div class="line"><a name="l01485"></a><span class="lineno"> 1485</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l01486"></a><span class="lineno"> 1486</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> = direction_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01487"></a><span class="lineno"> 1487</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> != 0.0) {</div>
|
|
<div class="line"><a name="l01488"></a><span class="lineno"> 1488</span>  direction_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.push_back(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01489"></a><span class="lineno"> 1489</span>  direction_infinity_norm_ =</div>
|
|
<div class="line"><a name="l01490"></a><span class="lineno"> 1490</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(direction_infinity_norm_, std::abs(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>));</div>
|
|
<div class="line"><a name="l01491"></a><span class="lineno"> 1491</span>  }</div>
|
|
<div class="line"><a name="l01492"></a><span class="lineno"> 1492</span>  }</div>
|
|
<div class="line"><a name="l01493"></a><span class="lineno"> 1493</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01494"></a><span class="lineno"> 1494</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a name="l01495"></a><span class="lineno"> 1495</span>  direction_infinity_norm_ =</div>
|
|
<div class="line"><a name="l01496"></a><span class="lineno"> 1496</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(direction_infinity_norm_, std::abs(e.coefficient()));</div>
|
|
<div class="line"><a name="l01497"></a><span class="lineno"> 1497</span>  }</div>
|
|
<div class="line"><a name="l01498"></a><span class="lineno"> 1498</span>  }</div>
|
|
<div class="line"><a name="l01499"></a><span class="lineno"> 1499</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(ratio_test_stats_.direction_density.Add(</div>
|
|
<div class="line"><a name="l01500"></a><span class="lineno"> 1500</span>  num_rows_ == 0 ? 0.0</div>
|
|
<div class="line"><a name="l01501"></a><span class="lineno"> 1501</span>  : <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(direction_.non_zeros.size()) /</div>
|
|
<div class="line"><a name="l01502"></a><span class="lineno"> 1502</span>  <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(num_rows_.value())));</div>
|
|
<div class="line"><a name="l01503"></a><span class="lineno"> 1503</span> }</div>
|
|
<div class="line"><a name="l01504"></a><span class="lineno"> 1504</span>  </div>
|
|
<div class="line"><a name="l01505"></a><span class="lineno"> 1505</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeDirectionError(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l01506"></a><span class="lineno"> 1506</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01507"></a><span class="lineno"> 1507</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a28058c5e9ff6638ea1ea210b49a4e7bc">ColumnCopyToDenseColumn</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &error_);</div>
|
|
<div class="line"><a name="l01508"></a><span class="lineno"> 1508</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a name="l01509"></a><span class="lineno"> 1509</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aea0e9a84b41c95c874f171cae97cf31b">ColumnAddMultipleToDenseColumn</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, -e.coefficient(),</div>
|
|
<div class="line"><a name="l01510"></a><span class="lineno"> 1510</span>  &error_);</div>
|
|
<div class="line"><a name="l01511"></a><span class="lineno"> 1511</span>  }</div>
|
|
<div class="line"><a name="l01512"></a><span class="lineno"> 1512</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb">InfinityNorm</a>(error_);</div>
|
|
<div class="line"><a name="l01513"></a><span class="lineno"> 1513</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> <span class="keyword">template</span> <<span class="keywordtype">bool</span> is_entering_reduced_cost_positive></div>
|
|
<div class="line"><a name="l01516"></a><span class="lineno"> 1516</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::GetRatio(RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01517"></a><span class="lineno"> 1517</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01518"></a><span class="lineno"> 1518</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> direction = direction_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l01519"></a><span class="lineno"> 1519</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> = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l01520"></a><span class="lineno"> 1520</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
|
|
<div class="line"><a name="l01521"></a><span class="lineno"> 1521</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(direction, 0.0);</div>
|
|
<div class="line"><a name="l01522"></a><span class="lineno"> 1522</span>  <span class="keywordflow">if</span> (is_entering_reduced_cost_positive) {</div>
|
|
<div class="line"><a name="l01523"></a><span class="lineno"> 1523</span>  <span class="keywordflow">if</span> (direction > 0.0) {</div>
|
|
<div class="line"><a name="l01524"></a><span class="lineno"> 1524</span>  <span class="keywordflow">return</span> (upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) / direction;</div>
|
|
<div class="line"><a name="l01525"></a><span class="lineno"> 1525</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01526"></a><span class="lineno"> 1526</span>  <span class="keywordflow">return</span> (lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) / direction;</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>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01529"></a><span class="lineno"> 1529</span>  <span class="keywordflow">if</span> (direction > 0.0) {</div>
|
|
<div class="line"><a name="l01530"></a><span class="lineno"> 1530</span>  <span class="keywordflow">return</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> - lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) / direction;</div>
|
|
<div class="line"><a name="l01531"></a><span class="lineno"> 1531</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01532"></a><span class="lineno"> 1532</span>  <span class="keywordflow">return</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> - upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) / direction;</div>
|
|
<div class="line"><a name="l01533"></a><span class="lineno"> 1533</span>  }</div>
|
|
<div class="line"><a name="l01534"></a><span class="lineno"> 1534</span>  }</div>
|
|
<div class="line"><a name="l01535"></a><span class="lineno"> 1535</span> }</div>
|
|
<div class="line"><a name="l01536"></a><span class="lineno"> 1536</span>  </div>
|
|
<div class="line"><a name="l01537"></a><span class="lineno"> 1537</span> <span class="keyword">template</span> <<span class="keywordtype">bool</span> is_entering_reduced_cost_positive></div>
|
|
<div class="line"><a name="l01538"></a><span class="lineno"> 1538</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeHarrisRatioAndLeavingCandidates(</div>
|
|
<div class="line"><a name="l01539"></a><span class="lineno"> 1539</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_flip_ratio, SparseColumn* leaving_candidates)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01540"></a><span class="lineno"> 1540</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01541"></a><span class="lineno"> 1541</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_tolerance =</div>
|
|
<div class="line"><a name="l01542"></a><span class="lineno"> 1542</span>  parameters_.harris_tolerance_ratio() *</div>
|
|
<div class="line"><a name="l01543"></a><span class="lineno"> 1543</span>  parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l01544"></a><span class="lineno"> 1544</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimum_delta = parameters_.degenerate_ministep_factor() *</div>
|
|
<div class="line"><a name="l01545"></a><span class="lineno"> 1545</span>  parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l01546"></a><span class="lineno"> 1546</span>  </div>
|
|
<div class="line"><a name="l01547"></a><span class="lineno"> 1547</span>  <span class="comment">// Initially, we can skip any variable with a ratio greater than</span></div>
|
|
<div class="line"><a name="l01548"></a><span class="lineno"> 1548</span>  <span class="comment">// bound_flip_ratio since it seems to be always better to choose the</span></div>
|
|
<div class="line"><a name="l01549"></a><span class="lineno"> 1549</span>  <span class="comment">// bound-flip over such leaving variable.</span></div>
|
|
<div class="line"><a name="l01550"></a><span class="lineno"> 1550</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_ratio = bound_flip_ratio;</div>
|
|
<div class="line"><a name="l01551"></a><span class="lineno"> 1551</span>  leaving_candidates->Clear();</div>
|
|
<div class="line"><a name="l01552"></a><span class="lineno"> 1552</span>  </div>
|
|
<div class="line"><a name="l01553"></a><span class="lineno"> 1553</span>  <span class="comment">// If the basis is refactorized, then we should have everything with a good</span></div>
|
|
<div class="line"><a name="l01554"></a><span class="lineno"> 1554</span>  <span class="comment">// precision, so we only consider "acceptable" pivots. Otherwise we consider</span></div>
|
|
<div class="line"><a name="l01555"></a><span class="lineno"> 1555</span>  <span class="comment">// all the entries, and if the algorithm return a pivot that is too small, we</span></div>
|
|
<div class="line"><a name="l01556"></a><span class="lineno"> 1556</span>  <span class="comment">// will refactorize and recompute the relevant quantities.</span></div>
|
|
<div class="line"><a name="l01557"></a><span class="lineno"> 1557</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()</div>
|
|
<div class="line"><a name="l01558"></a><span class="lineno"> 1558</span>  ? parameters_.minimum_acceptable_pivot()</div>
|
|
<div class="line"><a name="l01559"></a><span class="lineno"> 1559</span>  : parameters_.ratio_test_zero_threshold();</div>
|
|
<div class="line"><a name="l01560"></a><span class="lineno"> 1560</span>  </div>
|
|
<div class="line"><a name="l01561"></a><span class="lineno"> 1561</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a name="l01562"></a><span class="lineno"> 1562</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude = std::abs(e.coefficient());</div>
|
|
<div class="line"><a name="l01563"></a><span class="lineno"> 1563</span>  <span class="keywordflow">if</span> (magnitude <= threshold) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01564"></a><span class="lineno"> 1564</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> = GetRatio<is_entering_reduced_cost_positive>(e.row());</div>
|
|
<div class="line"><a name="l01565"></a><span class="lineno"> 1565</span>  <span class="comment">// TODO(user): The perturbation is currently disabled, so no need to test</span></div>
|
|
<div class="line"><a name="l01566"></a><span class="lineno"> 1566</span>  <span class="comment">// anything here.</span></div>
|
|
<div class="line"><a name="l01567"></a><span class="lineno"> 1567</span>  <span class="keywordflow">if</span> (<span class="keyword">false</span> && <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> < 0.0) {</div>
|
|
<div class="line"><a name="l01568"></a><span class="lineno"> 1568</span>  <span class="comment">// If the variable is already pass its bound, we use the perturbed version</span></div>
|
|
<div class="line"><a name="l01569"></a><span class="lineno"> 1569</span>  <span class="comment">// of the bound (if bound_perturbation_[basis_[row]] is not zero).</span></div>
|
|
<div class="line"><a name="l01570"></a><span class="lineno"> 1570</span>  <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> += std::abs(bound_perturbation_[basis_[e.row()]] / e.coefficient());</div>
|
|
<div class="line"><a name="l01571"></a><span class="lineno"> 1571</span>  }</div>
|
|
<div class="line"><a name="l01572"></a><span class="lineno"> 1572</span>  <span class="keywordflow">if</span> (<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> <= harris_ratio) {</div>
|
|
<div class="line"><a name="l01573"></a><span class="lineno"> 1573</span>  leaving_candidates->SetCoefficient(e.row(), <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>);</div>
|
|
<div class="line"><a name="l01574"></a><span class="lineno"> 1574</span>  </div>
|
|
<div class="line"><a name="l01575"></a><span class="lineno"> 1575</span>  <span class="comment">// The second max() makes sure harris_ratio is lower bounded by a small</span></div>
|
|
<div class="line"><a name="l01576"></a><span class="lineno"> 1576</span>  <span class="comment">// positive value. The more classical approach is to bound it by 0.0 but</span></div>
|
|
<div class="line"><a name="l01577"></a><span class="lineno"> 1577</span>  <span class="comment">// since we will always perform a small positive step, we allow any</span></div>
|
|
<div class="line"><a name="l01578"></a><span class="lineno"> 1578</span>  <span class="comment">// variable to go a bit more out of bound (even if it is past the harris</span></div>
|
|
<div class="line"><a name="l01579"></a><span class="lineno"> 1579</span>  <span class="comment">// tolerance). This increase the number of candidates and allows us to</span></div>
|
|
<div class="line"><a name="l01580"></a><span class="lineno"> 1580</span>  <span class="comment">// choose a more numerically stable pivot.</span></div>
|
|
<div class="line"><a name="l01581"></a><span class="lineno"> 1581</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01582"></a><span class="lineno"> 1582</span>  <span class="comment">// Note that at least lower bounding it by 0.0 is really important on</span></div>
|
|
<div class="line"><a name="l01583"></a><span class="lineno"> 1583</span>  <span class="comment">// numerically difficult problems because its helps in the choice of a</span></div>
|
|
<div class="line"><a name="l01584"></a><span class="lineno"> 1584</span>  <span class="comment">// stable pivot.</span></div>
|
|
<div class="line"><a name="l01585"></a><span class="lineno"> 1585</span>  harris_ratio = <a class="code" href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">std::min</a>(harris_ratio,</div>
|
|
<div class="line"><a name="l01586"></a><span class="lineno"> 1586</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(minimum_delta / magnitude,</div>
|
|
<div class="line"><a name="l01587"></a><span class="lineno"> 1587</span>  <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> + harris_tolerance / magnitude));</div>
|
|
<div class="line"><a name="l01588"></a><span class="lineno"> 1588</span>  }</div>
|
|
<div class="line"><a name="l01589"></a><span class="lineno"> 1589</span>  }</div>
|
|
<div class="line"><a name="l01590"></a><span class="lineno"> 1590</span>  <span class="keywordflow">return</span> harris_ratio;</div>
|
|
<div class="line"><a name="l01591"></a><span class="lineno"> 1591</span> }</div>
|
|
<div class="line"><a name="l01592"></a><span class="lineno"> 1592</span>  </div>
|
|
<div class="line"><a name="l01593"></a><span class="lineno"> 1593</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l01594"></a><span class="lineno"> 1594</span>  </div>
|
|
<div class="line"><a name="l01595"></a><span class="lineno"> 1595</span> <span class="comment">// Returns true if the candidate ratio is supposed to be more stable than the</span></div>
|
|
<div class="line"><a name="l01596"></a><span class="lineno"> 1596</span> <span class="comment">// current ratio (or if the two are equal).</span></div>
|
|
<div class="line"><a name="l01597"></a><span class="lineno"> 1597</span> <span class="comment">// The idea here is to take, by order of preference:</span></div>
|
|
<div class="line"><a name="l01598"></a><span class="lineno"> 1598</span> <span class="comment">// - the minimum positive ratio in order to intoduce a primal infeasibility</span></div>
|
|
<div class="line"><a name="l01599"></a><span class="lineno"> 1599</span> <span class="comment">// which is as small as possible.</span></div>
|
|
<div class="line"><a name="l01600"></a><span class="lineno"> 1600</span> <span class="comment">// - or the least negative one in order to have the smallest bound shift</span></div>
|
|
<div class="line"><a name="l01601"></a><span class="lineno"> 1601</span> <span class="comment">// possible on the leaving variable.</span></div>
|
|
<div class="line"><a name="l01602"></a><span class="lineno"> 1602</span> <span class="keywordtype">bool</span> IsRatioMoreOrEquallyStable(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current) {</div>
|
|
<div class="line"><a name="l01603"></a><span class="lineno"> 1603</span>  <span class="keywordflow">if</span> (current >= 0.0) {</div>
|
|
<div class="line"><a name="l01604"></a><span class="lineno"> 1604</span>  <span class="keywordflow">return</span> candidate >= 0.0 && candidate <= current;</div>
|
|
<div class="line"><a name="l01605"></a><span class="lineno"> 1605</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01606"></a><span class="lineno"> 1606</span>  <span class="keywordflow">return</span> candidate >= current;</div>
|
|
<div class="line"><a name="l01607"></a><span class="lineno"> 1607</span>  }</div>
|
|
<div class="line"><a name="l01608"></a><span class="lineno"> 1608</span> }</div>
|
|
<div class="line"><a name="l01609"></a><span class="lineno"> 1609</span>  </div>
|
|
<div class="line"><a name="l01610"></a><span class="lineno"> 1610</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l01611"></a><span class="lineno"> 1611</span>  </div>
|
|
<div class="line"><a name="l01612"></a><span class="lineno"> 1612</span> <span class="comment">// Ratio-test or Quotient-test. Choose the row of the leaving variable.</span></div>
|
|
<div class="line"><a name="l01613"></a><span class="lineno"> 1613</span> <span class="comment">// Known as CHUZR or CHUZRO in FORTRAN codes.</span></div>
|
|
<div class="line"><a name="l01614"></a><span class="lineno"> 1614</span> Status RevisedSimplex::ChooseLeavingVariableRow(</div>
|
|
<div class="line"><a name="l01615"></a><span class="lineno"> 1615</span>  ColIndex entering_col, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost, <span class="keywordtype">bool</span>* refactorize,</div>
|
|
<div class="line"><a name="l01616"></a><span class="lineno"> 1616</span>  RowIndex* leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step_length, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l01617"></a><span class="lineno"> 1617</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l01618"></a><span class="lineno"> 1618</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(refactorize);</div>
|
|
<div class="line"><a name="l01619"></a><span class="lineno"> 1619</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(leaving_row);</div>
|
|
<div class="line"><a name="l01620"></a><span class="lineno"> 1620</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(step_length);</div>
|
|
<div class="line"><a name="l01621"></a><span class="lineno"> 1621</span>  <a class="code" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(entering_col);</div>
|
|
<div class="line"><a name="l01622"></a><span class="lineno"> 1622</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, reduced_cost);</div>
|
|
<div class="line"><a name="l01623"></a><span class="lineno"> 1623</span>  </div>
|
|
<div class="line"><a name="l01624"></a><span class="lineno"> 1624</span>  <span class="comment">// A few cases will cause the test to be recomputed from the beginning.</span></div>
|
|
<div class="line"><a name="l01625"></a><span class="lineno"> 1625</span>  <span class="keywordtype">int</span> stats_num_leaving_choices = 0;</div>
|
|
<div class="line"><a name="l01626"></a><span class="lineno"> 1626</span>  equivalent_leaving_choices_.clear();</div>
|
|
<div class="line"><a name="l01627"></a><span class="lineno"> 1627</span>  <span class="keywordflow">while</span> (<span class="keyword">true</span>) {</div>
|
|
<div class="line"><a name="l01628"></a><span class="lineno"> 1628</span>  stats_num_leaving_choices = 0;</div>
|
|
<div class="line"><a name="l01629"></a><span class="lineno"> 1629</span>  </div>
|
|
<div class="line"><a name="l01630"></a><span class="lineno"> 1630</span>  <span class="comment">// We initialize current_ratio with the maximum step the entering variable</span></div>
|
|
<div class="line"><a name="l01631"></a><span class="lineno"> 1631</span>  <span class="comment">// can take (bound-flip). Note that we do not use tolerance here.</span></div>
|
|
<div class="line"><a name="l01632"></a><span class="lineno"> 1632</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_value = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col);</div>
|
|
<div class="line"><a name="l01633"></a><span class="lineno"> 1633</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current_ratio =</div>
|
|
<div class="line"><a name="l01634"></a><span class="lineno"> 1634</span>  (reduced_cost > 0.0) ? entering_value - lower_bound_[entering_col]</div>
|
|
<div class="line"><a name="l01635"></a><span class="lineno"> 1635</span>  : upper_bound_[entering_col] - entering_value;</div>
|
|
<div class="line"><a name="l01636"></a><span class="lineno"> 1636</span>  <a class="code" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(current_ratio, 0.0);</div>
|
|
<div class="line"><a name="l01637"></a><span class="lineno"> 1637</span>  </div>
|
|
<div class="line"><a name="l01638"></a><span class="lineno"> 1638</span>  <span class="comment">// First pass of the Harris ratio test. If 'harris_tolerance' is zero, this</span></div>
|
|
<div class="line"><a name="l01639"></a><span class="lineno"> 1639</span>  <span class="comment">// actually computes the minimum leaving ratio of all the variables. This is</span></div>
|
|
<div class="line"><a name="l01640"></a><span class="lineno"> 1640</span>  <span class="comment">// the same as the 'classic' ratio test.</span></div>
|
|
<div class="line"><a name="l01641"></a><span class="lineno"> 1641</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> harris_ratio =</div>
|
|
<div class="line"><a name="l01642"></a><span class="lineno"> 1642</span>  (reduced_cost > 0.0) ? ComputeHarrisRatioAndLeavingCandidates<true>(</div>
|
|
<div class="line"><a name="l01643"></a><span class="lineno"> 1643</span>  current_ratio, &leaving_candidates_)</div>
|
|
<div class="line"><a name="l01644"></a><span class="lineno"> 1644</span>  : ComputeHarrisRatioAndLeavingCandidates<false>(</div>
|
|
<div class="line"><a name="l01645"></a><span class="lineno"> 1645</span>  current_ratio, &leaving_candidates_);</div>
|
|
<div class="line"><a name="l01646"></a><span class="lineno"> 1646</span>  </div>
|
|
<div class="line"><a name="l01647"></a><span class="lineno"> 1647</span>  <span class="comment">// If the bound-flip is a viable solution (i.e. it doesn't move the basic</span></div>
|
|
<div class="line"><a name="l01648"></a><span class="lineno"> 1648</span>  <span class="comment">// variable too much out of bounds), we take it as it is always stable and</span></div>
|
|
<div class="line"><a name="l01649"></a><span class="lineno"> 1649</span>  <span class="comment">// fast.</span></div>
|
|
<div class="line"><a name="l01650"></a><span class="lineno"> 1650</span>  <span class="keywordflow">if</span> (current_ratio <= harris_ratio) {</div>
|
|
<div class="line"><a name="l01651"></a><span class="lineno"> 1651</span>  *leaving_row = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l01652"></a><span class="lineno"> 1652</span>  *step_length = current_ratio;</div>
|
|
<div class="line"><a name="l01653"></a><span class="lineno"> 1653</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01654"></a><span class="lineno"> 1654</span>  }</div>
|
|
<div class="line"><a name="l01655"></a><span class="lineno"> 1655</span>  </div>
|
|
<div class="line"><a name="l01656"></a><span class="lineno"> 1656</span>  <span class="comment">// Second pass of the Harris ratio test. Amongst the variables with 'ratio</span></div>
|
|
<div class="line"><a name="l01657"></a><span class="lineno"> 1657</span>  <span class="comment">// <= harris_ratio', we choose the leaving row with the largest coefficient.</span></div>
|
|
<div class="line"><a name="l01658"></a><span class="lineno"> 1658</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01659"></a><span class="lineno"> 1659</span>  <span class="comment">// This has a big impact, because picking a leaving variable with a small</span></div>
|
|
<div class="line"><a name="l01660"></a><span class="lineno"> 1660</span>  <span class="comment">// direction_[row] is the main source of Abnormal LU errors.</span></div>
|
|
<div class="line"><a name="l01661"></a><span class="lineno"> 1661</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_magnitude = 0.0;</div>
|
|
<div class="line"><a name="l01662"></a><span class="lineno"> 1662</span>  stats_num_leaving_choices = 0;</div>
|
|
<div class="line"><a name="l01663"></a><span class="lineno"> 1663</span>  *leaving_row = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l01664"></a><span class="lineno"> 1664</span>  equivalent_leaving_choices_.clear();</div>
|
|
<div class="line"><a name="l01665"></a><span class="lineno"> 1665</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 : leaving_candidates_) {</div>
|
|
<div class="line"><a name="l01666"></a><span class="lineno"> 1666</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> = e.coefficient();</div>
|
|
<div class="line"><a name="l01667"></a><span class="lineno"> 1667</span>  <span class="keywordflow">if</span> (<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> > harris_ratio) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01668"></a><span class="lineno"> 1668</span>  ++stats_num_leaving_choices;</div>
|
|
<div class="line"><a name="l01669"></a><span class="lineno"> 1669</span>  <span class="keyword">const</span> RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> = e.row();</div>
|
|
<div class="line"><a name="l01670"></a><span class="lineno"> 1670</span>  </div>
|
|
<div class="line"><a name="l01671"></a><span class="lineno"> 1671</span>  <span class="comment">// If the magnitudes are the same, we choose the leaving variable with</span></div>
|
|
<div class="line"><a name="l01672"></a><span class="lineno"> 1672</span>  <span class="comment">// what is probably the more stable ratio, see</span></div>
|
|
<div class="line"><a name="l01673"></a><span class="lineno"> 1673</span>  <span class="comment">// IsRatioMoreOrEquallyStable().</span></div>
|
|
<div class="line"><a name="l01674"></a><span class="lineno"> 1674</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> candidate_magnitude = std::abs(direction_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l01675"></a><span class="lineno"> 1675</span>  <span class="keywordflow">if</span> (candidate_magnitude < pivot_magnitude) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01676"></a><span class="lineno"> 1676</span>  <span class="keywordflow">if</span> (candidate_magnitude == pivot_magnitude) {</div>
|
|
<div class="line"><a name="l01677"></a><span class="lineno"> 1677</span>  <span class="keywordflow">if</span> (!IsRatioMoreOrEquallyStable(<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>, current_ratio)) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01678"></a><span class="lineno"> 1678</span>  <span class="keywordflow">if</span> (<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> == current_ratio) {</div>
|
|
<div class="line"><a name="l01679"></a><span class="lineno"> 1679</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>, *leaving_row);</div>
|
|
<div class="line"><a name="l01680"></a><span class="lineno"> 1680</span>  equivalent_leaving_choices_.push_back(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l01681"></a><span class="lineno"> 1681</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l01682"></a><span class="lineno"> 1682</span>  }</div>
|
|
<div class="line"><a name="l01683"></a><span class="lineno"> 1683</span>  }</div>
|
|
<div class="line"><a name="l01684"></a><span class="lineno"> 1684</span>  equivalent_leaving_choices_.clear();</div>
|
|
<div class="line"><a name="l01685"></a><span class="lineno"> 1685</span>  current_ratio = <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>;</div>
|
|
<div class="line"><a name="l01686"></a><span class="lineno"> 1686</span>  pivot_magnitude = candidate_magnitude;</div>
|
|
<div class="line"><a name="l01687"></a><span class="lineno"> 1687</span>  *leaving_row = <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l01688"></a><span class="lineno"> 1688</span>  }</div>
|
|
<div class="line"><a name="l01689"></a><span class="lineno"> 1689</span>  </div>
|
|
<div class="line"><a name="l01690"></a><span class="lineno"> 1690</span>  <span class="comment">// Break the ties randomly.</span></div>
|
|
<div class="line"><a name="l01691"></a><span class="lineno"> 1691</span>  <span class="keywordflow">if</span> (!equivalent_leaving_choices_.empty()) {</div>
|
|
<div class="line"><a name="l01692"></a><span class="lineno"> 1692</span>  equivalent_leaving_choices_.push_back(*leaving_row);</div>
|
|
<div class="line"><a name="l01693"></a><span class="lineno"> 1693</span>  *leaving_row =</div>
|
|
<div class="line"><a name="l01694"></a><span class="lineno"> 1694</span>  equivalent_leaving_choices_[std::uniform_int_distribution<int>(</div>
|
|
<div class="line"><a name="l01695"></a><span class="lineno"> 1695</span>  0, equivalent_leaving_choices_.size() - 1)(random_)];</div>
|
|
<div class="line"><a name="l01696"></a><span class="lineno"> 1696</span>  }</div>
|
|
<div class="line"><a name="l01697"></a><span class="lineno"> 1697</span>  </div>
|
|
<div class="line"><a name="l01698"></a><span class="lineno"> 1698</span>  <span class="comment">// Since we took care of the bound-flip at the beginning, at this point</span></div>
|
|
<div class="line"><a name="l01699"></a><span class="lineno"> 1699</span>  <span class="comment">// we have a valid leaving row.</span></div>
|
|
<div class="line"><a name="l01700"></a><span class="lineno"> 1700</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>, *leaving_row);</div>
|
|
<div class="line"><a name="l01701"></a><span class="lineno"> 1701</span>  </div>
|
|
<div class="line"><a name="l01702"></a><span class="lineno"> 1702</span>  <span class="comment">// A variable already outside one of its bounds +/- tolerance is considered</span></div>
|
|
<div class="line"><a name="l01703"></a><span class="lineno"> 1703</span>  <span class="comment">// at its bound and its ratio is zero. Not doing this may lead to a step</span></div>
|
|
<div class="line"><a name="l01704"></a><span class="lineno"> 1704</span>  <span class="comment">// that moves the objective in the wrong direction. We may want to allow</span></div>
|
|
<div class="line"><a name="l01705"></a><span class="lineno"> 1705</span>  <span class="comment">// such steps, but then we will need to check that it doesn't break the</span></div>
|
|
<div class="line"><a name="l01706"></a><span class="lineno"> 1706</span>  <span class="comment">// bounds of the other variables.</span></div>
|
|
<div class="line"><a name="l01707"></a><span class="lineno"> 1707</span>  <span class="keywordflow">if</span> (current_ratio <= 0.0) {</div>
|
|
<div class="line"><a name="l01708"></a><span class="lineno"> 1708</span>  <span class="comment">// Instead of doing a zero step, we do a small positive step. This</span></div>
|
|
<div class="line"><a name="l01709"></a><span class="lineno"> 1709</span>  <span class="comment">// helps on degenerate problems.</span></div>
|
|
<div class="line"><a name="l01710"></a><span class="lineno"> 1710</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> minimum_delta =</div>
|
|
<div class="line"><a name="l01711"></a><span class="lineno"> 1711</span>  parameters_.degenerate_ministep_factor() *</div>
|
|
<div class="line"><a name="l01712"></a><span class="lineno"> 1712</span>  parameters_.primal_feasibility_tolerance();</div>
|
|
<div class="line"><a name="l01713"></a><span class="lineno"> 1713</span>  *step_length = minimum_delta / pivot_magnitude;</div>
|
|
<div class="line"><a name="l01714"></a><span class="lineno"> 1714</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01715"></a><span class="lineno"> 1715</span>  *step_length = current_ratio;</div>
|
|
<div class="line"><a name="l01716"></a><span class="lineno"> 1716</span>  }</div>
|
|
<div class="line"><a name="l01717"></a><span class="lineno"> 1717</span>  </div>
|
|
<div class="line"><a name="l01718"></a><span class="lineno"> 1718</span>  <span class="comment">// Note(user): Testing the pivot at each iteration is useful for debugging</span></div>
|
|
<div class="line"><a name="l01719"></a><span class="lineno"> 1719</span>  <span class="comment">// an LU factorization problem. Remove the false if you need to investigate</span></div>
|
|
<div class="line"><a name="l01720"></a><span class="lineno"> 1720</span>  <span class="comment">// this, it makes sure that this will be compiled away.</span></div>
|
|
<div class="line"><a name="l01721"></a><span class="lineno"> 1721</span>  <span class="keywordflow">if</span> (<span class="comment">/* DISABLES CODE */</span> (<span class="keyword">false</span>)) {</div>
|
|
<div class="line"><a name="l01722"></a><span class="lineno"> 1722</span>  TestPivot(entering_col, *leaving_row);</div>
|
|
<div class="line"><a name="l01723"></a><span class="lineno"> 1723</span>  }</div>
|
|
<div class="line"><a name="l01724"></a><span class="lineno"> 1724</span>  </div>
|
|
<div class="line"><a name="l01725"></a><span class="lineno"> 1725</span>  <span class="comment">// We try various "heuristics" to avoid a small pivot.</span></div>
|
|
<div class="line"><a name="l01726"></a><span class="lineno"> 1726</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01727"></a><span class="lineno"> 1727</span>  <span class="comment">// The smaller 'direction_[*leaving_row]', the less precise</span></div>
|
|
<div class="line"><a name="l01728"></a><span class="lineno"> 1728</span>  <span class="comment">// it is. So we want to avoid pivoting by such a row. Small pivots lead to</span></div>
|
|
<div class="line"><a name="l01729"></a><span class="lineno"> 1729</span>  <span class="comment">// ill-conditioned bases or even to matrices that are not a basis at all if</span></div>
|
|
<div class="line"><a name="l01730"></a><span class="lineno"> 1730</span>  <span class="comment">// the actual (infinite-precision) coefficient is zero.</span></div>
|
|
<div class="line"><a name="l01731"></a><span class="lineno"> 1731</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01732"></a><span class="lineno"> 1732</span>  <span class="comment">// TODO(user): We may have to choose another entering column if</span></div>
|
|
<div class="line"><a name="l01733"></a><span class="lineno"> 1733</span>  <span class="comment">// we cannot prevent pivoting by a small pivot.</span></div>
|
|
<div class="line"><a name="l01734"></a><span class="lineno"> 1734</span>  <span class="comment">// (Chvatal, p.115, about epsilon2.)</span></div>
|
|
<div class="line"><a name="l01735"></a><span class="lineno"> 1735</span>  <span class="keywordflow">if</span> (pivot_magnitude <</div>
|
|
<div class="line"><a name="l01736"></a><span class="lineno"> 1736</span>  parameters_.small_pivot_threshold() * direction_infinity_norm_) {</div>
|
|
<div class="line"><a name="l01737"></a><span class="lineno"> 1737</span>  <span class="comment">// The first countermeasure is to recompute everything to the best</span></div>
|
|
<div class="line"><a name="l01738"></a><span class="lineno"> 1738</span>  <span class="comment">// precision we can in the hope of avoiding such a choice. Note that this</span></div>
|
|
<div class="line"><a name="l01739"></a><span class="lineno"> 1739</span>  <span class="comment">// helps a lot on the Netlib problems.</span></div>
|
|
<div class="line"><a name="l01740"></a><span class="lineno"> 1740</span>  <span class="keywordflow">if</span> (!basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a name="l01741"></a><span class="lineno"> 1741</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Refactorizing to avoid pivoting by "</span></div>
|
|
<div class="line"><a name="l01742"></a><span class="lineno"> 1742</span>  << direction_[*leaving_row]</div>
|
|
<div class="line"><a name="l01743"></a><span class="lineno"> 1743</span>  << <span class="stringliteral">" direction_infinity_norm_ = "</span> << direction_infinity_norm_</div>
|
|
<div class="line"><a name="l01744"></a><span class="lineno"> 1744</span>  << <span class="stringliteral">" reduced cost = "</span> << reduced_cost;</div>
|
|
<div class="line"><a name="l01745"></a><span class="lineno"> 1745</span>  *refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l01746"></a><span class="lineno"> 1746</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l01747"></a><span class="lineno"> 1747</span>  }</div>
|
|
<div class="line"><a name="l01748"></a><span class="lineno"> 1748</span>  </div>
|
|
<div class="line"><a name="l01749"></a><span class="lineno"> 1749</span>  <span class="comment">// Because of the "threshold" in ComputeHarrisRatioAndLeavingCandidates()</span></div>
|
|
<div class="line"><a name="l01750"></a><span class="lineno"> 1750</span>  <span class="comment">// we kwnow that this pivot will still have an acceptable magnitude.</span></div>
|
|
<div class="line"><a name="l01751"></a><span class="lineno"> 1751</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01752"></a><span class="lineno"> 1752</span>  <span class="comment">// TODO(user): An issue left to fix is that if there is no such pivot at</span></div>
|
|
<div class="line"><a name="l01753"></a><span class="lineno"> 1753</span>  <span class="comment">// all, then we will report unbounded even if this is not really the case.</span></div>
|
|
<div class="line"><a name="l01754"></a><span class="lineno"> 1754</span>  <span class="comment">// As of 2018/07/18, this happens on l30.mps.</span></div>
|
|
<div class="line"><a name="l01755"></a><span class="lineno"> 1755</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Couldn't avoid pivoting by "</span> << direction_[*leaving_row]</div>
|
|
<div class="line"><a name="l01756"></a><span class="lineno"> 1756</span>  << <span class="stringliteral">" direction_infinity_norm_ = "</span> << direction_infinity_norm_</div>
|
|
<div class="line"><a name="l01757"></a><span class="lineno"> 1757</span>  << <span class="stringliteral">" reduced cost = "</span> << reduced_cost;</div>
|
|
<div class="line"><a name="l01758"></a><span class="lineno"> 1758</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(std::abs(direction_[*leaving_row]),</div>
|
|
<div class="line"><a name="l01759"></a><span class="lineno"> 1759</span>  parameters_.minimum_acceptable_pivot());</div>
|
|
<div class="line"><a name="l01760"></a><span class="lineno"> 1760</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(ratio_test_stats_.abs_tested_pivot.Add(pivot_magnitude));</div>
|
|
<div class="line"><a name="l01761"></a><span class="lineno"> 1761</span>  }</div>
|
|
<div class="line"><a name="l01762"></a><span class="lineno"> 1762</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l01763"></a><span class="lineno"> 1763</span>  }</div>
|
|
<div class="line"><a name="l01764"></a><span class="lineno"> 1764</span>  </div>
|
|
<div class="line"><a name="l01765"></a><span class="lineno"> 1765</span>  <span class="comment">// Update the target bound.</span></div>
|
|
<div class="line"><a name="l01766"></a><span class="lineno"> 1766</span>  <span class="keywordflow">if</span> (*leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l01767"></a><span class="lineno"> 1767</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_reduced_cost_positive = (reduced_cost > 0.0);</div>
|
|
<div class="line"><a name="l01768"></a><span class="lineno"> 1768</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_leaving_coeff_positive = (direction_[*leaving_row] > 0.0);</div>
|
|
<div class="line"><a name="l01769"></a><span class="lineno"> 1769</span>  *<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = (is_reduced_cost_positive == is_leaving_coeff_positive)</div>
|
|
<div class="line"><a name="l01770"></a><span class="lineno"> 1770</span>  ? upper_bound_[basis_[*leaving_row]]</div>
|
|
<div class="line"><a name="l01771"></a><span class="lineno"> 1771</span>  : lower_bound_[basis_[*leaving_row]];</div>
|
|
<div class="line"><a name="l01772"></a><span class="lineno"> 1772</span>  }</div>
|
|
<div class="line"><a name="l01773"></a><span class="lineno"> 1773</span>  </div>
|
|
<div class="line"><a name="l01774"></a><span class="lineno"> 1774</span>  <span class="comment">// Stats.</span></div>
|
|
<div class="line"><a name="l01775"></a><span class="lineno"> 1775</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
|
|
<div class="line"><a name="l01776"></a><span class="lineno"> 1776</span>  ratio_test_stats_.leaving_choices.Add(stats_num_leaving_choices);</div>
|
|
<div class="line"><a name="l01777"></a><span class="lineno"> 1777</span>  <span class="keywordflow">if</span> (!equivalent_leaving_choices_.empty()) {</div>
|
|
<div class="line"><a name="l01778"></a><span class="lineno"> 1778</span>  ratio_test_stats_.num_perfect_ties.Add(</div>
|
|
<div class="line"><a name="l01779"></a><span class="lineno"> 1779</span>  equivalent_leaving_choices_.size());</div>
|
|
<div class="line"><a name="l01780"></a><span class="lineno"> 1780</span>  }</div>
|
|
<div class="line"><a name="l01781"></a><span class="lineno"> 1781</span>  <a class="code" href="parser_8yy_8cc.html#a33e91cd0cef6786e9e3a27ac67707207">if</a> (*leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l01782"></a><span class="lineno"> 1782</span>  ratio_test_stats_.abs_used_pivot.Add(std::abs(direction_[*leaving_row]));</div>
|
|
<div class="line"><a name="l01783"></a><span class="lineno"> 1783</span>  }</div>
|
|
<div class="line"><a name="l01784"></a><span class="lineno"> 1784</span>  });</div>
|
|
<div class="line"><a name="l01785"></a><span class="lineno"> 1785</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l01786"></a><span class="lineno"> 1786</span> }</div>
|
|
<div class="line"><a name="l01787"></a><span class="lineno"> 1787</span>  </div>
|
|
<div class="line"><a name="l01788"></a><span class="lineno"> 1788</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l01789"></a><span class="lineno"> 1789</span>  </div>
|
|
<div class="line"><a name="l01790"></a><span class="lineno"> 1790</span> <span class="comment">// Store a row with its ratio, coefficient magnitude and target bound. This is</span></div>
|
|
<div class="line"><a name="l01791"></a><span class="lineno"> 1791</span> <span class="comment">// used by PrimalPhaseIChooseLeavingVariableRow(), see this function for more</span></div>
|
|
<div class="line"><a name="l01792"></a><span class="lineno"> 1792</span> <span class="comment">// details.</span></div>
|
|
<div class="line"><a name="l01793"></a><span class="lineno"> 1793</span> <span class="keyword">struct </span>BreakPoint {</div>
|
|
<div class="line"><a name="l01794"></a><span class="lineno"> 1794</span>  BreakPoint(RowIndex _row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _ratio, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _coeff_magnitude,</div>
|
|
<div class="line"><a name="l01795"></a><span class="lineno"> 1795</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> _target_bound)</div>
|
|
<div class="line"><a name="l01796"></a><span class="lineno"> 1796</span>  : <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(_row),</div>
|
|
<div class="line"><a name="l01797"></a><span class="lineno"> 1797</span>  <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>(_ratio),</div>
|
|
<div class="line"><a name="l01798"></a><span class="lineno"> 1798</span>  <a class="code" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a>(_coeff_magnitude),</div>
|
|
<div class="line"><a name="l01799"></a><span class="lineno"> 1799</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>(_target_bound) {}</div>
|
|
<div class="line"><a name="l01800"></a><span class="lineno"> 1800</span>  </div>
|
|
<div class="line"><a name="l01801"></a><span class="lineno"> 1801</span>  <span class="comment">// We want to process the breakpoints by increasing ratio and decreasing</span></div>
|
|
<div class="line"><a name="l01802"></a><span class="lineno"> 1802</span>  <span class="comment">// coefficient magnitude (if the ratios are the same). Returns false if "this"</span></div>
|
|
<div class="line"><a name="l01803"></a><span class="lineno"> 1803</span>  <span class="comment">// is before "other" in a priority queue.</span></div>
|
|
<div class="line"><a name="l01804"></a><span class="lineno"> 1804</span>  <span class="keywordtype">bool</span> operator<(<span class="keyword">const</span> BreakPoint& other)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l01805"></a><span class="lineno"> 1805</span>  <span class="keywordflow">if</span> (<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> == other.ratio) {</div>
|
|
<div class="line"><a name="l01806"></a><span class="lineno"> 1806</span>  <span class="keywordflow">if</span> (<a class="code" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a> == other.coeff_magnitude) {</div>
|
|
<div class="line"><a name="l01807"></a><span class="lineno"> 1807</span>  <span class="keywordflow">return</span> <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> > other.row;</div>
|
|
<div class="line"><a name="l01808"></a><span class="lineno"> 1808</span>  }</div>
|
|
<div class="line"><a name="l01809"></a><span class="lineno"> 1809</span>  <span class="keywordflow">return</span> <a class="code" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a> < other.coeff_magnitude;</div>
|
|
<div class="line"><a name="l01810"></a><span class="lineno"> 1810</span>  }</div>
|
|
<div class="line"><a name="l01811"></a><span class="lineno"> 1811</span>  <span class="keywordflow">return</span> <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> > other.ratio;</div>
|
|
<div class="line"><a name="l01812"></a><span class="lineno"> 1812</span>  }</div>
|
|
<div class="line"><a name="l01813"></a><span class="lineno"> 1813</span>  </div>
|
|
<div class="line"><a name="l01814"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52"> 1814</a></span>  RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l01815"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2"> 1815</a></span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>;</div>
|
|
<div class="line"><a name="l01816"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be"> 1816</a></span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a>;</div>
|
|
<div class="line"><a name="l01817"></a><span class="lineno"><a class="line" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2"> 1817</a></span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a name="l01818"></a><span class="lineno"> 1818</span> };</div>
|
|
<div class="line"><a name="l01819"></a><span class="lineno"> 1819</span>  </div>
|
|
<div class="line"><a name="l01820"></a><span class="lineno"> 1820</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l01821"></a><span class="lineno"> 1821</span>  </div>
|
|
<div class="line"><a name="l01822"></a><span class="lineno"> 1822</span> <span class="keywordtype">void</span> RevisedSimplex::PrimalPhaseIChooseLeavingVariableRow(</div>
|
|
<div class="line"><a name="l01823"></a><span class="lineno"> 1823</span>  ColIndex entering_col, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost, <span class="keywordtype">bool</span>* refactorize,</div>
|
|
<div class="line"><a name="l01824"></a><span class="lineno"> 1824</span>  RowIndex* leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step_length,</div>
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<div class="line"><a name="l01825"></a><span class="lineno"> 1825</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l01826"></a><span class="lineno"> 1826</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l01827"></a><span class="lineno"> 1827</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(refactorize);</div>
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<div class="line"><a name="l01828"></a><span class="lineno"> 1828</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(leaving_row);</div>
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<div class="line"><a name="l01829"></a><span class="lineno"> 1829</span>  <a class="code" href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a>(step_length);</div>
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<div class="line"><a name="l01830"></a><span class="lineno"> 1830</span>  <a class="code" href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a>(entering_col);</div>
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<div class="line"><a name="l01831"></a><span class="lineno"> 1831</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(0.0, reduced_cost);</div>
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<div class="line"><a name="l01832"></a><span class="lineno"> 1832</span>  </div>
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<div class="line"><a name="l01833"></a><span class="lineno"> 1833</span>  <span class="comment">// We initialize current_ratio with the maximum step the entering variable</span></div>
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<div class="line"><a name="l01834"></a><span class="lineno"> 1834</span>  <span class="comment">// can take (bound-flip). Note that we do not use tolerance here.</span></div>
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<div class="line"><a name="l01835"></a><span class="lineno"> 1835</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_value = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col);</div>
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<div class="line"><a name="l01836"></a><span class="lineno"> 1836</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> current_ratio = (reduced_cost > 0.0)</div>
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|
<div class="line"><a name="l01837"></a><span class="lineno"> 1837</span>  ? entering_value - lower_bound_[entering_col]</div>
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<div class="line"><a name="l01838"></a><span class="lineno"> 1838</span>  : upper_bound_[entering_col] - entering_value;</div>
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<div class="line"><a name="l01839"></a><span class="lineno"> 1839</span>  <a class="code" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(current_ratio, 0.0);</div>
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<div class="line"><a name="l01840"></a><span class="lineno"> 1840</span>  </div>
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|
<div class="line"><a name="l01841"></a><span class="lineno"> 1841</span>  std::vector<BreakPoint> breakpoints;</div>
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<div class="line"><a name="l01842"></a><span class="lineno"> 1842</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = parameters_.primal_feasibility_tolerance();</div>
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<div class="line"><a name="l01843"></a><span class="lineno"> 1843</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
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<div class="line"><a name="l01844"></a><span class="lineno"> 1844</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> direction =</div>
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<div class="line"><a name="l01845"></a><span class="lineno"> 1845</span>  reduced_cost > 0.0 ? e.coefficient() : -e.coefficient();</div>
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<div class="line"><a name="l01846"></a><span class="lineno"> 1846</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude = std::abs(direction);</div>
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|
<div class="line"><a name="l01847"></a><span class="lineno"> 1847</span>  <span class="keywordflow">if</span> (magnitude < tolerance) <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l01848"></a><span class="lineno"> 1848</span>  </div>
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|
<div class="line"><a name="l01849"></a><span class="lineno"> 1849</span>  <span class="comment">// Computes by how much we can add 'direction' to the basic variable value</span></div>
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<div class="line"><a name="l01850"></a><span class="lineno"> 1850</span>  <span class="comment">// with index 'row' until it changes of primal feasibility status. That is</span></div>
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<div class="line"><a name="l01851"></a><span class="lineno"> 1851</span>  <span class="comment">// from infeasible to feasible or from feasible to infeasible. Note that the</span></div>
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<div class="line"><a name="l01852"></a><span class="lineno"> 1852</span>  <span class="comment">// transition infeasible->feasible->infeasible is possible. We use</span></div>
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<div class="line"><a name="l01853"></a><span class="lineno"> 1853</span>  <span class="comment">// tolerances here, but when the step will be performed, it will move the</span></div>
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|
<div class="line"><a name="l01854"></a><span class="lineno"> 1854</span>  <span class="comment">// variable to the target bound (possibly taking a small negative step).</span></div>
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<div class="line"><a name="l01855"></a><span class="lineno"> 1855</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l01856"></a><span class="lineno"> 1856</span>  <span class="comment">// Note(user): The negative step will only happen when the leaving variable</span></div>
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<div class="line"><a name="l01857"></a><span class="lineno"> 1857</span>  <span class="comment">// was slightly infeasible (less than tolerance). Moreover, the overall</span></div>
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<div class="line"><a name="l01858"></a><span class="lineno"> 1858</span>  <span class="comment">// infeasibility will not necessarily increase since it doesn't take into</span></div>
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<div class="line"><a name="l01859"></a><span class="lineno"> 1859</span>  <span class="comment">// account all the variables with an infeasibility smaller than the</span></div>
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|
<div class="line"><a name="l01860"></a><span class="lineno"> 1860</span>  <span class="comment">// tolerance, and here we will at least improve the one of the leaving</span></div>
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|
<div class="line"><a name="l01861"></a><span class="lineno"> 1861</span>  <span class="comment">// variable.</span></div>
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<div class="line"><a name="l01862"></a><span class="lineno"> 1862</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[e.row()];</div>
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<div class="line"><a name="l01863"></a><span class="lineno"> 1863</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a name="l01864"></a><span class="lineno"> 1864</span>  </div>
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<div class="line"><a name="l01865"></a><span class="lineno"> 1865</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> = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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|
<div class="line"><a name="l01866"></a><span class="lineno"> 1866</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a name="l01867"></a><span class="lineno"> 1867</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a name="l01868"></a><span class="lineno"> 1868</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> to_lower = (lower_bound - tolerance - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) / direction;</div>
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|
<div class="line"><a name="l01869"></a><span class="lineno"> 1869</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> to_upper = (upper_bound + tolerance - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) / direction;</div>
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|
<div class="line"><a name="l01870"></a><span class="lineno"> 1870</span>  </div>
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|
<div class="line"><a name="l01871"></a><span class="lineno"> 1871</span>  <span class="comment">// Enqueue the possible transitions. Note that the second tests exclude the</span></div>
|
|
<div class="line"><a name="l01872"></a><span class="lineno"> 1872</span>  <span class="comment">// case where to_lower or to_upper are infinite.</span></div>
|
|
<div class="line"><a name="l01873"></a><span class="lineno"> 1873</span>  <span class="keywordflow">if</span> (to_lower >= 0.0 && to_lower < current_ratio) {</div>
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|
<div class="line"><a name="l01874"></a><span class="lineno"> 1874</span>  breakpoints.push_back(</div>
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|
<div class="line"><a name="l01875"></a><span class="lineno"> 1875</span>  BreakPoint(e.row(), to_lower, magnitude, lower_bound));</div>
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|
<div class="line"><a name="l01876"></a><span class="lineno"> 1876</span>  }</div>
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|
<div class="line"><a name="l01877"></a><span class="lineno"> 1877</span>  <span class="keywordflow">if</span> (to_upper >= 0.0 && to_upper < current_ratio) {</div>
|
|
<div class="line"><a name="l01878"></a><span class="lineno"> 1878</span>  breakpoints.push_back(</div>
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|
<div class="line"><a name="l01879"></a><span class="lineno"> 1879</span>  BreakPoint(e.row(), to_upper, magnitude, upper_bound));</div>
|
|
<div class="line"><a name="l01880"></a><span class="lineno"> 1880</span>  }</div>
|
|
<div class="line"><a name="l01881"></a><span class="lineno"> 1881</span>  }</div>
|
|
<div class="line"><a name="l01882"></a><span class="lineno"> 1882</span>  </div>
|
|
<div class="line"><a name="l01883"></a><span class="lineno"> 1883</span>  <span class="comment">// Order the breakpoints by increasing ratio and decreasing coefficient</span></div>
|
|
<div class="line"><a name="l01884"></a><span class="lineno"> 1884</span>  <span class="comment">// magnitude (if the ratios are the same).</span></div>
|
|
<div class="line"><a name="l01885"></a><span class="lineno"> 1885</span>  std::make_heap(breakpoints.begin(), breakpoints.end());</div>
|
|
<div class="line"><a name="l01886"></a><span class="lineno"> 1886</span>  </div>
|
|
<div class="line"><a name="l01887"></a><span class="lineno"> 1887</span>  <span class="comment">// Select the last breakpoint that still improves the infeasibility and has</span></div>
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|
<div class="line"><a name="l01888"></a><span class="lineno"> 1888</span>  <span class="comment">// the largest coefficient magnitude.</span></div>
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|
<div class="line"><a name="l01889"></a><span class="lineno"> 1889</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> improvement = std::abs(reduced_cost);</div>
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|
<div class="line"><a name="l01890"></a><span class="lineno"> 1890</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_magnitude = 0.0;</div>
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|
<div class="line"><a name="l01891"></a><span class="lineno"> 1891</span>  *leaving_row = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
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|
<div class="line"><a name="l01892"></a><span class="lineno"> 1892</span>  <span class="keywordflow">while</span> (!breakpoints.empty()) {</div>
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|
<div class="line"><a name="l01893"></a><span class="lineno"> 1893</span>  <span class="keyword">const</span> BreakPoint top = breakpoints.front();</div>
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|
<div class="line"><a name="l01894"></a><span class="lineno"> 1894</span>  <span class="comment">// TODO(user): consider using >= here. That will lead to bigger ratio and</span></div>
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|
<div class="line"><a name="l01895"></a><span class="lineno"> 1895</span>  <span class="comment">// hence a better impact on the infeasibility. The drawback is that more</span></div>
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|
<div class="line"><a name="l01896"></a><span class="lineno"> 1896</span>  <span class="comment">// effort may be needed to update the reduced costs.</span></div>
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|
<div class="line"><a name="l01897"></a><span class="lineno"> 1897</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l01898"></a><span class="lineno"> 1898</span>  <span class="comment">// TODO(user): Use a random tie breaking strategy for BreakPoint with</span></div>
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|
<div class="line"><a name="l01899"></a><span class="lineno"> 1899</span>  <span class="comment">// same ratio and same coefficient magnitude? Koberstein explains in his PhD</span></div>
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|
<div class="line"><a name="l01900"></a><span class="lineno"> 1900</span>  <span class="comment">// that it helped on the dual-simplex.</span></div>
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|
<div class="line"><a name="l01901"></a><span class="lineno"> 1901</span>  <span class="keywordflow">if</span> (top.coeff_magnitude > best_magnitude) {</div>
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|
<div class="line"><a name="l01902"></a><span class="lineno"> 1902</span>  *leaving_row = top.row;</div>
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|
<div class="line"><a name="l01903"></a><span class="lineno"> 1903</span>  current_ratio = top.ratio;</div>
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|
<div class="line"><a name="l01904"></a><span class="lineno"> 1904</span>  best_magnitude = top.coeff_magnitude;</div>
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|
<div class="line"><a name="l01905"></a><span class="lineno"> 1905</span>  *<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = top.target_bound;</div>
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<div class="line"><a name="l01906"></a><span class="lineno"> 1906</span>  }</div>
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<div class="line"><a name="l01907"></a><span class="lineno"> 1907</span>  </div>
|
|
<div class="line"><a name="l01908"></a><span class="lineno"> 1908</span>  <span class="comment">// As long as the sum of primal infeasibilities is decreasing, we look for</span></div>
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|
<div class="line"><a name="l01909"></a><span class="lineno"> 1909</span>  <span class="comment">// pivots that are numerically more stable.</span></div>
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|
<div class="line"><a name="l01910"></a><span class="lineno"> 1910</span>  improvement -= top.coeff_magnitude;</div>
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<div class="line"><a name="l01911"></a><span class="lineno"> 1911</span>  <span class="keywordflow">if</span> (improvement <= 0.0) <span class="keywordflow">break</span>;</div>
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|
<div class="line"><a name="l01912"></a><span class="lineno"> 1912</span>  std::pop_heap(breakpoints.begin(), breakpoints.end());</div>
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|
<div class="line"><a name="l01913"></a><span class="lineno"> 1913</span>  breakpoints.pop_back();</div>
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<div class="line"><a name="l01914"></a><span class="lineno"> 1914</span>  }</div>
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|
<div class="line"><a name="l01915"></a><span class="lineno"> 1915</span>  </div>
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|
<div class="line"><a name="l01916"></a><span class="lineno"> 1916</span>  <span class="comment">// Try to avoid a small pivot by refactorizing.</span></div>
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<div class="line"><a name="l01917"></a><span class="lineno"> 1917</span>  <span class="keywordflow">if</span> (*leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
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<div class="line"><a name="l01918"></a><span class="lineno"> 1918</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold =</div>
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|
<div class="line"><a name="l01919"></a><span class="lineno"> 1919</span>  parameters_.small_pivot_threshold() * direction_infinity_norm_;</div>
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|
<div class="line"><a name="l01920"></a><span class="lineno"> 1920</span>  <span class="keywordflow">if</span> (best_magnitude < threshold && !basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
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|
<div class="line"><a name="l01921"></a><span class="lineno"> 1921</span>  *refactorize = <span class="keyword">true</span>;</div>
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|
<div class="line"><a name="l01922"></a><span class="lineno"> 1922</span>  <span class="keywordflow">return</span>;</div>
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|
<div class="line"><a name="l01923"></a><span class="lineno"> 1923</span>  }</div>
|
|
<div class="line"><a name="l01924"></a><span class="lineno"> 1924</span>  }</div>
|
|
<div class="line"><a name="l01925"></a><span class="lineno"> 1925</span>  *step_length = current_ratio;</div>
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<div class="line"><a name="l01926"></a><span class="lineno"> 1926</span> }</div>
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<div class="line"><a name="l01927"></a><span class="lineno"> 1927</span>  </div>
|
|
<div class="line"><a name="l01928"></a><span class="lineno"> 1928</span> <span class="comment">// This implements the pricing step for the dual simplex.</span></div>
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|
<div class="line"><a name="l01929"></a><span class="lineno"> 1929</span> Status RevisedSimplex::DualChooseLeavingVariableRow(RowIndex* leaving_row,</div>
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<div class="line"><a name="l01930"></a><span class="lineno"> 1930</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* cost_variation,</div>
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<div class="line"><a name="l01931"></a><span class="lineno"> 1931</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
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<div class="line"><a name="l01932"></a><span class="lineno"> 1932</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(leaving_row);</div>
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<div class="line"><a name="l01933"></a><span class="lineno"> 1933</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(cost_variation);</div>
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<div class="line"><a name="l01934"></a><span class="lineno"> 1934</span>  </div>
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|
<div class="line"><a name="l01935"></a><span class="lineno"> 1935</span>  <span class="comment">// TODO(user): Reuse parameters_.optimization_rule() to decide if we use</span></div>
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|
<div class="line"><a name="l01936"></a><span class="lineno"> 1936</span>  <span class="comment">// steepest edge or the normal Dantzig pricing.</span></div>
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|
<div class="line"><a name="l01937"></a><span class="lineno"> 1937</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">DenseColumn</a>& squared_norm = dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a1f1a686f26843ecfeb36e71f7626c330">GetEdgeSquaredNorms</a>();</div>
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<div class="line"><a name="l01938"></a><span class="lineno"> 1938</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l01939"></a><span class="lineno"> 1939</span>  </div>
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<div class="line"><a name="l01940"></a><span class="lineno"> 1940</span>  *leaving_row = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
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<div class="line"><a name="l01941"></a><span class="lineno"> 1941</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_price(0.0);</div>
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<div class="line"><a name="l01942"></a><span class="lineno"> 1942</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">DenseColumn</a>& squared_infeasibilities =</div>
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<div class="line"><a name="l01943"></a><span class="lineno"> 1943</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a1472d776e41913b79d4152d87884abde">GetPrimalSquaredInfeasibilities</a>();</div>
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<div class="line"><a name="l01944"></a><span class="lineno"> 1944</span>  equivalent_leaving_choices_.clear();</div>
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<div class="line"><a name="l01945"></a><span class="lineno"> 1945</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> : variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a3e89d74b50bcd17a7c1a2c6143028d27">GetPrimalInfeasiblePositions</a>()) {</div>
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<div class="line"><a name="l01946"></a><span class="lineno"> 1946</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scaled_best_price = best_price * squared_norm[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a name="l01947"></a><span class="lineno"> 1947</span>  <span class="keywordflow">if</span> (squared_infeasibilities[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] >= scaled_best_price) {</div>
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<div class="line"><a name="l01948"></a><span class="lineno"> 1948</span>  <span class="keywordflow">if</span> (squared_infeasibilities[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == scaled_best_price) {</div>
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<div class="line"><a name="l01949"></a><span class="lineno"> 1949</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(*leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
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<div class="line"><a name="l01950"></a><span class="lineno"> 1950</span>  equivalent_leaving_choices_.push_back(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a name="l01951"></a><span class="lineno"> 1951</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l01952"></a><span class="lineno"> 1952</span>  }</div>
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<div class="line"><a name="l01953"></a><span class="lineno"> 1953</span>  equivalent_leaving_choices_.clear();</div>
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<div class="line"><a name="l01954"></a><span class="lineno"> 1954</span>  best_price = squared_infeasibilities[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] / squared_norm[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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<div class="line"><a name="l01955"></a><span class="lineno"> 1955</span>  *leaving_row = <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
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<div class="line"><a name="l01956"></a><span class="lineno"> 1956</span>  }</div>
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<div class="line"><a name="l01957"></a><span class="lineno"> 1957</span>  }</div>
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<div class="line"><a name="l01958"></a><span class="lineno"> 1958</span>  </div>
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<div class="line"><a name="l01959"></a><span class="lineno"> 1959</span>  <span class="comment">// Break the ties randomly.</span></div>
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<div class="line"><a name="l01960"></a><span class="lineno"> 1960</span>  <span class="keywordflow">if</span> (!equivalent_leaving_choices_.empty()) {</div>
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<div class="line"><a name="l01961"></a><span class="lineno"> 1961</span>  equivalent_leaving_choices_.push_back(*leaving_row);</div>
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<div class="line"><a name="l01962"></a><span class="lineno"> 1962</span>  *leaving_row =</div>
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<div class="line"><a name="l01963"></a><span class="lineno"> 1963</span>  equivalent_leaving_choices_[std::uniform_int_distribution<int>(</div>
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<div class="line"><a name="l01964"></a><span class="lineno"> 1964</span>  0, equivalent_leaving_choices_.size() - 1)(random_)];</div>
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<div class="line"><a name="l01965"></a><span class="lineno"> 1965</span>  }</div>
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<div class="line"><a name="l01966"></a><span class="lineno"> 1966</span>  </div>
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<div class="line"><a name="l01967"></a><span class="lineno"> 1967</span>  <span class="comment">// Return right away if there is no leaving variable.</span></div>
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<div class="line"><a name="l01968"></a><span class="lineno"> 1968</span>  <span class="comment">// Fill cost_variation and target_bound otherwise.</span></div>
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<div class="line"><a name="l01969"></a><span class="lineno"> 1969</span>  <span class="keywordflow">if</span> (*leaving_row == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l01970"></a><span class="lineno"> 1970</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[*leaving_row];</div>
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<div class="line"><a name="l01971"></a><span class="lineno"> 1971</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> = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col);</div>
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<div class="line"><a name="l01972"></a><span class="lineno"> 1972</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> < lower_bound_[leaving_col]) {</div>
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<div class="line"><a name="l01973"></a><span class="lineno"> 1973</span>  *cost_variation = lower_bound_[leaving_col] - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
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<div class="line"><a name="l01974"></a><span class="lineno"> 1974</span>  *<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = lower_bound_[leaving_col];</div>
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<div class="line"><a name="l01975"></a><span class="lineno"> 1975</span>  <a class="code" href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a>(*cost_variation, 0.0);</div>
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<div class="line"><a name="l01976"></a><span class="lineno"> 1976</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l01977"></a><span class="lineno"> 1977</span>  *cost_variation = upper_bound_[leaving_col] - <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
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<div class="line"><a name="l01978"></a><span class="lineno"> 1978</span>  *<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = upper_bound_[leaving_col];</div>
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<div class="line"><a name="l01979"></a><span class="lineno"> 1979</span>  <a class="code" href="base_2logging_8h.html#ab62f5ed8f2d48e29802be0cbbcd1359a">DCHECK_LT</a>(*cost_variation, 0.0);</div>
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<div class="line"><a name="l01980"></a><span class="lineno"> 1980</span>  }</div>
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<div class="line"><a name="l01981"></a><span class="lineno"> 1981</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
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<div class="line"><a name="l01982"></a><span class="lineno"> 1982</span> }</div>
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<div class="line"><a name="l01983"></a><span class="lineno"> 1983</span>  </div>
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<div class="line"><a name="l01984"></a><span class="lineno"> 1984</span> <span class="keyword">namespace </span>{</div>
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<div class="line"><a name="l01985"></a><span class="lineno"> 1985</span>  </div>
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<div class="line"><a name="l01986"></a><span class="lineno"> 1986</span> <span class="comment">// Returns true if a basic variable with given cost and type is to be considered</span></div>
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<div class="line"><a name="l01987"></a><span class="lineno"> 1987</span> <span class="comment">// as a leaving candidate for the dual phase I. This utility function is used</span></div>
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<div class="line"><a name="l01988"></a><span class="lineno"> 1988</span> <span class="comment">// to keep is_dual_entering_candidate_ up to date.</span></div>
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<div class="line"><a name="l01989"></a><span class="lineno"> 1989</span> <span class="keywordtype">bool</span> IsDualPhaseILeavingCandidate(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866a">VariableType</a> type,</div>
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<div class="line"><a name="l01990"></a><span class="lineno"> 1990</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold) {</div>
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<div class="line"><a name="l01991"></a><span class="lineno"> 1991</span>  <span class="keywordflow">if</span> (<a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> == 0.0) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l01992"></a><span class="lineno"> 1992</span>  <span class="keywordflow">return</span> type == VariableType::UPPER_AND_LOWER_BOUNDED ||</div>
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<div class="line"><a name="l01993"></a><span class="lineno"> 1993</span>  type == <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a> ||</div>
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<div class="line"><a name="l01994"></a><span class="lineno"> 1994</span>  (type == VariableType::UPPER_BOUNDED && <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> < -threshold) ||</div>
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<div class="line"><a name="l01995"></a><span class="lineno"> 1995</span>  (type == VariableType::LOWER_BOUNDED && <a class="code" href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a> > threshold);</div>
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<div class="line"><a name="l01996"></a><span class="lineno"> 1996</span> }</div>
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<div class="line"><a name="l01997"></a><span class="lineno"> 1997</span>  </div>
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<div class="line"><a name="l01998"></a><span class="lineno"> 1998</span> } <span class="comment">// namespace</span></div>
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<div class="line"><a name="l01999"></a><span class="lineno"> 1999</span>  </div>
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<div class="line"><a name="l02000"></a><span class="lineno"> 2000</span> <span class="keywordtype">void</span> RevisedSimplex::DualPhaseIUpdatePrice(RowIndex leaving_row,</div>
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<div class="line"><a name="l02001"></a><span class="lineno"> 2001</span>  ColIndex entering_col) {</div>
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<div class="line"><a name="l02002"></a><span class="lineno"> 2002</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l02003"></a><span class="lineno"> 2003</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_type = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
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<div class="line"><a name="l02004"></a><span class="lineno"> 2004</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = parameters_.ratio_test_zero_threshold();</div>
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<div class="line"><a name="l02005"></a><span class="lineno"> 2005</span>  </div>
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<div class="line"><a name="l02006"></a><span class="lineno"> 2006</span>  <span class="comment">// Convert the dual_pricing_vector_ from the old basis into the new one (which</span></div>
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<div class="line"><a name="l02007"></a><span class="lineno"> 2007</span>  <span class="comment">// is the same as multiplying it by an Eta matrix corresponding to the</span></div>
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<div class="line"><a name="l02008"></a><span class="lineno"> 2008</span>  <span class="comment">// direction).</span></div>
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<div class="line"><a name="l02009"></a><span class="lineno"> 2009</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step =</div>
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<div class="line"><a name="l02010"></a><span class="lineno"> 2010</span>  dual_pricing_vector_[leaving_row] / direction_[leaving_row];</div>
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<div class="line"><a name="l02011"></a><span class="lineno"> 2011</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
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<div class="line"><a name="l02012"></a><span class="lineno"> 2012</span>  dual_pricing_vector_[e.row()] -= e.coefficient() * step;</div>
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<div class="line"><a name="l02013"></a><span class="lineno"> 2013</span>  is_dual_entering_candidate_.<a class="code" href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">Set</a>(</div>
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<div class="line"><a name="l02014"></a><span class="lineno"> 2014</span>  e.row(), IsDualPhaseILeavingCandidate(dual_pricing_vector_[e.row()],</div>
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<div class="line"><a name="l02015"></a><span class="lineno"> 2015</span>  variable_type[basis_[e.row()]],</div>
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<div class="line"><a name="l02016"></a><span class="lineno"> 2016</span>  threshold));</div>
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<div class="line"><a name="l02017"></a><span class="lineno"> 2017</span>  }</div>
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<div class="line"><a name="l02018"></a><span class="lineno"> 2018</span>  dual_pricing_vector_[leaving_row] = step;</div>
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<div class="line"><a name="l02019"></a><span class="lineno"> 2019</span>  </div>
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<div class="line"><a name="l02020"></a><span class="lineno"> 2020</span>  <span class="comment">// The entering_col which was dual-infeasible is now dual-feasible, so we</span></div>
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<div class="line"><a name="l02021"></a><span class="lineno"> 2021</span>  <span class="comment">// have to remove it from the infeasibility sum.</span></div>
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<div class="line"><a name="l02022"></a><span class="lineno"> 2022</span>  dual_pricing_vector_[leaving_row] -=</div>
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<div class="line"><a name="l02023"></a><span class="lineno"> 2023</span>  dual_infeasibility_improvement_direction_[entering_col];</div>
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<div class="line"><a name="l02024"></a><span class="lineno"> 2024</span>  <span class="keywordflow">if</span> (dual_infeasibility_improvement_direction_[entering_col] != 0.0) {</div>
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<div class="line"><a name="l02025"></a><span class="lineno"> 2025</span>  --num_dual_infeasible_positions_;</div>
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<div class="line"><a name="l02026"></a><span class="lineno"> 2026</span>  }</div>
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<div class="line"><a name="l02027"></a><span class="lineno"> 2027</span>  dual_infeasibility_improvement_direction_[entering_col] = 0.0;</div>
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<div class="line"><a name="l02028"></a><span class="lineno"> 2028</span>  </div>
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<div class="line"><a name="l02029"></a><span class="lineno"> 2029</span>  <span class="comment">// The leaving variable will also be dual-feasible.</span></div>
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<div class="line"><a name="l02030"></a><span class="lineno"> 2030</span>  dual_infeasibility_improvement_direction_[basis_[leaving_row]] = 0.0;</div>
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<div class="line"><a name="l02031"></a><span class="lineno"> 2031</span>  </div>
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<div class="line"><a name="l02032"></a><span class="lineno"> 2032</span>  <span class="comment">// Update the leaving row entering candidate status.</span></div>
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<div class="line"><a name="l02033"></a><span class="lineno"> 2033</span>  is_dual_entering_candidate_.<a class="code" href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">Set</a>(</div>
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<div class="line"><a name="l02034"></a><span class="lineno"> 2034</span>  leaving_row,</div>
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<div class="line"><a name="l02035"></a><span class="lineno"> 2035</span>  IsDualPhaseILeavingCandidate(dual_pricing_vector_[leaving_row],</div>
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<div class="line"><a name="l02036"></a><span class="lineno"> 2036</span>  variable_type[entering_col], threshold));</div>
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<div class="line"><a name="l02037"></a><span class="lineno"> 2037</span> }</div>
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<div class="line"><a name="l02038"></a><span class="lineno"> 2038</span>  </div>
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<div class="line"><a name="l02039"></a><span class="lineno"> 2039</span> <span class="keyword">template</span> <<span class="keyword">typename</span> Cols></div>
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<div class="line"><a name="l02040"></a><span class="lineno"> 2040</span> <span class="keywordtype">void</span> RevisedSimplex::DualPhaseIUpdatePriceOnReducedCostChange(</div>
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<div class="line"><a name="l02041"></a><span class="lineno"> 2041</span>  <span class="keyword">const</span> Cols& cols) {</div>
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<div class="line"><a name="l02042"></a><span class="lineno"> 2042</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
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<div class="line"><a name="l02043"></a><span class="lineno"> 2043</span>  <span class="keywordtype">bool</span> something_to_do = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l02044"></a><span class="lineno"> 2044</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l02045"></a><span class="lineno"> 2045</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l02046"></a><span class="lineno"> 2046</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& reduced_costs = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
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<div class="line"><a name="l02047"></a><span class="lineno"> 2047</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
|
|
<div class="line"><a name="l02048"></a><span class="lineno"> 2048</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : cols) {</div>
|
|
<div class="line"><a name="l02049"></a><span class="lineno"> 2049</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02050"></a><span class="lineno"> 2050</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> sign =</div>
|
|
<div class="line"><a name="l02051"></a><span class="lineno"> 2051</span>  (can_increase.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && reduced_cost < -tolerance) ? 1.0</div>
|
|
<div class="line"><a name="l02052"></a><span class="lineno"> 2052</span>  : (can_decrease.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && reduced_cost > tolerance) ? -1.0</div>
|
|
<div class="line"><a name="l02053"></a><span class="lineno"> 2053</span>  : 0.0;</div>
|
|
<div class="line"><a name="l02054"></a><span class="lineno"> 2054</span>  <span class="keywordflow">if</span> (sign != dual_infeasibility_improvement_direction_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l02055"></a><span class="lineno"> 2055</span>  <span class="keywordflow">if</span> (sign == 0.0) {</div>
|
|
<div class="line"><a name="l02056"></a><span class="lineno"> 2056</span>  --num_dual_infeasible_positions_;</div>
|
|
<div class="line"><a name="l02057"></a><span class="lineno"> 2057</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (dual_infeasibility_improvement_direction_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) {</div>
|
|
<div class="line"><a name="l02058"></a><span class="lineno"> 2058</span>  ++num_dual_infeasible_positions_;</div>
|
|
<div class="line"><a name="l02059"></a><span class="lineno"> 2059</span>  }</div>
|
|
<div class="line"><a name="l02060"></a><span class="lineno"> 2060</span>  <span class="keywordflow">if</span> (!something_to_do) {</div>
|
|
<div class="line"><a name="l02061"></a><span class="lineno"> 2061</span>  initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_rows_, 0.0);</div>
|
|
<div class="line"><a name="l02062"></a><span class="lineno"> 2062</span>  initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#a824e6b41b839a9f0ce98b10d3b84046d">ClearSparseMask</a>();</div>
|
|
<div class="line"><a name="l02063"></a><span class="lineno"> 2063</span>  initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.clear();</div>
|
|
<div class="line"><a name="l02064"></a><span class="lineno"> 2064</span>  something_to_do = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02065"></a><span class="lineno"> 2065</span>  }</div>
|
|
<div class="line"><a name="l02066"></a><span class="lineno"> 2066</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a6e49e4127a33039fcccc6e50380faefa">ColumnAddMultipleToSparseScatteredColumn</a>(</div>
|
|
<div class="line"><a name="l02067"></a><span class="lineno"> 2067</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, sign - dual_infeasibility_improvement_direction_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l02068"></a><span class="lineno"> 2068</span>  &initially_all_zero_scratchpad_);</div>
|
|
<div class="line"><a name="l02069"></a><span class="lineno"> 2069</span>  dual_infeasibility_improvement_direction_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = sign;</div>
|
|
<div class="line"><a name="l02070"></a><span class="lineno"> 2070</span>  }</div>
|
|
<div class="line"><a name="l02071"></a><span class="lineno"> 2071</span>  }</div>
|
|
<div class="line"><a name="l02072"></a><span class="lineno"> 2072</span>  <span class="keywordflow">if</span> (something_to_do) {</div>
|
|
<div class="line"><a name="l02073"></a><span class="lineno"> 2073</span>  initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#aa01dd1032c527cbadf34ea39a02f799e">ClearNonZerosIfTooDense</a>();</div>
|
|
<div class="line"><a name="l02074"></a><span class="lineno"> 2074</span>  initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#a824e6b41b839a9f0ce98b10d3b84046d">ClearSparseMask</a>();</div>
|
|
<div class="line"><a name="l02075"></a><span class="lineno"> 2075</span>  </div>
|
|
<div class="line"><a name="l02076"></a><span class="lineno"> 2076</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_type = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a name="l02077"></a><span class="lineno"> 2077</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> threshold = parameters_.ratio_test_zero_threshold();</div>
|
|
<div class="line"><a name="l02078"></a><span class="lineno"> 2078</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeaeb43840844cc69a88dc924b282b4c7">RightSolve</a>(&initially_all_zero_scratchpad_);</div>
|
|
<div class="line"><a name="l02079"></a><span class="lineno"> 2079</span>  <span class="keywordflow">if</span> (initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.empty()) {</div>
|
|
<div class="line"><a name="l02080"></a><span class="lineno"> 2080</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l02081"></a><span class="lineno"> 2081</span>  <span class="keywordflow">if</span> (initially_all_zero_scratchpad_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] == 0.0) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02082"></a><span class="lineno"> 2082</span>  dual_pricing_vector_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] += initially_all_zero_scratchpad_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02083"></a><span class="lineno"> 2083</span>  is_dual_entering_candidate_.<a class="code" href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">Set</a>(</div>
|
|
<div class="line"><a name="l02084"></a><span class="lineno"> 2084</span>  <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>, IsDualPhaseILeavingCandidate(dual_pricing_vector_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>],</div>
|
|
<div class="line"><a name="l02085"></a><span class="lineno"> 2085</span>  variable_type[basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]],</div>
|
|
<div class="line"><a name="l02086"></a><span class="lineno"> 2086</span>  threshold));</div>
|
|
<div class="line"><a name="l02087"></a><span class="lineno"> 2087</span>  }</div>
|
|
<div class="line"><a name="l02088"></a><span class="lineno"> 2088</span>  initially_all_zero_scratchpad_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_rows_);</div>
|
|
<div class="line"><a name="l02089"></a><span class="lineno"> 2089</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02090"></a><span class="lineno"> 2090</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : initially_all_zero_scratchpad_) {</div>
|
|
<div class="line"><a name="l02091"></a><span class="lineno"> 2091</span>  dual_pricing_vector_[e.row()] += e.coefficient();</div>
|
|
<div class="line"><a name="l02092"></a><span class="lineno"> 2092</span>  initially_all_zero_scratchpad_[e.row()] = 0.0;</div>
|
|
<div class="line"><a name="l02093"></a><span class="lineno"> 2093</span>  is_dual_entering_candidate_.<a class="code" href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">Set</a>(</div>
|
|
<div class="line"><a name="l02094"></a><span class="lineno"> 2094</span>  e.row(), IsDualPhaseILeavingCandidate(</div>
|
|
<div class="line"><a name="l02095"></a><span class="lineno"> 2095</span>  dual_pricing_vector_[e.row()],</div>
|
|
<div class="line"><a name="l02096"></a><span class="lineno"> 2096</span>  variable_type[basis_[e.row()]], threshold));</div>
|
|
<div class="line"><a name="l02097"></a><span class="lineno"> 2097</span>  }</div>
|
|
<div class="line"><a name="l02098"></a><span class="lineno"> 2098</span>  }</div>
|
|
<div class="line"><a name="l02099"></a><span class="lineno"> 2099</span>  initially_all_zero_scratchpad_.non_zeros.clear();</div>
|
|
<div class="line"><a name="l02100"></a><span class="lineno"> 2100</span>  }</div>
|
|
<div class="line"><a name="l02101"></a><span class="lineno"> 2101</span> }</div>
|
|
<div class="line"><a name="l02102"></a><span class="lineno"> 2102</span>  </div>
|
|
<div class="line"><a name="l02103"></a><span class="lineno"> 2103</span> Status RevisedSimplex::DualPhaseIChooseLeavingVariableRow(</div>
|
|
<div class="line"><a name="l02104"></a><span class="lineno"> 2104</span>  RowIndex* leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* cost_variation,</div>
|
|
<div class="line"><a name="l02105"></a><span class="lineno"> 2105</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l02106"></a><span class="lineno"> 2106</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02107"></a><span class="lineno"> 2107</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(leaving_row);</div>
|
|
<div class="line"><a name="l02108"></a><span class="lineno"> 2108</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(cost_variation);</div>
|
|
<div class="line"><a name="l02109"></a><span class="lineno"> 2109</span>  </div>
|
|
<div class="line"><a name="l02110"></a><span class="lineno"> 2110</span>  <span class="comment">// dual_infeasibility_improvement_direction_ is zero for dual-feasible</span></div>
|
|
<div class="line"><a name="l02111"></a><span class="lineno"> 2111</span>  <span class="comment">// positions and contains the sign in which the reduced cost of this column</span></div>
|
|
<div class="line"><a name="l02112"></a><span class="lineno"> 2112</span>  <span class="comment">// needs to move to improve the feasibility otherwise (+1 or -1).</span></div>
|
|
<div class="line"><a name="l02113"></a><span class="lineno"> 2113</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02114"></a><span class="lineno"> 2114</span>  <span class="comment">// Its current value was the one used to compute dual_pricing_vector_ and</span></div>
|
|
<div class="line"><a name="l02115"></a><span class="lineno"> 2115</span>  <span class="comment">// was updated accordingly by DualPhaseIUpdatePrice().</span></div>
|
|
<div class="line"><a name="l02116"></a><span class="lineno"> 2116</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02117"></a><span class="lineno"> 2117</span>  <span class="comment">// If more variables changed of dual-feasibility status during the last</span></div>
|
|
<div class="line"><a name="l02118"></a><span class="lineno"> 2118</span>  <span class="comment">// iteration, we need to call DualPhaseIUpdatePriceOnReducedCostChange() to</span></div>
|
|
<div class="line"><a name="l02119"></a><span class="lineno"> 2119</span>  <span class="comment">// take them into account.</span></div>
|
|
<div class="line"><a name="l02120"></a><span class="lineno"> 2120</span>  <span class="keywordflow">if</span> (reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">AreReducedCostsRecomputed</a>() ||</div>
|
|
<div class="line"><a name="l02121"></a><span class="lineno"> 2121</span>  dual_pricing_vector_.<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) {</div>
|
|
<div class="line"><a name="l02122"></a><span class="lineno"> 2122</span>  <span class="comment">// Recompute everything from scratch.</span></div>
|
|
<div class="line"><a name="l02123"></a><span class="lineno"> 2123</span>  num_dual_infeasible_positions_ = 0;</div>
|
|
<div class="line"><a name="l02124"></a><span class="lineno"> 2124</span>  dual_pricing_vector_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_rows_);</div>
|
|
<div class="line"><a name="l02125"></a><span class="lineno"> 2125</span>  is_dual_entering_candidate_.<a class="code" href="classoperations__research_1_1_bitset64.html#a039b0192ce008be5451bc87ca5eea65c">ClearAndResize</a>(num_rows_);</div>
|
|
<div class="line"><a name="l02126"></a><span class="lineno"> 2126</span>  dual_infeasibility_improvement_direction_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a name="l02127"></a><span class="lineno"> 2127</span>  DualPhaseIUpdatePriceOnReducedCostChange(</div>
|
|
<div class="line"><a name="l02128"></a><span class="lineno"> 2128</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>());</div>
|
|
<div class="line"><a name="l02129"></a><span class="lineno"> 2129</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02130"></a><span class="lineno"> 2130</span>  <span class="comment">// Update row is still equal to the row used during the last iteration</span></div>
|
|
<div class="line"><a name="l02131"></a><span class="lineno"> 2131</span>  <span class="comment">// to update the reduced costs.</span></div>
|
|
<div class="line"><a name="l02132"></a><span class="lineno"> 2132</span>  DualPhaseIUpdatePriceOnReducedCostChange(update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>());</div>
|
|
<div class="line"><a name="l02133"></a><span class="lineno"> 2133</span>  }</div>
|
|
<div class="line"><a name="l02134"></a><span class="lineno"> 2134</span>  </div>
|
|
<div class="line"><a name="l02135"></a><span class="lineno"> 2135</span>  <span class="comment">// If there is no dual-infeasible position, we are done.</span></div>
|
|
<div class="line"><a name="l02136"></a><span class="lineno"> 2136</span>  *leaving_row = <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>;</div>
|
|
<div class="line"><a name="l02137"></a><span class="lineno"> 2137</span>  <span class="keywordflow">if</span> (num_dual_infeasible_positions_ == 0) <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02138"></a><span class="lineno"> 2138</span>  </div>
|
|
<div class="line"><a name="l02139"></a><span class="lineno"> 2139</span>  <span class="comment">// TODO(user): Reuse parameters_.optimization_rule() to decide if we use</span></div>
|
|
<div class="line"><a name="l02140"></a><span class="lineno"> 2140</span>  <span class="comment">// steepest edge or the normal Dantzig pricing.</span></div>
|
|
<div class="line"><a name="l02141"></a><span class="lineno"> 2141</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">DenseColumn</a>& squared_norm = dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a1f1a686f26843ecfeb36e71f7626c330">GetEdgeSquaredNorms</a>();</div>
|
|
<div class="line"><a name="l02142"></a><span class="lineno"> 2142</span>  </div>
|
|
<div class="line"><a name="l02143"></a><span class="lineno"> 2143</span>  <span class="comment">// Now take a leaving variable that maximizes the infeasibility variation and</span></div>
|
|
<div class="line"><a name="l02144"></a><span class="lineno"> 2144</span>  <span class="comment">// can leave the basis while being dual-feasible.</span></div>
|
|
<div class="line"><a name="l02145"></a><span class="lineno"> 2145</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> best_price(0.0);</div>
|
|
<div class="line"><a name="l02146"></a><span class="lineno"> 2146</span>  equivalent_leaving_choices_.clear();</div>
|
|
<div class="line"><a name="l02147"></a><span class="lineno"> 2147</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> : is_dual_entering_candidate_) {</div>
|
|
<div class="line"><a name="l02148"></a><span class="lineno"> 2148</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> squared_cost = <a class="code" href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">Square</a>(dual_pricing_vector_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
|
|
<div class="line"><a name="l02149"></a><span class="lineno"> 2149</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scaled_best_price = best_price * squared_norm[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02150"></a><span class="lineno"> 2150</span>  <span class="keywordflow">if</span> (squared_cost >= scaled_best_price) {</div>
|
|
<div class="line"><a name="l02151"></a><span class="lineno"> 2151</span>  <span class="keywordflow">if</span> (squared_cost == scaled_best_price) {</div>
|
|
<div class="line"><a name="l02152"></a><span class="lineno"> 2152</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(*leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>);</div>
|
|
<div class="line"><a name="l02153"></a><span class="lineno"> 2153</span>  equivalent_leaving_choices_.push_back(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l02154"></a><span class="lineno"> 2154</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02155"></a><span class="lineno"> 2155</span>  }</div>
|
|
<div class="line"><a name="l02156"></a><span class="lineno"> 2156</span>  equivalent_leaving_choices_.clear();</div>
|
|
<div class="line"><a name="l02157"></a><span class="lineno"> 2157</span>  best_price = squared_cost / squared_norm[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02158"></a><span class="lineno"> 2158</span>  *leaving_row = <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>;</div>
|
|
<div class="line"><a name="l02159"></a><span class="lineno"> 2159</span>  }</div>
|
|
<div class="line"><a name="l02160"></a><span class="lineno"> 2160</span>  }</div>
|
|
<div class="line"><a name="l02161"></a><span class="lineno"> 2161</span>  </div>
|
|
<div class="line"><a name="l02162"></a><span class="lineno"> 2162</span>  <span class="comment">// Break the ties randomly.</span></div>
|
|
<div class="line"><a name="l02163"></a><span class="lineno"> 2163</span>  <span class="keywordflow">if</span> (!equivalent_leaving_choices_.empty()) {</div>
|
|
<div class="line"><a name="l02164"></a><span class="lineno"> 2164</span>  equivalent_leaving_choices_.push_back(*leaving_row);</div>
|
|
<div class="line"><a name="l02165"></a><span class="lineno"> 2165</span>  *leaving_row =</div>
|
|
<div class="line"><a name="l02166"></a><span class="lineno"> 2166</span>  equivalent_leaving_choices_[std::uniform_int_distribution<int>(</div>
|
|
<div class="line"><a name="l02167"></a><span class="lineno"> 2167</span>  0, equivalent_leaving_choices_.size() - 1)(random_)];</div>
|
|
<div class="line"><a name="l02168"></a><span class="lineno"> 2168</span>  }</div>
|
|
<div class="line"><a name="l02169"></a><span class="lineno"> 2169</span>  </div>
|
|
<div class="line"><a name="l02170"></a><span class="lineno"> 2170</span>  <span class="comment">// Returns right away if there is no leaving variable or fill the other</span></div>
|
|
<div class="line"><a name="l02171"></a><span class="lineno"> 2171</span>  <span class="comment">// return values otherwise.</span></div>
|
|
<div class="line"><a name="l02172"></a><span class="lineno"> 2172</span>  <span class="keywordflow">if</span> (*leaving_row == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02173"></a><span class="lineno"> 2173</span>  *cost_variation = dual_pricing_vector_[*leaving_row];</div>
|
|
<div class="line"><a name="l02174"></a><span class="lineno"> 2174</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[*leaving_row];</div>
|
|
<div class="line"><a name="l02175"></a><span class="lineno"> 2175</span>  <span class="keywordflow">if</span> (*cost_variation < 0.0) {</div>
|
|
<div class="line"><a name="l02176"></a><span class="lineno"> 2176</span>  *<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = upper_bound_[leaving_col];</div>
|
|
<div class="line"><a name="l02177"></a><span class="lineno"> 2177</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02178"></a><span class="lineno"> 2178</span>  *<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> = lower_bound_[leaving_col];</div>
|
|
<div class="line"><a name="l02179"></a><span class="lineno"> 2179</span>  }</div>
|
|
<div class="line"><a name="l02180"></a><span class="lineno"> 2180</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="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02181"></a><span class="lineno"> 2181</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02182"></a><span class="lineno"> 2182</span> }</div>
|
|
<div class="line"><a name="l02183"></a><span class="lineno"> 2183</span>  </div>
|
|
<div class="line"><a name="l02184"></a><span class="lineno"> 2184</span> <span class="keyword">template</span> <<span class="keyword">typename</span> BoxedVariableCols></div>
|
|
<div class="line"><a name="l02185"></a><span class="lineno"> 2185</span> <span class="keywordtype">void</span> RevisedSimplex::MakeBoxedVariableDualFeasible(</div>
|
|
<div class="line"><a name="l02186"></a><span class="lineno"> 2186</span>  <span class="keyword">const</span> BoxedVariableCols& cols, <span class="keywordtype">bool</span> update_basic_values) {</div>
|
|
<div class="line"><a name="l02187"></a><span class="lineno"> 2187</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02188"></a><span class="lineno"> 2188</span>  std::vector<ColIndex> changed_cols;</div>
|
|
<div class="line"><a name="l02189"></a><span class="lineno"> 2189</span>  </div>
|
|
<div class="line"><a name="l02190"></a><span class="lineno"> 2190</span>  <span class="comment">// It is important to flip bounds within a tolerance because of precision</span></div>
|
|
<div class="line"><a name="l02191"></a><span class="lineno"> 2191</span>  <span class="comment">// errors. Otherwise, this leads to cycling on many of the Netlib problems</span></div>
|
|
<div class="line"><a name="l02192"></a><span class="lineno"> 2192</span>  <span class="comment">// since this is called at each iteration (because of the bound-flipping ratio</span></div>
|
|
<div class="line"><a name="l02193"></a><span class="lineno"> 2193</span>  <span class="comment">// test).</span></div>
|
|
<div class="line"><a name="l02194"></a><span class="lineno"> 2194</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& variable_values = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">GetDenseRow</a>();</div>
|
|
<div class="line"><a name="l02195"></a><span class="lineno"> 2195</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& reduced_costs = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a name="l02196"></a><span class="lineno"> 2196</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_feasibility_tolerance =</div>
|
|
<div class="line"><a name="l02197"></a><span class="lineno"> 2197</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>();</div>
|
|
<div class="line"><a name="l02198"></a><span class="lineno"> 2198</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">VariableStatusRow</a>& variable_status = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>();</div>
|
|
<div class="line"><a name="l02199"></a><span class="lineno"> 2199</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : cols) {</div>
|
|
<div class="line"><a name="l02200"></a><span class="lineno"> 2200</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02201"></a><span class="lineno"> 2201</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status = variable_status[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02202"></a><span class="lineno"> 2202</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ==</div>
|
|
<div class="line"><a name="l02203"></a><span class="lineno"> 2203</span>  VariableType::UPPER_AND_LOWER_BOUNDED);</div>
|
|
<div class="line"><a name="l02204"></a><span class="lineno"> 2204</span>  <span class="comment">// TODO(user): refactor this as DCHECK(IsVariableBasicOrExactlyAtBound())?</span></div>
|
|
<div class="line"><a name="l02205"></a><span class="lineno"> 2205</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a name="l02206"></a><span class="lineno"> 2206</span>  variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] ||</div>
|
|
<div class="line"><a name="l02207"></a><span class="lineno"> 2207</span>  status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
|
|
<div class="line"><a name="l02208"></a><span class="lineno"> 2208</span>  <span class="keywordflow">if</span> (reduced_cost > dual_feasibility_tolerance &&</div>
|
|
<div class="line"><a name="l02209"></a><span class="lineno"> 2209</span>  status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02210"></a><span class="lineno"> 2210</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ae636e3fb39ec1660660286628306cd15">Update</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l02211"></a><span class="lineno"> 2211</span>  changed_cols.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02212"></a><span class="lineno"> 2212</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (reduced_cost < -dual_feasibility_tolerance &&</div>
|
|
<div class="line"><a name="l02213"></a><span class="lineno"> 2213</span>  status == <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>) {</div>
|
|
<div class="line"><a name="l02214"></a><span class="lineno"> 2214</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ae636e3fb39ec1660660286628306cd15">Update</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l02215"></a><span class="lineno"> 2215</span>  changed_cols.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02216"></a><span class="lineno"> 2216</span>  }</div>
|
|
<div class="line"><a name="l02217"></a><span class="lineno"> 2217</span>  }</div>
|
|
<div class="line"><a name="l02218"></a><span class="lineno"> 2218</span>  </div>
|
|
<div class="line"><a name="l02219"></a><span class="lineno"> 2219</span>  <span class="keywordflow">if</span> (!changed_cols.empty()) {</div>
|
|
<div class="line"><a name="l02220"></a><span class="lineno"> 2220</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a37d6b382d73531413bce6b5d63e624e9">UpdateGivenNonBasicVariables</a>(changed_cols,</div>
|
|
<div class="line"><a name="l02221"></a><span class="lineno"> 2221</span>  update_basic_values);</div>
|
|
<div class="line"><a name="l02222"></a><span class="lineno"> 2222</span>  }</div>
|
|
<div class="line"><a name="l02223"></a><span class="lineno"> 2223</span> }</div>
|
|
<div class="line"><a name="l02224"></a><span class="lineno"> 2224</span>  </div>
|
|
<div class="line"><a name="l02225"></a><span class="lineno"> 2225</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeStepToMoveBasicVariableToBound(</div>
|
|
<div class="line"><a name="l02226"></a><span class="lineno"> 2226</span>  RowIndex leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l02227"></a><span class="lineno"> 2227</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02228"></a><span class="lineno"> 2228</span>  </div>
|
|
<div class="line"><a name="l02229"></a><span class="lineno"> 2229</span>  <span class="comment">// We just want the leaving variable to go to its target_bound.</span></div>
|
|
<div class="line"><a name="l02230"></a><span class="lineno"> 2230</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a name="l02231"></a><span class="lineno"> 2231</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> leaving_variable_value = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col);</div>
|
|
<div class="line"><a name="l02232"></a><span class="lineno"> 2232</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> unscaled_step = leaving_variable_value - <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a name="l02233"></a><span class="lineno"> 2233</span>  </div>
|
|
<div class="line"><a name="l02234"></a><span class="lineno"> 2234</span>  <span class="comment">// In Chvatal p 157 update_[entering_col] is used instead of</span></div>
|
|
<div class="line"><a name="l02235"></a><span class="lineno"> 2235</span>  <span class="comment">// direction_[leaving_row], but the two quantities are actually the</span></div>
|
|
<div class="line"><a name="l02236"></a><span class="lineno"> 2236</span>  <span class="comment">// same. This is because update_[col] is the value at leaving_row of</span></div>
|
|
<div class="line"><a name="l02237"></a><span class="lineno"> 2237</span>  <span class="comment">// the right inverse of col and direction_ is the right inverse of the</span></div>
|
|
<div class="line"><a name="l02238"></a><span class="lineno"> 2238</span>  <span class="comment">// entering_col. Note that direction_[leaving_row] is probably more</span></div>
|
|
<div class="line"><a name="l02239"></a><span class="lineno"> 2239</span>  <span class="comment">// precise.</span></div>
|
|
<div class="line"><a name="l02240"></a><span class="lineno"> 2240</span>  <span class="comment">// TODO(user): use this to check precision and trigger recomputation.</span></div>
|
|
<div class="line"><a name="l02241"></a><span class="lineno"> 2241</span>  <span class="keywordflow">return</span> unscaled_step / direction_[leaving_row];</div>
|
|
<div class="line"><a name="l02242"></a><span class="lineno"> 2242</span> }</div>
|
|
<div class="line"><a name="l02243"></a><span class="lineno"> 2243</span>  </div>
|
|
<div class="line"><a name="l02244"></a><span class="lineno"> 2244</span> <span class="keywordtype">bool</span> RevisedSimplex::TestPivot(ColIndex entering_col, RowIndex leaving_row) {</div>
|
|
<div class="line"><a name="l02245"></a><span class="lineno"> 2245</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Test pivot."</span>;</div>
|
|
<div class="line"><a name="l02246"></a><span class="lineno"> 2246</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02247"></a><span class="lineno"> 2247</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a name="l02248"></a><span class="lineno"> 2248</span>  basis_[leaving_row] = entering_col;</div>
|
|
<div class="line"><a name="l02249"></a><span class="lineno"> 2249</span>  </div>
|
|
<div class="line"><a name="l02250"></a><span class="lineno"> 2250</span>  <span class="comment">// TODO(user): If 'is_ok' is true, we could use the computed lu in</span></div>
|
|
<div class="line"><a name="l02251"></a><span class="lineno"> 2251</span>  <span class="comment">// basis_factorization_ rather than recompute it during UpdateAndPivot().</span></div>
|
|
<div class="line"><a name="l02252"></a><span class="lineno"> 2252</span>  CompactSparseMatrixView basis_matrix(&compact_matrix_, &basis_);</div>
|
|
<div class="line"><a name="l02253"></a><span class="lineno"> 2253</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_ok = test_lu_.<a class="code" href="classoperations__research_1_1glop_1_1_lu_factorization.html#ace58a4f9d6a147c3455ff8dc029537c4">ComputeFactorization</a>(basis_matrix).<a class="code" href="classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6">ok</a>();</div>
|
|
<div class="line"><a name="l02254"></a><span class="lineno"> 2254</span>  basis_[leaving_row] = leaving_col;</div>
|
|
<div class="line"><a name="l02255"></a><span class="lineno"> 2255</span>  <span class="keywordflow">return</span> is_ok;</div>
|
|
<div class="line"><a name="l02256"></a><span class="lineno"> 2256</span> }</div>
|
|
<div class="line"><a name="l02257"></a><span class="lineno"> 2257</span>  </div>
|
|
<div class="line"><a name="l02258"></a><span class="lineno"> 2258</span> <span class="comment">// Note that this function is an optimization and that if it was doing nothing</span></div>
|
|
<div class="line"><a name="l02259"></a><span class="lineno"> 2259</span> <span class="comment">// the algorithm will still be correct and work. Using it does change the pivot</span></div>
|
|
<div class="line"><a name="l02260"></a><span class="lineno"> 2260</span> <span class="comment">// taken during the simplex method though.</span></div>
|
|
<div class="line"><a name="l02261"></a><span class="lineno"> 2261</span> <span class="keywordtype">void</span> RevisedSimplex::PermuteBasis() {</div>
|
|
<div class="line"><a name="l02262"></a><span class="lineno"> 2262</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02263"></a><span class="lineno"> 2263</span>  </div>
|
|
<div class="line"><a name="l02264"></a><span class="lineno"> 2264</span>  <span class="comment">// Fetch the current basis column permutation and return if it is empty which</span></div>
|
|
<div class="line"><a name="l02265"></a><span class="lineno"> 2265</span>  <span class="comment">// means the permutation is the identity.</span></div>
|
|
<div class="line"><a name="l02266"></a><span class="lineno"> 2266</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a6b1b56ad0cb77edbd314f2bec33b467a">ColumnPermutation</a>& col_perm =</div>
|
|
<div class="line"><a name="l02267"></a><span class="lineno"> 2267</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a56d08f5289eea3f018dca5b93b6fca6b">GetColumnPermutation</a>();</div>
|
|
<div class="line"><a name="l02268"></a><span class="lineno"> 2268</span>  <span class="keywordflow">if</span> (col_perm.empty()) <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l02269"></a><span class="lineno"> 2269</span>  </div>
|
|
<div class="line"><a name="l02270"></a><span class="lineno"> 2270</span>  <span class="comment">// Permute basis_.</span></div>
|
|
<div class="line"><a name="l02271"></a><span class="lineno"> 2271</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ae436c0f61edb4f16608010c8bd75a1da">ApplyColumnPermutationToRowIndexedVector</a>(col_perm, &basis_);</div>
|
|
<div class="line"><a name="l02272"></a><span class="lineno"> 2272</span>  </div>
|
|
<div class="line"><a name="l02273"></a><span class="lineno"> 2273</span>  <span class="comment">// Permute dual_pricing_vector_ if needed.</span></div>
|
|
<div class="line"><a name="l02274"></a><span class="lineno"> 2274</span>  <span class="keywordflow">if</span> (!dual_pricing_vector_.<a class="code" href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>()) {</div>
|
|
<div class="line"><a name="l02275"></a><span class="lineno"> 2275</span>  <span class="comment">// TODO(user): We need to permute is_dual_entering_candidate_ too. Right</span></div>
|
|
<div class="line"><a name="l02276"></a><span class="lineno"> 2276</span>  <span class="comment">// now, we recompute both the dual_pricing_vector_ and</span></div>
|
|
<div class="line"><a name="l02277"></a><span class="lineno"> 2277</span>  <span class="comment">// is_dual_entering_candidate_ on each refactorization, so this don't</span></div>
|
|
<div class="line"><a name="l02278"></a><span class="lineno"> 2278</span>  <span class="comment">// matter.</span></div>
|
|
<div class="line"><a name="l02279"></a><span class="lineno"> 2279</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ae436c0f61edb4f16608010c8bd75a1da">ApplyColumnPermutationToRowIndexedVector</a>(col_perm, &dual_pricing_vector_);</div>
|
|
<div class="line"><a name="l02280"></a><span class="lineno"> 2280</span>  }</div>
|
|
<div class="line"><a name="l02281"></a><span class="lineno"> 2281</span>  </div>
|
|
<div class="line"><a name="l02282"></a><span class="lineno"> 2282</span>  <span class="comment">// Notify the other classes.</span></div>
|
|
<div class="line"><a name="l02283"></a><span class="lineno"> 2283</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">UpdateDataOnBasisPermutation</a>();</div>
|
|
<div class="line"><a name="l02284"></a><span class="lineno"> 2284</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a0c2c64e7a26487661db464cb20d4ddfe">UpdateDataOnBasisPermutation</a>(col_perm);</div>
|
|
<div class="line"><a name="l02285"></a><span class="lineno"> 2285</span>  </div>
|
|
<div class="line"><a name="l02286"></a><span class="lineno"> 2286</span>  <span class="comment">// Finally, remove the column permutation from all subsequent solves since</span></div>
|
|
<div class="line"><a name="l02287"></a><span class="lineno"> 2287</span>  <span class="comment">// it has been taken into account in basis_.</span></div>
|
|
<div class="line"><a name="l02288"></a><span class="lineno"> 2288</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#ad91a397910de30b87b9fb45298fa5c58">SetColumnPermutationToIdentity</a>();</div>
|
|
<div class="line"><a name="l02289"></a><span class="lineno"> 2289</span> }</div>
|
|
<div class="line"><a name="l02290"></a><span class="lineno"> 2290</span>  </div>
|
|
<div class="line"><a name="l02291"></a><span class="lineno"> 2291</span> Status RevisedSimplex::UpdateAndPivot(ColIndex entering_col,</div>
|
|
<div class="line"><a name="l02292"></a><span class="lineno"> 2292</span>  RowIndex leaving_row,</div>
|
|
<div class="line"><a name="l02293"></a><span class="lineno"> 2293</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l02294"></a><span class="lineno"> 2294</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02295"></a><span class="lineno"> 2295</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a name="l02296"></a><span class="lineno"> 2296</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> leaving_variable_status =</div>
|
|
<div class="line"><a name="l02297"></a><span class="lineno"> 2297</span>  lower_bound_[leaving_col] == upper_bound_[leaving_col]</div>
|
|
<div class="line"><a name="l02298"></a><span class="lineno"> 2298</span>  ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">VariableStatus::FIXED_VALUE</a></div>
|
|
<div class="line"><a name="l02299"></a><span class="lineno"> 2299</span>  : <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a> == lower_bound_[leaving_col]</div>
|
|
<div class="line"><a name="l02300"></a><span class="lineno"> 2300</span>  ? <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a></div>
|
|
<div class="line"><a name="l02301"></a><span class="lineno"> 2301</span>  : <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>;</div>
|
|
<div class="line"><a name="l02302"></a><span class="lineno"> 2302</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) != <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) {</div>
|
|
<div class="line"><a name="l02303"></a><span class="lineno"> 2303</span>  ratio_test_stats_.bound_shift.Add(variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) -</div>
|
|
<div class="line"><a name="l02304"></a><span class="lineno"> 2304</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02305"></a><span class="lineno"> 2305</span>  }</div>
|
|
<div class="line"><a name="l02306"></a><span class="lineno"> 2306</span>  UpdateBasis(entering_col, leaving_row, leaving_variable_status);</div>
|
|
<div class="line"><a name="l02307"></a><span class="lineno"> 2307</span>  </div>
|
|
<div class="line"><a name="l02308"></a><span class="lineno"> 2308</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_from_direction = direction_[leaving_row];</div>
|
|
<div class="line"><a name="l02309"></a><span class="lineno"> 2309</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot_from_update_row =</div>
|
|
<div class="line"><a name="l02310"></a><span class="lineno"> 2310</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">GetCoefficient</a>(entering_col);</div>
|
|
<div class="line"><a name="l02311"></a><span class="lineno"> 2311</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> diff =</div>
|
|
<div class="line"><a name="l02312"></a><span class="lineno"> 2312</span>  std::abs(pivot_from_update_row - pivot_from_direction);</div>
|
|
<div class="line"><a name="l02313"></a><span class="lineno"> 2313</span>  <span class="keywordflow">if</span> (diff > parameters_.refactorization_threshold() *</div>
|
|
<div class="line"><a name="l02314"></a><span class="lineno"> 2314</span>  (1 + std::abs(pivot_from_direction))) {</div>
|
|
<div class="line"><a name="l02315"></a><span class="lineno"> 2315</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Refactorizing: imprecise pivot "</span> << pivot_from_direction</div>
|
|
<div class="line"><a name="l02316"></a><span class="lineno"> 2316</span>  << <span class="stringliteral">" diff = "</span> << diff;</div>
|
|
<div class="line"><a name="l02317"></a><span class="lineno"> 2317</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aedf255db8741ebb2011757ff37dfc02e">ForceRefactorization</a>());</div>
|
|
<div class="line"><a name="l02318"></a><span class="lineno"> 2318</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02319"></a><span class="lineno"> 2319</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l02320"></a><span class="lineno"> 2320</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a87e6110ce2612a27f85e9036afef1599">Update</a>(entering_col, leaving_row, direction_));</div>
|
|
<div class="line"><a name="l02321"></a><span class="lineno"> 2321</span>  }</div>
|
|
<div class="line"><a name="l02322"></a><span class="lineno"> 2322</span>  <span class="keywordflow">if</span> (basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a name="l02323"></a><span class="lineno"> 2323</span>  PermuteBasis();</div>
|
|
<div class="line"><a name="l02324"></a><span class="lineno"> 2324</span>  }</div>
|
|
<div class="line"><a name="l02325"></a><span class="lineno"> 2325</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02326"></a><span class="lineno"> 2326</span> }</div>
|
|
<div class="line"><a name="l02327"></a><span class="lineno"> 2327</span>  </div>
|
|
<div class="line"><a name="l02328"></a><span class="lineno"> 2328</span> <span class="keywordtype">bool</span> RevisedSimplex::NeedsBasisRefactorization(<span class="keywordtype">bool</span> refactorize) {</div>
|
|
<div class="line"><a name="l02329"></a><span class="lineno"> 2329</span>  <span class="keywordflow">if</span> (basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02330"></a><span class="lineno"> 2330</span>  <span class="keywordflow">if</span> (reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02331"></a><span class="lineno"> 2331</span>  <span class="keyword">const</span> GlopParameters::PricingRule pricing_rule =</div>
|
|
<div class="line"><a name="l02332"></a><span class="lineno"> 2332</span>  feasibility_phase_ ? parameters_.feasibility_rule()</div>
|
|
<div class="line"><a name="l02333"></a><span class="lineno"> 2333</span>  : parameters_.optimization_rule();</div>
|
|
<div class="line"><a name="l02334"></a><span class="lineno"> 2334</span>  <span class="keywordflow">if</span> (parameters_.use_dual_simplex()) {</div>
|
|
<div class="line"><a name="l02335"></a><span class="lineno"> 2335</span>  <span class="comment">// TODO(user): Currently the dual is always using STEEPEST_EDGE.</span></div>
|
|
<div class="line"><a name="l02336"></a><span class="lineno"> 2336</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(pricing_rule, GlopParameters::STEEPEST_EDGE);</div>
|
|
<div class="line"><a name="l02337"></a><span class="lineno"> 2337</span>  <span class="keywordflow">if</span> (dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a58d6aa7af2dcdd2a53c98c0f0cef0502">NeedsBasisRefactorization</a>()) <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02338"></a><span class="lineno"> 2338</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02339"></a><span class="lineno"> 2339</span>  <span class="keywordflow">if</span> (pricing_rule == GlopParameters::STEEPEST_EDGE &&</div>
|
|
<div class="line"><a name="l02340"></a><span class="lineno"> 2340</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af507437729fd1e93677772e748ca1cfc">NeedsBasisRefactorization</a>()) {</div>
|
|
<div class="line"><a name="l02341"></a><span class="lineno"> 2341</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02342"></a><span class="lineno"> 2342</span>  }</div>
|
|
<div class="line"><a name="l02343"></a><span class="lineno"> 2343</span>  }</div>
|
|
<div class="line"><a name="l02344"></a><span class="lineno"> 2344</span>  <span class="keywordflow">return</span> refactorize;</div>
|
|
<div class="line"><a name="l02345"></a><span class="lineno"> 2345</span> }</div>
|
|
<div class="line"><a name="l02346"></a><span class="lineno"> 2346</span>  </div>
|
|
<div class="line"><a name="l02347"></a><span class="lineno"> 2347</span> Status RevisedSimplex::RefactorizeBasisIfNeeded(<span class="keywordtype">bool</span>* refactorize) {</div>
|
|
<div class="line"><a name="l02348"></a><span class="lineno"> 2348</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l02349"></a><span class="lineno"> 2349</span>  <span class="keywordflow">if</span> (NeedsBasisRefactorization(*refactorize)) {</div>
|
|
<div class="line"><a name="l02350"></a><span class="lineno"> 2350</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">Refactorize</a>());</div>
|
|
<div class="line"><a name="l02351"></a><span class="lineno"> 2351</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">Invalidate</a>();</div>
|
|
<div class="line"><a name="l02352"></a><span class="lineno"> 2352</span>  PermuteBasis();</div>
|
|
<div class="line"><a name="l02353"></a><span class="lineno"> 2353</span>  }</div>
|
|
<div class="line"><a name="l02354"></a><span class="lineno"> 2354</span>  *refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02355"></a><span class="lineno"> 2355</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02356"></a><span class="lineno"> 2356</span> }</div>
|
|
<div class="line"><a name="l02357"></a><span class="lineno"> 2357</span>  </div>
|
|
<div class="line"><a name="l02358"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a"> 2358</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a">RevisedSimplex::SetIntegralityScale</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scale) {</div>
|
|
<div class="line"><a name="l02359"></a><span class="lineno"> 2359</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= integrality_scale_.<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="l02360"></a><span class="lineno"> 2360</span>  integrality_scale_.<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#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> + 1, 0.0);</div>
|
|
<div class="line"><a name="l02361"></a><span class="lineno"> 2361</span>  }</div>
|
|
<div class="line"><a name="l02362"></a><span class="lineno"> 2362</span>  integrality_scale_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = scale;</div>
|
|
<div class="line"><a name="l02363"></a><span class="lineno"> 2363</span> }</div>
|
|
<div class="line"><a name="l02364"></a><span class="lineno"> 2364</span>  </div>
|
|
<div class="line"><a name="l02365"></a><span class="lineno"> 2365</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> RevisedSimplex::Polish(<a class="code" href="classoperations__research_1_1_time_limit.html">TimeLimit</a>* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>) {</div>
|
|
<div class="line"><a name="l02366"></a><span class="lineno"> 2366</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l02367"></a><span class="lineno"> 2367</span>  Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a name="l02368"></a><span class="lineno"> 2368</span>  [<span class="keyword">this</span>, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>]() { AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>); });</div>
|
|
<div class="line"><a name="l02369"></a><span class="lineno"> 2369</span>  </div>
|
|
<div class="line"><a name="l02370"></a><span class="lineno"> 2370</span>  <span class="comment">// Get all non-basic variables with a reduced costs close to zero.</span></div>
|
|
<div class="line"><a name="l02371"></a><span class="lineno"> 2371</span>  <span class="comment">// Note that because we only choose entering candidate with a cost of zero,</span></div>
|
|
<div class="line"><a name="l02372"></a><span class="lineno"> 2372</span>  <span class="comment">// this set will not change (modulo epsilons).</span></div>
|
|
<div class="line"><a name="l02373"></a><span class="lineno"> 2373</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& rc = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a name="l02374"></a><span class="lineno"> 2374</span>  std::vector<ColIndex> candidates;</div>
|
|
<div class="line"><a name="l02375"></a><span class="lineno"> 2375</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">GetNotBasicBitRow</a>()) {</div>
|
|
<div class="line"><a name="l02376"></a><span class="lineno"> 2376</span>  <span class="keywordflow">if</span> (!variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02377"></a><span class="lineno"> 2377</span>  <span class="keywordflow">if</span> (std::abs(rc[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) < 1e-9) candidates.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02378"></a><span class="lineno"> 2378</span>  }</div>
|
|
<div class="line"><a name="l02379"></a><span class="lineno"> 2379</span>  </div>
|
|
<div class="line"><a name="l02380"></a><span class="lineno"> 2380</span>  <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02381"></a><span class="lineno"> 2381</span>  <span class="keywordtype">int</span> num_pivots = 0;</div>
|
|
<div class="line"><a name="l02382"></a><span class="lineno"> 2382</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> total_gain = 0.0;</div>
|
|
<div class="line"><a name="l02383"></a><span class="lineno"> 2383</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < 10; ++i) {</div>
|
|
<div class="line"><a name="l02384"></a><span class="lineno"> 2384</span>  AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l02385"></a><span class="lineno"> 2385</span>  <span class="keywordflow">if</span> (<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->LimitReached()) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02386"></a><span class="lineno"> 2386</span>  <span class="keywordflow">if</span> (num_pivots >= 5) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02387"></a><span class="lineno"> 2387</span>  <span class="keywordflow">if</span> (candidates.empty()) <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02388"></a><span class="lineno"> 2388</span>  </div>
|
|
<div class="line"><a name="l02389"></a><span class="lineno"> 2389</span>  <span class="comment">// Pick a random one and remove it from the list.</span></div>
|
|
<div class="line"><a name="l02390"></a><span class="lineno"> 2390</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> <a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a> =</div>
|
|
<div class="line"><a name="l02391"></a><span class="lineno"> 2391</span>  std::uniform_int_distribution<int>(0, candidates.size() - 1)(random_);</div>
|
|
<div class="line"><a name="l02392"></a><span class="lineno"> 2392</span>  <span class="keyword">const</span> ColIndex entering_col = candidates[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>];</div>
|
|
<div class="line"><a name="l02393"></a><span class="lineno"> 2393</span>  std::swap(candidates[<a class="code" href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a>], candidates.back());</div>
|
|
<div class="line"><a name="l02394"></a><span class="lineno"> 2394</span>  candidates.pop_back();</div>
|
|
<div class="line"><a name="l02395"></a><span class="lineno"> 2395</span>  </div>
|
|
<div class="line"><a name="l02396"></a><span class="lineno"> 2396</span>  <span class="comment">// We need the entering variable to move in the correct direction.</span></div>
|
|
<div class="line"><a name="l02397"></a><span class="lineno"> 2397</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> fake_rc = 1.0;</div>
|
|
<div class="line"><a name="l02398"></a><span class="lineno"> 2398</span>  <span class="keywordflow">if</span> (!variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>()[entering_col]) {</div>
|
|
<div class="line"><a name="l02399"></a><span class="lineno"> 2399</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>()[entering_col]);</div>
|
|
<div class="line"><a name="l02400"></a><span class="lineno"> 2400</span>  fake_rc = -1.0;</div>
|
|
<div class="line"><a name="l02401"></a><span class="lineno"> 2401</span>  }</div>
|
|
<div class="line"><a name="l02402"></a><span class="lineno"> 2402</span>  </div>
|
|
<div class="line"><a name="l02403"></a><span class="lineno"> 2403</span>  <span class="comment">// Compute the direction and by how much we can move along it.</span></div>
|
|
<div class="line"><a name="l02404"></a><span class="lineno"> 2404</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a name="l02405"></a><span class="lineno"> 2405</span>  ComputeDirection(entering_col);</div>
|
|
<div class="line"><a name="l02406"></a><span class="lineno"> 2406</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step_length;</div>
|
|
<div class="line"><a name="l02407"></a><span class="lineno"> 2407</span>  RowIndex leaving_row;</div>
|
|
<div class="line"><a name="l02408"></a><span class="lineno"> 2408</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a name="l02409"></a><span class="lineno"> 2409</span>  <span class="keywordtype">bool</span> local_refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02410"></a><span class="lineno"> 2410</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l02411"></a><span class="lineno"> 2411</span>  ChooseLeavingVariableRow(entering_col, fake_rc, &local_refactorize,</div>
|
|
<div class="line"><a name="l02412"></a><span class="lineno"> 2412</span>  &leaving_row, &step_length, &<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02413"></a><span class="lineno"> 2413</span>  </div>
|
|
<div class="line"><a name="l02414"></a><span class="lineno"> 2414</span>  <span class="keywordflow">if</span> (local_refactorize) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02415"></a><span class="lineno"> 2415</span>  <span class="keywordflow">if</span> (step_length == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || step_length == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02416"></a><span class="lineno"> 2416</span>  <span class="keywordflow">if</span> (std::abs(step_length) <= 1e-6) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02417"></a><span class="lineno"> 2417</span>  <span class="keywordflow">if</span> (leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a> && std::abs(direction_[leaving_row]) < 0.1) {</div>
|
|
<div class="line"><a name="l02418"></a><span class="lineno"> 2418</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02419"></a><span class="lineno"> 2419</span>  }</div>
|
|
<div class="line"><a name="l02420"></a><span class="lineno"> 2420</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step = (fake_rc > 0.0) ? -step_length : step_length;</div>
|
|
<div class="line"><a name="l02421"></a><span class="lineno"> 2421</span>  </div>
|
|
<div class="line"><a name="l02422"></a><span class="lineno"> 2422</span>  <span class="comment">// Evaluate if pivot reduce the fractionality of the basis.</span></div>
|
|
<div class="line"><a name="l02423"></a><span class="lineno"> 2423</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02424"></a><span class="lineno"> 2424</span>  <span class="comment">// TODO(user): Count with more weight variable with a small domain, i.e.</span></div>
|
|
<div class="line"><a name="l02425"></a><span class="lineno"> 2425</span>  <span class="comment">// binary variable, compared to a variable in [0, 1k] ?</span></div>
|
|
<div class="line"><a name="l02426"></a><span class="lineno"> 2426</span>  <span class="keyword">const</span> <span class="keyword">auto</span> get_diff = [<span class="keyword">this</span>](ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_value,</div>
|
|
<div class="line"><a name="l02427"></a><span class="lineno"> 2427</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_value) {</div>
|
|
<div class="line"><a name="l02428"></a><span class="lineno"> 2428</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= integrality_scale_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() || integrality_scale_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == 0.0) {</div>
|
|
<div class="line"><a name="l02429"></a><span class="lineno"> 2429</span>  <span class="keywordflow">return</span> 0.0;</div>
|
|
<div class="line"><a name="l02430"></a><span class="lineno"> 2430</span>  }</div>
|
|
<div class="line"><a name="l02431"></a><span class="lineno"> 2431</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> s = integrality_scale_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l02432"></a><span class="lineno"> 2432</span>  <span class="keywordflow">return</span> (std::abs(new_value * s - std::round(new_value * s)) -</div>
|
|
<div class="line"><a name="l02433"></a><span class="lineno"> 2433</span>  std::abs(old_value * s - std::round(old_value * s)));</div>
|
|
<div class="line"><a name="l02434"></a><span class="lineno"> 2434</span>  };</div>
|
|
<div class="line"><a name="l02435"></a><span class="lineno"> 2435</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> diff = get_diff(entering_col, variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col),</div>
|
|
<div class="line"><a name="l02436"></a><span class="lineno"> 2436</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(entering_col) + step);</div>
|
|
<div class="line"><a name="l02437"></a><span class="lineno"> 2437</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a name="l02438"></a><span class="lineno"> 2438</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[e.row()];</div>
|
|
<div class="line"><a name="l02439"></a><span class="lineno"> 2439</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_value = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02440"></a><span class="lineno"> 2440</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_value = old_value - e.coefficient() * step;</div>
|
|
<div class="line"><a name="l02441"></a><span class="lineno"> 2441</span>  diff += get_diff(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, old_value, new_value);</div>
|
|
<div class="line"><a name="l02442"></a><span class="lineno"> 2442</span>  }</div>
|
|
<div class="line"><a name="l02443"></a><span class="lineno"> 2443</span>  </div>
|
|
<div class="line"><a name="l02444"></a><span class="lineno"> 2444</span>  <span class="comment">// Ignore low decrease in integrality.</span></div>
|
|
<div class="line"><a name="l02445"></a><span class="lineno"> 2445</span>  <span class="keywordflow">if</span> (diff > -1e-2) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02446"></a><span class="lineno"> 2446</span>  total_gain -= diff;</div>
|
|
<div class="line"><a name="l02447"></a><span class="lineno"> 2447</span>  </div>
|
|
<div class="line"><a name="l02448"></a><span class="lineno"> 2448</span>  <span class="comment">// We perform the change.</span></div>
|
|
<div class="line"><a name="l02449"></a><span class="lineno"> 2449</span>  num_pivots++;</div>
|
|
<div class="line"><a name="l02450"></a><span class="lineno"> 2450</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, step);</div>
|
|
<div class="line"><a name="l02451"></a><span class="lineno"> 2451</span>  </div>
|
|
<div class="line"><a name="l02452"></a><span class="lineno"> 2452</span>  <span class="comment">// This is a bound flip of the entering column.</span></div>
|
|
<div class="line"><a name="l02453"></a><span class="lineno"> 2453</span>  <span class="keywordflow">if</span> (leaving_row == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02454"></a><span class="lineno"> 2454</span>  <span class="keywordflow">if</span> (step > 0.0) {</div>
|
|
<div class="line"><a name="l02455"></a><span class="lineno"> 2455</span>  SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a name="l02456"></a><span class="lineno"> 2456</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l02457"></a><span class="lineno"> 2457</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (step < 0.0) {</div>
|
|
<div class="line"><a name="l02458"></a><span class="lineno"> 2458</span>  SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a name="l02459"></a><span class="lineno"> 2459</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l02460"></a><span class="lineno"> 2460</span>  }</div>
|
|
<div class="line"><a name="l02461"></a><span class="lineno"> 2461</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb">SetAndDebugCheckThatColumnIsDualFeasible</a>(entering_col);</div>
|
|
<div class="line"><a name="l02462"></a><span class="lineno"> 2462</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02463"></a><span class="lineno"> 2463</span>  }</div>
|
|
<div class="line"><a name="l02464"></a><span class="lineno"> 2464</span>  </div>
|
|
<div class="line"><a name="l02465"></a><span class="lineno"> 2465</span>  <span class="comment">// Perform the pivot.</span></div>
|
|
<div class="line"><a name="l02466"></a><span class="lineno"> 2466</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a name="l02467"></a><span class="lineno"> 2467</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#ac9f13d2561598d3a04b409dd7b4e1f0c">ComputeUpdateRow</a>(leaving_row);</div>
|
|
<div class="line"><a name="l02468"></a><span class="lineno"> 2468</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ac770d9d78b0dda3be3bacb43038170e0">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a name="l02469"></a><span class="lineno"> 2469</span>  entering_col, leaving_col, leaving_row, direction_, &update_row_);</div>
|
|
<div class="line"><a name="l02470"></a><span class="lineno"> 2470</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a name="l02471"></a><span class="lineno"> 2471</span>  &update_row_);</div>
|
|
<div class="line"><a name="l02472"></a><span class="lineno"> 2472</span>  </div>
|
|
<div class="line"><a name="l02473"></a><span class="lineno"> 2473</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dir = -direction_[leaving_row] * step;</div>
|
|
<div class="line"><a name="l02474"></a><span class="lineno"> 2474</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_degenerate =</div>
|
|
<div class="line"><a name="l02475"></a><span class="lineno"> 2475</span>  (dir == 0.0) ||</div>
|
|
<div class="line"><a name="l02476"></a><span class="lineno"> 2476</span>  (dir > 0.0 && variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) >= <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) ||</div>
|
|
<div class="line"><a name="l02477"></a><span class="lineno"> 2477</span>  (dir < 0.0 && variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) <= <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02478"></a><span class="lineno"> 2478</span>  <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a name="l02479"></a><span class="lineno"> 2479</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">Set</a>(leaving_col, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02480"></a><span class="lineno"> 2480</span>  }</div>
|
|
<div class="line"><a name="l02481"></a><span class="lineno"> 2481</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l02482"></a><span class="lineno"> 2482</span>  UpdateAndPivot(entering_col, leaving_row, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02483"></a><span class="lineno"> 2483</span>  }</div>
|
|
<div class="line"><a name="l02484"></a><span class="lineno"> 2484</span>  </div>
|
|
<div class="line"><a name="l02485"></a><span class="lineno"> 2485</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Polish num_pivots: "</span> << num_pivots << <span class="stringliteral">" gain:"</span> << total_gain;</div>
|
|
<div class="line"><a name="l02486"></a><span class="lineno"> 2486</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02487"></a><span class="lineno"> 2487</span> }</div>
|
|
<div class="line"><a name="l02488"></a><span class="lineno"> 2488</span>  </div>
|
|
<div class="line"><a name="l02489"></a><span class="lineno"> 2489</span> <span class="comment">// Minimizes c.x subject to A.x = 0 where A is an mxn-matrix, c an n-vector, and</span></div>
|
|
<div class="line"><a name="l02490"></a><span class="lineno"> 2490</span> <span class="comment">// x an n-vector.</span></div>
|
|
<div class="line"><a name="l02491"></a><span class="lineno"> 2491</span> <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02492"></a><span class="lineno"> 2492</span> <span class="comment">// x is split in two parts x_B and x_N (B standing for basis).</span></div>
|
|
<div class="line"><a name="l02493"></a><span class="lineno"> 2493</span> <span class="comment">// In the same way, A is split in A_B (also known as B) and A_N, and</span></div>
|
|
<div class="line"><a name="l02494"></a><span class="lineno"> 2494</span> <span class="comment">// c is split into c_B and c_N.</span></div>
|
|
<div class="line"><a name="l02495"></a><span class="lineno"> 2495</span> <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02496"></a><span class="lineno"> 2496</span> <span class="comment">// The goal is to minimize c_B.x_B + c_N.x_N</span></div>
|
|
<div class="line"><a name="l02497"></a><span class="lineno"> 2497</span> <span class="comment">// subject to B.x_B + A_N.x_N = 0</span></div>
|
|
<div class="line"><a name="l02498"></a><span class="lineno"> 2498</span> <span class="comment">// and x_lower <= x <= x_upper.</span></div>
|
|
<div class="line"><a name="l02499"></a><span class="lineno"> 2499</span> <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02500"></a><span class="lineno"> 2500</span> <span class="comment">// To minimize c.x, at each iteration a variable from x_N is selected to</span></div>
|
|
<div class="line"><a name="l02501"></a><span class="lineno"> 2501</span> <span class="comment">// enter the basis, and a variable from x_B is selected to leave the basis.</span></div>
|
|
<div class="line"><a name="l02502"></a><span class="lineno"> 2502</span> <span class="comment">// To avoid explicit inversion of B, the algorithm solves two sub-systems:</span></div>
|
|
<div class="line"><a name="l02503"></a><span class="lineno"> 2503</span> <span class="comment">// y.B = c_B and B.d = a (a being the entering column).</span></div>
|
|
<div class="line"><a name="l02504"></a><span class="lineno"> 2504</span> Status RevisedSimplex::Minimize(TimeLimit* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>) {</div>
|
|
<div class="line"><a name="l02505"></a><span class="lineno"> 2505</span>  <a class="code" href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a>(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l02506"></a><span class="lineno"> 2506</span>  Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a name="l02507"></a><span class="lineno"> 2507</span>  [<span class="keyword">this</span>, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>]() { AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>); });</div>
|
|
<div class="line"><a name="l02508"></a><span class="lineno"> 2508</span>  num_consecutive_degenerate_iterations_ = 0;</div>
|
|
<div class="line"><a name="l02509"></a><span class="lineno"> 2509</span>  DisplayIterationInfo();</div>
|
|
<div class="line"><a name="l02510"></a><span class="lineno"> 2510</span>  <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02511"></a><span class="lineno"> 2511</span>  </div>
|
|
<div class="line"><a name="l02512"></a><span class="lineno"> 2512</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02513"></a><span class="lineno"> 2513</span>  <span class="comment">// Initialize the primal phase-I objective.</span></div>
|
|
<div class="line"><a name="l02514"></a><span class="lineno"> 2514</span>  <span class="comment">// Note that this temporarily erases the problem objective.</span></div>
|
|
<div class="line"><a name="l02515"></a><span class="lineno"> 2515</span>  objective_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a name="l02516"></a><span class="lineno"> 2516</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">UpdatePrimalPhaseICosts</a>(</div>
|
|
<div class="line"><a name="l02517"></a><span class="lineno"> 2517</span>  <a class="code" href="classutil_1_1_integer_range.html">util::IntegerRange<RowIndex></a>(RowIndex(0), num_rows_), &objective_);</div>
|
|
<div class="line"><a name="l02518"></a><span class="lineno"> 2518</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
|
|
<div class="line"><a name="l02519"></a><span class="lineno"> 2519</span>  }</div>
|
|
<div class="line"><a name="l02520"></a><span class="lineno"> 2520</span>  </div>
|
|
<div class="line"><a name="l02521"></a><span class="lineno"> 2521</span>  <span class="keywordflow">while</span> (<span class="keyword">true</span>) {</div>
|
|
<div class="line"><a name="l02522"></a><span class="lineno"> 2522</span>  <span class="comment">// TODO(user): we may loop a bit more than the actual number of iteration.</span></div>
|
|
<div class="line"><a name="l02523"></a><span class="lineno"> 2523</span>  <span class="comment">// fix.</span></div>
|
|
<div class="line"><a name="l02524"></a><span class="lineno"> 2524</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
|
|
<div class="line"><a name="l02525"></a><span class="lineno"> 2525</span>  <a class="code" href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">ScopedTimeDistributionUpdater</a> timer(&iteration_stats_.total));</div>
|
|
<div class="line"><a name="l02526"></a><span class="lineno"> 2526</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a name="l02527"></a><span class="lineno"> 2527</span>  <span class="keywordflow">if</span> (basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a name="l02528"></a><span class="lineno"> 2528</span>  CorrectErrorsOnVariableValues();</div>
|
|
<div class="line"><a name="l02529"></a><span class="lineno"> 2529</span>  DisplayIterationInfo();</div>
|
|
<div class="line"><a name="l02530"></a><span class="lineno"> 2530</span>  </div>
|
|
<div class="line"><a name="l02531"></a><span class="lineno"> 2531</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02532"></a><span class="lineno"> 2532</span>  <span class="comment">// Since the variable values may have been recomputed, we need to</span></div>
|
|
<div class="line"><a name="l02533"></a><span class="lineno"> 2533</span>  <span class="comment">// recompute the primal infeasible variables and update their costs.</span></div>
|
|
<div class="line"><a name="l02534"></a><span class="lineno"> 2534</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">UpdatePrimalPhaseICosts</a>(</div>
|
|
<div class="line"><a name="l02535"></a><span class="lineno"> 2535</span>  <a class="code" href="classutil_1_1_integer_range.html">util::IntegerRange<RowIndex></a>(RowIndex(0), num_rows_),</div>
|
|
<div class="line"><a name="l02536"></a><span class="lineno"> 2536</span>  &objective_)) {</div>
|
|
<div class="line"><a name="l02537"></a><span class="lineno"> 2537</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
|
|
<div class="line"><a name="l02538"></a><span class="lineno"> 2538</span>  }</div>
|
|
<div class="line"><a name="l02539"></a><span class="lineno"> 2539</span>  }</div>
|
|
<div class="line"><a name="l02540"></a><span class="lineno"> 2540</span>  </div>
|
|
<div class="line"><a name="l02541"></a><span class="lineno"> 2541</span>  <span class="comment">// Computing the objective at each iteration takes time, so we just</span></div>
|
|
<div class="line"><a name="l02542"></a><span class="lineno"> 2542</span>  <span class="comment">// check the limit when the basis is refactorized.</span></div>
|
|
<div class="line"><a name="l02543"></a><span class="lineno"> 2543</span>  <span class="keywordflow">if</span> (!feasibility_phase_ &&</div>
|
|
<div class="line"><a name="l02544"></a><span class="lineno"> 2544</span>  ComputeObjectiveValue() < primal_objective_limit_) {</div>
|
|
<div class="line"><a name="l02545"></a><span class="lineno"> 2545</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Stopping the primal simplex because"</span></div>
|
|
<div class="line"><a name="l02546"></a><span class="lineno"> 2546</span>  << <span class="stringliteral">" the objective limit "</span> << primal_objective_limit_</div>
|
|
<div class="line"><a name="l02547"></a><span class="lineno"> 2547</span>  << <span class="stringliteral">" has been reached."</span>;</div>
|
|
<div class="line"><a name="l02548"></a><span class="lineno"> 2548</span>  problem_status_ = ProblemStatus::PRIMAL_FEASIBLE;</div>
|
|
<div class="line"><a name="l02549"></a><span class="lineno"> 2549</span>  objective_limit_reached_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02550"></a><span class="lineno"> 2550</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02551"></a><span class="lineno"> 2551</span>  }</div>
|
|
<div class="line"><a name="l02552"></a><span class="lineno"> 2552</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02553"></a><span class="lineno"> 2553</span>  <span class="comment">// Note that direction_.non_zeros contains the positions of the basic</span></div>
|
|
<div class="line"><a name="l02554"></a><span class="lineno"> 2554</span>  <span class="comment">// variables whose values were updated during the last iteration.</span></div>
|
|
<div class="line"><a name="l02555"></a><span class="lineno"> 2555</span>  <span class="keywordflow">if</span> (variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">UpdatePrimalPhaseICosts</a>(direction_.non_zeros,</div>
|
|
<div class="line"><a name="l02556"></a><span class="lineno"> 2556</span>  &objective_)) {</div>
|
|
<div class="line"><a name="l02557"></a><span class="lineno"> 2557</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ResetForNewObjective</a>();</div>
|
|
<div class="line"><a name="l02558"></a><span class="lineno"> 2558</span>  }</div>
|
|
<div class="line"><a name="l02559"></a><span class="lineno"> 2559</span>  }</div>
|
|
<div class="line"><a name="l02560"></a><span class="lineno"> 2560</span>  </div>
|
|
<div class="line"><a name="l02561"></a><span class="lineno"> 2561</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = 0.0;</div>
|
|
<div class="line"><a name="l02562"></a><span class="lineno"> 2562</span>  ColIndex entering_col = <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>;</div>
|
|
<div class="line"><a name="l02563"></a><span class="lineno"> 2563</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l02564"></a><span class="lineno"> 2564</span>  entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#a47f0e702c155e2cf5c48d8a9a7d0b434">PrimalChooseEnteringColumn</a>(&entering_col));</div>
|
|
<div class="line"><a name="l02565"></a><span class="lineno"> 2565</span>  <span class="keywordflow">if</span> (entering_col == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l02566"></a><span class="lineno"> 2566</span>  <span class="keywordflow">if</span> (reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>() &&</div>
|
|
<div class="line"><a name="l02567"></a><span class="lineno"> 2567</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a name="l02568"></a><span class="lineno"> 2568</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02569"></a><span class="lineno"> 2569</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_infeasibility =</div>
|
|
<div class="line"><a name="l02570"></a><span class="lineno"> 2570</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>();</div>
|
|
<div class="line"><a name="l02571"></a><span class="lineno"> 2571</span>  <span class="keywordflow">if</span> (primal_infeasibility <</div>
|
|
<div class="line"><a name="l02572"></a><span class="lineno"> 2572</span>  parameters_.primal_feasibility_tolerance()) {</div>
|
|
<div class="line"><a name="l02573"></a><span class="lineno"> 2573</span>  problem_status_ = ProblemStatus::PRIMAL_FEASIBLE;</div>
|
|
<div class="line"><a name="l02574"></a><span class="lineno"> 2574</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02575"></a><span class="lineno"> 2575</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Infeasible problem! infeasibility = "</span></div>
|
|
<div class="line"><a name="l02576"></a><span class="lineno"> 2576</span>  << primal_infeasibility;</div>
|
|
<div class="line"><a name="l02577"></a><span class="lineno"> 2577</span>  problem_status_ = ProblemStatus::PRIMAL_INFEASIBLE;</div>
|
|
<div class="line"><a name="l02578"></a><span class="lineno"> 2578</span>  }</div>
|
|
<div class="line"><a name="l02579"></a><span class="lineno"> 2579</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02580"></a><span class="lineno"> 2580</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l02581"></a><span class="lineno"> 2581</span>  }</div>
|
|
<div class="line"><a name="l02582"></a><span class="lineno"> 2582</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02583"></a><span class="lineno"> 2583</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02584"></a><span class="lineno"> 2584</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Optimal reached, double checking..."</span>;</div>
|
|
<div class="line"><a name="l02585"></a><span class="lineno"> 2585</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a name="l02586"></a><span class="lineno"> 2586</span>  refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02587"></a><span class="lineno"> 2587</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02588"></a><span class="lineno"> 2588</span>  }</div>
|
|
<div class="line"><a name="l02589"></a><span class="lineno"> 2589</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02590"></a><span class="lineno"> 2590</span>  reduced_cost = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>()[entering_col];</div>
|
|
<div class="line"><a name="l02591"></a><span class="lineno"> 2591</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(entering_col));</div>
|
|
<div class="line"><a name="l02592"></a><span class="lineno"> 2592</span>  </div>
|
|
<div class="line"><a name="l02593"></a><span class="lineno"> 2593</span>  <span class="comment">// Solve the system B.d = a with a the entering column.</span></div>
|
|
<div class="line"><a name="l02594"></a><span class="lineno"> 2594</span>  ComputeDirection(entering_col);</div>
|
|
<div class="line"><a name="l02595"></a><span class="lineno"> 2595</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3e807537a555d44d5e4a0da13f3768b">TestEnteringEdgeNormPrecision</a>(entering_col,</div>
|
|
<div class="line"><a name="l02596"></a><span class="lineno"> 2596</span>  direction_);</div>
|
|
<div class="line"><a name="l02597"></a><span class="lineno"> 2597</span>  <span class="keywordflow">if</span> (!reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5c1aa768eb415af87f5d87c4cec7291e">TestEnteringReducedCostPrecision</a>(</div>
|
|
<div class="line"><a name="l02598"></a><span class="lineno"> 2598</span>  entering_col, direction_, &reduced_cost)) {</div>
|
|
<div class="line"><a name="l02599"></a><span class="lineno"> 2599</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Skipping col #"</span> << entering_col << <span class="stringliteral">" whose reduced cost is "</span></div>
|
|
<div class="line"><a name="l02600"></a><span class="lineno"> 2600</span>  << reduced_cost;</div>
|
|
<div class="line"><a name="l02601"></a><span class="lineno"> 2601</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02602"></a><span class="lineno"> 2602</span>  }</div>
|
|
<div class="line"><a name="l02603"></a><span class="lineno"> 2603</span>  }</div>
|
|
<div class="line"><a name="l02604"></a><span class="lineno"> 2604</span>  </div>
|
|
<div class="line"><a name="l02605"></a><span class="lineno"> 2605</span>  <span class="comment">// This test takes place after the check for optimality/feasibility because</span></div>
|
|
<div class="line"><a name="l02606"></a><span class="lineno"> 2606</span>  <span class="comment">// when running with 0 iterations, we still want to report</span></div>
|
|
<div class="line"><a name="l02607"></a><span class="lineno"> 2607</span>  <span class="comment">// ProblemStatus::OPTIMAL or ProblemStatus::PRIMAL_FEASIBLE if it is the</span></div>
|
|
<div class="line"><a name="l02608"></a><span class="lineno"> 2608</span>  <span class="comment">// case at the beginning of the algorithm.</span></div>
|
|
<div class="line"><a name="l02609"></a><span class="lineno"> 2609</span>  AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l02610"></a><span class="lineno"> 2610</span>  <span class="keywordflow">if</span> (num_iterations_ == parameters_.max_number_of_iterations() ||</div>
|
|
<div class="line"><a name="l02611"></a><span class="lineno"> 2611</span>  <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->LimitReached()) {</div>
|
|
<div class="line"><a name="l02612"></a><span class="lineno"> 2612</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02613"></a><span class="lineno"> 2613</span>  }</div>
|
|
<div class="line"><a name="l02614"></a><span class="lineno"> 2614</span>  </div>
|
|
<div class="line"><a name="l02615"></a><span class="lineno"> 2615</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step_length;</div>
|
|
<div class="line"><a name="l02616"></a><span class="lineno"> 2616</span>  RowIndex leaving_row;</div>
|
|
<div class="line"><a name="l02617"></a><span class="lineno"> 2617</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a name="l02618"></a><span class="lineno"> 2618</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02619"></a><span class="lineno"> 2619</span>  PrimalPhaseIChooseLeavingVariableRow(entering_col, reduced_cost,</div>
|
|
<div class="line"><a name="l02620"></a><span class="lineno"> 2620</span>  &refactorize, &leaving_row,</div>
|
|
<div class="line"><a name="l02621"></a><span class="lineno"> 2621</span>  &step_length, &<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02622"></a><span class="lineno"> 2622</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02623"></a><span class="lineno"> 2623</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l02624"></a><span class="lineno"> 2624</span>  ChooseLeavingVariableRow(entering_col, reduced_cost, &refactorize,</div>
|
|
<div class="line"><a name="l02625"></a><span class="lineno"> 2625</span>  &leaving_row, &step_length, &<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02626"></a><span class="lineno"> 2626</span>  }</div>
|
|
<div class="line"><a name="l02627"></a><span class="lineno"> 2627</span>  <span class="keywordflow">if</span> (refactorize) <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02628"></a><span class="lineno"> 2628</span>  </div>
|
|
<div class="line"><a name="l02629"></a><span class="lineno"> 2629</span>  <span class="keywordflow">if</span> (step_length == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || step_length == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02630"></a><span class="lineno"> 2630</span>  <span class="keywordflow">if</span> (!basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>() ||</div>
|
|
<div class="line"><a name="l02631"></a><span class="lineno"> 2631</span>  !reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a name="l02632"></a><span class="lineno"> 2632</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Infinite step length, double checking..."</span>;</div>
|
|
<div class="line"><a name="l02633"></a><span class="lineno"> 2633</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a name="l02634"></a><span class="lineno"> 2634</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02635"></a><span class="lineno"> 2635</span>  }</div>
|
|
<div class="line"><a name="l02636"></a><span class="lineno"> 2636</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02637"></a><span class="lineno"> 2637</span>  <span class="comment">// This shouldn't happen by construction.</span></div>
|
|
<div class="line"><a name="l02638"></a><span class="lineno"> 2638</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Unbounded feasibility problem !?"</span>;</div>
|
|
<div class="line"><a name="l02639"></a><span class="lineno"> 2639</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a name="l02640"></a><span class="lineno"> 2640</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02641"></a><span class="lineno"> 2641</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Unbounded problem."</span>;</div>
|
|
<div class="line"><a name="l02642"></a><span class="lineno"> 2642</span>  problem_status_ = ProblemStatus::PRIMAL_UNBOUNDED;</div>
|
|
<div class="line"><a name="l02643"></a><span class="lineno"> 2643</span>  solution_primal_ray_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a name="l02644"></a><span class="lineno"> 2644</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l02645"></a><span class="lineno"> 2645</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = basis_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02646"></a><span class="lineno"> 2646</span>  solution_primal_ray_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -direction_[<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l02647"></a><span class="lineno"> 2647</span>  }</div>
|
|
<div class="line"><a name="l02648"></a><span class="lineno"> 2648</span>  solution_primal_ray_[entering_col] = 1.0;</div>
|
|
<div class="line"><a name="l02649"></a><span class="lineno"> 2649</span>  <span class="keywordflow">if</span> (step_length == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
|
|
<div class="line"><a name="l02650"></a><span class="lineno"> 2650</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_primal_ray_);</div>
|
|
<div class="line"><a name="l02651"></a><span class="lineno"> 2651</span>  }</div>
|
|
<div class="line"><a name="l02652"></a><span class="lineno"> 2652</span>  }</div>
|
|
<div class="line"><a name="l02653"></a><span class="lineno"> 2653</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l02654"></a><span class="lineno"> 2654</span>  }</div>
|
|
<div class="line"><a name="l02655"></a><span class="lineno"> 2655</span>  </div>
|
|
<div class="line"><a name="l02656"></a><span class="lineno"> 2656</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> step = (reduced_cost > 0.0) ? -step_length : step_length;</div>
|
|
<div class="line"><a name="l02657"></a><span class="lineno"> 2657</span>  <span class="keywordflow">if</span> (feasibility_phase_ && leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02658"></a><span class="lineno"> 2658</span>  <span class="comment">// For phase-I we currently always set the leaving variable to its exact</span></div>
|
|
<div class="line"><a name="l02659"></a><span class="lineno"> 2659</span>  <span class="comment">// bound even if by doing so we may take a small step in the wrong</span></div>
|
|
<div class="line"><a name="l02660"></a><span class="lineno"> 2660</span>  <span class="comment">// direction and may increase the overall infeasibility.</span></div>
|
|
<div class="line"><a name="l02661"></a><span class="lineno"> 2661</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02662"></a><span class="lineno"> 2662</span>  <span class="comment">// TODO(user): Investigate alternatives even if this seems to work well in</span></div>
|
|
<div class="line"><a name="l02663"></a><span class="lineno"> 2663</span>  <span class="comment">// practice. Note that the final returned solution will have the property</span></div>
|
|
<div class="line"><a name="l02664"></a><span class="lineno"> 2664</span>  <span class="comment">// that all non-basic variables are at their exact bound, so it is nice</span></div>
|
|
<div class="line"><a name="l02665"></a><span class="lineno"> 2665</span>  <span class="comment">// that we do not report ProblemStatus::PRIMAL_FEASIBLE if a solution with</span></div>
|
|
<div class="line"><a name="l02666"></a><span class="lineno"> 2666</span>  <span class="comment">// this property cannot be found.</span></div>
|
|
<div class="line"><a name="l02667"></a><span class="lineno"> 2667</span>  step = ComputeStepToMoveBasicVariableToBound(leaving_row, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02668"></a><span class="lineno"> 2668</span>  }</div>
|
|
<div class="line"><a name="l02669"></a><span class="lineno"> 2669</span>  </div>
|
|
<div class="line"><a name="l02670"></a><span class="lineno"> 2670</span>  <span class="comment">// Store the leaving_col before basis_ change.</span></div>
|
|
<div class="line"><a name="l02671"></a><span class="lineno"> 2671</span>  <span class="keyword">const</span> ColIndex leaving_col =</div>
|
|
<div class="line"><a name="l02672"></a><span class="lineno"> 2672</span>  (leaving_row == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) ? <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a> : basis_[leaving_row];</div>
|
|
<div class="line"><a name="l02673"></a><span class="lineno"> 2673</span>  </div>
|
|
<div class="line"><a name="l02674"></a><span class="lineno"> 2674</span>  <span class="comment">// An iteration is called 'degenerate' if the leaving variable is already</span></div>
|
|
<div class="line"><a name="l02675"></a><span class="lineno"> 2675</span>  <span class="comment">// primal-infeasible and we make it even more infeasible or if we do a zero</span></div>
|
|
<div class="line"><a name="l02676"></a><span class="lineno"> 2676</span>  <span class="comment">// step.</span></div>
|
|
<div class="line"><a name="l02677"></a><span class="lineno"> 2677</span>  <span class="keywordtype">bool</span> is_degenerate = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02678"></a><span class="lineno"> 2678</span>  <span class="keywordflow">if</span> (leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02679"></a><span class="lineno"> 2679</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dir = -direction_[leaving_row] * step;</div>
|
|
<div class="line"><a name="l02680"></a><span class="lineno"> 2680</span>  is_degenerate =</div>
|
|
<div class="line"><a name="l02681"></a><span class="lineno"> 2681</span>  (dir == 0.0) ||</div>
|
|
<div class="line"><a name="l02682"></a><span class="lineno"> 2682</span>  (dir > 0.0 && variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) >= <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>) ||</div>
|
|
<div class="line"><a name="l02683"></a><span class="lineno"> 2683</span>  (dir < 0.0 && variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(leaving_col) <= <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02684"></a><span class="lineno"> 2684</span>  </div>
|
|
<div class="line"><a name="l02685"></a><span class="lineno"> 2685</span>  <span class="comment">// If the iteration is not degenerate, the leaving variable should go to</span></div>
|
|
<div class="line"><a name="l02686"></a><span class="lineno"> 2686</span>  <span class="comment">// its exact target bound (it is how the step is computed).</span></div>
|
|
<div class="line"><a name="l02687"></a><span class="lineno"> 2687</span>  <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a name="l02688"></a><span class="lineno"> 2688</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(step, ComputeStepToMoveBasicVariableToBound(leaving_row,</div>
|
|
<div class="line"><a name="l02689"></a><span class="lineno"> 2689</span>  <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02690"></a><span class="lineno"> 2690</span>  }</div>
|
|
<div class="line"><a name="l02691"></a><span class="lineno"> 2691</span>  }</div>
|
|
<div class="line"><a name="l02692"></a><span class="lineno"> 2692</span>  </div>
|
|
<div class="line"><a name="l02693"></a><span class="lineno"> 2693</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, step);</div>
|
|
<div class="line"><a name="l02694"></a><span class="lineno"> 2694</span>  <span class="keywordflow">if</span> (leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02695"></a><span class="lineno"> 2695</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ac770d9d78b0dda3be3bacb43038170e0">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a name="l02696"></a><span class="lineno"> 2696</span>  entering_col, basis_[leaving_row], leaving_row, direction_,</div>
|
|
<div class="line"><a name="l02697"></a><span class="lineno"> 2697</span>  &update_row_);</div>
|
|
<div class="line"><a name="l02698"></a><span class="lineno"> 2698</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(entering_col, leaving_row,</div>
|
|
<div class="line"><a name="l02699"></a><span class="lineno"> 2699</span>  direction_, &update_row_);</div>
|
|
<div class="line"><a name="l02700"></a><span class="lineno"> 2700</span>  <span class="keywordflow">if</span> (!is_degenerate) {</div>
|
|
<div class="line"><a name="l02701"></a><span class="lineno"> 2701</span>  <span class="comment">// On a non-degenerate iteration, the leaving variable should be at its</span></div>
|
|
<div class="line"><a name="l02702"></a><span class="lineno"> 2702</span>  <span class="comment">// exact bound. This corrects an eventual small numerical error since</span></div>
|
|
<div class="line"><a name="l02703"></a><span class="lineno"> 2703</span>  <span class="comment">// 'value + direction * step' where step is</span></div>
|
|
<div class="line"><a name="l02704"></a><span class="lineno"> 2704</span>  <span class="comment">// '(target_bound - value) / direction'</span></div>
|
|
<div class="line"><a name="l02705"></a><span class="lineno"> 2705</span>  <span class="comment">// may be slighlty different from target_bound.</span></div>
|
|
<div class="line"><a name="l02706"></a><span class="lineno"> 2706</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">Set</a>(leaving_col, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02707"></a><span class="lineno"> 2707</span>  }</div>
|
|
<div class="line"><a name="l02708"></a><span class="lineno"> 2708</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l02709"></a><span class="lineno"> 2709</span>  UpdateAndPivot(entering_col, leaving_row, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02710"></a><span class="lineno"> 2710</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
|
|
<div class="line"><a name="l02711"></a><span class="lineno"> 2711</span>  <span class="keywordflow">if</span> (is_degenerate) {</div>
|
|
<div class="line"><a name="l02712"></a><span class="lineno"> 2712</span>  timer.AlsoUpdate(&iteration_stats_.degenerate);</div>
|
|
<div class="line"><a name="l02713"></a><span class="lineno"> 2713</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02714"></a><span class="lineno"> 2714</span>  timer.AlsoUpdate(&iteration_stats_.normal);</div>
|
|
<div class="line"><a name="l02715"></a><span class="lineno"> 2715</span>  }</div>
|
|
<div class="line"><a name="l02716"></a><span class="lineno"> 2716</span>  });</div>
|
|
<div class="line"><a name="l02717"></a><span class="lineno"> 2717</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02718"></a><span class="lineno"> 2718</span>  <span class="comment">// Bound flip. This makes sure that the flipping variable is at its bound</span></div>
|
|
<div class="line"><a name="l02719"></a><span class="lineno"> 2719</span>  <span class="comment">// and has the correct status.</span></div>
|
|
<div class="line"><a name="l02720"></a><span class="lineno"> 2720</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(VariableType::UPPER_AND_LOWER_BOUNDED,</div>
|
|
<div class="line"><a name="l02721"></a><span class="lineno"> 2721</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[entering_col]);</div>
|
|
<div class="line"><a name="l02722"></a><span class="lineno"> 2722</span>  <span class="keywordflow">if</span> (step > 0.0) {</div>
|
|
<div class="line"><a name="l02723"></a><span class="lineno"> 2723</span>  SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a name="l02724"></a><span class="lineno"> 2724</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">VariableStatus::AT_UPPER_BOUND</a>);</div>
|
|
<div class="line"><a name="l02725"></a><span class="lineno"> 2725</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (step < 0.0) {</div>
|
|
<div class="line"><a name="l02726"></a><span class="lineno"> 2726</span>  SetNonBasicVariableStatusAndDeriveValue(entering_col,</div>
|
|
<div class="line"><a name="l02727"></a><span class="lineno"> 2727</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">VariableStatus::AT_LOWER_BOUND</a>);</div>
|
|
<div class="line"><a name="l02728"></a><span class="lineno"> 2728</span>  }</div>
|
|
<div class="line"><a name="l02729"></a><span class="lineno"> 2729</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb">SetAndDebugCheckThatColumnIsDualFeasible</a>(entering_col);</div>
|
|
<div class="line"><a name="l02730"></a><span class="lineno"> 2730</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(timer.AlsoUpdate(&iteration_stats_.bound_flip));</div>
|
|
<div class="line"><a name="l02731"></a><span class="lineno"> 2731</span>  }</div>
|
|
<div class="line"><a name="l02732"></a><span class="lineno"> 2732</span>  </div>
|
|
<div class="line"><a name="l02733"></a><span class="lineno"> 2733</span>  <span class="keywordflow">if</span> (feasibility_phase_ && leaving_row != <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02734"></a><span class="lineno"> 2734</span>  <span class="comment">// Set the leaving variable to its exact bound.</span></div>
|
|
<div class="line"><a name="l02735"></a><span class="lineno"> 2735</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">SetNonBasicVariableValueFromStatus</a>(leaving_col);</div>
|
|
<div class="line"><a name="l02736"></a><span class="lineno"> 2736</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">SetNonBasicVariableCostToZero</a>(leaving_col,</div>
|
|
<div class="line"><a name="l02737"></a><span class="lineno"> 2737</span>  &objective_[leaving_col]);</div>
|
|
<div class="line"><a name="l02738"></a><span class="lineno"> 2738</span>  }</div>
|
|
<div class="line"><a name="l02739"></a><span class="lineno"> 2739</span>  </div>
|
|
<div class="line"><a name="l02740"></a><span class="lineno"> 2740</span>  <span class="comment">// Stats about consecutive degenerate iterations.</span></div>
|
|
<div class="line"><a name="l02741"></a><span class="lineno"> 2741</span>  <span class="keywordflow">if</span> (step_length == 0.0) {</div>
|
|
<div class="line"><a name="l02742"></a><span class="lineno"> 2742</span>  num_consecutive_degenerate_iterations_++;</div>
|
|
<div class="line"><a name="l02743"></a><span class="lineno"> 2743</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02744"></a><span class="lineno"> 2744</span>  <span class="keywordflow">if</span> (num_consecutive_degenerate_iterations_ > 0) {</div>
|
|
<div class="line"><a name="l02745"></a><span class="lineno"> 2745</span>  iteration_stats_.degenerate_run_size.Add(</div>
|
|
<div class="line"><a name="l02746"></a><span class="lineno"> 2746</span>  num_consecutive_degenerate_iterations_);</div>
|
|
<div class="line"><a name="l02747"></a><span class="lineno"> 2747</span>  num_consecutive_degenerate_iterations_ = 0;</div>
|
|
<div class="line"><a name="l02748"></a><span class="lineno"> 2748</span>  }</div>
|
|
<div class="line"><a name="l02749"></a><span class="lineno"> 2749</span>  }</div>
|
|
<div class="line"><a name="l02750"></a><span class="lineno"> 2750</span>  ++num_iterations_;</div>
|
|
<div class="line"><a name="l02751"></a><span class="lineno"> 2751</span>  }</div>
|
|
<div class="line"><a name="l02752"></a><span class="lineno"> 2752</span>  <span class="keywordflow">if</span> (num_consecutive_degenerate_iterations_ > 0) {</div>
|
|
<div class="line"><a name="l02753"></a><span class="lineno"> 2753</span>  iteration_stats_.degenerate_run_size.Add(</div>
|
|
<div class="line"><a name="l02754"></a><span class="lineno"> 2754</span>  num_consecutive_degenerate_iterations_);</div>
|
|
<div class="line"><a name="l02755"></a><span class="lineno"> 2755</span>  }</div>
|
|
<div class="line"><a name="l02756"></a><span class="lineno"> 2756</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02757"></a><span class="lineno"> 2757</span> }</div>
|
|
<div class="line"><a name="l02758"></a><span class="lineno"> 2758</span>  </div>
|
|
<div class="line"><a name="l02759"></a><span class="lineno"> 2759</span> <span class="comment">// TODO(user): Two other approaches for the phase I described in Koberstein's</span></div>
|
|
<div class="line"><a name="l02760"></a><span class="lineno"> 2760</span> <span class="comment">// PhD thesis seem worth trying at some point:</span></div>
|
|
<div class="line"><a name="l02761"></a><span class="lineno"> 2761</span> <span class="comment">// - The subproblem approach, which enables one to use a normal phase II dual,</span></div>
|
|
<div class="line"><a name="l02762"></a><span class="lineno"> 2762</span> <span class="comment">// but requires an efficient bound-flipping ratio test since the new problem</span></div>
|
|
<div class="line"><a name="l02763"></a><span class="lineno"> 2763</span> <span class="comment">// has all its variables boxed.</span></div>
|
|
<div class="line"><a name="l02764"></a><span class="lineno"> 2764</span> <span class="comment">// - Pan's method, which is really fast but have no theoretical guarantee of</span></div>
|
|
<div class="line"><a name="l02765"></a><span class="lineno"> 2765</span> <span class="comment">// terminating and thus needs to use one of the other methods as a fallback if</span></div>
|
|
<div class="line"><a name="l02766"></a><span class="lineno"> 2766</span> <span class="comment">// it fails to make progress.</span></div>
|
|
<div class="line"><a name="l02767"></a><span class="lineno"> 2767</span> <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02768"></a><span class="lineno"> 2768</span> <span class="comment">// Note that the returned status applies to the primal problem!</span></div>
|
|
<div class="line"><a name="l02769"></a><span class="lineno"> 2769</span> Status RevisedSimplex::DualMinimize(TimeLimit* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>) {</div>
|
|
<div class="line"><a name="l02770"></a><span class="lineno"> 2770</span>  Cleanup update_deterministic_time_on_return(</div>
|
|
<div class="line"><a name="l02771"></a><span class="lineno"> 2771</span>  [<span class="keyword">this</span>, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>]() { AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>); });</div>
|
|
<div class="line"><a name="l02772"></a><span class="lineno"> 2772</span>  num_consecutive_degenerate_iterations_ = 0;</div>
|
|
<div class="line"><a name="l02773"></a><span class="lineno"> 2773</span>  <span class="keywordtype">bool</span> refactorize = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l02774"></a><span class="lineno"> 2774</span>  </div>
|
|
<div class="line"><a name="l02775"></a><span class="lineno"> 2775</span>  bound_flip_candidates_.clear();</div>
|
|
<div class="line"><a name="l02776"></a><span class="lineno"> 2776</span>  pair_to_ignore_.clear();</div>
|
|
<div class="line"><a name="l02777"></a><span class="lineno"> 2777</span>  </div>
|
|
<div class="line"><a name="l02778"></a><span class="lineno"> 2778</span>  <span class="comment">// Leaving variable.</span></div>
|
|
<div class="line"><a name="l02779"></a><span class="lineno"> 2779</span>  RowIndex leaving_row;</div>
|
|
<div class="line"><a name="l02780"></a><span class="lineno"> 2780</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> cost_variation;</div>
|
|
<div class="line"><a name="l02781"></a><span class="lineno"> 2781</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>;</div>
|
|
<div class="line"><a name="l02782"></a><span class="lineno"> 2782</span>  </div>
|
|
<div class="line"><a name="l02783"></a><span class="lineno"> 2783</span>  <span class="comment">// Entering variable.</span></div>
|
|
<div class="line"><a name="l02784"></a><span class="lineno"> 2784</span>  ColIndex entering_col;</div>
|
|
<div class="line"><a name="l02785"></a><span class="lineno"> 2785</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>;</div>
|
|
<div class="line"><a name="l02786"></a><span class="lineno"> 2786</span>  </div>
|
|
<div class="line"><a name="l02787"></a><span class="lineno"> 2787</span>  <span class="keywordflow">while</span> (<span class="keyword">true</span>) {</div>
|
|
<div class="line"><a name="l02788"></a><span class="lineno"> 2788</span>  <span class="comment">// TODO(user): we may loop a bit more than the actual number of iteration.</span></div>
|
|
<div class="line"><a name="l02789"></a><span class="lineno"> 2789</span>  <span class="comment">// fix.</span></div>
|
|
<div class="line"><a name="l02790"></a><span class="lineno"> 2790</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(</div>
|
|
<div class="line"><a name="l02791"></a><span class="lineno"> 2791</span>  <a class="code" href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">ScopedTimeDistributionUpdater</a> timer(&iteration_stats_.total));</div>
|
|
<div class="line"><a name="l02792"></a><span class="lineno"> 2792</span>  </div>
|
|
<div class="line"><a name="l02793"></a><span class="lineno"> 2793</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> old_refactorize_value = refactorize;</div>
|
|
<div class="line"><a name="l02794"></a><span class="lineno"> 2794</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(RefactorizeBasisIfNeeded(&refactorize));</div>
|
|
<div class="line"><a name="l02795"></a><span class="lineno"> 2795</span>  </div>
|
|
<div class="line"><a name="l02796"></a><span class="lineno"> 2796</span>  <span class="comment">// If the basis is refactorized, we recompute all the values in order to</span></div>
|
|
<div class="line"><a name="l02797"></a><span class="lineno"> 2797</span>  <span class="comment">// have a good precision.</span></div>
|
|
<div class="line"><a name="l02798"></a><span class="lineno"> 2798</span>  <span class="keywordflow">if</span> (basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a name="l02799"></a><span class="lineno"> 2799</span>  <span class="comment">// We do not want to recompute the reduced costs too often, this is</span></div>
|
|
<div class="line"><a name="l02800"></a><span class="lineno"> 2800</span>  <span class="comment">// because that may break the overall direction taken by the last steps</span></div>
|
|
<div class="line"><a name="l02801"></a><span class="lineno"> 2801</span>  <span class="comment">// and may lead to less improvement on degenerate problems.</span></div>
|
|
<div class="line"><a name="l02802"></a><span class="lineno"> 2802</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02803"></a><span class="lineno"> 2803</span>  <span class="comment">// During phase-I, we do want the reduced costs to be as precise as</span></div>
|
|
<div class="line"><a name="l02804"></a><span class="lineno"> 2804</span>  <span class="comment">// possible. TODO(user): Investigate why and fix the TODO in</span></div>
|
|
<div class="line"><a name="l02805"></a><span class="lineno"> 2805</span>  <span class="comment">// PermuteBasis().</span></div>
|
|
<div class="line"><a name="l02806"></a><span class="lineno"> 2806</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02807"></a><span class="lineno"> 2807</span>  <span class="comment">// Reduced costs are needed by MakeBoxedVariableDualFeasible(), so if we</span></div>
|
|
<div class="line"><a name="l02808"></a><span class="lineno"> 2808</span>  <span class="comment">// do recompute them, it is better to do that first.</span></div>
|
|
<div class="line"><a name="l02809"></a><span class="lineno"> 2809</span>  <span class="keywordflow">if</span> (!feasibility_phase_ && !reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">AreReducedCostsRecomputed</a>() &&</div>
|
|
<div class="line"><a name="l02810"></a><span class="lineno"> 2810</span>  !old_refactorize_value) {</div>
|
|
<div class="line"><a name="l02811"></a><span class="lineno"> 2811</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_residual_error =</div>
|
|
<div class="line"><a name="l02812"></a><span class="lineno"> 2812</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">ComputeMaximumDualResidual</a>();</div>
|
|
<div class="line"><a name="l02813"></a><span class="lineno"> 2813</span>  <span class="keywordflow">if</span> (dual_residual_error ></div>
|
|
<div class="line"><a name="l02814"></a><span class="lineno"> 2814</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">GetDualFeasibilityTolerance</a>()) {</div>
|
|
<div class="line"><a name="l02815"></a><span class="lineno"> 2815</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Recomputing reduced costs. Dual residual = "</span></div>
|
|
<div class="line"><a name="l02816"></a><span class="lineno"> 2816</span>  << dual_residual_error;</div>
|
|
<div class="line"><a name="l02817"></a><span class="lineno"> 2817</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a name="l02818"></a><span class="lineno"> 2818</span>  }</div>
|
|
<div class="line"><a name="l02819"></a><span class="lineno"> 2819</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02820"></a><span class="lineno"> 2820</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
|
|
<div class="line"><a name="l02821"></a><span class="lineno"> 2821</span>  }</div>
|
|
<div class="line"><a name="l02822"></a><span class="lineno"> 2822</span>  </div>
|
|
<div class="line"><a name="l02823"></a><span class="lineno"> 2823</span>  <span class="comment">// TODO(user): Make RecomputeBasicVariableValues() do nothing</span></div>
|
|
<div class="line"><a name="l02824"></a><span class="lineno"> 2824</span>  <span class="comment">// if it was already recomputed on a refactorized basis. This is the</span></div>
|
|
<div class="line"><a name="l02825"></a><span class="lineno"> 2825</span>  <span class="comment">// same behavior as MakeReducedCostsPrecise().</span></div>
|
|
<div class="line"><a name="l02826"></a><span class="lineno"> 2826</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02827"></a><span class="lineno"> 2827</span>  <span class="comment">// TODO(user): Do not recompute the variable values each time we</span></div>
|
|
<div class="line"><a name="l02828"></a><span class="lineno"> 2828</span>  <span class="comment">// refactorize the matrix, like for the reduced costs? That may lead to</span></div>
|
|
<div class="line"><a name="l02829"></a><span class="lineno"> 2829</span>  <span class="comment">// a worse behavior than keeping the "imprecise" version and only</span></div>
|
|
<div class="line"><a name="l02830"></a><span class="lineno"> 2830</span>  <span class="comment">// recomputing it when its precision is above a threshold.</span></div>
|
|
<div class="line"><a name="l02831"></a><span class="lineno"> 2831</span>  <span class="keywordflow">if</span> (!feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02832"></a><span class="lineno"> 2832</span>  MakeBoxedVariableDualFeasible(</div>
|
|
<div class="line"><a name="l02833"></a><span class="lineno"> 2833</span>  variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">GetNonBasicBoxedVariables</a>(),</div>
|
|
<div class="line"><a name="l02834"></a><span class="lineno"> 2834</span>  <span class="comment">/*update_basic_values=*/</span><span class="keyword">false</span>);</div>
|
|
<div class="line"><a name="l02835"></a><span class="lineno"> 2835</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a name="l02836"></a><span class="lineno"> 2836</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a9323beaddf591680b191fa618c40519f">ResetPrimalInfeasibilityInformation</a>();</div>
|
|
<div class="line"><a name="l02837"></a><span class="lineno"> 2837</span>  </div>
|
|
<div class="line"><a name="l02838"></a><span class="lineno"> 2838</span>  <span class="comment">// Computing the objective at each iteration takes time, so we just</span></div>
|
|
<div class="line"><a name="l02839"></a><span class="lineno"> 2839</span>  <span class="comment">// check the limit when the basis is refactorized.</span></div>
|
|
<div class="line"><a name="l02840"></a><span class="lineno"> 2840</span>  <span class="keywordflow">if</span> (ComputeObjectiveValue() > dual_objective_limit_) {</div>
|
|
<div class="line"><a name="l02841"></a><span class="lineno"> 2841</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Stopping the dual simplex because"</span></div>
|
|
<div class="line"><a name="l02842"></a><span class="lineno"> 2842</span>  << <span class="stringliteral">" the objective limit "</span> << dual_objective_limit_</div>
|
|
<div class="line"><a name="l02843"></a><span class="lineno"> 2843</span>  << <span class="stringliteral">" has been reached."</span>;</div>
|
|
<div class="line"><a name="l02844"></a><span class="lineno"> 2844</span>  problem_status_ = ProblemStatus::DUAL_FEASIBLE;</div>
|
|
<div class="line"><a name="l02845"></a><span class="lineno"> 2845</span>  objective_limit_reached_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02846"></a><span class="lineno"> 2846</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02847"></a><span class="lineno"> 2847</span>  }</div>
|
|
<div class="line"><a name="l02848"></a><span class="lineno"> 2848</span>  }</div>
|
|
<div class="line"><a name="l02849"></a><span class="lineno"> 2849</span>  </div>
|
|
<div class="line"><a name="l02850"></a><span class="lineno"> 2850</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a name="l02851"></a><span class="lineno"> 2851</span>  DisplayIterationInfo();</div>
|
|
<div class="line"><a name="l02852"></a><span class="lineno"> 2852</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02853"></a><span class="lineno"> 2853</span>  <span class="comment">// Updates from the previous iteration that can be skipped if we</span></div>
|
|
<div class="line"><a name="l02854"></a><span class="lineno"> 2854</span>  <span class="comment">// recompute everything (see other case above).</span></div>
|
|
<div class="line"><a name="l02855"></a><span class="lineno"> 2855</span>  <span class="keywordflow">if</span> (!feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02856"></a><span class="lineno"> 2856</span>  <span class="comment">// Make sure the boxed variables are dual-feasible before choosing the</span></div>
|
|
<div class="line"><a name="l02857"></a><span class="lineno"> 2857</span>  <span class="comment">// leaving variable row.</span></div>
|
|
<div class="line"><a name="l02858"></a><span class="lineno"> 2858</span>  MakeBoxedVariableDualFeasible(bound_flip_candidates_,</div>
|
|
<div class="line"><a name="l02859"></a><span class="lineno"> 2859</span>  <span class="comment">/*update_basic_values=*/</span><span class="keyword">true</span>);</div>
|
|
<div class="line"><a name="l02860"></a><span class="lineno"> 2860</span>  bound_flip_candidates_.clear();</div>
|
|
<div class="line"><a name="l02861"></a><span class="lineno"> 2861</span>  </div>
|
|
<div class="line"><a name="l02862"></a><span class="lineno"> 2862</span>  <span class="comment">// The direction_.non_zeros contains the positions for which the basic</span></div>
|
|
<div class="line"><a name="l02863"></a><span class="lineno"> 2863</span>  <span class="comment">// variable value was changed during the previous iterations.</span></div>
|
|
<div class="line"><a name="l02864"></a><span class="lineno"> 2864</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#ac78d744661f731cec1a48bdfa2513d35">UpdatePrimalInfeasibilityInformation</a>(</div>
|
|
<div class="line"><a name="l02865"></a><span class="lineno"> 2865</span>  direction_.non_zeros);</div>
|
|
<div class="line"><a name="l02866"></a><span class="lineno"> 2866</span>  }</div>
|
|
<div class="line"><a name="l02867"></a><span class="lineno"> 2867</span>  }</div>
|
|
<div class="line"><a name="l02868"></a><span class="lineno"> 2868</span>  </div>
|
|
<div class="line"><a name="l02869"></a><span class="lineno"> 2869</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02870"></a><span class="lineno"> 2870</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualPhaseIChooseLeavingVariableRow(</div>
|
|
<div class="line"><a name="l02871"></a><span class="lineno"> 2871</span>  &leaving_row, &cost_variation, &<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02872"></a><span class="lineno"> 2872</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02873"></a><span class="lineno"> 2873</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(DualChooseLeavingVariableRow(</div>
|
|
<div class="line"><a name="l02874"></a><span class="lineno"> 2874</span>  &leaving_row, &cost_variation, &<a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l02875"></a><span class="lineno"> 2875</span>  }</div>
|
|
<div class="line"><a name="l02876"></a><span class="lineno"> 2876</span>  <span class="keywordflow">if</span> (leaving_row == <a class="code" href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">kInvalidRow</a>) {</div>
|
|
<div class="line"><a name="l02877"></a><span class="lineno"> 2877</span>  <span class="keywordflow">if</span> (!basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
|
|
<div class="line"><a name="l02878"></a><span class="lineno"> 2878</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Optimal reached, double checking."</span>;</div>
|
|
<div class="line"><a name="l02879"></a><span class="lineno"> 2879</span>  refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02880"></a><span class="lineno"> 2880</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02881"></a><span class="lineno"> 2881</span>  }</div>
|
|
<div class="line"><a name="l02882"></a><span class="lineno"> 2882</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02883"></a><span class="lineno"> 2883</span>  <span class="comment">// Note that since the basis is refactorized, the variable values</span></div>
|
|
<div class="line"><a name="l02884"></a><span class="lineno"> 2884</span>  <span class="comment">// will be recomputed at the beginning of the second phase. The boxed</span></div>
|
|
<div class="line"><a name="l02885"></a><span class="lineno"> 2885</span>  <span class="comment">// variable values will also be corrected by</span></div>
|
|
<div class="line"><a name="l02886"></a><span class="lineno"> 2886</span>  <span class="comment">// MakeBoxedVariableDualFeasible().</span></div>
|
|
<div class="line"><a name="l02887"></a><span class="lineno"> 2887</span>  <span class="keywordflow">if</span> (num_dual_infeasible_positions_ == 0) {</div>
|
|
<div class="line"><a name="l02888"></a><span class="lineno"> 2888</span>  problem_status_ = ProblemStatus::DUAL_FEASIBLE;</div>
|
|
<div class="line"><a name="l02889"></a><span class="lineno"> 2889</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02890"></a><span class="lineno"> 2890</span>  problem_status_ = ProblemStatus::DUAL_INFEASIBLE;</div>
|
|
<div class="line"><a name="l02891"></a><span class="lineno"> 2891</span>  }</div>
|
|
<div class="line"><a name="l02892"></a><span class="lineno"> 2892</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02893"></a><span class="lineno"> 2893</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">ProblemStatus::OPTIMAL</a>;</div>
|
|
<div class="line"><a name="l02894"></a><span class="lineno"> 2894</span>  }</div>
|
|
<div class="line"><a name="l02895"></a><span class="lineno"> 2895</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02896"></a><span class="lineno"> 2896</span>  }</div>
|
|
<div class="line"><a name="l02897"></a><span class="lineno"> 2897</span>  </div>
|
|
<div class="line"><a name="l02898"></a><span class="lineno"> 2898</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#ac9f13d2561598d3a04b409dd7b4e1f0c">ComputeUpdateRow</a>(leaving_row);</div>
|
|
<div class="line"><a name="l02899"></a><span class="lineno"> 2899</span>  <span class="keywordflow">for</span> (std::pair<RowIndex, ColIndex> pair : pair_to_ignore_) {</div>
|
|
<div class="line"><a name="l02900"></a><span class="lineno"> 2900</span>  <span class="keywordflow">if</span> (pair.first == leaving_row) {</div>
|
|
<div class="line"><a name="l02901"></a><span class="lineno"> 2901</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#a985c788192edce2013ad59d4f0c934cf">IgnoreUpdatePosition</a>(pair.second);</div>
|
|
<div class="line"><a name="l02902"></a><span class="lineno"> 2902</span>  }</div>
|
|
<div class="line"><a name="l02903"></a><span class="lineno"> 2903</span>  }</div>
|
|
<div class="line"><a name="l02904"></a><span class="lineno"> 2904</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02905"></a><span class="lineno"> 2905</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#ab86e98881b35d34abe244a4dd776c7f6">DualPhaseIChooseEnteringColumn</a>(</div>
|
|
<div class="line"><a name="l02906"></a><span class="lineno"> 2906</span>  update_row_, cost_variation, &entering_col, &<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>));</div>
|
|
<div class="line"><a name="l02907"></a><span class="lineno"> 2907</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02908"></a><span class="lineno"> 2908</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#a5f7903563e698189cc516ed6a5496a9a">DualChooseEnteringColumn</a>(</div>
|
|
<div class="line"><a name="l02909"></a><span class="lineno"> 2909</span>  update_row_, cost_variation, &bound_flip_candidates_, &entering_col,</div>
|
|
<div class="line"><a name="l02910"></a><span class="lineno"> 2910</span>  &<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a>));</div>
|
|
<div class="line"><a name="l02911"></a><span class="lineno"> 2911</span>  }</div>
|
|
<div class="line"><a name="l02912"></a><span class="lineno"> 2912</span>  </div>
|
|
<div class="line"><a name="l02913"></a><span class="lineno"> 2913</span>  <span class="comment">// No entering_col: Unbounded problem / Infeasible problem.</span></div>
|
|
<div class="line"><a name="l02914"></a><span class="lineno"> 2914</span>  <span class="keywordflow">if</span> (entering_col == <a class="code" href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">kInvalidCol</a>) {</div>
|
|
<div class="line"><a name="l02915"></a><span class="lineno"> 2915</span>  <span class="keywordflow">if</span> (!reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a name="l02916"></a><span class="lineno"> 2916</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"No entering column. Double checking..."</span>;</div>
|
|
<div class="line"><a name="l02917"></a><span class="lineno"> 2917</span>  refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02918"></a><span class="lineno"> 2918</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02919"></a><span class="lineno"> 2919</span>  }</div>
|
|
<div class="line"><a name="l02920"></a><span class="lineno"> 2920</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>());</div>
|
|
<div class="line"><a name="l02921"></a><span class="lineno"> 2921</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02922"></a><span class="lineno"> 2922</span>  <span class="comment">// This shouldn't happen by construction.</span></div>
|
|
<div class="line"><a name="l02923"></a><span class="lineno"> 2923</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Unbounded dual feasibility problem !?"</span>;</div>
|
|
<div class="line"><a name="l02924"></a><span class="lineno"> 2924</span>  problem_status_ = <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">ProblemStatus::ABNORMAL</a>;</div>
|
|
<div class="line"><a name="l02925"></a><span class="lineno"> 2925</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02926"></a><span class="lineno"> 2926</span>  problem_status_ = ProblemStatus::DUAL_UNBOUNDED;</div>
|
|
<div class="line"><a name="l02927"></a><span class="lineno"> 2927</span>  solution_dual_ray_ =</div>
|
|
<div class="line"><a name="l02928"></a><span class="lineno"> 2928</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">GetUnitRowLeftInverse</a>().<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
|
|
<div class="line"><a name="l02929"></a><span class="lineno"> 2929</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#a7b39f45e976b642dac5b652e0a455e8f">RecomputeFullUpdateRow</a>(leaving_row);</div>
|
|
<div class="line"><a name="l02930"></a><span class="lineno"> 2930</span>  solution_dual_ray_row_combination_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(num_cols_);</div>
|
|
<div class="line"><a name="l02931"></a><span class="lineno"> 2931</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>()) {</div>
|
|
<div class="line"><a name="l02932"></a><span class="lineno"> 2932</span>  solution_dual_ray_row_combination_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
|
|
<div class="line"><a name="l02933"></a><span class="lineno"> 2933</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">GetCoefficient</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l02934"></a><span class="lineno"> 2934</span>  }</div>
|
|
<div class="line"><a name="l02935"></a><span class="lineno"> 2935</span>  <span class="keywordflow">if</span> (cost_variation < 0) {</div>
|
|
<div class="line"><a name="l02936"></a><span class="lineno"> 2936</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_dual_ray_);</div>
|
|
<div class="line"><a name="l02937"></a><span class="lineno"> 2937</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">ChangeSign</a>(&solution_dual_ray_row_combination_);</div>
|
|
<div class="line"><a name="l02938"></a><span class="lineno"> 2938</span>  }</div>
|
|
<div class="line"><a name="l02939"></a><span class="lineno"> 2939</span>  }</div>
|
|
<div class="line"><a name="l02940"></a><span class="lineno"> 2940</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02941"></a><span class="lineno"> 2941</span>  }</div>
|
|
<div class="line"><a name="l02942"></a><span class="lineno"> 2942</span>  </div>
|
|
<div class="line"><a name="l02943"></a><span class="lineno"> 2943</span>  <span class="comment">// If the coefficient is too small, we recompute the reduced costs.</span></div>
|
|
<div class="line"><a name="l02944"></a><span class="lineno"> 2944</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_coeff = update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">GetCoefficient</a>(entering_col);</div>
|
|
<div class="line"><a name="l02945"></a><span class="lineno"> 2945</span>  <span class="keywordflow">if</span> (std::abs(entering_coeff) < parameters_.dual_small_pivot_threshold() &&</div>
|
|
<div class="line"><a name="l02946"></a><span class="lineno"> 2946</span>  !reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">AreReducedCostsPrecise</a>()) {</div>
|
|
<div class="line"><a name="l02947"></a><span class="lineno"> 2947</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Trying not to pivot by "</span> << entering_coeff;</div>
|
|
<div class="line"><a name="l02948"></a><span class="lineno"> 2948</span>  refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02949"></a><span class="lineno"> 2949</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02950"></a><span class="lineno"> 2950</span>  }</div>
|
|
<div class="line"><a name="l02951"></a><span class="lineno"> 2951</span>  </div>
|
|
<div class="line"><a name="l02952"></a><span class="lineno"> 2952</span>  <span class="comment">// If the reduced cost is already precise, we check with the direction_.</span></div>
|
|
<div class="line"><a name="l02953"></a><span class="lineno"> 2953</span>  <span class="comment">// This is at least needed to avoid corner cases where</span></div>
|
|
<div class="line"><a name="l02954"></a><span class="lineno"> 2954</span>  <span class="comment">// direction_[leaving_row] is actually 0 which causes a floating</span></div>
|
|
<div class="line"><a name="l02955"></a><span class="lineno"> 2955</span>  <span class="comment">// point exception below.</span></div>
|
|
<div class="line"><a name="l02956"></a><span class="lineno"> 2956</span>  ComputeDirection(entering_col);</div>
|
|
<div class="line"><a name="l02957"></a><span class="lineno"> 2957</span>  <span class="keywordflow">if</span> (std::abs(direction_[leaving_row]) <</div>
|
|
<div class="line"><a name="l02958"></a><span class="lineno"> 2958</span>  parameters_.minimum_acceptable_pivot()) {</div>
|
|
<div class="line"><a name="l02959"></a><span class="lineno"> 2959</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Do not pivot by "</span> << entering_coeff</div>
|
|
<div class="line"><a name="l02960"></a><span class="lineno"> 2960</span>  << <span class="stringliteral">" because the direction is "</span> << direction_[leaving_row];</div>
|
|
<div class="line"><a name="l02961"></a><span class="lineno"> 2961</span>  refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l02962"></a><span class="lineno"> 2962</span>  pair_to_ignore_.push_back({leaving_row, entering_col});</div>
|
|
<div class="line"><a name="l02963"></a><span class="lineno"> 2963</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l02964"></a><span class="lineno"> 2964</span>  }</div>
|
|
<div class="line"><a name="l02965"></a><span class="lineno"> 2965</span>  pair_to_ignore_.clear();</div>
|
|
<div class="line"><a name="l02966"></a><span class="lineno"> 2966</span>  </div>
|
|
<div class="line"><a name="l02967"></a><span class="lineno"> 2967</span>  <span class="comment">// This test takes place after the check for optimality/feasibility because</span></div>
|
|
<div class="line"><a name="l02968"></a><span class="lineno"> 2968</span>  <span class="comment">// when running with 0 iterations, we still want to report</span></div>
|
|
<div class="line"><a name="l02969"></a><span class="lineno"> 2969</span>  <span class="comment">// ProblemStatus::OPTIMAL or ProblemStatus::PRIMAL_FEASIBLE if it is the</span></div>
|
|
<div class="line"><a name="l02970"></a><span class="lineno"> 2970</span>  <span class="comment">// case at the beginning of the algorithm.</span></div>
|
|
<div class="line"><a name="l02971"></a><span class="lineno"> 2971</span>  AdvanceDeterministicTime(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l02972"></a><span class="lineno"> 2972</span>  <span class="keywordflow">if</span> (num_iterations_ == parameters_.max_number_of_iterations() ||</div>
|
|
<div class="line"><a name="l02973"></a><span class="lineno"> 2973</span>  <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->LimitReached()) {</div>
|
|
<div class="line"><a name="l02974"></a><span class="lineno"> 2974</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l02975"></a><span class="lineno"> 2975</span>  }</div>
|
|
<div class="line"><a name="l02976"></a><span class="lineno"> 2976</span>  </div>
|
|
<div class="line"><a name="l02977"></a><span class="lineno"> 2977</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>({</div>
|
|
<div class="line"><a name="l02978"></a><span class="lineno"> 2978</span>  <span class="keywordflow">if</span> (<a class="code" href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a> == 0.0) {</div>
|
|
<div class="line"><a name="l02979"></a><span class="lineno"> 2979</span>  timer.AlsoUpdate(&iteration_stats_.degenerate);</div>
|
|
<div class="line"><a name="l02980"></a><span class="lineno"> 2980</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02981"></a><span class="lineno"> 2981</span>  timer.AlsoUpdate(&iteration_stats_.normal);</div>
|
|
<div class="line"><a name="l02982"></a><span class="lineno"> 2982</span>  }</div>
|
|
<div class="line"><a name="l02983"></a><span class="lineno"> 2983</span>  });</div>
|
|
<div class="line"><a name="l02984"></a><span class="lineno"> 2984</span>  </div>
|
|
<div class="line"><a name="l02985"></a><span class="lineno"> 2985</span>  <span class="comment">// Update basis. Note that direction_ is already computed.</span></div>
|
|
<div class="line"><a name="l02986"></a><span class="lineno"> 2986</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02987"></a><span class="lineno"> 2987</span>  <span class="comment">// TODO(user): this is pretty much the same in the primal or dual code.</span></div>
|
|
<div class="line"><a name="l02988"></a><span class="lineno"> 2988</span>  <span class="comment">// We just need to know to what bound the leaving variable will be set to.</span></div>
|
|
<div class="line"><a name="l02989"></a><span class="lineno"> 2989</span>  <span class="comment">// Factorize more common code?</span></div>
|
|
<div class="line"><a name="l02990"></a><span class="lineno"> 2990</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l02991"></a><span class="lineno"> 2991</span>  <span class="comment">// During phase I, we do not need the basic variable values at all.</span></div>
|
|
<div class="line"><a name="l02992"></a><span class="lineno"> 2992</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_step = 0.0;</div>
|
|
<div class="line"><a name="l02993"></a><span class="lineno"> 2993</span>  <span class="keywordflow">if</span> (feasibility_phase_) {</div>
|
|
<div class="line"><a name="l02994"></a><span class="lineno"> 2994</span>  DualPhaseIUpdatePrice(leaving_row, entering_col);</div>
|
|
<div class="line"><a name="l02995"></a><span class="lineno"> 2995</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l02996"></a><span class="lineno"> 2996</span>  primal_step =</div>
|
|
<div class="line"><a name="l02997"></a><span class="lineno"> 2997</span>  ComputeStepToMoveBasicVariableToBound(leaving_row, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>);</div>
|
|
<div class="line"><a name="l02998"></a><span class="lineno"> 2998</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">UpdateOnPivoting</a>(direction_, entering_col, primal_step);</div>
|
|
<div class="line"><a name="l02999"></a><span class="lineno"> 2999</span>  }</div>
|
|
<div class="line"><a name="l03000"></a><span class="lineno"> 3000</span>  </div>
|
|
<div class="line"><a name="l03001"></a><span class="lineno"> 3001</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">UpdateBeforeBasisPivot</a>(entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a name="l03002"></a><span class="lineno"> 3002</span>  &update_row_);</div>
|
|
<div class="line"><a name="l03003"></a><span class="lineno"> 3003</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a07ecfa8dabb00a7f680dc64efe1127d1">UpdateBeforeBasisPivot</a>(</div>
|
|
<div class="line"><a name="l03004"></a><span class="lineno"> 3004</span>  entering_col, leaving_row, direction_,</div>
|
|
<div class="line"><a name="l03005"></a><span class="lineno"> 3005</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">GetUnitRowLeftInverse</a>());</div>
|
|
<div class="line"><a name="l03006"></a><span class="lineno"> 3006</span>  </div>
|
|
<div class="line"><a name="l03007"></a><span class="lineno"> 3007</span>  <span class="comment">// It is important to do the actual pivot after the update above!</span></div>
|
|
<div class="line"><a name="l03008"></a><span class="lineno"> 3008</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
|
|
<div class="line"><a name="l03009"></a><span class="lineno"> 3009</span>  <a class="code" href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a>(</div>
|
|
<div class="line"><a name="l03010"></a><span class="lineno"> 3010</span>  UpdateAndPivot(entering_col, leaving_row, <a class="code" href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a>));</div>
|
|
<div class="line"><a name="l03011"></a><span class="lineno"> 3011</span>  </div>
|
|
<div class="line"><a name="l03012"></a><span class="lineno"> 3012</span>  <span class="comment">// This makes sure the leaving variable is at its exact bound. Tests</span></div>
|
|
<div class="line"><a name="l03013"></a><span class="lineno"> 3013</span>  <span class="comment">// indicate that this makes everything more stable. Note also that during</span></div>
|
|
<div class="line"><a name="l03014"></a><span class="lineno"> 3014</span>  <span class="comment">// the feasibility phase, the variable values are not used, but that the</span></div>
|
|
<div class="line"><a name="l03015"></a><span class="lineno"> 3015</span>  <span class="comment">// correct non-basic variable value are needed at the end.</span></div>
|
|
<div class="line"><a name="l03016"></a><span class="lineno"> 3016</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">SetNonBasicVariableValueFromStatus</a>(leaving_col);</div>
|
|
<div class="line"><a name="l03017"></a><span class="lineno"> 3017</span>  </div>
|
|
<div class="line"><a name="l03018"></a><span class="lineno"> 3018</span>  <span class="comment">// This is slow, but otherwise we have a really bad precision on the</span></div>
|
|
<div class="line"><a name="l03019"></a><span class="lineno"> 3019</span>  <span class="comment">// variable values ...</span></div>
|
|
<div class="line"><a name="l03020"></a><span class="lineno"> 3020</span>  <span class="keywordflow">if</span> (std::abs(primal_step) * parameters_.primal_feasibility_tolerance() ></div>
|
|
<div class="line"><a name="l03021"></a><span class="lineno"> 3021</span>  1.0) {</div>
|
|
<div class="line"><a name="l03022"></a><span class="lineno"> 3022</span>  refactorize = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l03023"></a><span class="lineno"> 3023</span>  }</div>
|
|
<div class="line"><a name="l03024"></a><span class="lineno"> 3024</span>  ++num_iterations_;</div>
|
|
<div class="line"><a name="l03025"></a><span class="lineno"> 3025</span>  }</div>
|
|
<div class="line"><a name="l03026"></a><span class="lineno"> 3026</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">Status::OK</a>();</div>
|
|
<div class="line"><a name="l03027"></a><span class="lineno"> 3027</span> }</div>
|
|
<div class="line"><a name="l03028"></a><span class="lineno"> 3028</span>  </div>
|
|
<div class="line"><a name="l03029"></a><span class="lineno"> 3029</span> ColIndex RevisedSimplex::SlackColIndex(RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03030"></a><span class="lineno"> 3030</span>  <span class="comment">// TODO(user): Remove this function.</span></div>
|
|
<div class="line"><a name="l03031"></a><span class="lineno"> 3031</span>  <a class="code" href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788">DCHECK_ROW_BOUNDS</a>(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l03032"></a><span class="lineno"> 3032</span>  <span class="keywordflow">return</span> first_slack_col_ + <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
|
|
<div class="line"><a name="l03033"></a><span class="lineno"> 3033</span> }</div>
|
|
<div class="line"><a name="l03034"></a><span class="lineno"> 3034</span>  </div>
|
|
<div class="line"><a name="l03035"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627"> 3035</a></span> std::string <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">RevisedSimplex::StatString</a>() {</div>
|
|
<div class="line"><a name="l03036"></a><span class="lineno"> 3036</span>  std::string result;</div>
|
|
<div class="line"><a name="l03037"></a><span class="lineno"> 3037</span>  result.append(iteration_stats_.StatString());</div>
|
|
<div class="line"><a name="l03038"></a><span class="lineno"> 3038</span>  result.append(ratio_test_stats_.StatString());</div>
|
|
<div class="line"><a name="l03039"></a><span class="lineno"> 3039</span>  result.append(entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03040"></a><span class="lineno"> 3040</span>  result.append(reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03041"></a><span class="lineno"> 3041</span>  result.append(variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03042"></a><span class="lineno"> 3042</span>  result.append(primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03043"></a><span class="lineno"> 3043</span>  result.append(dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03044"></a><span class="lineno"> 3044</span>  result.append(update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03045"></a><span class="lineno"> 3045</span>  result.append(basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03046"></a><span class="lineno"> 3046</span>  result.append(function_stats_.<a class="code" href="classoperations__research_1_1_stats_group.html#af9bc435481ae9e6e60d66a65d5394a7f">StatString</a>());</div>
|
|
<div class="line"><a name="l03047"></a><span class="lineno"> 3047</span>  <span class="keywordflow">return</span> result;</div>
|
|
<div class="line"><a name="l03048"></a><span class="lineno"> 3048</span> }</div>
|
|
<div class="line"><a name="l03049"></a><span class="lineno"> 3049</span>  </div>
|
|
<div class="line"><a name="l03050"></a><span class="lineno"> 3050</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayAllStats() {</div>
|
|
<div class="line"><a name="l03051"></a><span class="lineno"> 3051</span>  <span class="keywordflow">if</span> (absl::GetFlag(FLAGS_simplex_display_stats)) {</div>
|
|
<div class="line"><a name="l03052"></a><span class="lineno"> 3052</span>  absl::FPrintF(stderr, <span class="stringliteral">"%s"</span>, <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">StatString</a>());</div>
|
|
<div class="line"><a name="l03053"></a><span class="lineno"> 3053</span>  absl::FPrintF(stderr, <span class="stringliteral">"%s"</span>, GetPrettySolverStats());</div>
|
|
<div class="line"><a name="l03054"></a><span class="lineno"> 3054</span>  }</div>
|
|
<div class="line"><a name="l03055"></a><span class="lineno"> 3055</span> }</div>
|
|
<div class="line"><a name="l03056"></a><span class="lineno"> 3056</span>  </div>
|
|
<div class="line"><a name="l03057"></a><span class="lineno"> 3057</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeObjectiveValue()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03058"></a><span class="lineno"> 3058</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l03059"></a><span class="lineno"> 3059</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(objective_,</div>
|
|
<div class="line"><a name="l03060"></a><span class="lineno"> 3060</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">GetDenseRow</a>()));</div>
|
|
<div class="line"><a name="l03061"></a><span class="lineno"> 3061</span> }</div>
|
|
<div class="line"><a name="l03062"></a><span class="lineno"> 3062</span>  </div>
|
|
<div class="line"><a name="l03063"></a><span class="lineno"> 3063</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> RevisedSimplex::ComputeInitialProblemObjectiveValue()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03064"></a><span class="lineno"> 3064</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l03065"></a><span class="lineno"> 3065</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#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(</div>
|
|
<div class="line"><a name="l03066"></a><span class="lineno"> 3066</span>  objective_, <a class="code" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">GetDenseRow</a>()));</div>
|
|
<div class="line"><a name="l03067"></a><span class="lineno"> 3067</span>  <span class="keywordflow">return</span> objective_scaling_factor_ * (sum + objective_offset_);</div>
|
|
<div class="line"><a name="l03068"></a><span class="lineno"> 3068</span> }</div>
|
|
<div class="line"><a name="l03069"></a><span class="lineno"> 3069</span>  </div>
|
|
<div class="line"><a name="l03070"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea"> 3070</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">RevisedSimplex::SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>) {</div>
|
|
<div class="line"><a name="l03071"></a><span class="lineno"> 3071</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l03072"></a><span class="lineno"> 3072</span>  random_.seed(<a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.random_seed());</div>
|
|
<div class="line"><a name="l03073"></a><span class="lineno"> 3073</span>  initial_parameters_ = <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
|
|
<div class="line"><a name="l03074"></a><span class="lineno"> 3074</span>  parameters_ = <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
|
|
<div class="line"><a name="l03075"></a><span class="lineno"> 3075</span>  PropagateParameters();</div>
|
|
<div class="line"><a name="l03076"></a><span class="lineno"> 3076</span> }</div>
|
|
<div class="line"><a name="l03077"></a><span class="lineno"> 3077</span>  </div>
|
|
<div class="line"><a name="l03078"></a><span class="lineno"> 3078</span> <span class="keywordtype">void</span> RevisedSimplex::PropagateParameters() {</div>
|
|
<div class="line"><a name="l03079"></a><span class="lineno"> 3079</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&function_stats_);</div>
|
|
<div class="line"><a name="l03080"></a><span class="lineno"> 3080</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a name="l03081"></a><span class="lineno"> 3081</span>  entering_variable_.<a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a name="l03082"></a><span class="lineno"> 3082</span>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a name="l03083"></a><span class="lineno"> 3083</span>  dual_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a name="l03084"></a><span class="lineno"> 3084</span>  primal_edge_norms_.<a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a name="l03085"></a><span class="lineno"> 3085</span>  update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(parameters_);</div>
|
|
<div class="line"><a name="l03086"></a><span class="lineno"> 3086</span> }</div>
|
|
<div class="line"><a name="l03087"></a><span class="lineno"> 3087</span>  </div>
|
|
<div class="line"><a name="l03088"></a><span class="lineno"> 3088</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayIterationInfo()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03089"></a><span class="lineno"> 3089</span>  <span class="keywordflow">if</span> (parameters_.log_search_progress() || <a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
|
|
<div class="line"><a name="l03090"></a><span class="lineno"> 3090</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> iter = feasibility_phase_</div>
|
|
<div class="line"><a name="l03091"></a><span class="lineno"> 3091</span>  ? num_iterations_</div>
|
|
<div class="line"><a name="l03092"></a><span class="lineno"> 3092</span>  : num_iterations_ - num_feasibility_iterations_;</div>
|
|
<div class="line"><a name="l03093"></a><span class="lineno"> 3093</span>  <span class="comment">// Note that in the dual phase II, ComputeObjectiveValue() is also computing</span></div>
|
|
<div class="line"><a name="l03094"></a><span class="lineno"> 3094</span>  <span class="comment">// the dual objective even if it uses the variable values. This is because</span></div>
|
|
<div class="line"><a name="l03095"></a><span class="lineno"> 3095</span>  <span class="comment">// if we modify the bounds to make the problem primal-feasible, we are at</span></div>
|
|
<div class="line"><a name="l03096"></a><span class="lineno"> 3096</span>  <span class="comment">// the optimal and hence the two objectives are the same.</span></div>
|
|
<div class="line"><a name="l03097"></a><span class="lineno"> 3097</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective =</div>
|
|
<div class="line"><a name="l03098"></a><span class="lineno"> 3098</span>  !feasibility_phase_</div>
|
|
<div class="line"><a name="l03099"></a><span class="lineno"> 3099</span>  ? ComputeInitialProblemObjectiveValue()</div>
|
|
<div class="line"><a name="l03100"></a><span class="lineno"> 3100</span>  : (parameters_.use_dual_simplex()</div>
|
|
<div class="line"><a name="l03101"></a><span class="lineno"> 3101</span>  ? reduced_costs_.ComputeSumOfDualInfeasibilities()</div>
|
|
<div class="line"><a name="l03102"></a><span class="lineno"> 3102</span>  : variable_values_.ComputeSumOfPrimalInfeasibilities());</div>
|
|
<div class="line"><a name="l03103"></a><span class="lineno"> 3103</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << (feasibility_phase_ ? <span class="stringliteral">"Feasibility"</span> : <span class="stringliteral">"Optimization"</span>)</div>
|
|
<div class="line"><a name="l03104"></a><span class="lineno"> 3104</span>  << <span class="stringliteral">" phase, iteration # "</span> << iter</div>
|
|
<div class="line"><a name="l03105"></a><span class="lineno"> 3105</span>  << <span class="stringliteral">", objective = "</span> << absl::StrFormat(<span class="stringliteral">"%.15E"</span>, objective);</div>
|
|
<div class="line"><a name="l03106"></a><span class="lineno"> 3106</span>  }</div>
|
|
<div class="line"><a name="l03107"></a><span class="lineno"> 3107</span> }</div>
|
|
<div class="line"><a name="l03108"></a><span class="lineno"> 3108</span>  </div>
|
|
<div class="line"><a name="l03109"></a><span class="lineno"> 3109</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayErrors()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03110"></a><span class="lineno"> 3110</span>  <span class="keywordflow">if</span> (parameters_.log_search_progress() || <a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(1)) {</div>
|
|
<div class="line"><a name="l03111"></a><span class="lineno"> 3111</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Primal infeasibility (bounds) = "</span></div>
|
|
<div class="line"><a name="l03112"></a><span class="lineno"> 3112</span>  << variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">ComputeMaximumPrimalInfeasibility</a>();</div>
|
|
<div class="line"><a name="l03113"></a><span class="lineno"> 3113</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Primal residual |A.x - b| = "</span></div>
|
|
<div class="line"><a name="l03114"></a><span class="lineno"> 3114</span>  << variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">ComputeMaximumPrimalResidual</a>();</div>
|
|
<div class="line"><a name="l03115"></a><span class="lineno"> 3115</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Dual infeasibility (reduced costs) = "</span></div>
|
|
<div class="line"><a name="l03116"></a><span class="lineno"> 3116</span>  << reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">ComputeMaximumDualInfeasibility</a>();</div>
|
|
<div class="line"><a name="l03117"></a><span class="lineno"> 3117</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a>) << <span class="stringliteral">"Dual residual |c_B - y.B| = "</span></div>
|
|
<div class="line"><a name="l03118"></a><span class="lineno"> 3118</span>  << reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">ComputeMaximumDualResidual</a>();</div>
|
|
<div class="line"><a name="l03119"></a><span class="lineno"> 3119</span>  }</div>
|
|
<div class="line"><a name="l03120"></a><span class="lineno"> 3120</span> }</div>
|
|
<div class="line"><a name="l03121"></a><span class="lineno"> 3121</span>  </div>
|
|
<div class="line"><a name="l03122"></a><span class="lineno"> 3122</span> <span class="keyword">namespace </span>{</div>
|
|
<div class="line"><a name="l03123"></a><span class="lineno"> 3123</span>  </div>
|
|
<div class="line"><a name="l03124"></a><span class="lineno"> 3124</span> std::string StringifyMonomialWithFlags(<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a>,</div>
|
|
<div class="line"><a name="l03125"></a><span class="lineno"> 3125</span>  <span class="keyword">const</span> std::string& x) {</div>
|
|
<div class="line"><a name="l03126"></a><span class="lineno"> 3126</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">StringifyMonomial</a>(</div>
|
|
<div class="line"><a name="l03127"></a><span class="lineno"> 3127</span>  <a class="code" href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a>, x, absl::GetFlag(FLAGS_simplex_display_numbers_as_fractions));</div>
|
|
<div class="line"><a name="l03128"></a><span class="lineno"> 3128</span> }</div>
|
|
<div class="line"><a name="l03129"></a><span class="lineno"> 3129</span>  </div>
|
|
<div class="line"><a name="l03130"></a><span class="lineno"> 3130</span> <span class="comment">// Returns a string representing the rational approximation of x or a decimal</span></div>
|
|
<div class="line"><a name="l03131"></a><span class="lineno"> 3131</span> <span class="comment">// approximation of x according to</span></div>
|
|
<div class="line"><a name="l03132"></a><span class="lineno"> 3132</span> <span class="comment">// absl::GetFlag(FLAGS_simplex_display_numbers_as_fractions).</span></div>
|
|
<div class="line"><a name="l03133"></a><span class="lineno"> 3133</span> std::string StringifyWithFlags(<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> x) {</div>
|
|
<div class="line"><a name="l03134"></a><span class="lineno"> 3134</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">Stringify</a>(x,</div>
|
|
<div class="line"><a name="l03135"></a><span class="lineno"> 3135</span>  absl::GetFlag(FLAGS_simplex_display_numbers_as_fractions));</div>
|
|
<div class="line"><a name="l03136"></a><span class="lineno"> 3136</span> }</div>
|
|
<div class="line"><a name="l03137"></a><span class="lineno"> 3137</span>  </div>
|
|
<div class="line"><a name="l03138"></a><span class="lineno"> 3138</span> } <span class="comment">// namespace</span></div>
|
|
<div class="line"><a name="l03139"></a><span class="lineno"> 3139</span>  </div>
|
|
<div class="line"><a name="l03140"></a><span class="lineno"> 3140</span> std::string RevisedSimplex::SimpleVariableInfo(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03141"></a><span class="lineno"> 3141</span>  std::string output;</div>
|
|
<div class="line"><a name="l03142"></a><span class="lineno"> 3142</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866a">VariableType</a> variable_type = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03143"></a><span class="lineno"> 3143</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> variable_status = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03144"></a><span class="lineno"> 3144</span>  absl::StrAppendFormat(&output, <span class="stringliteral">"%d (%s) = %s, %s, %s, [%s,%s]"</span>, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value(),</div>
|
|
<div class="line"><a name="l03145"></a><span class="lineno"> 3145</span>  variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
|
|
<div class="line"><a name="l03146"></a><span class="lineno"> 3146</span>  StringifyWithFlags(variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)),</div>
|
|
<div class="line"><a name="l03147"></a><span class="lineno"> 3147</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">GetVariableStatusString</a>(variable_status),</div>
|
|
<div class="line"><a name="l03148"></a><span class="lineno"> 3148</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ae073fb72ea53b6d0f3d7f73cfd6c6ed9">GetVariableTypeString</a>(variable_type),</div>
|
|
<div class="line"><a name="l03149"></a><span class="lineno"> 3149</span>  StringifyWithFlags(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]),</div>
|
|
<div class="line"><a name="l03150"></a><span class="lineno"> 3150</span>  StringifyWithFlags(upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l03151"></a><span class="lineno"> 3151</span>  <span class="keywordflow">return</span> output;</div>
|
|
<div class="line"><a name="l03152"></a><span class="lineno"> 3152</span> }</div>
|
|
<div class="line"><a name="l03153"></a><span class="lineno"> 3153</span>  </div>
|
|
<div class="line"><a name="l03154"></a><span class="lineno"> 3154</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayInfoOnVariables()<span class="keyword"> const </span>{</div>
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|
<div class="line"><a name="l03155"></a><span class="lineno"> 3155</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a name="l03156"></a><span class="lineno"> 3156</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="l03157"></a><span class="lineno"> 3157</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> variable_value = variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l03158"></a><span class="lineno"> 3158</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_coefficient = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03159"></a><span class="lineno"> 3159</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_contribution =</div>
|
|
<div class="line"><a name="l03160"></a><span class="lineno"> 3160</span>  objective_coefficient * variable_value;</div>
|
|
<div class="line"><a name="l03161"></a><span class="lineno"> 3161</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << SimpleVariableInfo(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) << <span class="stringliteral">". "</span> << variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">" = "</span></div>
|
|
<div class="line"><a name="l03162"></a><span class="lineno"> 3162</span>  << StringifyWithFlags(variable_value) << <span class="stringliteral">" * "</span></div>
|
|
<div class="line"><a name="l03163"></a><span class="lineno"> 3163</span>  << StringifyWithFlags(objective_coefficient)</div>
|
|
<div class="line"><a name="l03164"></a><span class="lineno"> 3164</span>  << <span class="stringliteral">"(obj) = "</span> << StringifyWithFlags(objective_contribution);</div>
|
|
<div class="line"><a name="l03165"></a><span class="lineno"> 3165</span>  }</div>
|
|
<div class="line"><a name="l03166"></a><span class="lineno"> 3166</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <span class="stringliteral">"------"</span>;</div>
|
|
<div class="line"><a name="l03167"></a><span class="lineno"> 3167</span>  }</div>
|
|
<div class="line"><a name="l03168"></a><span class="lineno"> 3168</span> }</div>
|
|
<div class="line"><a name="l03169"></a><span class="lineno"> 3169</span>  </div>
|
|
<div class="line"><a name="l03170"></a><span class="lineno"> 3170</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayVariableBounds() {</div>
|
|
<div class="line"><a name="l03171"></a><span class="lineno"> 3171</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a name="l03172"></a><span class="lineno"> 3172</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">VariableTypeRow</a>& variable_type = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>();</div>
|
|
<div class="line"><a name="l03173"></a><span class="lineno"> 3173</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="l03174"></a><span class="lineno"> 3174</span>  <span class="keywordflow">switch</span> (variable_type[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) {</div>
|
|
<div class="line"><a name="l03175"></a><span class="lineno"> 3175</span>  <span class="keywordflow">case</span> VariableType::UNCONSTRAINED:</div>
|
|
<div class="line"><a name="l03176"></a><span class="lineno"> 3176</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03177"></a><span class="lineno"> 3177</span>  <span class="keywordflow">case</span> VariableType::LOWER_BOUNDED:</div>
|
|
<div class="line"><a name="l03178"></a><span class="lineno"> 3178</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a name="l03179"></a><span class="lineno"> 3179</span>  << <span class="stringliteral">" >= "</span> << StringifyWithFlags(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a name="l03180"></a><span class="lineno"> 3180</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03181"></a><span class="lineno"> 3181</span>  <span class="keywordflow">case</span> VariableType::UPPER_BOUNDED:</div>
|
|
<div class="line"><a name="l03182"></a><span class="lineno"> 3182</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a name="l03183"></a><span class="lineno"> 3183</span>  << <span class="stringliteral">" <= "</span> << StringifyWithFlags(upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a name="l03184"></a><span class="lineno"> 3184</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03185"></a><span class="lineno"> 3185</span>  <span class="keywordflow">case</span> VariableType::UPPER_AND_LOWER_BOUNDED:</div>
|
|
<div class="line"><a name="l03186"></a><span class="lineno"> 3186</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << StringifyWithFlags(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>])</div>
|
|
<div class="line"><a name="l03187"></a><span class="lineno"> 3187</span>  << <span class="stringliteral">" <= "</span> << variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]</div>
|
|
<div class="line"><a name="l03188"></a><span class="lineno"> 3188</span>  << <span class="stringliteral">" <= "</span> << StringifyWithFlags(upper_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a name="l03189"></a><span class="lineno"> 3189</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03190"></a><span class="lineno"> 3190</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a>:</div>
|
|
<div class="line"><a name="l03191"></a><span class="lineno"> 3191</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] << <span class="stringliteral">" = "</span></div>
|
|
<div class="line"><a name="l03192"></a><span class="lineno"> 3192</span>  << StringifyWithFlags(lower_bound_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]) << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a name="l03193"></a><span class="lineno"> 3193</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03194"></a><span class="lineno"> 3194</span>  <span class="keywordflow">default</span>: <span class="comment">// This should never happen.</span></div>
|
|
<div class="line"><a name="l03195"></a><span class="lineno"> 3195</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(DFATAL) << <span class="stringliteral">"Column "</span> << <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" has no meaningful status."</span>;</div>
|
|
<div class="line"><a name="l03196"></a><span class="lineno"> 3196</span>  <span class="keywordflow">break</span>;</div>
|
|
<div class="line"><a name="l03197"></a><span class="lineno"> 3197</span>  }</div>
|
|
<div class="line"><a name="l03198"></a><span class="lineno"> 3198</span>  }</div>
|
|
<div class="line"><a name="l03199"></a><span class="lineno"> 3199</span>  }</div>
|
|
<div class="line"><a name="l03200"></a><span class="lineno"> 3200</span> }</div>
|
|
<div class="line"><a name="l03201"></a><span class="lineno"> 3201</span>  </div>
|
|
<div class="line"><a name="l03202"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a99f583df870121b972c61d2315ecaa4d"> 3202</a></span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, SparseRow></a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a99f583df870121b972c61d2315ecaa4d">RevisedSimplex::ComputeDictionary</a>(</div>
|
|
<div class="line"><a name="l03203"></a><span class="lineno"> 3203</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>* column_scales) {</div>
|
|
<div class="line"><a name="l03204"></a><span class="lineno"> 3204</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<RowIndex, SparseRow></a> dictionary(num_rows_.value());</div>
|
|
<div class="line"><a name="l03205"></a><span class="lineno"> 3205</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="l03206"></a><span class="lineno"> 3206</span>  ComputeDirection(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l03207"></a><span class="lineno"> 3207</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <span class="keyword">auto</span> e : direction_) {</div>
|
|
<div class="line"><a name="l03208"></a><span class="lineno"> 3208</span>  <span class="keywordflow">if</span> (column_scales == <span class="keyword">nullptr</span>) {</div>
|
|
<div class="line"><a name="l03209"></a><span class="lineno"> 3209</span>  dictionary[e.row()].SetCoefficient(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, e.coefficient());</div>
|
|
<div class="line"><a name="l03210"></a><span class="lineno"> 3210</span>  <span class="keywordflow">continue</span>;</div>
|
|
<div class="line"><a name="l03211"></a><span class="lineno"> 3211</span>  }</div>
|
|
<div class="line"><a name="l03212"></a><span class="lineno"> 3212</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> numerator =</div>
|
|
<div class="line"><a name="l03213"></a><span class="lineno"> 3213</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < column_scales-><a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">size</a>() ? (*column_scales)[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] : 1.0;</div>
|
|
<div class="line"><a name="l03214"></a><span class="lineno"> 3214</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> denominator = <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">GetBasis</a>(e.row()) < column_scales-><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="l03215"></a><span class="lineno"> 3215</span>  ? (*column_scales)[<a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">GetBasis</a>(e.row())]</div>
|
|
<div class="line"><a name="l03216"></a><span class="lineno"> 3216</span>  : 1.0;</div>
|
|
<div class="line"><a name="l03217"></a><span class="lineno"> 3217</span>  dictionary[e.row()].SetCoefficient(</div>
|
|
<div class="line"><a name="l03218"></a><span class="lineno"> 3218</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, direction_[e.row()] * (numerator / denominator));</div>
|
|
<div class="line"><a name="l03219"></a><span class="lineno"> 3219</span>  }</div>
|
|
<div class="line"><a name="l03220"></a><span class="lineno"> 3220</span>  }</div>
|
|
<div class="line"><a name="l03221"></a><span class="lineno"> 3221</span>  <span class="keywordflow">return</span> dictionary;</div>
|
|
<div class="line"><a name="l03222"></a><span class="lineno"> 3222</span> }</div>
|
|
<div class="line"><a name="l03223"></a><span class="lineno"> 3223</span>  </div>
|
|
<div class="line"><a name="l03224"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff"> 3224</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff">RevisedSimplex::ComputeBasicVariablesForState</a>(</div>
|
|
<div class="line"><a name="l03225"></a><span class="lineno"> 3225</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program, <span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a>& state) {</div>
|
|
<div class="line"><a name="l03226"></a><span class="lineno"> 3226</span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">LoadStateForNextSolve</a>(state);</div>
|
|
<div class="line"><a name="l03227"></a><span class="lineno"> 3227</span>  <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> status = Initialize(linear_program);</div>
|
|
<div class="line"><a name="l03228"></a><span class="lineno"> 3228</span>  <span class="keywordflow">if</span> (status.<a class="code" href="classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6">ok</a>()) {</div>
|
|
<div class="line"><a name="l03229"></a><span class="lineno"> 3229</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">RecomputeBasicVariableValues</a>();</div>
|
|
<div class="line"><a name="l03230"></a><span class="lineno"> 3230</span>  variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#a9323beaddf591680b191fa618c40519f">ResetPrimalInfeasibilityInformation</a>();</div>
|
|
<div class="line"><a name="l03231"></a><span class="lineno"> 3231</span>  solution_objective_value_ = ComputeInitialProblemObjectiveValue();</div>
|
|
<div class="line"><a name="l03232"></a><span class="lineno"> 3232</span>  }</div>
|
|
<div class="line"><a name="l03233"></a><span class="lineno"> 3233</span> }</div>
|
|
<div class="line"><a name="l03234"></a><span class="lineno"> 3234</span>  </div>
|
|
<div class="line"><a name="l03235"></a><span class="lineno"> 3235</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayRevisedSimplexDebugInfo() {</div>
|
|
<div class="line"><a name="l03236"></a><span class="lineno"> 3236</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a name="l03237"></a><span class="lineno"> 3237</span>  <span class="comment">// This function has a complexity in O(num_non_zeros_in_matrix).</span></div>
|
|
<div class="line"><a name="l03238"></a><span class="lineno"> 3238</span>  DisplayInfoOnVariables();</div>
|
|
<div class="line"><a name="l03239"></a><span class="lineno"> 3239</span>  </div>
|
|
<div class="line"><a name="l03240"></a><span class="lineno"> 3240</span>  std::string output = <span class="stringliteral">"z = "</span> + StringifyWithFlags(ComputeObjectiveValue());</div>
|
|
<div class="line"><a name="l03241"></a><span class="lineno"> 3241</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& reduced_costs = reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">GetReducedCosts</a>();</div>
|
|
<div class="line"><a name="l03242"></a><span class="lineno"> 3242</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">GetNotBasicBitRow</a>()) {</div>
|
|
<div class="line"><a name="l03243"></a><span class="lineno"> 3243</span>  absl::StrAppend(&output, StringifyMonomialWithFlags(reduced_costs[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>],</div>
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|
<div class="line"><a name="l03244"></a><span class="lineno"> 3244</span>  variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l03245"></a><span class="lineno"> 3245</span>  }</div>
|
|
<div class="line"><a name="l03246"></a><span class="lineno"> 3246</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">";"</span>;</div>
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|
<div class="line"><a name="l03247"></a><span class="lineno"> 3247</span>  </div>
|
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<div class="line"><a name="l03248"></a><span class="lineno"> 3248</span>  <span class="keyword">const</span> RevisedSimplexDictionary dictionary(<span class="keyword">nullptr</span>, <span class="keyword">this</span>);</div>
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|
<div class="line"><a name="l03249"></a><span class="lineno"> 3249</span>  RowIndex r(0);</div>
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<div class="line"><a name="l03250"></a><span class="lineno"> 3250</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseRow& <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> : dictionary) {</div>
|
|
<div class="line"><a name="l03251"></a><span class="lineno"> 3251</span>  output.clear();</div>
|
|
<div class="line"><a name="l03252"></a><span class="lineno"> 3252</span>  ColIndex basic_col = basis_[r];</div>
|
|
<div class="line"><a name="l03253"></a><span class="lineno"> 3253</span>  absl::StrAppend(&output, variable_name_[basic_col], <span class="stringliteral">" = "</span>,</div>
|
|
<div class="line"><a name="l03254"></a><span class="lineno"> 3254</span>  StringifyWithFlags(variable_values_.<a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">Get</a>(basic_col)));</div>
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|
<div class="line"><a name="l03255"></a><span class="lineno"> 3255</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseRowEntry e : <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l03256"></a><span class="lineno"> 3256</span>  <span class="keywordflow">if</span> (e.col() != basic_col) {</div>
|
|
<div class="line"><a name="l03257"></a><span class="lineno"> 3257</span>  absl::StrAppend(&output,</div>
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|
<div class="line"><a name="l03258"></a><span class="lineno"> 3258</span>  StringifyMonomialWithFlags(e.coefficient(),</div>
|
|
<div class="line"><a name="l03259"></a><span class="lineno"> 3259</span>  variable_name_[e.col()]));</div>
|
|
<div class="line"><a name="l03260"></a><span class="lineno"> 3260</span>  }</div>
|
|
<div class="line"><a name="l03261"></a><span class="lineno"> 3261</span>  }</div>
|
|
<div class="line"><a name="l03262"></a><span class="lineno"> 3262</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a name="l03263"></a><span class="lineno"> 3263</span>  }</div>
|
|
<div class="line"><a name="l03264"></a><span class="lineno"> 3264</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <span class="stringliteral">"------"</span>;</div>
|
|
<div class="line"><a name="l03265"></a><span class="lineno"> 3265</span>  DisplayVariableBounds();</div>
|
|
<div class="line"><a name="l03266"></a><span class="lineno"> 3266</span>  ++r;</div>
|
|
<div class="line"><a name="l03267"></a><span class="lineno"> 3267</span>  }</div>
|
|
<div class="line"><a name="l03268"></a><span class="lineno"> 3268</span> }</div>
|
|
<div class="line"><a name="l03269"></a><span class="lineno"> 3269</span>  </div>
|
|
<div class="line"><a name="l03270"></a><span class="lineno"> 3270</span> <span class="keywordtype">void</span> RevisedSimplex::DisplayProblem()<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l03271"></a><span class="lineno"> 3271</span>  <span class="comment">// This function has a complexity in O(num_rows * num_cols *</span></div>
|
|
<div class="line"><a name="l03272"></a><span class="lineno"> 3272</span>  <span class="comment">// num_non_zeros_in_row).</span></div>
|
|
<div class="line"><a name="l03273"></a><span class="lineno"> 3273</span>  <span class="keywordflow">if</span> (<a class="code" href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a>(3)) {</div>
|
|
<div class="line"><a name="l03274"></a><span class="lineno"> 3274</span>  DisplayInfoOnVariables();</div>
|
|
<div class="line"><a name="l03275"></a><span class="lineno"> 3275</span>  std::string output = <span class="stringliteral">"min: "</span>;</div>
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|
<div class="line"><a name="l03276"></a><span class="lineno"> 3276</span>  <span class="keywordtype">bool</span> has_objective = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l03277"></a><span class="lineno"> 3277</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="l03278"></a><span class="lineno"> 3278</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l03279"></a><span class="lineno"> 3279</span>  has_objective |= (coeff != 0.0);</div>
|
|
<div class="line"><a name="l03280"></a><span class="lineno"> 3280</span>  absl::StrAppend(&output,</div>
|
|
<div class="line"><a name="l03281"></a><span class="lineno"> 3281</span>  StringifyMonomialWithFlags(coeff, variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l03282"></a><span class="lineno"> 3282</span>  }</div>
|
|
<div class="line"><a name="l03283"></a><span class="lineno"> 3283</span>  <span class="keywordflow">if</span> (!has_objective) {</div>
|
|
<div class="line"><a name="l03284"></a><span class="lineno"> 3284</span>  absl::StrAppend(&output, <span class="stringliteral">" 0"</span>);</div>
|
|
<div class="line"><a name="l03285"></a><span class="lineno"> 3285</span>  }</div>
|
|
<div class="line"><a name="l03286"></a><span class="lineno"> 3286</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">";"</span>;</div>
|
|
<div class="line"><a name="l03287"></a><span class="lineno"> 3287</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < num_rows_; ++<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l03288"></a><span class="lineno"> 3288</span>  output = <span class="stringliteral">""</span>;</div>
|
|
<div class="line"><a name="l03289"></a><span class="lineno"> 3289</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="l03290"></a><span class="lineno"> 3290</span>  absl::StrAppend(&output,</div>
|
|
<div class="line"><a name="l03291"></a><span class="lineno"> 3291</span>  StringifyMonomialWithFlags(</div>
|
|
<div class="line"><a name="l03292"></a><span class="lineno"> 3292</span>  compact_matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">column</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>).<a class="code" href="classoperations__research_1_1glop_1_1_column_view.html#a289cdc9f094583c1ddd6bdc8cb8b8b96">LookUpCoefficient</a>(<a class="code" href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>),</div>
|
|
<div class="line"><a name="l03293"></a><span class="lineno"> 3293</span>  variable_name_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
|
|
<div class="line"><a name="l03294"></a><span class="lineno"> 3294</span>  }</div>
|
|
<div class="line"><a name="l03295"></a><span class="lineno"> 3295</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << output << <span class="stringliteral">" = 0;"</span>;</div>
|
|
<div class="line"><a name="l03296"></a><span class="lineno"> 3296</span>  }</div>
|
|
<div class="line"><a name="l03297"></a><span class="lineno"> 3297</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(3) << <span class="stringliteral">"------"</span>;</div>
|
|
<div class="line"><a name="l03298"></a><span class="lineno"> 3298</span>  }</div>
|
|
<div class="line"><a name="l03299"></a><span class="lineno"> 3299</span> }</div>
|
|
<div class="line"><a name="l03300"></a><span class="lineno"> 3300</span>  </div>
|
|
<div class="line"><a name="l03301"></a><span class="lineno"> 3301</span> <span class="keywordtype">void</span> RevisedSimplex::AdvanceDeterministicTime(TimeLimit* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>) {</div>
|
|
<div class="line"><a name="l03302"></a><span class="lineno"> 3302</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a> != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l03303"></a><span class="lineno"> 3303</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> current_deterministic_time = <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>();</div>
|
|
<div class="line"><a name="l03304"></a><span class="lineno"> 3304</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> deterministic_time_delta =</div>
|
|
<div class="line"><a name="l03305"></a><span class="lineno"> 3305</span>  current_deterministic_time - last_deterministic_time_update_;</div>
|
|
<div class="line"><a name="l03306"></a><span class="lineno"> 3306</span>  <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>->AdvanceDeterministicTime(deterministic_time_delta);</div>
|
|
<div class="line"><a name="l03307"></a><span class="lineno"> 3307</span>  last_deterministic_time_update_ = current_deterministic_time;</div>
|
|
<div class="line"><a name="l03308"></a><span class="lineno"> 3308</span> }</div>
|
|
<div class="line"><a name="l03309"></a><span class="lineno"> 3309</span>  </div>
|
|
<div class="line"><a name="l03310"></a><span class="lineno"> 3310</span> <span class="preprocessor">#undef DCHECK_COL_BOUNDS</span></div>
|
|
<div class="line"><a name="l03311"></a><span class="lineno"> 3311</span> <span class="preprocessor">#undef DCHECK_ROW_BOUNDS</span></div>
|
|
<div class="line"><a name="l03312"></a><span class="lineno"> 3312</span>  </div>
|
|
<div class="line"><a name="l03313"></a><span class="lineno"> 3313</span> } <span class="comment">// namespace glop</span></div>
|
|
<div class="line"><a name="l03314"></a><span class="lineno"> 3314</span> } <span class="comment">// namespace operations_research</span></div>
|
|
</div><!-- fragment --></div><!-- contents -->
|
|
</div><!-- doc-content -->
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_a289cdc9f094583c1ddd6bdc8cb8b8b96"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#a289cdc9f094583c1ddd6bdc8cb8b8b96">operations_research::glop::ColumnView::LookUpCoefficient</a></div><div class="ttdeci">Fractional LookUpCoefficient(RowIndex index) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00100">sparse_column.h:100</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ab621f81a664a0dc316f158e526dd17d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">operations_research::glop::ReducedCosts::ClearAndRemoveCostShifts</a></div><div class="ttdeci">void ClearAndRemoveCostShifts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00302">reduced_costs.cc:302</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_ab4a2cbab234914b320b7fae11b6e8cb9"><div class="ttname"><a href="log__severity_8h.html#ab4a2cbab234914b320b7fae11b6e8cb9">INFO</a></div><div class="ttdeci">const int INFO</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a938b612b6f9885a417fda1bf886f4b39"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a938b612b6f9885a417fda1bf886f4b39">operations_research::glop::RevisedSimplex::GetProblemStatus</a></div><div class="ttdeci">ProblemStatus GetProblemStatus() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00433">revised_simplex.cc:433</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_a824e6b41b839a9f0ce98b10d3b84046d"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#a824e6b41b839a9f0ce98b10d3b84046d">operations_research::glop::ScatteredVector::ClearSparseMask</a></div><div class="ttdeci">void ClearSparseMask()</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00132">scattered_vector.h:132</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a30f0ce948222e17e5992ebd66493316e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">operations_research::glop::ReducedCosts::PerturbCosts</a></div><div class="ttdeci">void PerturbCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00240">reduced_costs.cc:240</a></div></div>
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<div class="ttc" id="aclassutil_1_1_integer_range_html"><div class="ttname"><a href="classutil_1_1_integer_range.html">util::IntegerRange</a></div><div class="ttdef"><b>Definition:</b> <a href="iterators_8h_source.html#l00146">iterators.h:146</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::VariableStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ad463af979d0c220bb473d4f8df2ec345"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ad463af979d0c220bb473d4f8df2ec345">operations_research::glop::RevisedSimplex::GetBasisFactorization</a></div><div class="ttdeci">const BasisFactorization & GetBasisFactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00504">revised_simplex.cc:504</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">operations_research::glop::StrictITIVector::resize</a></div><div class="ttdeci">void resize(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00269">lp_types.h:269</a></div></div>
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<div class="ttc" id="aparser_8yy_8cc_html_a33e91cd0cef6786e9e3a27ac67707207"><div class="ttname"><a href="parser_8yy_8cc.html#a33e91cd0cef6786e9e3a27ac67707207">if</a></div><div class="ttdeci">if(!yyg->yy_init)</div><div class="ttdef"><b>Definition:</b> <a href="parser_8yy_8cc_source.html#l00965">parser.yy.cc:965</a></div></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a021e695f54a13bd809c34b2f4ca87c37"><div class="ttname"><a href="alldiff__cst_8cc.html#a021e695f54a13bd809c34b2f4ca87c37">min</a></div><div class="ttdeci">int64 min</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00138">alldiff_cst.cc:138</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html"><div class="ttname"><a href="integral__types_8h.html">integral_types.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a4dc8ae0f97c4110f3cc770715b2bbd12"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">operations_research::glop::DenseRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, Fractional > DenseRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00299">lp_types.h:299</a></div></div>
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<div class="ttc" id="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>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::VariableStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00978">base/logging.h:978</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_aa454a4099ee887726b8f5b4a8ed1a81d"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">operations_research::Bitset64::IsSet</a></div><div class="ttdeci">bool IsSet(IndexType i) const</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00483">bitset.h:483</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a8e726c118c4449d9d3c5761e2853661a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a8e726c118c4449d9d3c5761e2853661a">operations_research::glop::VariablesInfo::GetNotBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetNotBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00119">variables_info.cc:119</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac51f5d5ea0bb75f2f55e836527c43f58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">operations_research::glop::ReducedCosts::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00226">reduced_costs.cc:226</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae436c0f61edb4f16608010c8bd75a1da"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae436c0f61edb4f16608010c8bd75a1da">operations_research::glop::ApplyColumnPermutationToRowIndexedVector</a></div><div class="ttdeci">void ApplyColumnPermutationToRowIndexedVector(const Permutation< ColIndex > &col_perm, RowIndexedVector *v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00116">lp_data/permutation.h:116</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_acb1363c79bda24cb95a41b5550be61f6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#acb1363c79bda24cb95a41b5550be61f6">operations_research::glop::VariableValues::RecomputeBasicVariableValues</a></div><div class="ttdeci">void RecomputeBasicVariableValues()</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00092">variable_values.cc:92</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_afab08c75dbc7618e656f7de9dff4c627"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">operations_research::glop::RevisedSimplex::StatString</a></div><div class="ttdeci">std::string StatString()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03035">revised_simplex.cc:3035</a></div></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a9d0c202d5fdd62f4fa2c613339ff168a"><div class="ttname"><a href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">max</a></div><div class="ttdeci">int64 max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00139">alldiff_cst.cc:139</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::RevisedSimplex::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00525">revised_simplex.cc:525</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4d2715d1aa0805cc72a6fdd909b575a2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">operations_research::glop::ReducedCosts::MakeReducedCostsPrecise</a></div><div class="ttdeci">void MakeReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00232">reduced_costs.cc:232</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a28058c5e9ff6638ea1ea210b49a4e7bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a28058c5e9ff6638ea1ea210b49a4e7bc">operations_research::glop::CompactSparseMatrix::ColumnCopyToDenseColumn</a></div><div class="ttdeci">void ColumnCopyToDenseColumn(ColIndex col, DenseColumn *dense_column) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00418">sparse.h:418</a></div></div>
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<div class="ttc" id="astats_8h_html_a3c3e6b102f0d91c523099325c98e1887"><div class="ttname"><a href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a></div><div class="ttdeci">#define IF_STATS_ENABLED(instructions)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00435">stats.h:435</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9a88ec4386a3c49b50819358a579fb9adb">operations_research::glop::ProblemStatus::ABNORMAL</a></div><div class="ttdeci">@ ABNORMAL</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::DualEdgeNorms::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8h_source.html#l00087">dual_edge_norms.h:87</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a9323beaddf591680b191fa618c40519f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a9323beaddf591680b191fa618c40519f">operations_research::glop::VariableValues::ResetPrimalInfeasibilityInformation</a></div><div class="ttdeci">void ResetPrimalInfeasibilityInformation()</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00226">variable_values.cc:226</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::UpdateRow::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00081">update_row.h:81</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="anamespaceoperations__research_1_1glop_html_afb755b7934d8679476e2f05a89739bcd"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#afb755b7934d8679476e2f05a89739bcd">operations_research::glop::kInvalidCol</a></div><div class="ttdeci">const ColIndex kInvalidCol(-1)</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::BasisFactorization::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00275">basis_representation.h:275</a></div></div>
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<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a37d6b382d73531413bce6b5d63e624e9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a37d6b382d73531413bce6b5d63e624e9">operations_research::glop::VariableValues::UpdateGivenNonBasicVariables</a></div><div class="ttdeci">void UpdateGivenNonBasicVariables(const std::vector< ColIndex > &cols_to_update, bool update_basic_variables)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00167">variable_values.cc:167</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_afbe7c81d6b4066bf7874299a0f7c0d59"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#afbe7c81d6b4066bf7874299a0f7c0d59">operations_research::glop::CompactSparseMatrix::column</a></div><div class="ttdeci">ColumnView column(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00364">sparse.h:364</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a59e56af19e754a6aa26a612ebf91d05fa79a0e04dceac3db90cc878d11c6cfa55"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a59e56af19e754a6aa26a612ebf91d05fa79a0e04dceac3db90cc878d11c6cfa55">operations_research::glop::Status::ERROR_INVALID_PROBLEM</a></div><div class="ttdeci">@ ERROR_INVALID_PROBLEM</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00041">status.h:41</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a58d6aa7af2dcdd2a53c98c0f0cef0502"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a58d6aa7af2dcdd2a53c98c0f0cef0502">operations_research::glop::DualEdgeNorms::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization()</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00025">dual_edge_norms.cc:25</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5b05974f9610779eea6c8594ed42405c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5b05974f9610779eea6c8594ed42405c">operations_research::glop::ReducedCosts::AreReducedCostsRecomputed</a></div><div class="ttdeci">bool AreReducedCostsRecomputed()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00112">reduced_costs.h:112</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a985c788192edce2013ad59d4f0c934cf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a985c788192edce2013ad59d4f0c934cf">operations_research::glop::UpdateRow::IgnoreUpdatePosition</a></div><div class="ttdeci">void IgnoreUpdatePosition(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00045">update_row.cc:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_aea0e9a84b41c95c874f171cae97cf31b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aea0e9a84b41c95c874f171cae97cf31b">operations_research::glop::CompactSparseMatrix::ColumnAddMultipleToDenseColumn</a></div><div class="ttdeci">void ColumnAddMultipleToDenseColumn(ColIndex col, Fractional multiplier, DenseColumn *dense_column) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00393">sparse.h:393</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::BasisFactorization::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00193">basis_representation.cc:193</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_ab86e98881b35d34abe244a4dd776c7f6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#ab86e98881b35d34abe244a4dd776c7f6">operations_research::glop::EnteringVariable::DualPhaseIChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status DualPhaseIChooseEnteringColumn(const UpdateRow &update_row, Fractional cost_variation, ColIndex *entering_col, Fractional *step)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00268">entering_variable.cc:268</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac4d90743acfe39707571f84f096a58d7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">operations_research::glop::RevisedSimplex::LoadStateForNextSolve</a></div><div class="ttdeci">void LoadStateForNextSolve(const BasisState &state)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00125">revised_simplex.cc:125</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab717dd0f604f9207435f9ab5336d1113"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab717dd0f604f9207435f9ab5336d1113">operations_research::glop::VariablesInfo::UpdateToBasicStatus</a></div><div class="ttdeci">void UpdateToBasicStatus(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00068">variables_info.cc:68</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a87e6110ce2612a27f85e9036afef1599"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a87e6110ce2612a27f85e9036afef1599">operations_research::glop::BasisFactorization::Update</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Update(ColIndex entering_col, RowIndex leaving_variable_row, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00284">basis_representation.cc:284</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a611fb1da73c33e2716b380db980fa825"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a611fb1da73c33e2716b380db980fa825">operations_research::glop::VariablesInfo::GetBoundDifference</a></div><div class="ttdeci">Fractional GetBoundDifference(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00076">variables_info.h:76</a></div></div>
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<div class="ttc" id="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>
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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="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::PrimalEdgeNorms::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00110">primal_edge_norms.h:110</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_aed842e8403e5fc09b23ead11e415d32e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#aed842e8403e5fc09b23ead11e415d32e">operations_research::glop::CompactSparseMatrix::PopulateFromMatrixView</a></div><div class="ttdeci">void PopulateFromMatrixView(const MatrixView &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00437">sparse.cc:437</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a093fe5e10e710a17a68c2472f0a69f5e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a093fe5e10e710a17a68c2472f0a69f5e">operations_research::glop::StringifyMonomial</a></div><div class="ttdeci">std::string StringifyMonomial(const Fractional a, const std::string &x, bool fraction)</div><div class="ttdef"><b>Definition:</b> <a href="lp__print__utils_8cc_source.html#l00053">lp_print_utils.cc:53</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::ColumnView::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00114">sparse_column.h:114</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ac146d47daa294f7e6546c7569c9c881b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">operations_research::glop::ScatteredVector::non_zeros</a></div><div class="ttdeci">std::vector< Index > non_zeros</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00062">scattered_vector.h:62</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_abd6d81960f38fe1a69a153b03e60d47e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#abd6d81960f38fe1a69a153b03e60d47e">operations_research::glop::UpdateRow::GetCoefficient</a></div><div class="ttdeci">const Fractional GetCoefficient(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00066">update_row.h:66</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a7aec5aa12d972d66a67d267aa9dd1b97"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a7aec5aa12d972d66a67d267aa9dd1b97">operations_research::glop::VariablesInfo::MakeBoxedVariableRelevant</a></div><div class="ttdeci">void MakeBoxedVariableRelevant(bool value)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00046">variables_info.cc:46</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_ac78d744661f731cec1a48bdfa2513d35"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#ac78d744661f731cec1a48bdfa2513d35">operations_research::glop::VariableValues::UpdatePrimalInfeasibilityInformation</a></div><div class="ttdeci">void UpdatePrimalInfeasibilityInformation(const std::vector< RowIndex > &rows)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00244">variable_values.cc:244</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa84a93c1b6159eaddded3370f434aae8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibility() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00141">reduced_costs.cc:141</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab4f56aa24c4c9cddc47a6abd2d747f9a"><div class="ttname"><a href="base_2logging_8h.html#ab4f56aa24c4c9cddc47a6abd2d747f9a">DCHECK_GT</a></div><div class="ttdeci">#define DCHECK_GT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00890">base/logging.h:890</a></div></div>
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<div class="ttc" id="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>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">operations_research::glop::CompactSparseMatrix::num_rows</a></div><div class="ttdeci">RowIndex num_rows() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00344">sparse.h:344</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aec7177dd4fab33ada14a7689223fe89f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aec7177dd4fab33ada14a7689223fe89f">operations_research::glop::DenseBooleanColumn</a></div><div class="ttdeci">StrictITIVector< RowIndex, bool > DenseBooleanColumn</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00331">lp_types.h:331</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::ReducedCosts::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00054">reduced_costs.cc:54</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_a773239be94b6b64ba8fa2367b86776be"><div class="ttname"><a href="revised__simplex_8cc.html#a773239be94b6b64ba8fa2367b86776be">coeff_magnitude</a></div><div class="ttdeci">Fractional coeff_magnitude</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01816">revised_simplex.cc:1816</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html">operations_research::glop::Status</a></div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00024">status.h:24</a></div></div>
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<div class="ttc" id="alp__data_2lp__utils_8h_html"><div class="ttname"><a href="lp__data_2lp__utils_8h.html">lp_utils.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aafa77a9d37843a7c27694231735465bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">operations_research::glop::ReducedCosts::GetDualValues</a></div><div class="ttdeci">const DenseColumn & GetDualValues()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00324">reduced_costs.cc:324</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad73165f71f932e8ccc240d4db5097803"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad73165f71f932e8ccc240d4db5097803">operations_research::glop::RowToColMapping</a></div><div class="ttdeci">StrictITIVector< RowIndex, ColIndex > RowToColMapping</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00342">lp_types.h:342</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a2ad7ea612bc859f5b637d5029fb875fb"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a2ad7ea612bc859f5b637d5029fb875fb">operations_research::glop::InfinityNorm</a></div><div class="ttdeci">Fractional InfinityNorm(const DenseColumn &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8cc_source.html#l00081">lp_data/lp_utils.cc:81</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_aef157eaaacfc6e27520ad528d5067e25"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#aef157eaaacfc6e27520ad528d5067e25">operations_research::glop::VariableValues::ResetAllNonBasicVariableValues</a></div><div class="ttdeci">void ResetAllNonBasicVariableValues()</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00067">variable_values.cc:67</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a967a5c081ad4195a30c78dc2c0bcabf5"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a967a5c081ad4195a30c78dc2c0bcabf5">operations_research::glop::StrictITIVector::size</a></div><div class="ttdeci">IntType size() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00276">lp_types.h:276</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a1f1a686f26843ecfeb36e71f7626c330"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a1f1a686f26843ecfeb36e71f7626c330">operations_research::glop::DualEdgeNorms::GetEdgeSquaredNorms</a></div><div class="ttdeci">const DenseColumn & GetEdgeSquaredNorms()</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00035">dual_edge_norms.cc:35</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9">operations_research::glop::ConstraintStatus</a></div><div class="ttdeci">ConstraintStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00227">lp_types.h:227</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a41741829541d089f1c4d34f190884813"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">operations_research::glop::CompactSparseMatrix::num_cols</a></div><div class="ttdeci">ColIndex num_cols() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00345">sparse.h:345</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7"><div class="ttname"><a href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a></div><div class="ttdeci">const int WARNING</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::UpdateRow::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00092">update_row.h:92</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::CompactSparseMatrix::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00340">sparse.h:340</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a071b1d04197c0ac6e7a4d0ec0b91ff43"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a071b1d04197c0ac6e7a4d0ec0b91ff43">operations_research::glop::Status::OK</a></div><div class="ttdeci">static const Status OK()</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00054">status.h:54</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a6e2a232672ee1580b9144f558662a77c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">operations_research::glop::BasisFactorization::IsRefactorized</a></div><div class="ttdeci">bool IsRefactorized() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00214">basis_representation.cc:214</a></div></div>
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<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>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a36e54e6744a2e1a24f3844f6b5b56044"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a36e54e6744a2e1a24f3844f6b5b56044">operations_research::glop::Stringify</a></div><div class="ttdeci">std::string Stringify(const Fractional x, bool fraction)</div><div class="ttdef"><b>Definition:</b> <a href="lp__print__utils_8cc_source.html#l00045">lp_print_utils.cc:45</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a2638e7353203c8cb214228147a5e504a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a">operations_research::glop::RevisedSimplex::SetIntegralityScale</a></div><div class="ttdeci">void SetIntegralityScale(ColIndex col, Fractional scale)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l02358">revised_simplex.cc:2358</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::PrimalEdgeNorms::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00043">primal_edge_norms.cc:43</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_ab9adfea0e765ab447b8ce7730a6cd812"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#ab9adfea0e765ab447b8ce7730a6cd812">operations_research::glop::UpdateRow::Invalidate</a></div><div class="ttdeci">void Invalidate()</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00040">update_row.cc:40</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_limit_html"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html">operations_research::TimeLimit</a></div><div class="ttdoc">A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00105">time_limit.h:105</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a99f583df870121b972c61d2315ecaa4d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a99f583df870121b972c61d2315ecaa4d">operations_research::glop::RevisedSimplex::ComputeDictionary</a></div><div class="ttdeci">RowMajorSparseMatrix ComputeDictionary(const DenseRow *column_scales)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03202">revised_simplex.cc:3202</a></div></div>
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<div class="ttc" id="areturn__macros_8h_html_a6009315499028d98072d8f31834cf4f9"><div class="ttname"><a href="return__macros_8h.html#a6009315499028d98072d8f31834cf4f9">RETURN_IF_NULL</a></div><div class="ttdeci">#define RETURN_IF_NULL(x)</div><div class="ttdef"><b>Definition:</b> <a href="return__macros_8h_source.html#l00020">return_macros.h:20</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab4494c9680fc5d769a6143f11f00423b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">operations_research::glop::VariablesInfo::GetStatusRow</a></div><div class="ttdeci">const VariableStatusRow & GetStatusRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00101">variables_info.cc:101</a></div></div>
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<div class="ttc" id="apack_8cc_html_a750b5d744c39a06bfb13e6eb010e35d0"><div class="ttname"><a href="pack_8cc.html#a750b5d744c39a06bfb13e6eb010e35d0">index</a></div><div class="ttdeci">int index</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00508">pack.cc:508</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5fa2e9840a56151a1bd964cb485d4fad"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5fa2e9840a56151a1bd964cb485d4fad">operations_research::glop::ReducedCosts::AreReducedCostsPrecise</a></div><div class="ttdeci">bool AreReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00108">reduced_costs.h:108</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a79a952bdd960fc4d23c32edea03bb8c0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a79a952bdd960fc4d23c32edea03bb8c0">operations_research::glop::kDeterministicSeed</a></div><div class="ttdeci">constexpr const uint64 kDeterministicSeed</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00076">revised_simplex.cc:76</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a3fe3250e630f7fc5b37f2340ab79c566"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a3fe3250e630f7fc5b37f2340ab79c566">operations_research::glop::VariableTypeRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, VariableType > VariableTypeRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00317">lp_types.h:317</a></div></div>
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<div class="ttc" id="amatrix__utils_8h_html"><div class="ttname"><a href="matrix__utils_8h.html">matrix_utils.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a96c1f660991b5007ca24564f69cd27b8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a96c1f660991b5007ca24564f69cd27b8">operations_research::glop::RevisedSimplex::GetObjectiveValue</a></div><div class="ttdeci">Fractional GetObjectiveValue() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00437">revised_simplex.cc:437</a></div></div>
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<div class="ttc" id="arevised__simplex_8h_html"><div class="ttname"><a href="revised__simplex_8h.html">revised_simplex.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ac770d9d78b0dda3be3bacb43038170e0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ac770d9d78b0dda3be3bacb43038170e0">operations_research::glop::PrimalEdgeNorms::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, ColIndex leaving_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00086">primal_edge_norms.cc:86</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab7a106449441d3fd61aa70916a147a7d"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab7a106449441d3fd61aa70916a147a7d">operations_research::glop::VariableToConstraintStatus</a></div><div class="ttdeci">ConstraintStatus VariableToConstraintStatus(VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00109">lp_types.cc:109</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00077">lp_types.h:77</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a14dc61f52267ea9b476f64c1d4d975b1">operations_research::glop::ConstraintStatus::AT_UPPER_BOUND</a></div><div class="ttdeci">@ AT_UPPER_BOUND</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a7b39f45e976b642dac5b652e0a455e8f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a7b39f45e976b642dac5b652e0a455e8f">operations_research::glop::UpdateRow::RecomputeFullUpdateRow</a></div><div class="ttdeci">void RecomputeFullUpdateRow(RowIndex leaving_row)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00244">update_row.cc:244</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a74fea3dc78cd1ea3532f9959c4abfceb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb">operations_research::glop::ReducedCosts::SetAndDebugCheckThatColumnIsDualFeasible</a></div><div class="ttdeci">void SetAndDebugCheckThatColumnIsDualFeasible(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00200">reduced_costs.cc:200</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a866a68af5afd0355fb348f7a59eeff9e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a866a68af5afd0355fb348f7a59eeff9e">operations_research::glop::RevisedSimplex::Solve</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Solve(const LinearProgram &lp, TimeLimit *time_limit)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00135">revised_simplex.cc:135</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a46e69120fbd3b36e6960e096d23b66f0"><div class="ttname"><a href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a></div><div class="ttdeci">#define DCHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00886">base/logging.h:886</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae91836db656214f9797e10c15928e501">operations_research::glop::VariableStatus::FIXED_VALUE</a></div><div class="ttdeci">@ FIXED_VALUE</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3854b494976761a458a17523bb4fe5cf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3854b494976761a458a17523bb4fe5cf">operations_research::glop::RevisedSimplex::GetPrimalRay</a></div><div class="ttdeci">const DenseRow & GetPrimalRay() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00488">revised_simplex.cc:488</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_ae7c152aafe19515204c65dadcdc876d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#ae7c152aafe19515204c65dadcdc876d6">operations_research::glop::ColumnView::GetFirstCoefficient</a></div><div class="ttdeci">Fractional GetFirstCoefficient() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00086">sparse_column.h:86</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_af01c50e388647c921aa7d9c77f2b72b2"><div class="ttname"><a href="revised__simplex_8cc.html#af01c50e388647c921aa7d9c77f2b72b2">ratio</a></div><div class="ttdeci">Fractional ratio</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01815">revised_simplex.cc:1815</a></div></div>
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<div class="ttc" id="astats_8h_html_a9995704aaaf45fc21e08c847551a8d04"><div class="ttname"><a href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a></div><div class="ttdeci">#define SCOPED_TIME_STAT(stats)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00436">stats.h:436</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a39b7e347f32f4024a988cb93f5e81a2d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a39b7e347f32f4024a988cb93f5e81a2d">operations_research::glop::BasisFactorization::Refactorize</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Refactorize()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00216">basis_representation.cc:216</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a697f638cbd5a2dab2977b24e550bd7f9"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a697f638cbd5a2dab2977b24e550bd7f9">operations_research::glop::BasisFactorization::Initialize</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status Initialize()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00206">basis_representation.cc:206</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">operations_research::glop::kInfinity</a></div><div class="ttdeci">const double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00083">lp_types.h:83</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a8fbc9efd86a3cc862a9079d86ab8b524"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">operations_research::glop::RowToColIndex</a></div><div class="ttdeci">ColIndex RowToColIndex(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00048">lp_types.h:48</a></div></div>
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<div class="ttc" id="arouting__flow_8cc_html_a26a8cbbc7bcf4117c2bf65104b4a54b4"><div class="ttname"><a href="routing__flow_8cc.html#a26a8cbbc7bcf4117c2bf65104b4a54b4">cost</a></div><div class="ttdeci">int64 cost</div><div class="ttdef"><b>Definition:</b> <a href="routing__flow_8cc_source.html#l00130">routing_flow.cc:130</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a59e56af19e754a6aa26a612ebf91d05fafa2ff9c081445bfbfbda10bc41b76a87"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a59e56af19e754a6aa26a612ebf91d05fafa2ff9c081445bfbfbda10bc41b76a87">operations_research::glop::Status::ERROR_LU</a></div><div class="ttdeci">@ ERROR_LU</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00032">status.h:32</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a6cc56ab5da3a82aa2793d18a37f422c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">operations_research::glop::VariablesInfo::GetCanIncreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanIncreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00105">variables_info.cc:105</a></div></div>
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<div class="ttc" id="amacros_8h_html_a7f536a3b33f9bed8f75734e035d30725"><div class="ttname"><a href="macros_8h.html#a7f536a3b33f9bed8f75734e035d30725">DEBUG_MODE</a></div><div class="ttdeci">const bool DEBUG_MODE</div><div class="ttdef"><b>Definition:</b> <a href="macros_8h_source.html#l00024">macros.h:24</a></div></div>
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<div class="ttc" id="aconstraint__solver_2table_8cc_html_af730895c6c6ef6e03caaf6251192dfd2"><div class="ttname"><a href="constraint__solver_2table_8cc.html#af730895c6c6ef6e03caaf6251192dfd2">a</a></div><div class="ttdeci">int64 a</div><div class="ttdef"><b>Definition:</b> <a href="constraint__solver_2table_8cc_source.html#l00042">constraint_solver/table.cc:42</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a07ecfa8dabb00a7f680dc64efe1127d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a07ecfa8dabb00a7f680dc64efe1127d1">operations_research::glop::DualEdgeNorms::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, const ScatteredRow &unit_row_left_inverse)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00046">dual_edge_norms.cc:46</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaf3efa52c50a245bf2fc964386a15d49"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">operations_research::glop::DenseBitRow</a></div><div class="ttdeci">Bitset64< ColIndex > DenseBitRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00323">lp_types.h:323</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae073fb72ea53b6d0f3d7f73cfd6c6ed9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae073fb72ea53b6d0f3d7f73cfd6c6ed9">operations_research::glop::GetVariableTypeString</a></div><div class="ttdeci">std::string GetVariableTypeString(VariableType variable_type)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00052">lp_types.cc:52</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a0e35521f3d40e263173626ecc8c21b06"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a0e35521f3d40e263173626ecc8c21b06">operations_research::glop::RevisedSimplex::GetDualRayRowCombination</a></div><div class="ttdeci">const DenseRow & GetDualRayRowCombination() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00497">revised_simplex.cc:497</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_ad3e807537a555d44d5e4a0da13f3768b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#ad3e807537a555d44d5e4a0da13f3768b">operations_research::glop::PrimalEdgeNorms::TestEnteringEdgeNormPrecision</a></div><div class="ttdeci">void TestEnteringEdgeNormPrecision(ColIndex entering_col, const ScatteredColumn &direction)</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00062">primal_edge_norms.cc:62</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_ae985c429ef4bec190816ed836d6cf2c2"><div class="ttname"><a href="revised__simplex_8cc.html#ae985c429ef4bec190816ed836d6cf2c2">target_bound</a></div><div class="ttdeci">Fractional target_bound</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01817">revised_simplex.cc:1817</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::BasisFactorization::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00572">basis_representation.cc:572</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html">operations_research::glop::BasisState</a></div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00132">revised_simplex.h:132</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_ac9f13d2561598d3a04b409dd7b4e1f0c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#ac9f13d2561598d3a04b409dd7b4e1f0c">operations_research::glop::UpdateRow::ComputeUpdateRow</a></div><div class="ttdeci">void ComputeUpdateRow(RowIndex leaving_row)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00078">update_row.cc:78</a></div></div>
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<div class="ttc" id="acp__model__solver_8cc_html_ac3cf9db02b23ea1455b5ae6955d03e47"><div class="ttname"><a href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a></div><div class="ttdeci">SharedTimeLimit * time_limit</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__solver_8cc_source.html#l02101">cp_model_solver.cc:2101</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a95879916d90daeba91c40399ae5ddcc6"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a95879916d90daeba91c40399ae5ddcc6">operations_research::glop::IsFinite</a></div><div class="ttdeci">bool IsFinite(Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00090">lp_types.h:90</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="revised__simplex_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l01814">revised_simplex.cc:1814</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html">operations_research::glop::BasisFactorization</a></div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00151">basis_representation.h:151</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_acbeead810cb856b2daab5362d543d727"><div class="ttname"><a href="revised__simplex_8cc.html#acbeead810cb856b2daab5362d543d727">ABSL_FLAG</a></div><div class="ttdeci">ABSL_FLAG(bool, simplex_display_numbers_as_fractions, false, "Display numbers as fractions.")</div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_aedfbeda17580baf879eb030b681ccee1"><div class="ttname"><a href="revised__simplex_8cc.html#aedfbeda17580baf879eb030b681ccee1">DCHECK_COL_BOUNDS</a></div><div class="ttdeci">#define DCHECK_COL_BOUNDS(col)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00064">revised_simplex.cc:64</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aee749790021783ccc83b2d6abe70c1c0"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aee749790021783ccc83b2d6abe70c1c0">operations_research::glop::GetVariableStatusString</a></div><div class="ttdeci">std::string GetVariableStatusString(VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00071">lp_types.cc:71</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac0064327c37c56b93e86a91a1d64fd96"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac0064327c37c56b93e86a91a1d64fd96">operations_research::glop::RevisedSimplex::GetConstraintStatus</a></div><div class="ttdeci">ConstraintStatus GetConstraintStatus(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00475">revised_simplex.cc:475</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aaa112dadb998636c5ccca0cf93c044f0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">operations_research::glop::ReducedCosts::MaintainDualInfeasiblePositions</a></div><div class="ttdeci">void MaintainDualInfeasiblePositions(bool maintain)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00311">reduced_costs.cc:311</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_adfbae19f81ecf38f67643dc8b7dcec25"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#adfbae19f81ecf38f67643dc8b7dcec25">operations_research::glop::RevisedSimplex::GetState</a></div><div class="ttdeci">const BasisState & GetState() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00467">revised_simplex.cc:467</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_acc064869e181a9ad171a7b5044e9b454"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#acc064869e181a9ad171a7b5044e9b454">operations_research::glop::VariableValues::ComputeMaximumPrimalResidual</a></div><div class="ttdeci">Fractional ComputeMaximumPrimalResidual() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00108">variable_values.cc:108</a></div></div>
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<div class="ttc" id="afp__utils_8h_html"><div class="ttname"><a href="fp__utils_8h.html">fp_utils.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_lu_factorization_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_lu_factorization.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::LuFactorization::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="lu__factorization_8cc_source.html#l00031">lu_factorization.cc:31</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aedf255db8741ebb2011757ff37dfc02e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aedf255db8741ebb2011757ff37dfc02e">operations_research::glop::BasisFactorization::ForceRefactorization</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status ForceRefactorization()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00221">basis_representation.cc:221</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a84f09868c621660464ade82b504ba600"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a84f09868c621660464ade82b504ba600">operations_research::glop::VariablesInfo::InitializeAndComputeType</a></div><div class="ttdeci">void InitializeAndComputeType()</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00027">variables_info.cc:27</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6601cb283594a187e1a513598f3a9b3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">operations_research::glop::ReducedCosts::SetNonBasicVariableCostToZero</a></div><div class="ttdeci">void SetNonBasicVariableCostToZero(ColIndex col, Fractional *current_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00206">reduced_costs.cc:206</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::DualEdgeNorms::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8h_source.html#l00092">dual_edge_norms.h:92</a></div></div>
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<div class="ttc" id="arevised__simplex_8cc_html_a8806083a7bf6a4ee4a4976c226b93788"><div class="ttname"><a href="revised__simplex_8cc.html#a8806083a7bf6a4ee4a4976c226b93788">DCHECK_ROW_BOUNDS</a></div><div class="ttdeci">#define DCHECK_ROW_BOUNDS(row)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00070">revised_simplex.cc:70</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::PrimalEdgeNorms::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00115">primal_edge_norms.h:115</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_ad91a397910de30b87b9fb45298fa5c58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#ad91a397910de30b87b9fb45298fa5c58">operations_research::glop::BasisFactorization::SetColumnPermutationToIdentity</a></div><div class="ttdeci">void SetColumnPermutationToIdentity()</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00176">basis_representation.h:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac02fd9d24b56c3a6574d38e571c6a4ff"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff">operations_research::glop::RevisedSimplex::ComputeBasicVariablesForState</a></div><div class="ttdeci">void ComputeBasicVariablesForState(const LinearProgram &linear_program, const BasisState &state)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03224">revised_simplex.cc:3224</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_abb890abf1492b21ed7c136143541dd5a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#abb890abf1492b21ed7c136143541dd5a">operations_research::glop::VariableValues::Get</a></div><div class="ttdeci">const Fractional Get(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00049">variable_values.h:49</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a2980fe48a1c9d1d0a792bc343314b9ba"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a2980fe48a1c9d1d0a792bc343314b9ba">operations_research::glop::LinearProgram::IsInEquationForm</a></div><div class="ttdeci">bool IsInEquationForm() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l01469">lp_data.cc:1469</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_a47f0e702c155e2cf5c48d8a9a7d0b434"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#a47f0e702c155e2cf5c48d8a9a7d0b434">operations_research::glop::EnteringVariable::PrimalChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status PrimalChooseEnteringColumn(ColIndex *entering_col)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00037">entering_variable.cc:37</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">operations_research::glop::VariableType::FIXED_VARIABLE</a></div><div class="ttdeci">@ FIXED_VARIABLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a6d0540e510c4225b196d87b16f2721a8"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6d0540e510c4225b196d87b16f2721a8">operations_research::glop::VariableStatusRow</a></div><div class="ttdeci">StrictITIVector< ColIndex, VariableStatus > VariableStatusRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00320">lp_types.h:320</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::UpdateRow::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00174">update_row.cc:174</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::EnteringVariable::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00372">entering_variable.cc:372</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9c6d2505b571d11bc113813060f465a3"><div class="ttname"><a href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a></div><div class="ttdeci">IntVar *const objective_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l02951">search.cc:2951</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a3de922485ca2c30f3e07d959dd97cdd0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">operations_research::glop::StrictITIVector::AssignToZero</a></div><div class="ttdeci">void AssignToZero(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00290">lp_types.h:290</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3269053b931945d67fbd50f3bd95f37f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3269053b931945d67fbd50f3bd95f37f">operations_research::glop::RevisedSimplex::GetNumberOfIterations</a></div><div class="ttdeci">int64 GetNumberOfIterations() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00441">revised_simplex.cc:441</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a102a587506447ec5cba544b93a1877e0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a102a587506447ec5cba544b93a1877e0">operations_research::glop::VariableValues::SetNonBasicVariableValueFromStatus</a></div><div class="ttdeci">void SetNonBasicVariableValueFromStatus(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00034">variable_values.cc:34</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a0dd6aa4dbd67b1f7e715b2d6f64341b7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a0dd6aa4dbd67b1f7e715b2d6f64341b7">operations_research::glop::VariableValues::Set</a></div><div class="ttdeci">void Set(ColIndex col, Fractional value)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00115">variable_values.h:115</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9f7d17ed171863f104fbb2a450f89251"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">operations_research::glop::ReducedCosts::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00318">reduced_costs.cc:318</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a71d4734d51e7037c043b68a74bd7857f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">operations_research::glop::VariablesInfo::GetCanDecreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanDecreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00109">variables_info.cc:109</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html_abc0f5bc07737e498f287334775dff2b6"><div class="ttname"><a href="integral__types_8h.html#abc0f5bc07737e498f287334775dff2b6">uint64</a></div><div class="ttdeci">uint64_t uint64</div><div class="ttdef"><b>Definition:</b> <a href="integral__types_8h_source.html#l00039">integral_types.h:39</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3f6696618f5f850c805b361aa0c8bd7e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3f6696618f5f850c805b361aa0c8bd7e">operations_research::glop::RevisedSimplex::GetConstraintActivity</a></div><div class="ttdeci">Fractional GetConstraintActivity(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00469">revised_simplex.cc:469</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a509c4e359e6f7041eddfac3f1c46a92f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a509c4e359e6f7041eddfac3f1c46a92f">operations_research::glop::GetProblemStatusString</a></div><div class="ttdeci">std::string GetProblemStatusString(ProblemStatus problem_status)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8cc_source.html#l00019">lp_types.cc:19</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aeaeb43840844cc69a88dc924b282b4c7"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aeaeb43840844cc69a88dc924b282b4c7">operations_research::glop::BasisFactorization::RightSolve</a></div><div class="ttdeci">void RightSolve(ScatteredColumn *d) const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00322">basis_representation.cc:322</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_aa01dd1032c527cbadf34ea39a02f799e"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#aa01dd1032c527cbadf34ea39a02f799e">operations_research::glop::ScatteredVector::ClearNonZerosIfTooDense</a></div><div class="ttdeci">void ClearNonZerosIfTooDense(double ratio_for_using_dense_representation)</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00152">scattered_vector.h:152</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aa4c5e551e5a00ff4ae97d8467184221b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4c5e551e5a00ff4ae97d8467184221b">operations_research::glop::RevisedSimplex::GetDualValue</a></div><div class="ttdeci">Fractional GetDualValue(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00459">revised_simplex.cc:459</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00884">base/logging.h:884</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::ReducedCosts::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00173">reduced_costs.h:173</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a4802169fde637478bebd1b420eec8ff8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a4802169fde637478bebd1b420eec8ff8">operations_research::glop::RevisedSimplex::GetVariableStatus</a></div><div class="ttdeci">VariableStatus GetVariableStatus(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00463">revised_simplex.cc:463</a></div></div>
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<div class="ttc" id="astatus_8h_html_ae9a90d3e61ffae636234f2c1283117d8"><div class="ttname"><a href="status_8h.html#ae9a90d3e61ffae636234f2c1283117d8">GLOP_RETURN_ERROR_IF_NULL</a></div><div class="ttdeci">#define GLOP_RETURN_ERROR_IF_NULL(arg)</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00085">status.h:85</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a28ad52f334e030f4eb45939756a4476c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">operations_research::glop::VariablesInfo::GetIsBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00117">variables_info.cc:117</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::VariableValues::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00118">variable_values.h:118</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaa803ce9366dca251925e0bdde517430"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">operations_research::glop::Transpose</a></div><div class="ttdeci">const DenseRow & Transpose(const DenseColumn &col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00192">lp_data/lp_utils.h:192</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::RevisedSimplex::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l03070">revised_simplex.cc:3070</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_aa1eaa31ee29b8635d194762c1eb80962"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa1eaa31ee29b8635d194762c1eb80962">operations_research::glop::DualEdgeNorms::ResizeOnNewRows</a></div><div class="ttdeci">void ResizeOnNewRows(RowIndex new_size)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00031">dual_edge_norms.cc:31</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a9808cfe964d67616b5775b0ab113b7aa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a9808cfe964d67616b5775b0ab113b7aa">operations_research::glop::VariableValues::UpdateOnPivoting</a></div><div class="ttdeci">void UpdateOnPivoting(const ScatteredColumn &direction, ColIndex entering_col, Fractional step)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00144">variable_values.cc:144</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ac4385751c629a96a6d1ef5ac70af45e1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">operations_research::glop::VariablesInfo::GetIsRelevantBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsRelevantBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00113">variables_info.cc:113</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_a76e58f3dd327215d28ea8c48f8c86009"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">operations_research::Bitset64::Set</a></div><div class="ttdeci">void Set(IndexType i)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00493">bitset.h:493</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_aedc46de5199e203b77de2eae2e4c100d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#aedc46de5199e203b77de2eae2e4c100d">operations_research::glop::ColumnView::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#l00089">sparse_column.h:89</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html_a8e12342fc420701fbffd97025421575a"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">operations_research::glop::BasisState::IsEmpty</a></div><div class="ttdeci">bool IsEmpty() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00143">revised_simplex.h:143</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aa637d435b14a562f8203eb808add5399"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399">operations_research::glop::RevisedSimplex::NotifyThatMatrixIsUnchangedForNextSolve</a></div><div class="ttdeci">void NotifyThatMatrixIsUnchangedForNextSolve()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00131">revised_simplex.cc:131</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_ab66e13ab146acabbfaf99ce9f75bf1d2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#ab66e13ab146acabbfaf99ce9f75bf1d2">operations_research::glop::CompactSparseMatrix::PopulateFromTranspose</a></div><div class="ttdeci">void PopulateFromTranspose(const CompactSparseMatrix &input)</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8cc_source.html#l00456">sparse.cc:456</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::glop::EnteringVariable::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8h_source.html#l00092">entering_variable.h:92</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a9f2b788a9c67a4c71cb7e75b54aea27f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a9f2b788a9c67a4c71cb7e75b54aea27f">operations_research::glop::AreFirstColumnsAndRowsExactlyEquals</a></div><div class="ttdeci">bool AreFirstColumnsAndRowsExactlyEquals(RowIndex num_rows, ColIndex num_cols, const SparseMatrix &matrix_a, const CompactSparseMatrix &matrix_b)</div><div class="ttdef"><b>Definition:</b> <a href="matrix__utils_8cc_source.html#l00190">matrix_utils.cc:190</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a6b1b56ad0cb77edbd314f2bec33b467a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6b1b56ad0cb77edbd314f2bec33b467a">operations_research::glop::ColumnPermutation</a></div><div class="ttdeci">Permutation< ColIndex > ColumnPermutation</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00095">lp_data/permutation.h:95</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_ac3308533dde4fc559cab6f4f171d54c9"><div class="ttname"><a href="namespaceoperations__research.html#ac3308533dde4fc559cab6f4f171d54c9">operations_research::ScopedTimeDistributionUpdater</a></div><div class="ttdeci">DisabledScopedTimeDistributionUpdater ScopedTimeDistributionUpdater</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00432">stats.h:432</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_vector_html_ab38326ea6cb6187267665dd8b2748f3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_vector.html#ab38326ea6cb6187267665dd8b2748f3d">operations_research::glop::SparseVector< RowIndex, SparseColumnIterator >::Entry</a></div><div class="ttdeci">typename Iterator::Entry Entry</div><div class="ttdef"><b>Definition:</b> <a href="sparse__vector_8h_source.html#l00091">sparse_vector.h:91</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::ReducedCosts::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00214">reduced_costs.cc:214</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5c1aa768eb415af87f5d87c4cec7291e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5c1aa768eb415af87f5d87c4cec7291e">operations_research::glop::ReducedCosts::TestEnteringReducedCostPrecision</a></div><div class="ttdeci">bool TestEnteringReducedCostPrecision(ColIndex entering_col, const ScatteredColumn &direction, Fractional *reduced_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00058">reduced_costs.cc:58</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295"><div class="ttname"><a href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a></div><div class="ttdeci">#define DCHECK_GE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00889">base/logging.h:889</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_af69d9b7065a8f31604a8134be4307749"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#af69d9b7065a8f31604a8134be4307749">operations_research::glop::ColumnView::num_entries</a></div><div class="ttdeci">EntryIndex num_entries() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00082">sparse_column.h:82</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_ac8bb3912a3ce86b15842e79d0b421204"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#ac8bb3912a3ce86b15842e79d0b421204">absl::StrongVector::clear</a></div><div class="ttdeci">void clear()</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00170">strong_vector.h:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a0c3551dfd558be8edc0bd8d565cfca30"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a0c3551dfd558be8edc0bd8d565cfca30">operations_research::glop::UpdateRow::GetUnitRowLeftInverse</a></div><div class="ttdeci">const ScatteredRow & GetUnitRowLeftInverse() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00051">update_row.cc:51</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a3e89d74b50bcd17a7c1a2c6143028d27"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a3e89d74b50bcd17a7c1a2c6143028d27">operations_research::glop::VariableValues::GetPrimalInfeasiblePositions</a></div><div class="ttdeci">const DenseBitColumn & GetPrimalInfeasiblePositions() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00222">variable_values.cc:222</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_af8e957f1c8389089554ded7bd2b7b45f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">operations_research::glop::UpdateRow::GetNonZeroPositions</a></div><div class="ttdeci">const ColIndexVector & GetNonZeroPositions() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00170">update_row.cc:170</a></div></div>
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<div class="ttc" id="alp__print__utils_8h_html"><div class="ttname"><a href="lp__print__utils_8h.html">lp_print_utils.h</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a385e5d3d11acfdf7a24318aaba18589c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">operations_research::glop::ReducedCosts::ResetForNewObjective</a></div><div class="ttdeci">void ResetForNewObjective()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00218">reduced_costs.cc:218</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9af00c8dbdd6e1f11bdae06be94277d293">operations_research::glop::ProblemStatus::OPTIMAL</a></div><div class="ttdeci">@ OPTIMAL</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab7ff1f9383648fd132667b1e601229c9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab7ff1f9383648fd132667b1e601229c9">operations_research::glop::ChangeSign</a></div><div class="ttdeci">void ChangeSign(StrictITIVector< IndexType, Fractional > *data)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00300">lp_data/lp_utils.h:300</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00176">markowitz.cc:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_lu_factorization_html_ace58a4f9d6a147c3455ff8dc029537c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_lu_factorization.html#ace58a4f9d6a147c3455ff8dc029537c4">operations_research::glop::LuFactorization::ComputeFactorization</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status ComputeFactorization(const CompactSparseMatrixView &compact_matrix)</div><div class="ttdef"><b>Definition:</b> <a href="lu__factorization_8cc_source.html#l00044">lu_factorization.cc:44</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_ad3a8fd026015306e23a8ed6889b48f18"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#ad3a8fd026015306e23a8ed6889b48f18">operations_research::glop::EnteringVariable::SetPricingRule</a></div><div class="ttdeci">void SetPricingRule(GlopParameters::PricingRule rule)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00376">entering_variable.cc:376</a></div></div>
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<div class="ttc" id="ainitial__basis_8h_html"><div class="ttname"><a href="initial__basis_8h.html">initial_basis.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">operations_research::glop::ProblemStatus</a></div><div class="ttdeci">ProblemStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00101">lp_types.h:101</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_accdd045ec09206640c2338524da77d23"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#accdd045ec09206640c2338524da77d23">operations_research::glop::LinearProgram::IsMaximizationProblem</a></div><div class="ttdeci">bool IsMaximizationProblem() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00170">lp_data.h:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::PrimalEdgeNorms::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8cc_source.html#l00037">primal_edge_norms.cc:37</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html">operations_research::glop::LinearProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00054">lp_data.h:54</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1dcd08b0f6c19cd4a302bb5a3a6ea06e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1dcd08b0f6c19cd4a302bb5a3a6ea06e">operations_research::glop::Square</a></div><div class="ttdeci">Fractional Square(Fractional f)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00036">lp_data/lp_utils.h:36</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a84dcc462db65072ec3a28b87bb3cd3ad"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a84dcc462db65072ec3a28b87bb3cd3ad">operations_research::glop::VariablesInfo::UpdateToNonBasicStatus</a></div><div class="ttdeci">void UpdateToNonBasicStatus(ColIndex col, VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00078">variables_info.cc:78</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae5fa9e57c2d31b294195ed8a9e17bfac"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">operations_research::glop::DenseColumn</a></div><div class="ttdeci">StrictITIVector< RowIndex, Fractional > DenseColumn</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00328">lp_types.h:328</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ad59b85e44037bd502a5d8bd3fe16c0f9a74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::ConstraintStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ace96e115f468d752a2fcfeea901b0f8a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a">operations_research::glop::RevisedSimplex::ClearStateForNextSolve</a></div><div class="ttdeci">void ClearStateForNextSolve()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00120">revised_simplex.cc:120</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html_a5e016d204d43b2cc4a2773c25462968a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html#a5e016d204d43b2cc4a2773c25462968a">operations_research::glop::LinearProgram::IsCleanedUp</a></div><div class="ttdeci">bool IsCleanedUp() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8cc_source.html#l00353">lp_data.cc:353</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a6e49e4127a33039fcccc6e50380faefa"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a6e49e4127a33039fcccc6e50380faefa">operations_research::glop::CompactSparseMatrix::ColumnAddMultipleToSparseScatteredColumn</a></div><div class="ttdeci">void ColumnAddMultipleToSparseScatteredColumn(ColIndex col, Fractional multiplier, ScatteredColumn *column) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00405">sparse.h:405</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00885">base/logging.h:885</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a505af340486fcf70ee83abb32e31a628"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a505af340486fcf70ee83abb32e31a628">operations_research::glop::VariablesInfo::GetNonBasicBoxedVariables</a></div><div class="ttdeci">const DenseBitRow & GetNonBasicBoxedVariables() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00123">variables_info.cc:123</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9afaee4ca3c30ee18148ce3ada37466498">operations_research::glop::ProblemStatus::INIT</a></div><div class="ttdeci">@ INIT</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a78146b251b30383686ec55362254cc3b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">operations_research::glop::VariablesInfo::GetTypeRow</a></div><div class="ttdeci">const VariableTypeRow & GetTypeRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00097">variables_info.cc:97</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a1472d776e41913b79d4152d87884abde"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a1472d776e41913b79d4152d87884abde">operations_research::glop::VariableValues::GetPrimalSquaredInfeasibilities</a></div><div class="ttdeci">const DenseColumn & GetPrimalSquaredInfeasibilities() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00218">variable_values.cc:218</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa6a9551b792028d16dc7123c80f429d1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa6a9551b792028d16dc7123c80f429d1">operations_research::glop::ReducedCosts::GetDualFeasibilityTolerance</a></div><div class="ttdeci">Fractional GetDualFeasibilityTolerance() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00176">reduced_costs.h:176</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866a">operations_research::glop::VariableType</a></div><div class="ttdeci">VariableType</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00174">lp_types.h:174</a></div></div>
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<div class="ttc" id="astrong__vector_8h_html"><div class="ttname"><a href="strong__vector_8h.html">strong_vector.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ace91e968c3b7369698c7563ca1c9c6e8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8">operations_research::glop::RevisedSimplex::GetProblemNumRows</a></div><div class="ttdeci">RowIndex GetProblemNumRows() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00443">revised_simplex.cc:443</a></div></div>
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<div class="ttc" id="avlog__is__on_8h_html_a956152cad330225654d128f35c00efce"><div class="ttname"><a href="vlog__is__on_8h.html#a956152cad330225654d128f35c00efce">VLOG_IS_ON</a></div><div class="ttdeci">#define VLOG_IS_ON(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="vlog__is__on_8h_source.html#l00041">vlog_is_on.h:41</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a5619b7a7ea4662832b07ccb00439df47"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a5619b7a7ea4662832b07ccb00439df47">operations_research::glop::VariableValues::GetDenseRow</a></div><div class="ttdeci">const DenseRow & GetDenseRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00050">variable_values.h:50</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ab5f355543caf37fcad85bac358d01dbf"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf">operations_research::glop::RevisedSimplex::RevisedSimplex</a></div><div class="ttdeci">RevisedSimplex()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00078">revised_simplex.cc:78</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a3ec5e60bd3a327da7d43d0d5ba21ab17"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">operations_research::glop::ReducedCosts::ComputeMaximumDualResidual</a></div><div class="ttdeci">Fractional ComputeMaximumDualResidual() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00113">reduced_costs.cc:113</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_a198b526739f420eb0959c87c54e036b3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#a198b526739f420eb0959c87c54e036b3">operations_research::glop::VariableValues::ComputeMaximumPrimalInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumPrimalInfeasibility() const</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8cc_source.html#l00120">variable_values.cc:120</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_a0c2c64e7a26487661db464cb20d4ddfe"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#a0c2c64e7a26487661db464cb20d4ddfe">operations_research::glop::DualEdgeNorms::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation(const ColumnPermutation &col_perm)</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00040">dual_edge_norms.cc:40</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a64f77679a598b14d2c5b6455921fb07b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">operations_research::glop::ReducedCosts::IsValidPrimalEnteringCandidate</a></div><div class="ttdeci">bool IsValidPrimalEnteringCandidate(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00516">reduced_costs.cc:516</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_permutation_html_a644718bb2fb240de962dc3c9a1fdf0dc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_permutation.html#a644718bb2fb240de962dc3c9a1fdf0dc">operations_research::glop::Permutation::empty</a></div><div class="ttdeci">bool empty() const</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2permutation_8h_source.html#l00051">lp_data/permutation.h:51</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a201108c6e8d9fb5104697bdd0a8bd085"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a201108c6e8d9fb5104697bdd0a8bd085">operations_research::glop::RevisedSimplex::GetVariableValue</a></div><div class="ttdeci">Fractional GetVariableValue(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00447">revised_simplex.cc:447</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html_adb3b3b75495ee150a1fcc33e58656d22"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html#adb3b3b75495ee150a1fcc33e58656d22">operations_research::glop::VariableValues::UpdatePrimalPhaseICosts</a></div><div class="ttdeci">bool UpdatePrimalPhaseICosts(const Rows &rows, DenseRow *objective)</div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00157">variable_values.h:157</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a66da73868da92948f57a83e261066ca6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a66da73868da92948f57a83e261066ca6">operations_research::glop::RevisedSimplex::GetDualRay</a></div><div class="ttdeci">const DenseColumn & GetDualRay() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00492">revised_simplex.cc:492</a></div></div>
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<div class="ttc" id="alp__data_2permutation_8h_html"><div class="ttname"><a href="lp__data_2permutation_8h.html">permutation.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a2ac7d8b80f20a8442138b0673aa0158c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a2ac7d8b80f20a8442138b0673aa0158c">operations_research::glop::BasisFactorization::ComputeInfinityNormConditionNumberUpperBound</a></div><div class="ttdeci">Fractional ComputeInfinityNormConditionNumberUpperBound() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00564">basis_representation.cc:564</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::BasisFactorization::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00158">basis_representation.h:158</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290c"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">operations_research::glop::VariableStatus</a></div><div class="ttdeci">VariableStatus</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00196">lp_types.h:196</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca88c189a42c87aa49d667fc8ab76bc323">operations_research::glop::VariableStatus::FREE</a></div><div class="ttdeci">@ FREE</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ae15a49e0cab69203efca232f0b32866d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">operations_research::glop::RevisedSimplex::GetBasis</a></div><div class="ttdeci">ColIndex GetBasis(RowIndex row) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00502">revised_simplex.cc:502</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a46fb729c0be27d1b97db15e0ce9c6067"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">operations_research::glop::PreciseScalarProduct</a></div><div class="ttdeci">Fractional PreciseScalarProduct(const DenseRowOrColumn &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00092">lp_data/lp_utils.h:92</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_stats_group_html_af9bc435481ae9e6e60d66a65d5394a7f"><div class="ttname"><a href="classoperations__research_1_1_stats_group.html#af9bc435481ae9e6e60d66a65d5394a7f">operations_research::StatsGroup::StatString</a></div><div class="ttdeci">std::string StatString() const</div><div class="ttdef"><b>Definition:</b> <a href="stats_8cc_source.html#l00071">stats.cc:71</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a31ee82f6ef05c3da492c0376f910d015"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a31ee82f6ef05c3da492c0376f910d015">operations_research::glop::kInvalidRow</a></div><div class="ttdeci">const RowIndex kInvalidRow(-1)</div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a56d08f5289eea3f018dca5b93b6fca6b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a56d08f5289eea3f018dca5b93b6fca6b">operations_research::glop::BasisFactorization::GetColumnPermutation</a></div><div class="ttdeci">const ColumnPermutation & GetColumnPermutation() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00168">basis_representation.h:168</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a4395e95bab44e222cb2e77251017a0e2"><div class="ttname"><a href="base_2logging_8h.html#a4395e95bab44e222cb2e77251017a0e2">DCHECK_LE</a></div><div class="ttdeci">#define DCHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00887">base/logging.h:887</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a26689abee13abb7fc0d0cf99c1c7809b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a26689abee13abb7fc0d0cf99c1c7809b">operations_research::glop::RevisedSimplex::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00455">revised_simplex.cc:455</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a644718bb2fb240de962dc3c9a1fdf0dc"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">absl::StrongVector::empty</a></div><div class="ttdeci">bool empty() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00156">strong_vector.h:156</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_a039b0192ce008be5451bc87ca5eea65c"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#a039b0192ce008be5451bc87ca5eea65c">operations_research::Bitset64::ClearAndResize</a></div><div class="ttdeci">void ClearAndResize(IndexType size)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00438">bitset.h:438</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_basis_state_html_a6cc6941be01d3c765280e09be0246c3f"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">operations_research::glop::BasisState::statuses</a></div><div class="ttdeci">VariableStatusRow statuses</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00140">revised_simplex.h:140</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a52c80b8028f6d54f8b2c02da3aac7510"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a52c80b8028f6d54f8b2c02da3aac7510">operations_research::glop::RevisedSimplex::GetReducedCost</a></div><div class="ttdeci">Fractional GetReducedCost(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00451">revised_simplex.cc:451</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9a45fa5802a8fec70bec2fc6f9258056"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">operations_research::glop::ReducedCosts::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00176">reduced_costs.cc:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_ab9de0c21968ffad6320a44a010e33e07"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#ab9de0c21968ffad6320a44a010e33e07">operations_research::glop::BasisFactorization::RightSolveForProblemColumn</a></div><div class="ttdeci">void RightSolveForProblemColumn(ColIndex col, ScatteredColumn *d) const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00428">basis_representation.cc:428</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_primal_edge_norms_html_aeccc8138b268e621d96d105e0ddd474a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_primal_edge_norms.html#aeccc8138b268e621d96d105e0ddd474a">operations_research::glop::PrimalEdgeNorms::DeterministicTime</a></div><div class="ttdeci">double DeterministicTime() const</div><div class="ttdef"><b>Definition:</b> <a href="primal__edge__norms_8h_source.html#l00118">primal_edge_norms.h:118</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00495">base/logging.h:495</a></div></div>
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<div class="ttc" id="acommandlineflags_8h_html"><div class="ttname"><a href="commandlineflags_8h.html">commandlineflags.h</a></div></div>
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<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00108">cp_model_fz_solver.cc:108</a></div></div>
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<div class="ttc" id="astatus_8h_html_a3efb1c6250c02a5b881f8b82f75f9822"><div class="ttname"><a href="status_8h.html#a3efb1c6250c02a5b881f8b82f75f9822">GLOP_RETURN_IF_ERROR</a></div><div class="ttdeci">#define GLOP_RETURN_IF_ERROR(function_call)</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00070">status.h:70</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_status_html_a03cb7eaa663dc83af68bc28a596d09e6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_status.html#a03cb7eaa663dc83af68bc28a596d09e6">operations_research::glop::Status::ok</a></div><div class="ttdeci">bool ok() const</div><div class="ttdef"><b>Definition:</b> <a href="status_8h_source.html#l00059">status.h:59</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ae0473e18a367af671dc3f08063c80da4"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">operations_research::glop::ScatteredVector::values</a></div><div class="ttdeci">StrictITIVector< Index, Fractional > values</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00057">scattered_vector.h:57</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html_aa71d36872f416feaa853788a7a7a7ef8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html#aa71d36872f416feaa853788a7a7a7ef8">operations_research::glop::DualEdgeNorms::Clear</a></div><div class="ttdeci">void Clear()</div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8cc_source.html#l00029">dual_edge_norms.cc:29</a></div></div>
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<div class="ttc" id="aparameters_8pb_8h_html"><div class="ttname"><a href="parameters_8pb_8h.html">parameters.pb.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_ac226833fbf53fdb3fb7b6ef9d89a0e4c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c">operations_research::glop::RevisedSimplex::GetProblemNumCols</a></div><div class="ttdeci">ColIndex GetProblemNumCols() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8cc_source.html#l00445">revised_simplex.cc:445</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html_a5f7903563e698189cc516ed6a5496a9a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html#a5f7903563e698189cc516ed6a5496a9a">operations_research::glop::EnteringVariable::DualChooseEnteringColumn</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT Status DualChooseEnteringColumn(const UpdateRow &update_row, Fractional cost_variation, std::vector< ColIndex > *bound_flip_candidates, ColIndex *entering_col, Fractional *step)</div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8cc_source.html#l00089">entering_variable.cc:89</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ae636e3fb39ec1660660286628306cd15"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ae636e3fb39ec1660660286628306cd15">operations_research::glop::VariablesInfo::Update</a></div><div class="ttdeci">void Update(ColIndex col, VariableStatus status)</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00060">variables_info.cc:60</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290ca74c506bd3d744fb5c2862229c8f2b6ce">operations_research::glop::VariableStatus::AT_LOWER_BOUND</a></div><div class="ttdeci">@ AT_LOWER_BOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a15dfa7820af8e00b9624297be497f95a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a15dfa7820af8e00b9624297be497f95a">operations_research::glop::IsRightMostSquareMatrixIdentity</a></div><div class="ttdeci">bool IsRightMostSquareMatrixIdentity(const SparseMatrix &matrix)</div><div class="ttdef"><b>Definition:</b> <a href="matrix__utils_8cc_source.html#l00231">matrix_utils.cc:231</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_column_view_html_aaef7fc778a29bb3bb3040c0423937f6e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_column_view.html#aaef7fc778a29bb3bb3040c0423937f6e">operations_research::glop::ColumnView::EntryCoefficient</a></div><div class="ttdeci">Fractional EntryCoefficient(EntryIndex i) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00083">sparse_column.h:83</a></div></div>
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