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<div class="title">revised_simplex.h</div> </div>
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<a href="revised__simplex_8h.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="comment">// Solves a Linear Programing problem using the Revised Simplex algorithm</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span> <span class="comment">// as described by G.B. Dantzig.</span></div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="comment">// The general form is:</span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span> <span class="comment">// min c.x where c and x are n-vectors,</span></div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="comment">// subject to Ax = b where A is an mxn-matrix, b an m-vector,</span></div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="comment">// with l <= x <= u, i.e.</span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="comment">// l_i <= x_i <= u_i for all i in {1 .. m}.</span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="comment">// c.x is called the objective function.</span></div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span> <span class="comment">// Each row a_i of A is an n-vector, and a_i.x = b_i is a linear constraint.</span></div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="comment">// A is called the constraint matrix.</span></div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="comment">// b is called the right hand side (rhs) of the problem.</span></div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> <span class="comment">// The constraints l_i <= x_i <= u_i are called the generalized bounds</span></div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="comment">// of the problem (most introductory textbooks only deal with x_i >= 0, as</span></div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="comment">// did the first version of the Simplex algorithm). Note that l_i and u_i</span></div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="comment">// can be -infinity and +infinity, respectively.</span></div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> <span class="comment">// To simplify the entry of data, this code actually handles problems in the</span></div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment">// form:</span></div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">// min c.x where c and x are n-vectors,</span></div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> <span class="comment">// subject to:</span></div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> <span class="comment">// A1 x <= b1</span></div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> <span class="comment">// A2 x >= b2</span></div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> <span class="comment">// A3 x = b3</span></div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span> <span class="comment">// l <= x <= u</span></div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">// It transforms the above problem into</span></div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="comment">// min c.x where c and x are n-vectors,</span></div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span> <span class="comment">// subject to:</span></div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span> <span class="comment">// A1 x + s1 = b1</span></div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> <span class="comment">// A2 x - s2 = b2</span></div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span> <span class="comment">// A3 x = b3</span></div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment">// l <= x <= u</span></div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">// s1 >= 0, s2 >= 0</span></div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">// where xT = (x1, x2, x3),</span></div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="comment">// s1 is an m1-vector (m1 being the height of A1),</span></div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span> <span class="comment">// s2 is an m2-vector (m2 being the height of A2).</span></div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span> <span class="comment">// The following are very good references for terminology, data structures,</span></div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span> <span class="comment">// and algorithms. They all contain a wealth of references.</span></div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span> <span class="comment">// Vasek Chvátal, "Linear Programming," W.H. Freeman, 1983. ISBN 978-0716715870.</span></div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span> <span class="comment">// http://www.amazon.com/dp/0716715872</span></div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span> <span class="comment">// Robert J. Vanderbei, "Linear Programming: Foundations and Extensions,"</span></div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span> <span class="comment">// Springer, 2010, ISBN-13: 978-1441944979</span></div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span> <span class="comment">// http://www.amazon.com/dp/1441944974</span></div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span> <span class="comment">// Istvan Maros, "Computational Techniques of the Simplex Method.", Springer,</span></div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span> <span class="comment">// 2002, ISBN 978-1402073328</span></div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span> <span class="comment">// http://www.amazon.com/dp/1402073321</span></div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span> <span class="comment">// ===============================================</span></div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span> <span class="comment">// Short description of the dual simplex algorithm.</span></div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span> <span class="comment">// The dual simplex algorithm uses the same data structure as the primal, but</span></div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="comment">// progresses towards the optimal solution in a different way:</span></div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span> <span class="comment">// * It tries to keep the dual values dual-feasible at all time which means that</span></div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="comment">// the reduced costs are of the correct sign depending on the bounds of the</span></div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="comment">// non-basic variables. As a consequence the values of the basic variable are</span></div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="comment">// out of bound until the optimal is reached.</span></div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="comment">// * A basic leaving variable is selected first (dual pricing) and then a</span></div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span> <span class="comment">// corresponding entering variable is selected. This is done in such a way</span></div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span> <span class="comment">// that the dual objective value increases (lower bound on the optimal</span></div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span> <span class="comment">// solution).</span></div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span> <span class="comment">// * Once the basis pivot is chosen, the variable values and the reduced costs</span></div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span> <span class="comment">// are updated the same way as in the primal algorithm.</span></div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span> <span class="comment">// Good references on the Dual simplex algorithm are:</span></div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span> <span class="comment">// Robert Fourer, "Notes on the Dual simplex Method", March 14, 1994.</span></div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span> <span class="comment">// http://users.iems.northwestern.edu/~4er/WRITINGS/dual.pdf</span></div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span> <span class="comment">// Achim Koberstein, "The dual simplex method, techniques for a fast and stable</span></div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span> <span class="comment">// implementation", PhD, Paderborn, Univ., 2005.</span></div>
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<div class="line"><a name="l00089"></a><span class="lineno"> 89</span> <span class="comment">// http://digital.ub.uni-paderborn.de/hs/download/pdf/3885?originalFilename=true</span></div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  </div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span> <span class="preprocessor">#ifndef OR_TOOLS_GLOP_REVISED_SIMPLEX_H_</span></div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span> <span class="preprocessor">#define OR_TOOLS_GLOP_REVISED_SIMPLEX_H_</span></div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  </div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span> <span class="preprocessor">#include <string></span></div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span> <span class="preprocessor">#include <vector></span></div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  </div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</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="l00098"></a><span class="lineno"> 98</span> <span class="preprocessor">#include "<a class="code" href="macros_8h.html">ortools/base/macros.h</a>"</span></div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span> <span class="preprocessor">#include "<a class="code" href="basis__representation_8h.html">ortools/glop/basis_representation.h</a>"</span></div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span> <span class="preprocessor">#include "<a class="code" href="dual__edge__norms_8h.html">ortools/glop/dual_edge_norms.h</a>"</span></div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span> <span class="preprocessor">#include "<a class="code" href="entering__variable_8h.html">ortools/glop/entering_variable.h</a>"</span></div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</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="l00103"></a><span class="lineno"> 103</span> <span class="preprocessor">#include "<a class="code" href="primal__edge__norms_8h.html">ortools/glop/primal_edge_norms.h</a>"</span></div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span> <span class="preprocessor">#include "<a class="code" href="reduced__costs_8h.html">ortools/glop/reduced_costs.h</a>"</span></div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span> <span class="preprocessor">#include "<a class="code" href="status_8h.html">ortools/glop/status.h</a>"</span></div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span> <span class="preprocessor">#include "<a class="code" href="update__row_8h.html">ortools/glop/update_row.h</a>"</span></div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span> <span class="preprocessor">#include "<a class="code" href="variable__values_8h.html">ortools/glop/variable_values.h</a>"</span></div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span> <span class="preprocessor">#include "<a class="code" href="variables__info_8h.html">ortools/glop/variables_info.h</a>"</span></div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</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="l00110"></a><span class="lineno"> 110</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="l00111"></a><span class="lineno"> 111</span> <span class="preprocessor">#include "<a class="code" href="lp__types_8h.html">ortools/lp_data/lp_types.h</a>"</span></div>
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<div class="line"><a name="l00112"></a><span class="lineno"> 112</span> <span class="preprocessor">#include "<a class="code" href="scattered__vector_8h.html">ortools/lp_data/scattered_vector.h</a>"</span></div>
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<div class="line"><a name="l00113"></a><span class="lineno"> 113</span> <span class="preprocessor">#include "<a class="code" href="sparse__row_8h.html">ortools/lp_data/sparse_row.h</a>"</span></div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span> <span class="preprocessor">#include "<a class="code" href="random__engine_8h.html">ortools/util/random_engine.h</a>"</span></div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span> <span class="preprocessor">#include "<a class="code" href="time__limit_8h.html">ortools/util/time_limit.h</a>"</span></div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  </div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</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="l00118"></a><span class="lineno"> 118</span> <span class="keyword">namespace </span>glop {</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"> 120</span> <span class="comment">// Holds the statuses of all the variables, including slack variables. There</span></div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span> <span class="comment">// is no point storing constraint statuses since internally all constraints are</span></div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span> <span class="comment">// always fixed to zero.</span></div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span> <span class="comment">// Note that this is the minimal amount of information needed to perform a "warm</span></div>
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<div class="line"><a name="l00125"></a><span class="lineno"> 125</span> <span class="comment">// start". Using this information and the original linear program, the basis can</span></div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span> <span class="comment">// be refactorized and all the needed quantities derived.</span></div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span> <span class="comment">// TODO(user): Introduce another state class to store a complete state of the</span></div>
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<div class="line"><a name="l00129"></a><span class="lineno"> 129</span> <span class="comment">// solver. Using this state and the original linear program, the solver can be</span></div>
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<div class="line"><a name="l00130"></a><span class="lineno"> 130</span> <span class="comment">// restarted with as little time overhead as possible. This is especially useful</span></div>
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<div class="line"><a name="l00131"></a><span class="lineno"> 131</span> <span class="comment">// for strong branching in a MIP context.</span></div>
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<div class="line"><a name="l00132"></a><span class="lineno"><a class="line" href="structoperations__research_1_1glop_1_1_basis_state.html"> 132</a></span> <span class="keyword">struct </span><a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a> {</div>
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<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  <span class="comment">// TODO(user): A MIP solver will potentially store a lot of BasicStates so</span></div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="comment">// memory usage is important. It is possible to use only 2 bits for one</span></div>
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<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  <span class="comment">// VariableStatus enum. To achieve this, the FIXED_VALUE status can be</span></div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <span class="comment">// converted to either AT_LOWER_BOUND or AT_UPPER_BOUND and decoded properly</span></div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="comment">// later since this will be used with a given linear program. This way we can</span></div>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <span class="comment">// even encode more information by using the reduced cost sign to choose to</span></div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="comment">// which bound the fixed status correspond.</span></div>
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<div class="line"><a name="l00140"></a><span class="lineno"><a class="line" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f"> 140</a></span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">VariableStatusRow</a> <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>;</div>
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<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  </div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  <span class="comment">// Returns true if this state is empty.</span></div>
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<div class="line"><a name="l00143"></a><span class="lineno"><a class="line" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a"> 143</a></span>  <span class="keywordtype">bool</span> <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a8e12342fc420701fbffd97025421575a">IsEmpty</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html#a6cc6941be01d3c765280e09be0246c3f">statuses</a>.<a class="code" href="classgtl_1_1_i_t_i_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">empty</a>(); }</div>
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<div class="line"><a name="l00144"></a><span class="lineno"> 144</span> };</div>
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<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  </div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span> <span class="comment">// Entry point of the revised simplex algorithm implementation.</span></div>
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<div class="line"><a name="l00147"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html"> 147</a></span> <span class="keyword">class </span><a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html">RevisedSimplex</a> {</div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf">RevisedSimplex</a>();</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>  <span class="comment">// Sets or gets the algorithm parameters to be used on the next Solve().</span></div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae7202d055b6b172a8a1da4f5b136f9ea">SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>);</div>
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<div class="line"><a name="l00153"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a04fb52e044ec108e110796e29804cf06"> 153</a></span>  <span class="keyword">const</span> GlopParameters& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a04fb52e044ec108e110796e29804cf06">GetParameters</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> parameters_; }</div>
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<div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  </div>
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<div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  <span class="comment">// Solves the given linear program.</span></div>
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<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  <span class="comment">// Expects that the linear program is in the equations form Ax = 0 created by</span></div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  <span class="comment">// LinearProgram::AddSlackVariablesForAllRows, i.e. the rightmost square</span></div>
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<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  <span class="comment">// submatrix of A is an identity matrix, all its columns have been marked as</span></div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  <span class="comment">// slack variables, and the bounds of all constraints have been set to [0, 0].</span></div>
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<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  <span class="comment">// Returns ERROR_INVALID_PROBLEM, if these assumptions are violated.</span></div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  <span class="comment">// By default, the algorithm tries to exploit the computation done during the</span></div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  <span class="comment">// last Solve() call. It will analyze the difference of the new linear program</span></div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  <span class="comment">// and try to use the previously computed solution as a warm-start. To disable</span></div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  <span class="comment">// this behavior or give explicit warm-start data, use one of the State*()</span></div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  <span class="comment">// functions below.</span></div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  ABSL_MUST_USE_RESULT <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">Solve</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp,</div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  <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="l00170"></a><span class="lineno"> 170</span>  </div>
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<div class="line"><a name="l00171"></a><span class="lineno"> 171</span>  <span class="comment">// Do not use the current solution as a warm-start for the next Solve(). The</span></div>
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<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  <span class="comment">// next Solve() will behave as if the class just got created.</span></div>
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<div class="line"><a name="l00173"></a><span class="lineno"> 173</span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace96e115f468d752a2fcfeea901b0f8a">ClearStateForNextSolve</a>();</div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  </div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="comment">// Uses the given state as a warm-start for the next Solve() call.</span></div>
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<div class="line"><a name="l00176"></a><span class="lineno"> 176</span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac4d90743acfe39707571f84f096a58d7">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="l00177"></a><span class="lineno"> 177</span>  </div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="comment">// Advanced usage. Tells the next Solve() that the matrix inside the linear</span></div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  <span class="comment">// program will not change compared to the one used the last time Solve() was</span></div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <span class="comment">// called. This allows to bypass the somewhat costly check of comparing both</span></div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="comment">// matrices. Note that this call will be ignored if Solve() was never called</span></div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <span class="comment">// or if ClearStateForNextSolve() was called.</span></div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa637d435b14a562f8203eb808add5399">NotifyThatMatrixIsUnchangedForNextSolve</a>();</div>
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<div class="line"><a name="l00184"></a><span class="lineno"> 184</span>  </div>
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<div class="line"><a name="l00185"></a><span class="lineno"> 185</span>  <span class="comment">// Getters to retrieve all the information computed by the last Solve().</span></div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  RowIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ace91e968c3b7369698c7563ca1c9c6e8">GetProblemNumRows</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac226833fbf53fdb3fb7b6ef9d89a0e4c">GetProblemNumCols</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</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">GetProblemStatus</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</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">GetObjectiveValue</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</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">GetNumberOfIterations</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00191"></a><span class="lineno"> 191</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">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="l00192"></a><span class="lineno"> 192</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">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="l00193"></a><span class="lineno"> 193</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">GetReducedCosts</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</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">GetDualValue</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</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">GetConstraintActivity</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</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">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="l00197"></a><span class="lineno"> 197</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">GetConstraintStatus</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00198"></a><span class="lineno"> 198</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">GetState</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  <span class="keywordtype">double</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aeccc8138b268e621d96d105e0ddd474a">DeterministicTime</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00200"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3c3111122d3f221c6c17632aea4f0b97"> 200</a></span>  <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3c3111122d3f221c6c17632aea4f0b97">objective_limit_reached</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> objective_limit_reached_; }</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="comment">// If the problem status is PRIMAL_UNBOUNDED (respectively DUAL_UNBOUNDED),</span></div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="comment">// then the solver has a corresponding primal (respectively dual) ray to show</span></div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  <span class="comment">// the unboundness. From a primal (respectively dual) feasible solution any</span></div>
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  <span class="comment">// positive multiple of this ray can be added to the solution and keep it</span></div>
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<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  <span class="comment">// feasible. Moreover, by doing so, the objective of the problem will improve</span></div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  <span class="comment">// and its magnitude will go to infinity.</span></div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  <span class="comment">// Note that when the problem is DUAL_UNBOUNDED, the dual ray is also known as</span></div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  <span class="comment">// the Farkas proof of infeasibility of the problem.</span></div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</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">GetPrimalRay</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00212"></a><span class="lineno"> 212</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">GetDualRay</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  </div>
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<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  <span class="comment">// This is the "dual ray" linear combination of the matrix rows.</span></div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</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">GetDualRayRowCombination</a>() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  </div>
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  <span class="comment">// Returns the index of the column in the basis and the basis factorization.</span></div>
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<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  <span class="comment">// Note that the order of the column in the basis is important since it is the</span></div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  <span class="comment">// one used by the various solve functions provided by the BasisFactorization</span></div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  <span class="comment">// class.</span></div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ae15a49e0cab69203efca232f0b32866d">GetBasis</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  </div>
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<div class="line"><a name="l00223"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afa85e3bd0c3e1bd18b4faf1dd36d550a"> 223</a></span>  <span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_scattered_row.html">ScatteredRow</a>& <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afa85e3bd0c3e1bd18b4faf1dd36d550a">GetUnitRowLeftInverse</a>(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <span class="keywordflow">return</span> update_row_.<a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#a2355c817cae2bbd316f28aea2e842761">ComputeAndGetUnitRowLeftInverse</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>);</div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  }</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">// Returns a copy of basis_ vector for outside applications (like cuts) to</span></div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  <span class="comment">// have the correspondence between rows and columns of the dictionary.</span></div>
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<div class="line"><a name="l00229"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3a1cf1079c72ab5da9826a3f37588238"> 229</a></span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3a1cf1079c72ab5da9826a3f37588238">GetBasisVector</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> basis_; }</div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  </div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</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">GetBasisFactorization</a>() <span class="keyword">const</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>  <span class="comment">// Returns statistics about this class as a string.</span></div>
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<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  std::string <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#afab08c75dbc7618e656f7de9dff4c627">StatString</a>();</div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  </div>
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<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  <span class="comment">// Computes the dictionary B^-1*N on-the-fly row by row. Returns the resulting</span></div>
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<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  <span class="comment">// matrix as a vector of sparse rows so that it is easy to use it on the left</span></div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  <span class="comment">// side in the matrix multiplication. Runs in O(num_non_zeros_in_matrix).</span></div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  <span class="comment">// TODO(user): Use row scales as well.</span></div>
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<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  <a class="code" href="classgtl_1_1_i_t_i_vector.html">RowMajorSparseMatrix</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a9c99d1d49085611ae25fe05c8e9ae8e8">ComputeDictionary</a>(<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>
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<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  </div>
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<div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  <span class="comment">// Initializes the matrix for the given 'linear_program' and 'state' and</span></div>
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  <span class="comment">// computes the variable values for basic variables using non-basic variables.</span></div>
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ac02fd9d24b56c3a6574d38e571c6a4ff">ComputeBasicVariablesForState</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& linear_program,</div>
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<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  <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="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">// This is used in a MIP context to polish the final basis. We assume that the</span></div>
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<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  <span class="comment">// columns for which SetIntegralityScale() has been called correspond to</span></div>
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<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <span class="comment">// integral variable once multiplied by the given factor.</span></div>
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<div class="line"><a name="l00250"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4dc78f942e63df8b0bf3b95c7af7068"> 250</a></span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4dc78f942e63df8b0bf3b95c7af7068">ClearIntegralityScales</a>() { integrality_scale_.<a class="code" href="classgtl_1_1_i_t_i_vector.html#ac8bb3912a3ce86b15842e79d0b421204">clear</a>(); }</div>
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<div class="line"><a name="l00251"></a><span class="lineno"> 251</span>  <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#a2638e7353203c8cb214228147a5e504a">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>
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<div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  </div>
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<div class="line"><a name="l00253"></a><span class="lineno"> 253</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="comment">// Propagates parameters_ to all the other classes that need it.</span></div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="comment">// TODO(user): Maybe a better design is for them to have a reference to a</span></div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  <span class="comment">// unique parameters object? It will clutter a bit more these classes'</span></div>
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  <span class="comment">// constructor though.</span></div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  <span class="keywordtype">void</span> PropagateParameters();</div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  </div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  <span class="comment">// Returns a string containing the same information as with GetSolverStats,</span></div>
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<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  <span class="comment">// but in a much more human-readable format. For example:</span></div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  <span class="comment">// Problem status : Optimal</span></div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  <span class="comment">// Solving time : 1.843</span></div>
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<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <span class="comment">// Number of iterations : 12345</span></div>
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<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  <span class="comment">// Time for solvability (first phase) : 1.343</span></div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  <span class="comment">// Number of iterations for solvability : 10000</span></div>
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<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  <span class="comment">// Time for optimization : 0.5</span></div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="comment">// Number of iterations for optimization : 2345</span></div>
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<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  <span class="comment">// Maximum time allowed in seconds : 6000</span></div>
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<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  <span class="comment">// Maximum number of iterations : 1000000</span></div>
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<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  <span class="comment">// Stop after first basis : 0</span></div>
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  std::string GetPrettySolverStats() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  </div>
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<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <span class="comment">// Returns a string containing formatted information about the variable</span></div>
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<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  <span class="comment">// corresponding to column col.</span></div>
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<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  std::string SimpleVariableInfo(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="l00278"></a><span class="lineno"> 278</span>  </div>
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<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  <span class="comment">// Displays a short string with the current iteration and objective value.</span></div>
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<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  <span class="keywordtype">void</span> DisplayIterationInfo() <span class="keyword">const</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">// Displays the error bounds of the current solution.</span></div>
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  <span class="keywordtype">void</span> DisplayErrors() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  </div>
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<div class="line"><a name="l00285"></a><span class="lineno"> 285</span>  <span class="comment">// Displays the status of the variables.</span></div>
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<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  <span class="keywordtype">void</span> DisplayInfoOnVariables() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  </div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  <span class="comment">// Displays the bounds of the variables.</span></div>
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<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  <span class="keywordtype">void</span> DisplayVariableBounds();</div>
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<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  </div>
|
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<div class="line"><a name="l00291"></a><span class="lineno"> 291</span>  <span class="comment">// Displays the following information:</span></div>
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<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  <span class="comment">// * Linear Programming problem as a dictionary, taking into</span></div>
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<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  <span class="comment">// account the iterations that have been made;</span></div>
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<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  <span class="comment">// * Variable info;</span></div>
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<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  <span class="comment">// * Reduced costs;</span></div>
|
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<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  <span class="comment">// * Variable bounds.</span></div>
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<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <span class="comment">// A dictionary is in the form:</span></div>
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<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  <span class="comment">// xB = value + sum_{j in N} pa_ij x_j</span></div>
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<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  <span class="comment">// z = objective_value + sum_{i in N} rc_i x_i</span></div>
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<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  <span class="comment">// where the pa's are the coefficients of the matrix after the pivotings</span></div>
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<div class="line"><a name="l00301"></a><span class="lineno"> 301</span>  <span class="comment">// and the rc's are the reduced costs, i.e. the coefficients of the objective</span></div>
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<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  <span class="comment">// after the pivotings.</span></div>
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<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  <span class="comment">// Dictionaries are the modern way of presenting the result of an iteration</span></div>
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<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  <span class="comment">// of the Simplex algorithm in the literature.</span></div>
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<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  <span class="keywordtype">void</span> DisplayRevisedSimplexDebugInfo();</div>
|
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  </div>
|
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<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  <span class="comment">// Displays the Linear Programming problem as it was input.</span></div>
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<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  <span class="keywordtype">void</span> DisplayProblem() <span class="keyword">const</span>;</div>
|
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<div class="line"><a name="l00309"></a><span class="lineno"> 309</span>  </div>
|
|
<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  <span class="comment">// Returns the current objective value. This is just the sum of the current</span></div>
|
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<div class="line"><a name="l00311"></a><span class="lineno"> 311</span>  <span class="comment">// variable values times their current cost.</span></div>
|
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<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeObjectiveValue() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  </div>
|
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  <span class="comment">// Returns the current objective of the linear program given to Solve() using</span></div>
|
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<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  <span class="comment">// the initial costs, maximization direction, objective offset and objective</span></div>
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<div class="line"><a name="l00316"></a><span class="lineno"> 316</span>  <span class="comment">// scaling factor.</span></div>
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<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeInitialProblemObjectiveValue() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00318"></a><span class="lineno"> 318</span>  </div>
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<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  <span class="comment">// Assigns names to variables. Variables in the input will be named</span></div>
|
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<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  <span class="comment">// x1..., slack variables will be s1... .</span></div>
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<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  <span class="keywordtype">void</span> SetVariableNames();</div>
|
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<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  </div>
|
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<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  <span class="comment">// Computes the initial variable status from its type. A constrained variable</span></div>
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<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <span class="comment">// is set to the lowest of its 2 bounds in absolute value.</span></div>
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<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> ComputeDefaultVariableStatus(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="l00326"></a><span class="lineno"> 326</span>  </div>
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<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  <span class="comment">// Sets the variable status and derives the variable value according to the</span></div>
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<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  <span class="comment">// exact status definition. This can only be called for non-basic variables</span></div>
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<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  <span class="comment">// because the value of a basic variable is computed from the values of the</span></div>
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<div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  <span class="comment">// non-basic variables.</span></div>
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<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  <span class="keywordtype">void</span> SetNonBasicVariableStatusAndDeriveValue(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> status);</div>
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<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  </div>
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<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="comment">// Checks if the basis_ and is_basic_ arrays are well formed. Also checks that</span></div>
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<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <span class="comment">// the variable statuses are consistent with this basis. Returns true if this</span></div>
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<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="comment">// is the case. This is meant to be used in debug mode only.</span></div>
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<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  <span class="keywordtype">bool</span> BasisIsConsistent() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  </div>
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<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  <span class="comment">// Moves the column entering_col into the basis at position basis_row. Removes</span></div>
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<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  <span class="comment">// the current basis column at position basis_row from the basis and sets its</span></div>
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<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  <span class="comment">// status to leaving_variable_status.</span></div>
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<div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  <span class="keywordtype">void</span> UpdateBasis(ColIndex entering_col, RowIndex basis_row,</div>
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<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290c">VariableStatus</a> leaving_variable_status);</div>
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<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  </div>
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<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  <span class="comment">// Initializes matrix-related internal data. Returns true if this data was</span></div>
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<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  <span class="comment">// unchanged. If not, also sets only_change_is_new_rows to true if compared</span></div>
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<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  <span class="comment">// to the current matrix, the only difference is that new rows have been</span></div>
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<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  <span class="comment">// added (with their corresponding extra slack variables). Similarly, sets</span></div>
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<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  <span class="comment">// only_change_is_new_cols to true if the only difference is that new columns</span></div>
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<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  <span class="comment">// have been added, in which case also sets num_new_cols to the number of</span></div>
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<div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  <span class="comment">// new columns.</span></div>
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<div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  <span class="keywordtype">bool</span> InitializeMatrixAndTestIfUnchanged(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp,</div>
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<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  <span class="keywordtype">bool</span>* only_change_is_new_rows,</div>
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<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  <span class="keywordtype">bool</span>* only_change_is_new_cols,</div>
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<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  ColIndex* num_new_cols);</div>
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<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  </div>
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<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <span class="comment">// Initializes bound-related internal data. Returns true if unchanged.</span></div>
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<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  <span class="keywordtype">bool</span> InitializeBoundsAndTestIfUnchanged(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp);</div>
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<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  </div>
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<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  <span class="comment">// Checks if the only change to the bounds is the addition of new columns,</span></div>
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<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <span class="comment">// and that the new columns have at least one bound equal to zero.</span></div>
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<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  <span class="keywordtype">bool</span> OldBoundsAreUnchangedAndNewVariablesHaveOneBoundAtZero(</div>
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<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp, ColIndex num_new_cols);</div>
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<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  </div>
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<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="comment">// Initializes objective-related internal data. Returns true if unchanged.</span></div>
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<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  <span class="keywordtype">bool</span> InitializeObjectiveAndTestIfUnchanged(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp);</div>
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<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  </div>
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<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  <span class="comment">// Computes the stopping criterion on the problem objective value.</span></div>
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<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  <span class="keywordtype">void</span> InitializeObjectiveLimit(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp);</div>
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<div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  </div>
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<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  <span class="comment">// Initializes the variable statuses using a warm-start basis.</span></div>
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<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="keywordtype">void</span> InitializeVariableStatusesForWarmStart(<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="l00373"></a><span class="lineno"> 373</span>  ColIndex num_new_cols);</div>
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<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  </div>
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<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  <span class="comment">// Initializes the starting basis. In most cases it starts by the all slack</span></div>
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<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  <span class="comment">// basis and tries to apply some heuristics to replace fixed variables.</span></div>
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<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> CreateInitialBasis();</div>
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<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  </div>
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<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  <span class="comment">// Sets the initial basis to the given columns, try to factorize it and</span></div>
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<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  <span class="comment">// recompute the basic variable values.</span></div>
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<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a></div>
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<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  InitializeFirstBasis(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>& initial_basis);</div>
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<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  </div>
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<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  <span class="comment">// Entry point for the solver initialization.</span></div>
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<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> Initialize(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_linear_program.html">LinearProgram</a>& lp);</div>
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<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  </div>
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<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  <span class="comment">// Saves the current variable statuses in solution_state_.</span></div>
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<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  <span class="keywordtype">void</span> SaveState();</div>
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<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  </div>
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<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  <span class="comment">// Displays statistics on what kinds of variables are in the current basis.</span></div>
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<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  <span class="keywordtype">void</span> DisplayBasicVariableStatistics();</div>
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<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  </div>
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<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <span class="comment">// Tries to reduce the initial infeasibility (stored in error_) by using the</span></div>
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<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  <span class="comment">// singleton columns present in the problem. A singleton column is a column</span></div>
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<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  <span class="comment">// with only one non-zero. This is used by CreateInitialBasis().</span></div>
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<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  <span class="keywordtype">void</span> UseSingletonColumnInInitialBasis(<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>* basis);</div>
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<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  </div>
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<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  <span class="comment">// Returns the number of empty rows in the matrix, i.e. rows where all</span></div>
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<div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  <span class="comment">// the coefficients are zero.</span></div>
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<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  RowIndex ComputeNumberOfEmptyRows();</div>
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<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  </div>
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<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  <span class="comment">// Returns the number of empty columns in the matrix, i.e. columns where all</span></div>
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<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  <span class="comment">// the coefficients are zero.</span></div>
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<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  ColIndex ComputeNumberOfEmptyColumns();</div>
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<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  </div>
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<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  <span class="comment">// This method transforms a basis for the first phase, with the optimal</span></div>
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<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  <span class="comment">// value at zero, into a feasible basis for the initial problem, thus</span></div>
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<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  <span class="comment">// preparing the execution of phase-II of the algorithm.</span></div>
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<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <span class="keywordtype">void</span> CleanUpBasis();</div>
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<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  </div>
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<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  <span class="comment">// If the primal maximum residual is too large, recomputes the basic variable</span></div>
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<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  <span class="comment">// value from the non-basic ones. This function also perturbs the bounds</span></div>
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<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  <span class="comment">// during the primal simplex if too many iterations are degenerate.</span></div>
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<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  <span class="comment">//</span></div>
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<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="comment">// Only call this on a refactorized basis to have the best precision.</span></div>
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<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="keywordtype">void</span> CorrectErrorsOnVariableValues();</div>
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<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  </div>
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<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  <span class="comment">// Computes b - A.x in error_</span></div>
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<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  <span class="keywordtype">void</span> ComputeVariableValuesError();</div>
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<div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  </div>
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<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  <span class="comment">// Solves the system B.d = a where a is the entering column (given by col).</span></div>
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<div class="line"><a name="l00422"></a><span class="lineno"> 422</span>  <span class="comment">// Known as FTRAN (Forward transformation) in FORTRAN codes.</span></div>
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<div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  <span class="comment">// See Chvatal's book for more detail (Chapter 7).</span></div>
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<div class="line"><a name="l00424"></a><span class="lineno"> 424</span>  <span class="keywordtype">void</span> ComputeDirection(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  </div>
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<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  <span class="comment">// Computes a - B.d in error_ and return the maximum std::abs() of its coeffs.</span></div>
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<div class="line"><a name="l00427"></a><span class="lineno"> 427</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeDirectionError(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  </div>
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<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  <span class="comment">// Computes the ratio of the basic variable corresponding to 'row'. A target</span></div>
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<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  <span class="comment">// bound (upper or lower) is chosen depending on the sign of the entering</span></div>
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<div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  <span class="comment">// reduced cost and the sign of the direction 'd_[row]'. The ratio is such</span></div>
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<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  <span class="comment">// that adding 'ratio * d_[row]' to the variable value changes it to its</span></div>
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<div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  <span class="comment">// target bound.</span></div>
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<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  <span class="keyword">template</span> <<span class="keywordtype">bool</span> is_entering_reduced_cost_positive></div>
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<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> GetRatio(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  </div>
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<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  <span class="comment">// First pass of the Harris ratio test. Returns the harris ratio value which</span></div>
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<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="comment">// is an upper bound on the ratio value that the leaving variable can take.</span></div>
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<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  <span class="comment">// Fills leaving_candidates with the ratio and row index of a super-set of the</span></div>
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<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  <span class="comment">// columns with a ratio <= harris_ratio.</span></div>
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<div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  <span class="keyword">template</span> <<span class="keywordtype">bool</span> is_entering_reduced_cost_positive></div>
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<div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeHarrisRatioAndLeavingCandidates(</div>
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<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> bound_flip_ratio, <a class="code" href="classoperations__research_1_1glop_1_1_sparse_column.html">SparseColumn</a>* leaving_candidates) <span class="keyword">const</span>;</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"> 445</span>  <span class="comment">// Chooses the leaving variable, considering the entering column and its</span></div>
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<div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  <span class="comment">// associated reduced cost. If there was a precision issue and the basis is</span></div>
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<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  <span class="comment">// not refactorized, set refactorize to true. Otherwise, the row number of the</span></div>
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<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <span class="comment">// leaving variable is written in *leaving_row, and the step length</span></div>
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<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  <span class="comment">// is written in *step_length.</span></div>
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<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> ChooseLeavingVariableRow(ColIndex entering_col,</div>
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<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost, <span class="keywordtype">bool</span>* refactorize,</div>
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<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  RowIndex* leaving_row,</div>
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<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step_length,</div>
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<div class="line"><a name="l00454"></a><span class="lineno"> 454</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="l00455"></a><span class="lineno"> 455</span>  </div>
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<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  <span class="comment">// Chooses the leaving variable for the primal phase-I algorithm. The</span></div>
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<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  <span class="comment">// algorithm follows more or less what is described in Istvan Maros's book in</span></div>
|
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<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  <span class="comment">// chapter 9.6 and what is done for the dual phase-I algorithm which was</span></div>
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<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  <span class="comment">// derived from Koberstein's PhD. Both references can be found at the top of</span></div>
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|
<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <span class="comment">// this file.</span></div>
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<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  <span class="keywordtype">void</span> PrimalPhaseIChooseLeavingVariableRow(ColIndex entering_col,</div>
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<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost,</div>
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<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  <span class="keywordtype">bool</span>* refactorize,</div>
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|
<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  RowIndex* leaving_row,</div>
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<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* step_length,</div>
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<div class="line"><a name="l00466"></a><span class="lineno"> 466</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="l00467"></a><span class="lineno"> 467</span>  </div>
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<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  <span class="comment">// Chooses an infeasible basic variable. The returned values are:</span></div>
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|
<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  <span class="comment">// - leaving_row: the basic index of the infeasible leaving variable</span></div>
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<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="comment">// or kNoLeavingVariable if no such row exists: the dual simplex algorithm</span></div>
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<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  <span class="comment">// has terminated and the optimal has been reached.</span></div>
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|
<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <span class="comment">// - cost_variation: how much do we improve the objective by moving one unit</span></div>
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<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  <span class="comment">// along this dual edge.</span></div>
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<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  <span class="comment">// - target_bound: the bound at which the leaving variable should go when</span></div>
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<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  <span class="comment">// leaving the basis.</span></div>
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<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> DualChooseLeavingVariableRow(</div>
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<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  RowIndex* leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* cost_variation,</div>
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<div class="line"><a name="l00478"></a><span class="lineno"> 478</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="l00479"></a><span class="lineno"> 479</span>  </div>
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<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="comment">// Updates the prices used by DualChooseLeavingVariableRow() after a simplex</span></div>
|
|
<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  <span class="comment">// iteration by using direction_. The prices are stored in</span></div>
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|
<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="comment">// dual_pricing_vector_. Note that this function only takes care of the</span></div>
|
|
<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="comment">// entering and leaving column dual feasibility status change and that other</span></div>
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|
<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  <span class="comment">// changes will be dealt with by DualPhaseIUpdatePriceOnReducedCostsChange().</span></div>
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<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <span class="keywordtype">void</span> DualPhaseIUpdatePrice(RowIndex leaving_row, ColIndex entering_col);</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>  <span class="comment">// Updates the prices used by DualChooseLeavingVariableRow() when the reduced</span></div>
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<div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  <span class="comment">// costs of the given columns have changed.</span></div>
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<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  <span class="keyword">template</span> <<span class="keyword">typename</span> Cols></div>
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<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  <span class="keywordtype">void</span> DualPhaseIUpdatePriceOnReducedCostChange(<span class="keyword">const</span> Cols& cols);</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"> 492</span>  <span class="comment">// Same as DualChooseLeavingVariableRow() but for the phase I of the dual</span></div>
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|
<div class="line"><a name="l00493"></a><span class="lineno"> 493</span>  <span class="comment">// simplex. Here the objective is not to minimize the primal infeasibility,</span></div>
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<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  <span class="comment">// but the dual one, so the variable is not chosen in the same way. See</span></div>
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|
<div class="line"><a name="l00495"></a><span class="lineno"> 495</span>  <span class="comment">// "Notes on the Dual simplex Method" or Istvan Maros, "A Piecewise Linear</span></div>
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|
<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  <span class="comment">// Dual Phase-1 Algorithm for the Simplex Method", Computational Optimization</span></div>
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<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  <span class="comment">// and Applications, October 2003, Volume 26, Issue 1, pp 63-81.</span></div>
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<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <span class="comment">// http://rd.springer.com/article/10.1023%2FA%3A1025102305440</span></div>
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<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> DualPhaseIChooseLeavingVariableRow(</div>
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<div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  RowIndex* leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* cost_variation,</div>
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<div class="line"><a name="l00501"></a><span class="lineno"> 501</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="l00502"></a><span class="lineno"> 502</span>  </div>
|
|
<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  <span class="comment">// Makes sure the boxed variable are dual-feasible by setting them to the</span></div>
|
|
<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  <span class="comment">// correct bound according to their reduced costs. This is called</span></div>
|
|
<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  <span class="comment">// Dual feasibility correction in the literature.</span></div>
|
|
<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  <span class="comment">// Note that this function is also used as a part of the bound flipping ratio</span></div>
|
|
<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  <span class="comment">// test by flipping the boxed dual-infeasible variables at each iteration.</span></div>
|
|
<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  <span class="comment">// If update_basic_values is true, the basic variable values are updated.</span></div>
|
|
<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  <span class="keyword">template</span> <<span class="keyword">typename</span> BoxedVariableCols></div>
|
|
<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  <span class="keywordtype">void</span> MakeBoxedVariableDualFeasible(<span class="keyword">const</span> BoxedVariableCols& cols,</div>
|
|
<div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  <span class="keywordtype">bool</span> update_basic_values);</div>
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|
<div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  </div>
|
|
<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  <span class="comment">// Computes the step needed to move the leaving_row basic variable to the</span></div>
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|
<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  <span class="comment">// given target bound.</span></div>
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<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ComputeStepToMoveBasicVariableToBound(RowIndex leaving_row,</div>
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|
<div class="line"><a name="l00518"></a><span class="lineno"> 518</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="l00519"></a><span class="lineno"> 519</span>  </div>
|
|
<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  <span class="comment">// Returns true if the basis obtained after the given pivot can be factorized.</span></div>
|
|
<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  <span class="keywordtype">bool</span> TestPivot(ColIndex entering_col, RowIndex leaving_row);</div>
|
|
<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  </div>
|
|
<div class="line"><a name="l00523"></a><span class="lineno"> 523</span>  <span class="comment">// Gets the current LU column permutation from basis_representation,</span></div>
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|
<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  <span class="comment">// applies it to basis_ and then sets it to the identity permutation since</span></div>
|
|
<div class="line"><a name="l00525"></a><span class="lineno"> 525</span>  <span class="comment">// it will no longer be needed during solves. This function also updates all</span></div>
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|
<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  <span class="comment">// the data that depends on the column order in basis_.</span></div>
|
|
<div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  <span class="keywordtype">void</span> PermuteBasis();</div>
|
|
<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  </div>
|
|
<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  <span class="comment">// Updates the system state according to the given basis pivot.</span></div>
|
|
<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  <span class="comment">// Returns an error if the update could not be done because of some precision</span></div>
|
|
<div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  <span class="comment">// issue.</span></div>
|
|
<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> UpdateAndPivot(ColIndex entering_col,</div>
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|
<div class="line"><a name="l00533"></a><span class="lineno"> 533</span>  RowIndex leaving_row,</div>
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<div class="line"><a name="l00534"></a><span class="lineno"> 534</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="l00535"></a><span class="lineno"> 535</span>  </div>
|
|
<div class="line"><a name="l00536"></a><span class="lineno"> 536</span>  <span class="comment">// Displays all the timing stats related to the calling object.</span></div>
|
|
<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  <span class="keywordtype">void</span> DisplayAllStats();</div>
|
|
<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  </div>
|
|
<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  <span class="comment">// Returns whether or not a basis refactorization is needed at the beginning</span></div>
|
|
<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  <span class="comment">// of the main loop in Minimize() or DualMinimize(). The idea is that if a</span></div>
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|
<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  <span class="comment">// refactorization is going to be needed by one of the components, it is</span></div>
|
|
<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  <span class="comment">// better to do that as soon as possible so that every component can take</span></div>
|
|
<div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  <span class="comment">// advantage of it.</span></div>
|
|
<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  <span class="keywordtype">bool</span> NeedsBasisRefactorization(<span class="keywordtype">bool</span> refactorize);</div>
|
|
<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  </div>
|
|
<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  <span class="comment">// Calls basis_factorization_.Refactorize() depending on the result of</span></div>
|
|
<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  <span class="comment">// NeedsBasisRefactorization(). Invalidates any data structure that depends</span></div>
|
|
<div class="line"><a name="l00548"></a><span class="lineno"> 548</span>  <span class="comment">// on the current factorization. Sets refactorize to false.</span></div>
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|
<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> RefactorizeBasisIfNeeded(<span class="keywordtype">bool</span>* refactorize);</div>
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|
<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  </div>
|
|
<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  <span class="comment">// Minimize the objective function, be it for satisfiability or for</span></div>
|
|
<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  <span class="comment">// optimization. Used by Solve().</span></div>
|
|
<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> Minimize(<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="l00554"></a><span class="lineno"> 554</span>  </div>
|
|
<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  <span class="comment">// Same as Minimize() for the dual simplex algorithm.</span></div>
|
|
<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  <span class="comment">// TODO(user): remove duplicate code between the two functions.</span></div>
|
|
<div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> DualMinimize(<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="l00558"></a><span class="lineno"> 558</span>  </div>
|
|
<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  <span class="comment">// Experimental. This is useful in a MIP context. It performs a few degenerate</span></div>
|
|
<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  <span class="comment">// pivot to try to mimize the fractionality of the optimal basis.</span></div>
|
|
<div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  <span class="comment">// We assume that the columns for which SetIntegralityScale() has been called</span></div>
|
|
<div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  <span class="comment">// correspond to integral variable once scaled by the given factor.</span></div>
|
|
<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  <span class="comment">// I could only find slides for the reference of this "LP Solution Polishing</span></div>
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<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  <span class="comment">// to improve MIP Performance", Matthias Miltenberger, Zuse Institute Berlin.</span></div>
|
|
<div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  ABSL_MUST_USE_RESULT <a class="code" href="classoperations__research_1_1glop_1_1_status.html">Status</a> 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>
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<div class="line"><a name="l00568"></a><span class="lineno"> 568</span>  </div>
|
|
<div class="line"><a name="l00569"></a><span class="lineno"> 569</span>  <span class="comment">// Utility functions to return the current ColIndex of the slack column with</span></div>
|
|
<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  <span class="comment">// given number. Note that currently, such columns are always present in the</span></div>
|
|
<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  <span class="comment">// internal representation of a linear program.</span></div>
|
|
<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  ColIndex SlackColIndex(RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) <span class="keyword">const</span>;</div>
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|
<div class="line"><a name="l00573"></a><span class="lineno"> 573</span>  </div>
|
|
<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  <span class="comment">// Advances the deterministic time in time_limit with the difference between</span></div>
|
|
<div class="line"><a name="l00575"></a><span class="lineno"> 575</span>  <span class="comment">// the current internal deterministic time and the internal deterministic time</span></div>
|
|
<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  <span class="comment">// during the last call to this method.</span></div>
|
|
<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  <span class="comment">// TODO(user): Update the internals of revised simplex so that the time</span></div>
|
|
<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  <span class="comment">// limit is updated at the source and remove this method.</span></div>
|
|
<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  <span class="keywordtype">void</span> AdvanceDeterministicTime(<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="l00580"></a><span class="lineno"> 580</span>  </div>
|
|
<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  <span class="comment">// Problem status</span></div>
|
|
<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ae8a885303349cb7807c7c87b405bc0c9">ProblemStatus</a> problem_status_;</div>
|
|
<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  </div>
|
|
<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  <span class="comment">// Current number of rows in the problem.</span></div>
|
|
<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  RowIndex num_rows_;</div>
|
|
<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  </div>
|
|
<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  <span class="comment">// Current number of columns in the problem.</span></div>
|
|
<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  ColIndex num_cols_;</div>
|
|
<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  </div>
|
|
<div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  <span class="comment">// Index of the first slack variable in the input problem. We assume that all</span></div>
|
|
<div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  <span class="comment">// variables with index greater or equal to first_slack_col_ are slack</span></div>
|
|
<div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  <span class="comment">// variables.</span></div>
|
|
<div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  ColIndex first_slack_col_;</div>
|
|
<div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  </div>
|
|
<div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  <span class="comment">// We're using vectors after profiling and looking at the generated assembly</span></div>
|
|
<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  <span class="comment">// it's as fast as std::unique_ptr as long as the size is properly reserved</span></div>
|
|
<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  <span class="comment">// beforehand.</span></div>
|
|
<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  </div>
|
|
<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  <span class="comment">// Compact version of the matrix given to Solve().</span></div>
|
|
<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  <a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">CompactSparseMatrix</a> compact_matrix_;</div>
|
|
<div class="line"><a name="l00601"></a><span class="lineno"> 601</span>  </div>
|
|
<div class="line"><a name="l00602"></a><span class="lineno"> 602</span>  <span class="comment">// The transpose of compact_matrix_, it may be empty if it is not needed.</span></div>
|
|
<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  <a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">CompactSparseMatrix</a> transposed_matrix_;</div>
|
|
<div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  </div>
|
|
<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  <span class="comment">// Stop the algorithm and report feasibility if:</span></div>
|
|
<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  <span class="comment">// - The primal simplex is used, the problem is primal-feasible and the</span></div>
|
|
<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  <span class="comment">// current objective value is strictly lower than primal_objective_limit_.</span></div>
|
|
<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  <span class="comment">// - The dual simplex is used, the problem is dual-feasible and the current</span></div>
|
|
<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <span class="comment">// objective value is strictly greater than dual_objective_limit_.</span></div>
|
|
<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> primal_objective_limit_;</div>
|
|
<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_objective_limit_;</div>
|
|
<div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  </div>
|
|
<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  <span class="comment">// Current objective (feasibility for Phase-I, user-provided for Phase-II).</span></div>
|
|
<div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> current_objective_;</div>
|
|
<div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  </div>
|
|
<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  <span class="comment">// Array of coefficients for the user-defined objective.</span></div>
|
|
<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  <span class="comment">// Indexed by column number. Used in Phase-II.</span></div>
|
|
<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> objective_;</div>
|
|
<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  </div>
|
|
<div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  <span class="comment">// Objective offset and scaling factor of the linear program given to Solve().</span></div>
|
|
<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  <span class="comment">// This is used to display the correct objective values in the logs with</span></div>
|
|
<div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  <span class="comment">// ComputeInitialProblemObjectiveValue().</span></div>
|
|
<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_offset_;</div>
|
|
<div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective_scaling_factor_;</div>
|
|
<div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  </div>
|
|
<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  <span class="comment">// Array of values representing variable bounds. Indexed by column number.</span></div>
|
|
<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> lower_bound_;</div>
|
|
<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> upper_bound_;</div>
|
|
<div class="line"><a name="l00629"></a><span class="lineno"> 629</span>  </div>
|
|
<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  <span class="comment">// The bound perturbation to be used for basic variable that are slightly</span></div>
|
|
<div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  <span class="comment">// outside their bounds. This contains small values that are non-zero only if</span></div>
|
|
<div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  <span class="comment">// the primal simplex ran into many degenerate iterations.</span></div>
|
|
<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> bound_perturbation_;</div>
|
|
<div class="line"><a name="l00634"></a><span class="lineno"> 634</span>  </div>
|
|
<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  <span class="comment">// Used in dual phase I to keep track of the non-basic dual infeasible</span></div>
|
|
<div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  <span class="comment">// columns and their sign of infeasibility (+1 or -1).</span></div>
|
|
<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> dual_infeasibility_improvement_direction_;</div>
|
|
<div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  <span class="keywordtype">int</span> num_dual_infeasible_positions_;</div>
|
|
<div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  </div>
|
|
<div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  <span class="comment">// Used in dual phase I to hold the price of each possible leaving choices</span></div>
|
|
<div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  <span class="comment">// and the bitset of the possible leaving candidates.</span></div>
|
|
<div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> dual_pricing_vector_;</div>
|
|
<div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitColumn</a> is_dual_entering_candidate_;</div>
|
|
<div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  </div>
|
|
<div class="line"><a name="l00645"></a><span class="lineno"> 645</span>  <span class="comment">// A temporary scattered column that is always reset to all zero after use.</span></div>
|
|
<div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  <a class="code" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a> initially_all_zero_scratchpad_;</div>
|
|
<div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  </div>
|
|
<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  <span class="comment">// Array of column index, giving the column number corresponding</span></div>
|
|
<div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  <span class="comment">// to a given basis row.</span></div>
|
|
<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a> basis_;</div>
|
|
<div class="line"><a name="l00651"></a><span class="lineno"> 651</span>  </div>
|
|
<div class="line"><a name="l00652"></a><span class="lineno"> 652</span>  <span class="comment">// Vector of strings containing the names of variables.</span></div>
|
|
<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  <span class="comment">// Indexed by column number.</span></div>
|
|
<div class="line"><a name="l00654"></a><span class="lineno"> 654</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">StrictITIVector<ColIndex, std::string></a> variable_name_;</div>
|
|
<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  </div>
|
|
<div class="line"><a name="l00656"></a><span class="lineno"> 656</span>  <span class="comment">// Information about the solution computed by the last Solve().</span></div>
|
|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> solution_objective_value_;</div>
|
|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> solution_dual_values_;</div>
|
|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> solution_reduced_costs_;</div>
|
|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> solution_primal_ray_;</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> solution_dual_ray_;</div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> solution_dual_ray_row_combination_;</div>
|
|
<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  <a class="code" href="structoperations__research_1_1glop_1_1_basis_state.html">BasisState</a> solution_state_;</div>
|
|
<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  <span class="keywordtype">bool</span> solution_state_has_been_set_externally_;</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="comment">// Flag used by NotifyThatMatrixIsUnchangedForNextSolve() and changing</span></div>
|
|
<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  <span class="comment">// the behavior of Initialize().</span></div>
|
|
<div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  <span class="keywordtype">bool</span> notify_that_matrix_is_unchanged_ = <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  </div>
|
|
<div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  <span class="comment">// This is known as 'd' in the literature and is set during each pivot to the</span></div>
|
|
<div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  <span class="comment">// right inverse of the basic entering column of A by ComputeDirection().</span></div>
|
|
<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  <span class="comment">// ComputeDirection() also fills direction_.non_zeros with the position of the</span></div>
|
|
<div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  <span class="comment">// non-zero.</span></div>
|
|
<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  <a class="code" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a> direction_;</div>
|
|
<div class="line"><a name="l00675"></a><span class="lineno"> 675</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> direction_infinity_norm_;</div>
|
|
<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  </div>
|
|
<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  <span class="comment">// Used to compute the error 'b - A.x' or 'a - B.d'.</span></div>
|
|
<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a> error_;</div>
|
|
<div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  </div>
|
|
<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  <span class="comment">// Representation of matrix B using eta matrices and LU decomposition.</span></div>
|
|
<div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html">BasisFactorization</a> basis_factorization_;</div>
|
|
<div class="line"><a name="l00682"></a><span class="lineno"> 682</span>  </div>
|
|
<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  <span class="comment">// Classes responsible for maintaining the data of the corresponding names.</span></div>
|
|
<div class="line"><a name="l00684"></a><span class="lineno"> 684</span>  <a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a> variables_info_;</div>
|
|
<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  <a class="code" href="classoperations__research_1_1glop_1_1_variable_values.html">VariableValues</a> variable_values_;</div>
|
|
<div class="line"><a name="l00686"></a><span class="lineno"> 686</span>  <a class="code" href="classoperations__research_1_1glop_1_1_dual_edge_norms.html">DualEdgeNorms</a> dual_edge_norms_;</div>
|
|
<div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  <a class="code" href="classoperations__research_1_1glop_1_1_primal_edge_norms.html">PrimalEdgeNorms</a> primal_edge_norms_;</div>
|
|
<div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  <a class="code" href="classoperations__research_1_1glop_1_1_update_row.html">UpdateRow</a> update_row_;</div>
|
|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html">ReducedCosts</a> reduced_costs_;</div>
|
|
<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  </div>
|
|
<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  <span class="comment">// Class holding the algorithms to choose the entering column during a simplex</span></div>
|
|
<div class="line"><a name="l00692"></a><span class="lineno"> 692</span>  <span class="comment">// pivot.</span></div>
|
|
<div class="line"><a name="l00693"></a><span class="lineno"> 693</span>  <a class="code" href="classoperations__research_1_1glop_1_1_entering_variable.html">EnteringVariable</a> entering_variable_;</div>
|
|
<div class="line"><a name="l00694"></a><span class="lineno"> 694</span>  </div>
|
|
<div class="line"><a name="l00695"></a><span class="lineno"> 695</span>  <span class="comment">// Temporary memory used by DualMinimize().</span></div>
|
|
<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  std::vector<ColIndex> bound_flip_candidates_;</div>
|
|
<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  std::vector<std::pair<RowIndex, ColIndex>> pair_to_ignore_;</div>
|
|
<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  </div>
|
|
<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  <span class="comment">// Total number of iterations performed.</span></div>
|
|
<div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  <a class="code" href="integral__types_8h.html#abc0f5bc07737e498f287334775dff2b6">uint64</a> num_iterations_;</div>
|
|
<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  </div>
|
|
<div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  <span class="comment">// Number of iterations performed during the first (feasibility) phase.</span></div>
|
|
<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  <a class="code" href="integral__types_8h.html#abc0f5bc07737e498f287334775dff2b6">uint64</a> num_feasibility_iterations_;</div>
|
|
<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  </div>
|
|
<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  <span class="comment">// Number of iterations performed during the second (optimization) phase.</span></div>
|
|
<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  <a class="code" href="integral__types_8h.html#abc0f5bc07737e498f287334775dff2b6">uint64</a> num_optimization_iterations_;</div>
|
|
<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  </div>
|
|
<div class="line"><a name="l00708"></a><span class="lineno"> 708</span>  <span class="comment">// Total time spent in Solve().</span></div>
|
|
<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  <span class="keywordtype">double</span> total_time_;</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>  <span class="comment">// Time spent in the first (feasibility) phase.</span></div>
|
|
<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  <span class="keywordtype">double</span> feasibility_time_;</div>
|
|
<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  </div>
|
|
<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  <span class="comment">// Time spent in the second (optimization) phase.</span></div>
|
|
<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  <span class="keywordtype">double</span> optimization_time_;</div>
|
|
<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  </div>
|
|
<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  <span class="comment">// The internal deterministic time during the most recent call to</span></div>
|
|
<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  <span class="comment">// RevisedSimplex::AdvanceDeterministicTime.</span></div>
|
|
<div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  <span class="keywordtype">double</span> last_deterministic_time_update_;</div>
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<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  </div>
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<div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  <span class="comment">// Statistics about the iterations done by Minimize().</span></div>
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<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  <span class="keyword">struct </span>IterationStats : <span class="keyword">public</span> <a class="code" href="classoperations__research_1_1_stats_group.html">StatsGroup</a> {</div>
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<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  IterationStats()</div>
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<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  : <a class="code" href="classoperations__research_1_1_stats_group.html">StatsGroup</a>(<span class="stringliteral">"IterationStats"</span>),</div>
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<div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  total(<span class="stringliteral">"total"</span>, this),</div>
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<div class="line"><a name="l00726"></a><span class="lineno"> 726</span>  normal(<span class="stringliteral">"normal"</span>, this),</div>
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<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  bound_flip(<span class="stringliteral">"bound_flip"</span>, this),</div>
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<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  degenerate(<span class="stringliteral">"degenerate"</span>, this),</div>
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<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  degenerate_run_size(<span class="stringliteral">"degenerate_run_size"</span>, this) {}</div>
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<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  <a class="code" href="classoperations__research_1_1_time_distribution.html">TimeDistribution</a> total;</div>
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<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  <a class="code" href="classoperations__research_1_1_time_distribution.html">TimeDistribution</a> normal;</div>
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<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  <a class="code" href="classoperations__research_1_1_time_distribution.html">TimeDistribution</a> bound_flip;</div>
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<div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  <a class="code" href="classoperations__research_1_1_time_distribution.html">TimeDistribution</a> degenerate;</div>
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<div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  <a class="code" href="classoperations__research_1_1_integer_distribution.html">IntegerDistribution</a> degenerate_run_size;</div>
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|
<div class="line"><a name="l00735"></a><span class="lineno"> 735</span>  };</div>
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|
<div class="line"><a name="l00736"></a><span class="lineno"> 736</span>  IterationStats iteration_stats_;</div>
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|
<div class="line"><a name="l00737"></a><span class="lineno"> 737</span>  </div>
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|
<div class="line"><a name="l00738"></a><span class="lineno"> 738</span>  <span class="keyword">struct </span>RatioTestStats : <span class="keyword">public</span> StatsGroup {</div>
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<div class="line"><a name="l00739"></a><span class="lineno"> 739</span>  RatioTestStats()</div>
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|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  : StatsGroup(<span class="stringliteral">"RatioTestStats"</span>),</div>
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|
<div class="line"><a name="l00741"></a><span class="lineno"> 741</span>  bound_shift(<span class="stringliteral">"bound_shift"</span>, this),</div>
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|
<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  abs_used_pivot(<span class="stringliteral">"abs_used_pivot"</span>, this),</div>
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|
<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  abs_tested_pivot(<span class="stringliteral">"abs_tested_pivot"</span>, this),</div>
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<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  abs_skipped_pivot(<span class="stringliteral">"abs_skipped_pivot"</span>, this),</div>
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<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  direction_density(<span class="stringliteral">"direction_density"</span>, this),</div>
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|
<div class="line"><a name="l00746"></a><span class="lineno"> 746</span>  leaving_choices(<span class="stringliteral">"leaving_choices"</span>, this),</div>
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|
<div class="line"><a name="l00747"></a><span class="lineno"> 747</span>  num_perfect_ties(<span class="stringliteral">"num_perfect_ties"</span>, this) {}</div>
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|
<div class="line"><a name="l00748"></a><span class="lineno"> 748</span>  DoubleDistribution bound_shift;</div>
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|
<div class="line"><a name="l00749"></a><span class="lineno"> 749</span>  DoubleDistribution abs_used_pivot;</div>
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|
<div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  DoubleDistribution abs_tested_pivot;</div>
|
|
<div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  DoubleDistribution abs_skipped_pivot;</div>
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|
<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  RatioDistribution direction_density;</div>
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|
<div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  IntegerDistribution leaving_choices;</div>
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|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  IntegerDistribution num_perfect_ties;</div>
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|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  };</div>
|
|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="keyword">mutable</span> RatioTestStats ratio_test_stats_;</div>
|
|
<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  </div>
|
|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  <span class="comment">// Placeholder for all the function timing stats.</span></div>
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|
<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  <span class="comment">// Mutable because we time const functions like ChooseLeavingVariableRow().</span></div>
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|
<div class="line"><a name="l00760"></a><span class="lineno"> 760</span>  <span class="keyword">mutable</span> StatsGroup function_stats_;</div>
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|
<div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  </div>
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|
<div class="line"><a name="l00762"></a><span class="lineno"> 762</span>  <span class="comment">// Proto holding all the parameters of this algorithm.</span></div>
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|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <span class="comment">//</span></div>
|
|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  <span class="comment">// Note that parameters_ may actually change during a solve as the solver may</span></div>
|
|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  <span class="comment">// dynamically adapt some values. It is why we store the argument of the last</span></div>
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|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  <span class="comment">// SetParameters() call in initial_parameters_ so the next Solve() can reset</span></div>
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|
<div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  <span class="comment">// it correctly.</span></div>
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|
<div class="line"><a name="l00768"></a><span class="lineno"> 768</span>  GlopParameters parameters_;</div>
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|
<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  GlopParameters initial_parameters_;</div>
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|
<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  </div>
|
|
<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  <span class="comment">// LuFactorization used to test if a pivot will cause the new basis to</span></div>
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|
<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  <span class="comment">// not be factorizable.</span></div>
|
|
<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  LuFactorization test_lu_;</div>
|
|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  </div>
|
|
<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  <span class="comment">// Number of degenerate iterations made just before the current iteration.</span></div>
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|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  <span class="keywordtype">int</span> num_consecutive_degenerate_iterations_;</div>
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|
<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  </div>
|
|
<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  <span class="comment">// Indicate if we are in the feasibility_phase (1st phase) or not.</span></div>
|
|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  <span class="keywordtype">bool</span> feasibility_phase_;</div>
|
|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  </div>
|
|
<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  <span class="comment">// Indicates whether simplex ended due to the objective limit being reached.</span></div>
|
|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  <span class="comment">// Note that it's not enough to compare the final objective value with the</span></div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  <span class="comment">// limit due to numerical issues (i.e., the limit which is reached within</span></div>
|
|
<div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  <span class="comment">// given tolerance on the internal objective may no longer be reached when the</span></div>
|
|
<div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  <span class="comment">// objective scaling and offset are taken into account).</span></div>
|
|
<div class="line"><a name="l00786"></a><span class="lineno"> 786</span>  <span class="keywordtype">bool</span> objective_limit_reached_;</div>
|
|
<div class="line"><a name="l00787"></a><span class="lineno"> 787</span>  </div>
|
|
<div class="line"><a name="l00788"></a><span class="lineno"> 788</span>  <span class="comment">// Temporary SparseColumn used by ChooseLeavingVariableRow().</span></div>
|
|
<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  SparseColumn leaving_candidates_;</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="comment">// Temporary vector used to hold the best leaving column candidates that are</span></div>
|
|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  <span class="comment">// tied using the current choosing criteria. We actually only store the tied</span></div>
|
|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  <span class="comment">// candidate #2, #3, ...; because the first tied candidate is remembered</span></div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  <span class="comment">// anyway.</span></div>
|
|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  std::vector<RowIndex> equivalent_leaving_choices_;</div>
|
|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  </div>
|
|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  <span class="comment">// A random number generator.</span></div>
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|
<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <a class="code" href="namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b">random_engine_t</a> random_;</div>
|
|
<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  </div>
|
|
<div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  <span class="comment">// This is used by Polish().</span></div>
|
|
<div class="line"><a name="l00801"></a><span class="lineno"> 801</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> integrality_scale_;</div>
|
|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  </div>
|
|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  DISALLOW_COPY_AND_ASSIGN(<a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html#ab5f355543caf37fcad85bac358d01dbf">RevisedSimplex</a>);</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span> };</div>
|
|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  </div>
|
|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span> <span class="comment">// Hides the details of the dictionary matrix implementation. In the future,</span></div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span> <span class="comment">// GLOP will support generating the dictionary one row at a time without having</span></div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span> <span class="comment">// to store the whole matrix in memory.</span></div>
|
|
<div class="line"><a name="l00809"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html"> 809</a></span> <span class="keyword">class </span><a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html">RevisedSimplexDictionary</a> {</div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <span class="keyword">public</span>:</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad3afb0c664b661dd55ec38f33f68948e"> 811</a></span>  <span class="keyword">typedef</span> <a class="code" href="classgtl_1_1_i_t_i_vector.html#a9e46d0d9f804e28013a10b9deab1afa3">RowMajorSparseMatrix::const_iterator</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad3afb0c664b661dd55ec38f33f68948e">ConstIterator</a>;</div>
|
|
<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  </div>
|
|
<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  <span class="comment">// RevisedSimplex cannot be passed const because we have to call a non-const</span></div>
|
|
<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  <span class="comment">// method ComputeDictionary.</span></div>
|
|
<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  <span class="comment">// TODO(user): Overload this to take RevisedSimplex* alone when the</span></div>
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|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="comment">// caller would normally pass a nullptr for col_scales so this and</span></div>
|
|
<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  <span class="comment">// ComputeDictionary can take a const& argument.</span></div>
|
|
<div class="line"><a name="l00818"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a4f0cef1da2b943cc1bd09d33d1d7f371"> 818</a></span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a4f0cef1da2b943cc1bd09d33d1d7f371">RevisedSimplexDictionary</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>* col_scales,</div>
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|
<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex.html">RevisedSimplex</a>* revised_simplex)</div>
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|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  : dictionary_(</div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  <a class="code" href="base_2logging_8h.html#aeef651f886eb5252c08835194213efe2">ABSL_DIE_IF_NULL</a>(revised_simplex)->ComputeDictionary(col_scales)),</div>
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|
<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  basis_vars_(<a class="code" href="base_2logging_8h.html#aeef651f886eb5252c08835194213efe2">ABSL_DIE_IF_NULL</a>(revised_simplex)->GetBasisVector()) {}</div>
|
|
<div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  </div>
|
|
<div class="line"><a name="l00824"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad5fee900c7aee90671038c79225bf8ec"> 824</a></span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad3afb0c664b661dd55ec38f33f68948e">ConstIterator</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad5fee900c7aee90671038c79225bf8ec">begin</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> dictionary_.<a class="code" href="classgtl_1_1_i_t_i_vector.html#ad69bd11391be1a1dba5c8202259664f8">begin</a>(); }</div>
|
|
<div class="line"><a name="l00825"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a69b6e2a03c835ca5d658a1f16acbaa9c"> 825</a></span>  <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad3afb0c664b661dd55ec38f33f68948e">ConstIterator</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a69b6e2a03c835ca5d658a1f16acbaa9c">end</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> dictionary_.<a class="code" href="classgtl_1_1_i_t_i_vector.html#acad38d52497a975bfb6f2f6acd76631f">end</a>(); }</div>
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|
<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  </div>
|
|
<div class="line"><a name="l00827"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a91d38810bb7ef1c087e75a1df22edcc3"> 827</a></span>  <span class="keywordtype">size_t</span> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a91d38810bb7ef1c087e75a1df22edcc3">NumRows</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> dictionary_.<a class="code" href="classgtl_1_1_i_t_i_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>(); }</div>
|
|
<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  </div>
|
|
<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  <span class="comment">// TODO(user): This function is a better fit for the future custom iterator.</span></div>
|
|
<div class="line"><a name="l00830"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ac2b642d0bf2db0d982d647f62ed50add"> 830</a></span>  ColIndex <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ac2b642d0bf2db0d982d647f62ed50add">GetBasicColumnForRow</a>(RowIndex r)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> basis_vars_[r]; }</div>
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|
<div class="line"><a name="l00831"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ae10ace555e4372c9374fad8cac86c4a4"> 831</a></span>  <a class="code" href="classoperations__research_1_1glop_1_1_sparse_row.html">SparseRow</a> <a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ae10ace555e4372c9374fad8cac86c4a4">GetRow</a>(RowIndex r)<span class="keyword"> const </span>{ <span class="keywordflow">return</span> dictionary_[r]; }</div>
|
|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  </div>
|
|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  <span class="keyword">private</span>:</div>
|
|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  <span class="keyword">const</span> <a class="code" href="classgtl_1_1_i_t_i_vector.html">RowMajorSparseMatrix</a> dictionary_;</div>
|
|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a> basis_vars_;</div>
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|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  DISALLOW_COPY_AND_ASSIGN(<a class="code" href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html">RevisedSimplexDictionary</a>);</div>
|
|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</span> };</div>
|
|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  </div>
|
|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span> <span class="comment">// TODO(user): When a row-by-row generation of the dictionary is supported,</span></div>
|
|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span> <span class="comment">// implement DictionaryIterator class that would call it inside operator*().</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="comment">// namespace glop</span></div>
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<div class="line"><a name="l00843"></a><span class="lineno"> 843</span> } <span class="comment">// namespace operations_research</span></div>
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<div class="line"><a name="l00844"></a><span class="lineno"> 844</span>  </div>
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<div class="line"><a name="l00845"></a><span class="lineno"> 845</span> <span class="preprocessor">#endif // OR_TOOLS_GLOP_REVISED_SIMPLEX_H_</span></div>
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</div><!-- fragment --></div><!-- contents -->
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</div><!-- doc-content -->
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<div class="ttc" id="aclassoperations__research_1_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#l00423">revised_simplex.cc:423</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3c3111122d3f221c6c17632aea4f0b97"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3c3111122d3f221c6c17632aea4f0b97">operations_research::glop::RevisedSimplex::objective_limit_reached</a></div><div class="ttdeci">bool objective_limit_reached() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00200">revised_simplex.h:200</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">operations_research::glop::CompactSparseMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00288">sparse.h:288</a></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#l00494">revised_simplex.cc:494</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html">operations_research::glop::ReducedCosts</a></div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8h_source.html#l00048">reduced_costs.h:48</a></div></div>
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<div class="ttc" id="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="abasis__representation_8h_html"><div class="ttname"><a href="basis__representation_8h.html">basis_representation.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html_a91d38810bb7ef1c087e75a1df22edcc3"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a91d38810bb7ef1c087e75a1df22edcc3">operations_research::glop::RevisedSimplexDictionary::NumRows</a></div><div class="ttdeci">size_t NumRows() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00827">revised_simplex.h:827</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#l03022">revised_simplex.cc:3022</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#l00515">revised_simplex.cc:515</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_dual_edge_norms_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_dual_edge_norms.html">operations_research::glop::DualEdgeNorms</a></div><div class="ttdef"><b>Definition:</b> <a href="dual__edge__norms_8h_source.html#l00047">dual_edge_norms.h:47</a></div></div>
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<div class="ttc" id="atime__limit_8h_html"><div class="ttname"><a href="time__limit_8h.html">time_limit.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_stats_group_html"><div class="ttname"><a href="classoperations__research_1_1_stats_group.html">operations_research::StatsGroup</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00131">stats.h:131</a></div></div>
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<div class="ttc" id="asparse__row_8h_html"><div class="ttname"><a href="sparse__row_8h.html">sparse_row.h</a></div></div>
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<div class="ttc" id="alp__data_8h_html"><div class="ttname"><a href="lp__data_8h.html">lp_data.h</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html_ae10ace555e4372c9374fad8cac86c4a4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ae10ace555e4372c9374fad8cac86c4a4">operations_research::glop::RevisedSimplexDictionary::GetRow</a></div><div class="ttdeci">SparseRow GetRow(RowIndex r) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00831">revised_simplex.h:831</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#l00124">revised_simplex.cc:124</a></div></div>
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<div class="ttc" id="aclassgtl_1_1_i_t_i_vector_html"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html">gtl::ITIVector</a></div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00076">int_type_indexed_vector.h:76</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a04fb52e044ec108e110796e29804cf06"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a04fb52e044ec108e110796e29804cf06">operations_research::glop::RevisedSimplex::GetParameters</a></div><div class="ttdeci">const GlopParameters & GetParameters() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00153">revised_simplex.h:153</a></div></div>
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<div class="ttc" id="aclassgtl_1_1_i_t_i_vector_html_ad69bd11391be1a1dba5c8202259664f8"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html#ad69bd11391be1a1dba5c8202259664f8">gtl::ITIVector::begin</a></div><div class="ttdeci">iterator begin()</div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00137">int_type_indexed_vector.h:137</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="amacros_8h_html"><div class="ttname"><a href="macros_8h.html">macros.h</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html"><div class="ttname"><a href="namespaceoperations__research.html">operations_research</a></div><div class="ttdoc">The vehicle routing library lets one model and solve generic vehicle routing problems ranging from th...</div><div class="ttdef"><b>Definition:</b> <a href="dense__doubly__linked__list_8h_source.html#l00021">dense_doubly_linked_list.h:21</a></div></div>
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<div class="ttc" id="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_1_bitset64_html"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html">operations_research::Bitset64< RowIndex ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html">operations_research::glop::RevisedSimplexDictionary</a></div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00809">revised_simplex.h:809</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html">operations_research::glop::UpdateRow</a></div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00038">update_row.h:38</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_column_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_column.html">operations_research::glop::SparseColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse__column_8h_source.html#l00044">sparse_column.h:44</a></div></div>
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<div class="ttc" id="aprimal__edge__norms_8h_html"><div class="ttname"><a href="primal__edge__norms_8h.html">primal_edge_norms.h</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="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#l02345">revised_simplex.cc:2345</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_entering_variable_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_entering_variable.html">operations_research::glop::EnteringVariable</a></div><div class="ttdef"><b>Definition:</b> <a href="entering__variable_8h_source.html#l00053">entering_variable.h:53</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html_ad5fee900c7aee90671038c79225bf8ec"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad5fee900c7aee90671038c79225bf8ec">operations_research::glop::RevisedSimplexDictionary::begin</a></div><div class="ttdeci">ConstIterator begin() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00824">revised_simplex.h:824</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="arandom__engine_8h_html"><div class="ttname"><a href="random__engine_8h.html">random_engine.h</a></div></div>
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<div class="ttc" id="aentering__variable_8h_html"><div class="ttname"><a href="entering__variable_8h.html">entering_variable.h</a></div></div>
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<div class="ttc" id="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#l00427">revised_simplex.cc:427</a></div></div>
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<div class="ttc" id="aclassgtl_1_1_i_t_i_vector_html_a644718bb2fb240de962dc3c9a1fdf0dc"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html#a644718bb2fb240de962dc3c9a1fdf0dc">gtl::ITIVector::empty</a></div><div class="ttdeci">bool empty() const</div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00155">int_type_indexed_vector.h:155</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="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#l00134">revised_simplex.cc:134</a></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#l00478">revised_simplex.cc:478</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_integer_distribution_html"><div class="ttname"><a href="classoperations__research_1_1_integer_distribution.html">operations_research::IntegerDistribution</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00287">stats.h:287</a></div></div>
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<div class="ttc" id="aclassgtl_1_1_i_t_i_vector_html_acad38d52497a975bfb6f2f6acd76631f"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html#acad38d52497a975bfb6f2f6acd76631f">gtl::ITIVector::end</a></div><div class="ttdeci">iterator end()</div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00139">int_type_indexed_vector.h:139</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a9c99d1d49085611ae25fe05c8e9ae8e8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a9c99d1d49085611ae25fe05c8e9ae8e8">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#l03189">revised_simplex.cc:3189</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#l00487">revised_simplex.cc:487</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#l01804">revised_simplex.cc:1804</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="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#l02083">cp_model_solver.cc:2083</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="aclassoperations__research_1_1glop_1_1_revised_simplex_html_aa4dc78f942e63df8b0bf3b95c7af7068"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#aa4dc78f942e63df8b0bf3b95c7af7068">operations_research::glop::RevisedSimplex::ClearIntegralityScales</a></div><div class="ttdeci">void ClearIntegralityScales()</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00250">revised_simplex.h:250</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html">operations_research::glop::RevisedSimplex</a></div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00147">revised_simplex.h:147</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#l00465">revised_simplex.cc:465</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#l00457">revised_simplex.cc:457</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_distribution_html"><div class="ttname"><a href="classoperations__research_1_1_time_distribution.html">operations_research::TimeDistribution</a></div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00221">stats.h:221</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, VariableStatus ></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#l03211">revised_simplex.cc:3211</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_row_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_row.html">operations_research::glop::ScatteredRow</a></div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00193">scattered_vector.h:193</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#l00431">revised_simplex.cc:431</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html">operations_research::glop::VariablesInfo</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00029">variables_info.h:29</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_a3a1cf1079c72ab5da9826a3f37588238"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#a3a1cf1079c72ab5da9826a3f37588238">operations_research::glop::RevisedSimplex::GetBasisVector</a></div><div class="ttdeci">RowToColMapping GetBasisVector() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00229">revised_simplex.h:229</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_html_afa85e3bd0c3e1bd18b4faf1dd36d550a"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex.html#afa85e3bd0c3e1bd18b4faf1dd36d550a">operations_research::glop::RevisedSimplex::GetUnitRowLeftInverse</a></div><div class="ttdeci">const ScatteredRow & GetUnitRowLeftInverse(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00223">revised_simplex.h:223</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#l00459">revised_simplex.cc:459</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#l00449">revised_simplex.cc:449</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#l00453">revised_simplex.cc:453</a></div></div>
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<div class="ttc" id="areduced__costs_8h_html"><div class="ttname"><a href="reduced__costs_8h.html">reduced_costs.h</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#l03057">revised_simplex.cc:3057</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#l00130">revised_simplex.cc:130</a></div></div>
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<div class="ttc" id="aclassgtl_1_1_i_t_i_vector_html_a60304b65bf89363bcc3165d3cde67f86"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html#a60304b65bf89363bcc3165d3cde67f86">gtl::ITIVector::size</a></div><div class="ttdeci">size_type size() const</div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00146">int_type_indexed_vector.h:146</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_a2355c817cae2bbd316f28aea2e842761"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#a2355c817cae2bbd316f28aea2e842761">operations_research::glop::UpdateRow::ComputeAndGetUnitRowLeftInverse</a></div><div class="ttdeci">const ScatteredRow & ComputeAndGetUnitRowLeftInverse(RowIndex leaving_row)</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00056">update_row.cc:56</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_sparse_row_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_sparse_row.html">operations_research::glop::SparseRow</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse__row_8h_source.html#l00042">sparse_row.h:42</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variable_values_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variable_values.html">operations_research::glop::VariableValues</a></div><div class="ttdef"><b>Definition:</b> <a href="variable__values_8h_source.html#l00040">variable_values.h:40</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="aclassgtl_1_1_i_t_i_vector_html_ac8bb3912a3ce86b15842e79d0b421204"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html#ac8bb3912a3ce86b15842e79d0b421204">gtl::ITIVector::clear</a></div><div class="ttdeci">void clear()</div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00169">int_type_indexed_vector.h:169</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_revised_simplex_dictionary_html_ad3afb0c664b661dd55ec38f33f68948e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ad3afb0c664b661dd55ec38f33f68948e">operations_research::glop::RevisedSimplexDictionary::ConstIterator</a></div><div class="ttdeci">RowMajorSparseMatrix::const_iterator ConstIterator</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00811">revised_simplex.h:811</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="abase_2logging_8h_html_aeef651f886eb5252c08835194213efe2"><div class="ttname"><a href="base_2logging_8h.html#aeef651f886eb5252c08835194213efe2">ABSL_DIE_IF_NULL</a></div><div class="ttdeci">#define ABSL_DIE_IF_NULL</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00039">base/logging.h:39</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aea35f36ba98d5bbd8d033382f50c9e52"><div class="ttname"><a href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a></div><div class="ttdeci">RowIndex row</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00175">markowitz.cc:175</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_linear_program_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_linear_program.html">operations_research::glop::LinearProgram</a></div><div class="ttdef"><b>Definition:</b> <a href="lp__data_8h_source.html#l00055">lp_data.h:55</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_column_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_column.html">operations_research::glop::ScatteredColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00191">scattered_vector.h:192</a></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#l00119">revised_simplex.cc:119</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html_ac2b642d0bf2db0d982d647f62ed50add"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#ac2b642d0bf2db0d982d647f62ed50add">operations_research::glop::RevisedSimplexDictionary::GetBasicColumnForRow</a></div><div class="ttdeci">ColIndex GetBasicColumnForRow(RowIndex r) const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00830">revised_simplex.h:830</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#l00433">revised_simplex.cc:433</a></div></div>
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<div class="ttc" id="aupdate__row_8h_html"><div class="ttname"><a href="update__row_8h.html">update_row.h</a></div></div>
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<div class="ttc" id="avariable__values_8h_html"><div class="ttname"><a href="variable__values_8h.html">variable_values.h</a></div></div>
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<div class="ttc" id="adual__edge__norms_8h_html"><div class="ttname"><a href="dual__edge__norms_8h.html">dual_edge_norms.h</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#l00077">revised_simplex.cc:77</a></div></div>
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<div class="ttc" id="aclassgtl_1_1_i_t_i_vector_html_a9e46d0d9f804e28013a10b9deab1afa3"><div class="ttname"><a href="classgtl_1_1_i_t_i_vector.html#a9e46d0d9f804e28013a10b9deab1afa3">gtl::ITIVector::const_iterator</a></div><div class="ttdeci">ParentType::const_iterator const_iterator</div><div class="ttdef"><b>Definition:</b> <a href="int__type__indexed__vector_8h_source.html#l00090">int_type_indexed_vector.h:90</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html_a69b6e2a03c835ca5d658a1f16acbaa9c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a69b6e2a03c835ca5d658a1f16acbaa9c">operations_research::glop::RevisedSimplexDictionary::end</a></div><div class="ttdeci">ConstIterator end() const</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00825">revised_simplex.h:825</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#l00437">revised_simplex.cc:437</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#l00482">revised_simplex.cc:482</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="avariables__info_8h_html"><div class="ttname"><a href="variables__info_8h.html">variables_info.h</a></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#l00492">revised_simplex.cc:492</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_revised_simplex_dictionary_html_a4f0cef1da2b943cc1bd09d33d1d7f371"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_revised_simplex_dictionary.html#a4f0cef1da2b943cc1bd09d33d1d7f371">operations_research::glop::RevisedSimplexDictionary::RevisedSimplexDictionary</a></div><div class="ttdeci">RevisedSimplexDictionary(const DenseRow *col_scales, RevisedSimplex *revised_simplex)</div><div class="ttdef"><b>Definition:</b> <a href="revised__simplex_8h_source.html#l00818">revised_simplex.h:818</a></div></div>
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<div class="ttc" id="alp__types_8h_html"><div class="ttname"><a href="lp__types_8h.html">lp_types.h</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#l00445">revised_simplex.cc:445</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#l00441">revised_simplex.cc:441</a></div></div>
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