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<div class="title">integral_solver.cc</div> </div>
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<a href="integral__solver_8cc.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="comment">// Copyright 2010-2018 Google LLC</span></div>
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<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="comment">// Licensed under the Apache License, Version 2.0 (the "License");</span></div>
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<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="comment">// you may not use this file except in compliance with the License.</span></div>
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<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="comment">// You may obtain a copy of the License at</span></div>
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<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> <span class="comment">// http://www.apache.org/licenses/LICENSE-2.0</span></div>
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<div class="line"><a name="l00007"></a><span class="lineno"> 7</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> <span class="comment">// Unless required by applicable law or agreed to in writing, software</span></div>
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<div class="line"><a name="l00009"></a><span class="lineno"> 9</span> <span class="comment">// distributed under the License is distributed on an "AS IS" BASIS,</span></div>
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<div class="line"><a name="l00010"></a><span class="lineno"> 10</span> <span class="comment">// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.</span></div>
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<div class="line"><a name="l00011"></a><span class="lineno"> 11</span> <span class="comment">// See the License for the specific language governing permissions and</span></div>
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<div class="line"><a name="l00012"></a><span class="lineno"> 12</span> <span class="comment">// limitations under the License.</span></div>
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<div class="line"><a name="l00013"></a><span class="lineno"> 13</span>  </div>
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<div class="line"><a name="l00014"></a><span class="lineno"> 14</span> <span class="preprocessor">#include "<a class="code" href="integral__solver_8h.html">ortools/bop/integral_solver.h</a>"</span></div>
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<div class="line"><a name="l00015"></a><span class="lineno"> 15</span>  </div>
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<div class="line"><a name="l00016"></a><span class="lineno"> 16</span> <span class="preprocessor">#include <math.h></span></div>
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<div class="line"><a name="l00017"></a><span class="lineno"> 17</span>  </div>
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<div class="line"><a name="l00018"></a><span class="lineno"> 18</span> <span class="preprocessor">#include <vector></span></div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span>  </div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#include "<a class="code" href="bop__solver_8h.html">ortools/bop/bop_solver.h</a>"</span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span> <span class="preprocessor">#include "<a class="code" href="lp__decomposer_8h.html">ortools/lp_data/lp_decomposer.h</a>"</span></div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span>  </div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</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="l00024"></a><span class="lineno"> 24</span> <span class="keyword">namespace </span>bop {</div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span>  </div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span> using ::operations_research::glop::ColIndex;</div>
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<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">using ::operations_research::glop::DenseRow</a>;</div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">using ::operations_research::glop::Fractional</a>;</div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">using ::operations_research::glop::kInfinity</a>;</div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span> using ::operations_research::glop::LinearProgram;</div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span> using ::operations_research::glop::LPDecomposer;</div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span> using ::operations_research::glop::RowIndex;</div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span> using ::operations_research::glop::SparseColumn;</div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> using ::operations_research::glop::SparseMatrix;</div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span> using ::operations_research::sat::LinearBooleanConstraint;</div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span> using ::operations_research::sat::LinearBooleanProblem;</div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span> using ::operations_research::sat::LinearObjective;</div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  </div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span> <span class="keyword">namespace </span>{</div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span> <span class="comment">// TODO(user): Use an existing one or move it to util.</span></div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> x) {</div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> kTolerance = 1e-10;</div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  <span class="keywordflow">return</span> std::abs(x - round(x)) <= kTolerance;</div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span> }</div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  </div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span> <span class="comment">// Returns true when all the variables of the problem are Boolean, and all the</span></div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span> <span class="comment">// constraints have integer coefficients.</span></div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span> <span class="comment">// TODO(user): Move to SAT util.</span></div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span> <span class="keywordtype">bool</span> ProblemIsBooleanAndHasOnlyIntegralConstraints(</div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  <span class="keyword">const</span> LinearProgram& linear_problem) {</div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  <span class="keyword">const</span> glop::SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  </div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  </div>
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<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  <span class="keywordflow">if</span> (lower_bound <= -1.0 || upper_bound >= 2.0) {</div>
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<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  <span class="comment">// Integral variable.</span></div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  }</div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  </div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry e : matrix.column(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(e.coefficient())) {</div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  <span class="comment">// Floating coefficient.</span></div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  }</div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  }</div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  }</div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span> }</div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  </div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span> <span class="comment">// Builds a LinearBooleanProblem based on a LinearProgram with all the variables</span></div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span> <span class="comment">// being booleans and all the constraints having only integral coefficients.</span></div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span> <span class="comment">// TODO(user): Move to SAT util.</span></div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span> <span class="keywordtype">void</span> BuildBooleanProblemWithIntegralConstraints(</div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  <span class="keyword">const</span> LinearProgram& linear_problem, <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  LinearBooleanProblem* boolean_problem,</div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  std::vector<bool>* boolean_initial_solution) {</div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(boolean_problem != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  boolean_problem->Clear();</div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  </div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  <span class="keyword">const</span> glop::SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <span class="comment">// Create Boolean variables.</span></div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < matrix.num_cols(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  boolean_problem->add_var_names(linear_problem.GetVariableName(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  }</div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  boolean_problem->set_num_variables(matrix.num_cols().value());</div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  boolean_problem->set_name(linear_problem.name());</div>
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<div class="line"><a name="l00089"></a><span class="lineno"> 89</span>  </div>
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<div class="line"><a name="l00090"></a><span class="lineno"> 90</span>  <span class="comment">// Create constraints.</span></div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < matrix.num_rows(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  LinearBooleanConstraint* <span class="keyword">const</span> constraint =</div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  boolean_problem->add_constraints();</div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  constraint->set_name(linear_problem.GetConstraintName(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="keywordflow">if</span> (linear_problem.constraint_lower_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  constraint->set_lower_bound(</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  linear_problem.constraint_lower_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  }</div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="keywordflow">if</span> (linear_problem.constraint_upper_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>] != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  constraint->set_upper_bound(</div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  linear_problem.constraint_upper_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>]);</div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  }</div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  }</div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  </div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  <span class="comment">// Store the constraint coefficients.</span></div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < matrix.num_cols(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry e : matrix.column(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  LinearBooleanConstraint* <span class="keyword">const</span> constraint =</div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  boolean_problem->mutable_constraints(e.row().value());</div>
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<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  constraint->add_literals(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() + 1);</div>
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<div class="line"><a name="l00111"></a><span class="lineno"> 111</span>  constraint->add_coefficients(e.coefficient());</div>
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<div class="line"><a name="l00112"></a><span class="lineno"> 112</span>  }</div>
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<div class="line"><a name="l00113"></a><span class="lineno"> 113</span>  }</div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  </div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  <span class="comment">// Add the unit constraints to fix the variables since the variable bounds</span></div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  <span class="comment">// are always [0, 1] in a BooleanLinearProblem.</span></div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < matrix.num_cols(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  <span class="comment">// TODO(user): double check the rounding, and add unit test for this.</span></div>
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<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> lb = std::round(linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> ub = std::round(linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <span class="keywordflow">if</span> (lb == ub) {</div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  LinearBooleanConstraint* <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a> = boolean_problem->add_constraints();</div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_lower_bound(ub);</div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->set_upper_bound(ub);</div>
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<div class="line"><a name="l00125"></a><span class="lineno"> 125</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->add_literals(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() + 1);</div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  <a class="code" href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a>->add_coefficients(1.0);</div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  }</div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  }</div>
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<div class="line"><a name="l00129"></a><span class="lineno"> 129</span>  </div>
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<div class="line"><a name="l00130"></a><span class="lineno"> 130</span>  <span class="comment">// Create the minimization objective.</span></div>
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<div class="line"><a name="l00131"></a><span class="lineno"> 131</span>  std::vector<double> <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>;</div>
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<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00133"></a><span class="lineno"> 133</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = linear_problem.objective_coefficients()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  <span class="keywordflow">if</span> (coeff != 0.0) <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>.push_back(coeff);</div>
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<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  }</div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  <span class="keywordtype">double</span> scaling_factor = 0.0;</div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  <span class="keywordtype">double</span> relative_error = 0.0;</div>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <a class="code" href="namespaceoperations__research.html#afd62b70eb0f46a86016aeda8edea45fa">GetBestScalingOfDoublesToInt64</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, <a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>, &scaling_factor,</div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  &relative_error);</div>
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<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> gcd = <a class="code" href="namespaceoperations__research.html#a4256c1ce10497f58f5c8b3d2abc57525">ComputeGcdOfRoundedDoubles</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, scaling_factor);</div>
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<div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  LinearObjective* <span class="keyword">const</span> objective = boolean_problem->mutable_objective();</div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  objective->set_offset(linear_problem.objective_offset() * scaling_factor /</div>
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<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  gcd);</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>  <span class="comment">// Note that here we set the scaling factor for the inverse operation of</span></div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="comment">// getting the "true" objective value from the scaled one. Hence the inverse.</span></div>
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<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  objective->set_scaling_factor(1.0 / scaling_factor * gcd);</div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00149"></a><span class="lineno"> 149</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = linear_problem.objective_coefficients()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00150"></a><span class="lineno"> 150</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(round(coeff * scaling_factor)) / gcd;</div>
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<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  <span class="keywordflow">if</span> (<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> != 0) {</div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  objective->add_literals(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>.value() + 1);</div>
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<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  objective->add_coefficients(<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>);</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>  }</div>
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<div class="line"><a name="l00156"></a><span class="lineno"> 156</span>  </div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span>  <span class="comment">// If the problem was a maximization one, we need to modify the objective.</span></div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  <span class="keywordflow">if</span> (linear_problem.IsMaximizationProblem()) {</div>
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<div class="line"><a name="l00159"></a><span class="lineno"> 159</span>  <a class="code" href="namespaceoperations__research_1_1sat.html#aaf57d784624873d840a2589efa6ff1a1">sat::ChangeOptimizationDirection</a>(boolean_problem);</div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  }</div>
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<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  </div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="comment">// Fill the Boolean initial solution.</span></div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  <span class="keywordflow">if</span> (!initial_solution.empty()) {</div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(boolean_initial_solution != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(boolean_problem->num_variables(), initial_solution.size());</div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  boolean_initial_solution->assign(boolean_problem->num_variables(), <span class="keyword">false</span>);</div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < initial_solution.size(); ++i) {</div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  (*boolean_initial_solution)[i] = (initial_solution[ColIndex(i)] != 0);</div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  }</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> }</div>
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<div class="line"><a name="l00172"></a><span class="lineno"> 172</span>  </div>
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<div class="line"><a name="l00173"></a><span class="lineno"> 173</span> <span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span> <span class="comment">// IntegralVariable</span></div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span> <span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a name="l00176"></a><span class="lineno"> 176</span> <span class="comment">// Model an integral variable using Boolean variables.</span></div>
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<div class="line"><a name="l00177"></a><span class="lineno"> 177</span> <span class="comment">// TODO(user): Enable discrete representation by value, i.e. use three Boolean</span></div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span> <span class="comment">// variables when only possible values are 10, 12, 32.</span></div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span> <span class="comment">// In the same way, when only two consecutive values are possible</span></div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span> <span class="comment">// use only one Boolean variable with an offset.</span></div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span> <span class="keyword">class </span>IntegralVariable {</div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  IntegralVariable();</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">// Creates the minimal number of Boolean variables to represent an integral</span></div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  <span class="comment">// variable with range [lower_bound, upper_bound]. start_var_index corresponds</span></div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  <span class="comment">// to the next available Boolean variable index. If three Boolean variables</span></div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  <span class="comment">// are needed to model the integral variable, the used variables will have</span></div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  <span class="comment">// indices start_var_index, start_var_index +1, and start_var_index +2.</span></div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  <span class="keywordtype">void</span> BuildFromRange(<span class="keywordtype">int</span> start_var_index, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound,</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> upper_bound);</div>
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<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  </div>
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<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  <span class="keywordtype">void</span> Clear();</div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  <span class="keywordtype">void</span> set_offset(<a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> offset) { <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a> = offset; }</div>
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  <span class="keywordtype">void</span> set_weight(VariableIndex <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>, <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>);</div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  </div>
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<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  <span class="keywordtype">int</span> GetNumberOfBooleanVariables()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> bits_.size(); }</div>
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<div class="line"><a name="l00198"></a><span class="lineno"> 198</span>  </div>
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<div class="line"><a name="l00199"></a><span class="lineno"> 199</span>  <span class="keyword">const</span> std::vector<VariableIndex>& bits()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> bits_; }</div>
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<div class="line"><a name="l00200"></a><span class="lineno"> 200</span>  <span class="keyword">const</span> std::vector<int64>& weights()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> weights_; }</div>
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<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> offset()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a>; }</div>
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<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  </div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <span class="comment">// Returns the value of the integral variable based on the Boolean conversion</span></div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span>  <span class="comment">// and the Boolean solution to the problem.</span></div>
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> GetSolutionValue(<span class="keyword">const</span> BopSolution& solution) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00206"></a><span class="lineno"> 206</span>  </div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  <span class="comment">// Returns the values of the Boolean variables based on the Boolean conversion</span></div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <span class="comment">// and the integral value of this variable. This only works for variables that</span></div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  <span class="comment">// were constructed using BuildFromRange() (for which can_be_reversed_ is</span></div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  <span class="comment">// true).</span></div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  std::vector<bool> GetBooleanSolutionValues(<a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> integral_value) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00212"></a><span class="lineno"> 212</span>  </div>
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<div class="line"><a name="l00213"></a><span class="lineno"> 213</span>  std::string DebugString() <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00214"></a><span class="lineno"> 214</span>  </div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span>  <span class="comment">// The value of the integral variable is expressed as</span></div>
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  <span class="comment">// sum_i(weights[i] * Value(bits[i])) + offset.</span></div>
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<div class="line"><a name="l00218"></a><span class="lineno"> 218</span>  <span class="comment">// Note that weights can be negative to represent negative values.</span></div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  std::vector<VariableIndex> bits_;</div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  std::vector<int64> weights_;</div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a>;</div>
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  <span class="comment">// True if the values of the boolean variables representing this integral</span></div>
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<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  <span class="comment">// variable can be deduced from the integral variable's value. Namely, this is</span></div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span>  <span class="comment">// true for variables built using BuildFromRange() but usually false for</span></div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  <span class="comment">// variables built using set_weight().</span></div>
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<div class="line"><a name="l00226"></a><span class="lineno"> 226</span>  <span class="keywordtype">bool</span> can_be_reversed_;</div>
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<div class="line"><a name="l00227"></a><span class="lineno"> 227</span> };</div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  </div>
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<div class="line"><a name="l00229"></a><span class="lineno"> 229</span> IntegralVariable::IntegralVariable()</div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span>  : bits_(), weights_(), <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a>(0), can_be_reversed_(true) {}</div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  </div>
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<div class="line"><a name="l00232"></a><span class="lineno"> 232</span> <span class="keywordtype">void</span> IntegralVariable::BuildFromRange(<span class="keywordtype">int</span> start_var_index,</div>
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<div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound,</div>
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<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound) {</div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  Clear();</div>
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<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  </div>
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<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  <span class="comment">// Integral variable. Split the variable into the minimum number of bits</span></div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span>  <span class="comment">// required to model the upper bound.</span></div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  <a class="code" href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a>(-<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, lower_bound);</div>
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<div class="line"><a name="l00240"></a><span class="lineno"> 240</span>  <a class="code" href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a>(<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>, upper_bound);</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="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> integral_lower_bound = <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(ceil(lower_bound));</div>
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> integral_upper_bound = <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(floor(upper_bound));</div>
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a> = integral_lower_bound;</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="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="resource_8cc.html#a73461c37822b6ebb75b54ba1a9ffb442">delta</a> = integral_upper_bound - integral_lower_bound;</div>
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<div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_used_bits = <a class="code" href="namespaceoperations__research.html#a2f9ef253c023106392eb1495a277616b">MostSignificantBitPosition64</a>(<a class="code" href="resource_8cc.html#a73461c37822b6ebb75b54ba1a9ffb442">delta</a>) + 1;</div>
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<div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_used_bits; ++i) {</div>
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<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  bits_.push_back(VariableIndex(start_var_index + i));</div>
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<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  weights_.push_back(1ULL << i);</div>
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<div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  }</div>
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<div class="line"><a name="l00251"></a><span class="lineno"> 251</span> }</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="keywordtype">void</span> IntegralVariable::Clear() {</div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  bits_.clear();</div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  weights_.clear();</div>
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<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a> = 0;</div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  can_be_reversed_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span> }</div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  </div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span> <span class="keywordtype">void</span> IntegralVariable::set_weight(VariableIndex <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>, <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>) {</div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  bits_.push_back(<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>);</div>
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<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  weights_.push_back(<a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>);</div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  can_be_reversed_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span> }</div>
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<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  </div>
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<div class="line"><a name="l00266"></a><span class="lineno"> 266</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> IntegralVariable::GetSolutionValue(<span class="keyword">const</span> BopSolution& solution)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a>;</div>
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<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < bits_.size(); ++i) {</div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> += weights_[i] * solution.Value(bits_[i]);</div>
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<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  }</div>
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<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  <span class="keywordflow">return</span> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
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<div class="line"><a name="l00272"></a><span class="lineno"> 272</span> }</div>
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  </div>
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<div class="line"><a name="l00274"></a><span class="lineno"> 274</span> std::vector<bool> IntegralVariable::GetBooleanSolutionValues(</div>
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<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> integral_value)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  <span class="keywordflow">if</span> (can_be_reversed_) {</div>
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<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(std::is_sorted(weights_.begin(), weights_.end()));</div>
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<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  std::vector<bool> boolean_values(weights_.size(), <span class="keyword">false</span>);</div>
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<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> remaining_value = integral_value - <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a>;</div>
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<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = weights_.size() - 1; i >= 0; --i) {</div>
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<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  <span class="keywordflow">if</span> (remaining_value >= weights_[i]) {</div>
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<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  boolean_values[i] = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  remaining_value -= weights_[i];</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>  }</div>
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<div class="line"><a name="l00286"></a><span class="lineno"> 286</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(0, remaining_value)</div>
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  << <span class="stringliteral">"Couldn't map integral value to boolean variables."</span>;</div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  <span class="keywordflow">return</span> boolean_values;</div>
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<div class="line"><a name="l00289"></a><span class="lineno"> 289</span>  }</div>
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<div class="line"><a name="l00290"></a><span class="lineno"> 290</span>  <span class="keywordflow">return</span> std::vector<bool>();</div>
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<div class="line"><a name="l00291"></a><span class="lineno"> 291</span> }</div>
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<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  </div>
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<div class="line"><a name="l00293"></a><span class="lineno"> 293</span> std::string IntegralVariable::DebugString()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  std::string str;</div>
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<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(bits_.size(), weights_.size());</div>
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<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < bits_.size(); ++i) {</div>
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<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  str += absl::StrFormat(<span class="stringliteral">"%d [%d] "</span>, weights_[i], bits_[i].<a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>());</div>
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<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  }</div>
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<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  str += absl::StrFormat(<span class="stringliteral">" Offset: %d"</span>, <a class="code" href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a>);</div>
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<div class="line"><a name="l00300"></a><span class="lineno"> 300</span>  <span class="keywordflow">return</span> str;</div>
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<div class="line"><a name="l00301"></a><span class="lineno"> 301</span> }</div>
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<div class="line"><a name="l00302"></a><span class="lineno"> 302</span>  </div>
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<div class="line"><a name="l00303"></a><span class="lineno"> 303</span> <span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a name="l00304"></a><span class="lineno"> 304</span> <span class="comment">// IntegralProblemConverter</span></div>
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<div class="line"><a name="l00305"></a><span class="lineno"> 305</span> <span class="comment">//------------------------------------------------------------------------------</span></div>
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span> <span class="comment">// This class is used to convert a LinearProblem containing integral variables</span></div>
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<div class="line"><a name="l00307"></a><span class="lineno"> 307</span> <span class="comment">// into a LinearBooleanProblem that Bop can consume.</span></div>
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<div class="line"><a name="l00308"></a><span class="lineno"> 308</span> <span class="comment">// The converter tries to reuse existing Boolean variables as much as possible,</span></div>
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<div class="line"><a name="l00309"></a><span class="lineno"> 309</span> <span class="comment">// but there are no guarantees to model all integral variables using the total</span></div>
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<div class="line"><a name="l00310"></a><span class="lineno"> 310</span> <span class="comment">// minimal number of Boolean variables.</span></div>
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<div class="line"><a name="l00311"></a><span class="lineno"> 311</span> <span class="comment">// Consider for instance the constraint "x - 2 * y = 0".</span></div>
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<div class="line"><a name="l00312"></a><span class="lineno"> 312</span> <span class="comment">// Depending on the declaration order, two different outcomes are possible:</span></div>
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<div class="line"><a name="l00313"></a><span class="lineno"> 313</span> <span class="comment">// - When x is considered first, the converter will generate new variables</span></div>
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span> <span class="comment">// for both x and y as we only consider integral weights, i.e. y = x / 2.</span></div>
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<div class="line"><a name="l00315"></a><span class="lineno"> 315</span> <span class="comment">// - When y is considered first, the converter will reuse Boolean variables</span></div>
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<div class="line"><a name="l00316"></a><span class="lineno"> 316</span> <span class="comment">// from y to model x as x = 2 * y (integral weight).</span></div>
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<div class="line"><a name="l00317"></a><span class="lineno"> 317</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00318"></a><span class="lineno"> 318</span> <span class="comment">// Note that the converter only deals with integral variables, i.e. no</span></div>
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<div class="line"><a name="l00319"></a><span class="lineno"> 319</span> <span class="comment">// continuous variables.</span></div>
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<div class="line"><a name="l00320"></a><span class="lineno"> 320</span> <span class="keyword">class </span>IntegralProblemConverter {</div>
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<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  <span class="keyword">public</span>:</div>
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<div class="line"><a name="l00322"></a><span class="lineno"> 322</span>  IntegralProblemConverter();</div>
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<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  </div>
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<div class="line"><a name="l00324"></a><span class="lineno"> 324</span>  <span class="comment">// Converts the LinearProgram into a LinearBooleanProblem. If an initial</span></div>
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<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  <span class="comment">// solution is given (i.e. if its size is not zero), converts it into a</span></div>
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<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  <span class="comment">// Boolean solution.</span></div>
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<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  <span class="comment">// Returns false when the conversion fails.</span></div>
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<div class="line"><a name="l00328"></a><span class="lineno"> 328</span>  <span class="keywordtype">bool</span> ConvertToBooleanProblem(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a name="l00330"></a><span class="lineno"> 330</span>  LinearBooleanProblem* boolean_problem,</div>
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<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  std::vector<bool>* boolean_initial_solution);</div>
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<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  </div>
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<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  <span class="comment">// Returns the value of a variable of the original problem based on the</span></div>
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<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="comment">// Boolean conversion and the Boolean solution to the problem.</span></div>
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<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> GetSolutionValue(ColIndex global_col,</div>
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<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="keyword">const</span> BopSolution& solution) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  </div>
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<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  <span class="keyword">private</span>:</div>
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<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  <span class="comment">// Returns true when the linear_problem_ can be converted into a Boolean</span></div>
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<div class="line"><a name="l00340"></a><span class="lineno"> 340</span>  <span class="comment">// problem. Note that floating weights and continuous variables are not</span></div>
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<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  <span class="comment">// supported.</span></div>
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<div class="line"><a name="l00342"></a><span class="lineno"> 342</span>  <span class="keywordtype">bool</span> CheckProblem(<span class="keyword">const</span> LinearProgram& linear_problem) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  </div>
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<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  <span class="comment">// Initializes the type of each variable of the linear_problem_.</span></div>
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<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  <span class="keywordtype">void</span> InitVariableTypes(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  LinearBooleanProblem* boolean_problem);</div>
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<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  </div>
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<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  <span class="comment">// Converts all variables of the problem.</span></div>
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<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  <span class="keywordtype">void</span> ConvertAllVariables(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  LinearBooleanProblem* boolean_problem);</div>
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<div class="line"><a name="l00351"></a><span class="lineno"> 351</span>  </div>
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<div class="line"><a name="l00352"></a><span class="lineno"> 352</span>  <span class="comment">// Adds all variables constraints, i.e. lower and upper bounds of variables.</span></div>
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<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  <span class="keywordtype">void</span> AddVariableConstraints(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00354"></a><span class="lineno"> 354</span>  LinearBooleanProblem* boolean_problem);</div>
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<div class="line"><a name="l00355"></a><span class="lineno"> 355</span>  </div>
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<div class="line"><a name="l00356"></a><span class="lineno"> 356</span>  <span class="comment">// Converts all constraints from LinearProgram to LinearBooleanProblem.</span></div>
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<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <span class="keywordtype">void</span> ConvertAllConstraints(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  LinearBooleanProblem* boolean_problem);</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">// Converts the objective from LinearProgram to LinearBooleanProblem.</span></div>
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<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <span class="keywordtype">void</span> ConvertObjective(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  LinearBooleanProblem* boolean_problem);</div>
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<div class="line"><a name="l00363"></a><span class="lineno"> 363</span>  </div>
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<div class="line"><a name="l00364"></a><span class="lineno"> 364</span>  <span class="comment">// Converts the integral variable represented by col in the linear_problem_</span></div>
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<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="comment">// into an IntegralVariable using existing Boolean variables.</span></div>
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<div class="line"><a name="l00366"></a><span class="lineno"> 366</span>  <span class="comment">// Returns false when existing Boolean variables are not enough to model</span></div>
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<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  <span class="comment">// the integral variable.</span></div>
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<div class="line"><a name="l00368"></a><span class="lineno"> 368</span>  <span class="keywordtype">bool</span> ConvertUsingExistingBooleans(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a name="l00370"></a><span class="lineno"> 370</span>  IntegralVariable* integral_var);</div>
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<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  </div>
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<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="comment">// Creates the integral_var using the given linear_problem_ constraint.</span></div>
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<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  <span class="comment">// The constraint is an equality constraint and contains only one integral</span></div>
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<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  <span class="comment">// variable (already the case in the model or thanks to previous</span></div>
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<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  <span class="comment">// booleanization of other integral variables), i.e.</span></div>
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<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  <span class="comment">// bound <= w * integral_var + sum(w_i * b_i) <= bound</span></div>
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<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  <span class="comment">// The remaining integral variable can then be expressed:</span></div>
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<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  <span class="comment">// integral_var == (bound + sum(-w_i * b_i)) / w</span></div>
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<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  <span class="comment">// Note that all divisions by w have to be integral as Bop only deals with</span></div>
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<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  <span class="comment">// integral coefficients.</span></div>
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<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  <span class="keywordtype">bool</span> CreateVariableUsingConstraint(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  RowIndex constraint,</div>
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<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  IntegralVariable* integral_var);</div>
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<div class="line"><a name="l00384"></a><span class="lineno"> 384</span>  </div>
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<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  <span class="comment">// Adds weighted integral variable represented by col to the current dense</span></div>
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<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  <span class="comment">// constraint.</span></div>
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<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> AddWeightedIntegralVariable(</div>
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<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>,</div>
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<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>* dense_weights);</div>
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<div class="line"><a name="l00390"></a><span class="lineno"> 390</span>  </div>
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<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  <span class="comment">// Scales weights and adds all non-zero scaled weights and literals to t.</span></div>
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<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  <span class="comment">// t is a constraint or the objective.</span></div>
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<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  <span class="comment">// Returns the bound error due to the scaling.</span></div>
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<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  <span class="comment">// The weight is scaled using:</span></div>
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<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  <span class="comment">// static_cast<int64>(round(weight * scaling_factor)) / gcd;</span></div>
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<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  <span class="keyword">template</span> <<span class="keyword">class</span> T></div>
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<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  <span class="keywordtype">double</span> ScaleAndSparsifyWeights(</div>
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<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  <span class="keywordtype">double</span> scaling_factor, <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> gcd,</div>
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<div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  <span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights, T* t);</div>
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<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  </div>
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<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  <span class="comment">// Returns true when at least one element is non-zero.</span></div>
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<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  <span class="keywordtype">bool</span> HasNonZeroWeights(</div>
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<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  <span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights) <span class="keyword">const</span>;</div>
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<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  </div>
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<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  <span class="keywordtype">bool</span> problem_is_boolean_and_has_only_integral_constraints_;</div>
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<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  </div>
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<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  <span class="comment">// global_to_boolean_[i] represents the Boolean variable index in Bop; when</span></div>
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<div class="line"><a name="l00408"></a><span class="lineno"> 408</span>  <span class="comment">// negative -global_to_boolean_[i] - 1 represents the index of the</span></div>
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<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  <span class="comment">// integral variable in integral_variables_.</span></div>
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<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector</a><<span class="comment">/*global_col*/</span> glop::ColIndex, <span class="comment">/*boolean_col*/</span> <span class="keywordtype">int</span>></div>
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<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  global_to_boolean_;</div>
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<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  std::vector<IntegralVariable> integral_variables_;</div>
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<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  std::vector<ColIndex> integral_indices_;</div>
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<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  <span class="keywordtype">int</span> num_boolean_variables_;</div>
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<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  </div>
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<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="keyword">enum</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866a">VariableType</a> { BOOLEAN, INTEGRAL, INTEGRAL_EXPRESSED_AS_BOOLEAN };</div>
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<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<glop::ColIndex, VariableType></a> variable_types_;</div>
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<div class="line"><a name="l00418"></a><span class="lineno"> 418</span> };</div>
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<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  </div>
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<div class="line"><a name="l00420"></a><span class="lineno"> 420</span> IntegralProblemConverter::IntegralProblemConverter()</div>
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<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  : global_to_boolean_(),</div>
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<div class="line"><a name="l00422"></a><span class="lineno"> 422</span>  integral_variables_(),</div>
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<div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  integral_indices_(),</div>
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<div class="line"><a name="l00424"></a><span class="lineno"> 424</span>  num_boolean_variables_(0),</div>
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<div class="line"><a name="l00425"></a><span class="lineno"> 425</span>  variable_types_() {}</div>
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<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  </div>
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<div class="line"><a name="l00427"></a><span class="lineno"> 427</span> <span class="keywordtype">bool</span> IntegralProblemConverter::ConvertToBooleanProblem(</div>
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<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  <span class="keyword">const</span> LinearProgram& linear_problem, <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
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<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  LinearBooleanProblem* boolean_problem,</div>
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<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  std::vector<bool>* boolean_initial_solution) {</div>
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<div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  <span class="keywordtype">bool</span> use_initial_solution = (initial_solution.size() > 0);</div>
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<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  <span class="keywordflow">if</span> (use_initial_solution) {</div>
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<div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(initial_solution.size(), linear_problem.num_variables())</div>
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<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  << <span class="stringliteral">"The initial solution should have the same number of variables as "</span></div>
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<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  <span class="stringliteral">"the LinearProgram."</span>;</div>
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<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(boolean_initial_solution != <span class="keyword">nullptr</span>);</div>
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<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  }</div>
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<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  <span class="keywordflow">if</span> (!CheckProblem(linear_problem)) {</div>
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<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  }</div>
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<div class="line"><a name="l00441"></a><span class="lineno"> 441</span>  </div>
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<div class="line"><a name="l00442"></a><span class="lineno"> 442</span>  problem_is_boolean_and_has_only_integral_constraints_ =</div>
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<div class="line"><a name="l00443"></a><span class="lineno"> 443</span>  ProblemIsBooleanAndHasOnlyIntegralConstraints(linear_problem);</div>
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<div class="line"><a name="l00444"></a><span class="lineno"> 444</span>  <span class="keywordflow">if</span> (problem_is_boolean_and_has_only_integral_constraints_) {</div>
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<div class="line"><a name="l00445"></a><span class="lineno"> 445</span>  BuildBooleanProblemWithIntegralConstraints(linear_problem, initial_solution,</div>
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<div class="line"><a name="l00446"></a><span class="lineno"> 446</span>  boolean_problem,</div>
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<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  boolean_initial_solution);</div>
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<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  }</div>
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<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  </div>
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<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  InitVariableTypes(linear_problem, boolean_problem);</div>
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<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  ConvertAllVariables(linear_problem, boolean_problem);</div>
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<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  boolean_problem->set_num_variables(num_boolean_variables_);</div>
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<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  boolean_problem->set_name(linear_problem.name());</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>  AddVariableConstraints(linear_problem, boolean_problem);</div>
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<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  ConvertAllConstraints(linear_problem, boolean_problem);</div>
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<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  ConvertObjective(linear_problem, boolean_problem);</div>
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<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  </div>
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<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <span class="comment">// A BooleanLinearProblem is always in the minimization form.</span></div>
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<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  <span class="keywordflow">if</span> (linear_problem.IsMaximizationProblem()) {</div>
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<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <a class="code" href="namespaceoperations__research_1_1sat.html#aaf57d784624873d840a2589efa6ff1a1">sat::ChangeOptimizationDirection</a>(boolean_problem);</div>
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<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  }</div>
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<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  </div>
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<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  <span class="keywordflow">if</span> (use_initial_solution) {</div>
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<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  boolean_initial_solution->assign(boolean_problem->num_variables(), <span class="keyword">false</span>);</div>
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<div class="line"><a name="l00467"></a><span class="lineno"> 467</span>  <span class="keywordflow">for</span> (ColIndex global_col(0); global_col < global_to_boolean_.size();</div>
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<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  ++global_col) {</div>
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<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = global_to_boolean_[global_col];</div>
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<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= 0) {</div>
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<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  (*boolean_initial_solution)[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = (initial_solution[global_col] != 0);</div>
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<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  <span class="keyword">const</span> IntegralVariable& integral_variable =</div>
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<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  integral_variables_[-<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> - 1];</div>
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<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  <span class="keyword">const</span> std::vector<VariableIndex>& boolean_cols =</div>
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<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  integral_variable.bits();</div>
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<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  <span class="keyword">const</span> std::vector<bool>& boolean_values =</div>
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<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  integral_variable.GetBooleanSolutionValues(</div>
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<div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  round(initial_solution[global_col]));</div>
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<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="keywordflow">if</span> (!boolean_values.empty()) {</div>
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<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(boolean_cols.size(), boolean_values.size());</div>
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<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < boolean_values.size(); ++i) {</div>
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<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> boolean_col = boolean_cols[i].value();</div>
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<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  (*boolean_initial_solution)[boolean_col] = boolean_values[i];</div>
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<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  }</div>
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<div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  }</div>
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<div class="line"><a name="l00487"></a><span class="lineno"> 487</span>  }</div>
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<div class="line"><a name="l00488"></a><span class="lineno"> 488</span>  }</div>
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<div class="line"><a name="l00489"></a><span class="lineno"> 489</span>  }</div>
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<div class="line"><a name="l00490"></a><span class="lineno"> 490</span>  </div>
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<div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00492"></a><span class="lineno"> 492</span> }</div>
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<div class="line"><a name="l00493"></a><span class="lineno"> 493</span>  </div>
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<div class="line"><a name="l00494"></a><span class="lineno"> 494</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> IntegralProblemConverter::GetSolutionValue(</div>
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<div class="line"><a name="l00495"></a><span class="lineno"> 495</span>  ColIndex global_col, <span class="keyword">const</span> BopSolution& solution)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  <span class="keywordflow">if</span> (problem_is_boolean_and_has_only_integral_constraints_) {</div>
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<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  <span class="keywordflow">return</span> solution.Value(VariableIndex(global_col.value()));</div>
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<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  }</div>
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<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  </div>
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<div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[global_col];</div>
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<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  <span class="keywordflow">return</span> pos >= 0 ? solution.Value(VariableIndex(pos))</div>
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<div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  : integral_variables_[-pos - 1].GetSolutionValue(solution);</div>
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<div class="line"><a name="l00503"></a><span class="lineno"> 503</span> }</div>
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<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  </div>
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<div class="line"><a name="l00505"></a><span class="lineno"> 505</span> <span class="keywordtype">bool</span> IntegralProblemConverter::CheckProblem(</div>
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<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  <span class="keyword">const</span> LinearProgram& linear_problem)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  <span class="keywordflow">if</span> (!linear_problem.IsVariableInteger(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << linear_problem.GetVariableName(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)</div>
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<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  << <span class="stringliteral">" is continuous. This is not supported by BOP."</span>;</div>
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<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  }</div>
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<div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  <span class="keywordflow">if</span> (linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00514"></a><span class="lineno"> 514</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << linear_problem.GetVariableName(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)</div>
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<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  << <span class="stringliteral">" has no lower bound. This is not supported by BOP."</span>;</div>
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<div class="line"><a name="l00516"></a><span class="lineno"> 516</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  }</div>
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<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="keywordflow">if</span> (linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << linear_problem.GetVariableName(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)</div>
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|
<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  << <span class="stringliteral">" has no upper bound. This is not supported by BOP."</span>;</div>
|
|
<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</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>  }</div>
|
|
<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00525"></a><span class="lineno"> 525</span> }</div>
|
|
<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  </div>
|
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<div class="line"><a name="l00527"></a><span class="lineno"> 527</span> <span class="keywordtype">void</span> IntegralProblemConverter::InitVariableTypes(</div>
|
|
<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  LinearBooleanProblem* boolean_problem) {</div>
|
|
<div class="line"><a name="l00530"></a><span class="lineno"> 530</span>  global_to_boolean_.assign(linear_problem.num_variables().value(), 0);</div>
|
|
<div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  variable_types_.assign(linear_problem.num_variables().value(), INTEGRAL);</div>
|
|
<div class="line"><a name="l00532"></a><span class="lineno"> 532</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00533"></a><span class="lineno"> 533</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a name="l00534"></a><span class="lineno"> 534</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</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="keywordflow">if</span> (lower_bound > -1.0 && upper_bound < 2.0) {</div>
|
|
<div class="line"><a name="l00537"></a><span class="lineno"> 537</span>  <span class="comment">// Boolean variable.</span></div>
|
|
<div class="line"><a name="l00538"></a><span class="lineno"> 538</span>  variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = BOOLEAN;</div>
|
|
<div class="line"><a name="l00539"></a><span class="lineno"> 539</span>  global_to_boolean_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = num_boolean_variables_;</div>
|
|
<div class="line"><a name="l00540"></a><span class="lineno"> 540</span>  ++num_boolean_variables_;</div>
|
|
<div class="line"><a name="l00541"></a><span class="lineno"> 541</span>  boolean_problem->add_var_names(linear_problem.GetVariableName(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
|
|
<div class="line"><a name="l00542"></a><span class="lineno"> 542</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00543"></a><span class="lineno"> 543</span>  <span class="comment">// Integral variable.</span></div>
|
|
<div class="line"><a name="l00544"></a><span class="lineno"> 544</span>  variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = INTEGRAL;</div>
|
|
<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  integral_indices_.push_back(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  }</div>
|
|
<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  }</div>
|
|
<div class="line"><a name="l00548"></a><span class="lineno"> 548</span> }</div>
|
|
<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  </div>
|
|
<div class="line"><a name="l00550"></a><span class="lineno"> 550</span> <span class="keywordtype">void</span> IntegralProblemConverter::ConvertAllVariables(</div>
|
|
<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  LinearBooleanProblem* boolean_problem) {</div>
|
|
<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : integral_indices_) {</div>
|
|
<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL, variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  IntegralVariable integral_var;</div>
|
|
<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  <span class="keywordflow">if</span> (!ConvertUsingExistingBooleans(linear_problem, <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, &integral_var)) {</div>
|
|
<div class="line"><a name="l00557"></a><span class="lineno"> 557</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound =</div>
|
|
<div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00559"></a><span class="lineno"> 559</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound =</div>
|
|
<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  integral_var.BuildFromRange(num_boolean_variables_, lower_bound,</div>
|
|
<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  upper_bound);</div>
|
|
<div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  num_boolean_variables_ += integral_var.GetNumberOfBooleanVariables();</div>
|
|
<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  <span class="keyword">const</span> std::string var_name = linear_problem.GetVariableName(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
|
|
<div class="line"><a name="l00565"></a><span class="lineno"> 565</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < integral_var.bits().size(); ++i) {</div>
|
|
<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  boolean_problem->add_var_names(var_name + absl::StrFormat(<span class="stringliteral">"_%d"</span>, i));</div>
|
|
<div class="line"><a name="l00567"></a><span class="lineno"> 567</span>  }</div>
|
|
<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>  integral_variables_.push_back(integral_var);</div>
|
|
<div class="line"><a name="l00570"></a><span class="lineno"> 570</span>  global_to_boolean_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -integral_variables_.size();</div>
|
|
<div class="line"><a name="l00571"></a><span class="lineno"> 571</span>  variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = INTEGRAL_EXPRESSED_AS_BOOLEAN;</div>
|
|
<div class="line"><a name="l00572"></a><span class="lineno"> 572</span>  }</div>
|
|
<div class="line"><a name="l00573"></a><span class="lineno"> 573</span> }</div>
|
|
<div class="line"><a name="l00574"></a><span class="lineno"> 574</span>  </div>
|
|
<div class="line"><a name="l00575"></a><span class="lineno"> 575</span> <span class="keywordtype">void</span> IntegralProblemConverter::ConvertAllConstraints(</div>
|
|
<div class="line"><a name="l00576"></a><span class="lineno"> 576</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a name="l00577"></a><span class="lineno"> 577</span>  LinearBooleanProblem* boolean_problem) {</div>
|
|
<div class="line"><a name="l00578"></a><span class="lineno"> 578</span>  <span class="comment">// TODO(user): This is the way it's done in glop/proto_utils.cc but having</span></div>
|
|
<div class="line"><a name="l00579"></a><span class="lineno"> 579</span>  <span class="comment">// to transpose looks unnecessary costly.</span></div>
|
|
<div class="line"><a name="l00580"></a><span class="lineno"> 580</span>  glop::SparseMatrix transpose;</div>
|
|
<div class="line"><a name="l00581"></a><span class="lineno"> 581</span>  transpose.PopulateFromTranspose(linear_problem.GetSparseMatrix());</div>
|
|
<div class="line"><a name="l00582"></a><span class="lineno"> 582</span>  </div>
|
|
<div class="line"><a name="l00583"></a><span class="lineno"> 583</span>  <span class="keywordtype">double</span> max_relative_error = 0.0;</div>
|
|
<div class="line"><a name="l00584"></a><span class="lineno"> 584</span>  <span class="keywordtype">double</span> max_bound_error = 0.0;</div>
|
|
<div class="line"><a name="l00585"></a><span class="lineno"> 585</span>  <span class="keywordtype">double</span> <a class="code" href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a> = 0.0;</div>
|
|
<div class="line"><a name="l00586"></a><span class="lineno"> 586</span>  <span class="keywordtype">double</span> relative_error = 0.0;</div>
|
|
<div class="line"><a name="l00587"></a><span class="lineno"> 587</span>  <span class="keywordtype">double</span> scaling_factor = 0.0;</div>
|
|
<div class="line"><a name="l00588"></a><span class="lineno"> 588</span>  std::vector<double> <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>;</div>
|
|
<div class="line"><a name="l00589"></a><span class="lineno"> 589</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < linear_problem.num_constraints(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00590"></a><span class="lineno"> 590</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = 0.0;</div>
|
|
<div class="line"><a name="l00591"></a><span class="lineno"> 591</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a> dense_weights(</div>
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|
<div class="line"><a name="l00592"></a><span class="lineno"> 592</span>  num_boolean_variables_, 0.0);</div>
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|
<div class="line"><a name="l00593"></a><span class="lineno"> 593</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry e : transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>))) {</div>
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|
<div class="line"><a name="l00594"></a><span class="lineno"> 594</span>  <span class="comment">// Cast in ColIndex due to the transpose.</span></div>
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|
<div class="line"><a name="l00595"></a><span class="lineno"> 595</span>  offset += AddWeightedIntegralVariable(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(e.row()),</div>
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<div class="line"><a name="l00596"></a><span class="lineno"> 596</span>  e.coefficient(), &dense_weights);</div>
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|
<div class="line"><a name="l00597"></a><span class="lineno"> 597</span>  }</div>
|
|
<div class="line"><a name="l00598"></a><span class="lineno"> 598</span>  <span class="keywordflow">if</span> (!HasNonZeroWeights(dense_weights)) {</div>
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|
<div class="line"><a name="l00599"></a><span class="lineno"> 599</span>  <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a name="l00600"></a><span class="lineno"> 600</span>  }</div>
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|
<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">// Compute the scaling for non-integral weights.</span></div>
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|
<div class="line"><a name="l00603"></a><span class="lineno"> 603</span>  <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>.clear();</div>
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|
<div class="line"><a name="l00604"></a><span class="lineno"> 604</span>  <span class="keywordflow">for</span> (VariableIndex <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < num_boolean_variables_; ++<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
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<div class="line"><a name="l00605"></a><span class="lineno"> 605</span>  <span class="keywordflow">if</span> (dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
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|
<div class="line"><a name="l00606"></a><span class="lineno"> 606</span>  <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>.push_back(dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>]);</div>
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|
<div class="line"><a name="l00607"></a><span class="lineno"> 607</span>  }</div>
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|
<div class="line"><a name="l00608"></a><span class="lineno"> 608</span>  }</div>
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<div class="line"><a name="l00609"></a><span class="lineno"> 609</span>  <a class="code" href="namespaceoperations__research.html#afd62b70eb0f46a86016aeda8edea45fa">GetBestScalingOfDoublesToInt64</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, <a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>, &scaling_factor,</div>
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<div class="line"><a name="l00610"></a><span class="lineno"> 610</span>  &relative_error);</div>
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|
<div class="line"><a name="l00611"></a><span class="lineno"> 611</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> gcd = <a class="code" href="namespaceoperations__research.html#a4256c1ce10497f58f5c8b3d2abc57525">ComputeGcdOfRoundedDoubles</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, scaling_factor);</div>
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|
<div class="line"><a name="l00612"></a><span class="lineno"> 612</span>  max_relative_error = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(relative_error, max_relative_error);</div>
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|
<div class="line"><a name="l00613"></a><span class="lineno"> 613</span>  <a class="code" href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a> = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(scaling_factor / gcd, <a class="code" href="sat_2lp__utils_8cc.html#a24a6b02429aaf5b933eac21ba118ee3a">max_scaling_factor</a>);</div>
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<div class="line"><a name="l00614"></a><span class="lineno"> 614</span>  </div>
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<div class="line"><a name="l00615"></a><span class="lineno"> 615</span>  LinearBooleanConstraint* constraint = boolean_problem->add_constraints();</div>
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|
<div class="line"><a name="l00616"></a><span class="lineno"> 616</span>  constraint->set_name(linear_problem.GetConstraintName(<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>));</div>
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|
<div class="line"><a name="l00617"></a><span class="lineno"> 617</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> bound_error =</div>
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<div class="line"><a name="l00618"></a><span class="lineno"> 618</span>  ScaleAndSparsifyWeights(scaling_factor, gcd, dense_weights, constraint);</div>
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|
<div class="line"><a name="l00619"></a><span class="lineno"> 619</span>  max_bound_error = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(max_bound_error, bound_error);</div>
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<div class="line"><a name="l00620"></a><span class="lineno"> 620</span>  </div>
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<div class="line"><a name="l00621"></a><span class="lineno"> 621</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound =</div>
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<div class="line"><a name="l00622"></a><span class="lineno"> 622</span>  linear_problem.constraint_lower_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
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|
<div class="line"><a name="l00623"></a><span class="lineno"> 623</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00624"></a><span class="lineno"> 624</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset_lower_bound = lower_bound - offset;</div>
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|
<div class="line"><a name="l00625"></a><span class="lineno"> 625</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> offset_scaled_lower_bound =</div>
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|
<div class="line"><a name="l00626"></a><span class="lineno"> 626</span>  round(offset_lower_bound * scaling_factor - bound_error);</div>
|
|
<div class="line"><a name="l00627"></a><span class="lineno"> 627</span>  <span class="keywordflow">if</span> (offset_scaled_lower_bound >= <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>)) {</div>
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|
<div class="line"><a name="l00628"></a><span class="lineno"> 628</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"A constraint is trivially unsatisfiable."</span>;</div>
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|
<div class="line"><a name="l00629"></a><span class="lineno"> 629</span>  <span class="keywordflow">return</span>;</div>
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|
<div class="line"><a name="l00630"></a><span class="lineno"> 630</span>  }</div>
|
|
<div class="line"><a name="l00631"></a><span class="lineno"> 631</span>  <span class="keywordflow">if</span> (offset_scaled_lower_bound > -<span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>)) {</div>
|
|
<div class="line"><a name="l00632"></a><span class="lineno"> 632</span>  <span class="comment">// Otherwise, the constraint is not needed.</span></div>
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|
<div class="line"><a name="l00633"></a><span class="lineno"> 633</span>  constraint->set_lower_bound(</div>
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|
<div class="line"><a name="l00634"></a><span class="lineno"> 634</span>  <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(offset_scaled_lower_bound) / gcd);</div>
|
|
<div class="line"><a name="l00635"></a><span class="lineno"> 635</span>  }</div>
|
|
<div class="line"><a name="l00636"></a><span class="lineno"> 636</span>  }</div>
|
|
<div class="line"><a name="l00637"></a><span class="lineno"> 637</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound =</div>
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|
<div class="line"><a name="l00638"></a><span class="lineno"> 638</span>  linear_problem.constraint_upper_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00639"></a><span class="lineno"> 639</span>  <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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|
<div class="line"><a name="l00640"></a><span class="lineno"> 640</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset_upper_bound = upper_bound - offset;</div>
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|
<div class="line"><a name="l00641"></a><span class="lineno"> 641</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> offset_scaled_upper_bound =</div>
|
|
<div class="line"><a name="l00642"></a><span class="lineno"> 642</span>  round(offset_upper_bound * scaling_factor + bound_error);</div>
|
|
<div class="line"><a name="l00643"></a><span class="lineno"> 643</span>  <span class="keywordflow">if</span> (offset_scaled_upper_bound <= -<span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>)) {</div>
|
|
<div class="line"><a name="l00644"></a><span class="lineno"> 644</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a>) << <span class="stringliteral">"A constraint is trivially unsatisfiable."</span>;</div>
|
|
<div class="line"><a name="l00645"></a><span class="lineno"> 645</span>  <span class="keywordflow">return</span>;</div>
|
|
<div class="line"><a name="l00646"></a><span class="lineno"> 646</span>  }</div>
|
|
<div class="line"><a name="l00647"></a><span class="lineno"> 647</span>  <span class="keywordflow">if</span> (offset_scaled_upper_bound < <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(<a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>)) {</div>
|
|
<div class="line"><a name="l00648"></a><span class="lineno"> 648</span>  <span class="comment">// Otherwise, the constraint is not needed.</span></div>
|
|
<div class="line"><a name="l00649"></a><span class="lineno"> 649</span>  constraint->set_upper_bound(</div>
|
|
<div class="line"><a name="l00650"></a><span class="lineno"> 650</span>  <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(offset_scaled_upper_bound) / gcd);</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>  }</div>
|
|
<div class="line"><a name="l00653"></a><span class="lineno"> 653</span>  }</div>
|
|
<div class="line"><a name="l00654"></a><span class="lineno"> 654</span> }</div>
|
|
<div class="line"><a name="l00655"></a><span class="lineno"> 655</span>  </div>
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<div class="line"><a name="l00656"></a><span class="lineno"> 656</span> <span class="keywordtype">void</span> IntegralProblemConverter::ConvertObjective(</div>
|
|
<div class="line"><a name="l00657"></a><span class="lineno"> 657</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a name="l00658"></a><span class="lineno"> 658</span>  LinearBooleanProblem* boolean_problem) {</div>
|
|
<div class="line"><a name="l00659"></a><span class="lineno"> 659</span>  LinearObjective* objective = boolean_problem->mutable_objective();</div>
|
|
<div class="line"><a name="l00660"></a><span class="lineno"> 660</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = 0.0;</div>
|
|
<div class="line"><a name="l00661"></a><span class="lineno"> 661</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a> dense_weights(</div>
|
|
<div class="line"><a name="l00662"></a><span class="lineno"> 662</span>  num_boolean_variables_, 0.0);</div>
|
|
<div class="line"><a name="l00663"></a><span class="lineno"> 663</span>  <span class="comment">// Compute the objective weights for the binary variable model.</span></div>
|
|
<div class="line"><a name="l00664"></a><span class="lineno"> 664</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00665"></a><span class="lineno"> 665</span>  offset += AddWeightedIntegralVariable(</div>
|
|
<div class="line"><a name="l00666"></a><span class="lineno"> 666</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, linear_problem.objective_coefficients()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], &dense_weights);</div>
|
|
<div class="line"><a name="l00667"></a><span class="lineno"> 667</span>  }</div>
|
|
<div class="line"><a name="l00668"></a><span class="lineno"> 668</span>  </div>
|
|
<div class="line"><a name="l00669"></a><span class="lineno"> 669</span>  <span class="comment">// Compute the scaling for non-integral weights.</span></div>
|
|
<div class="line"><a name="l00670"></a><span class="lineno"> 670</span>  std::vector<double> <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>;</div>
|
|
<div class="line"><a name="l00671"></a><span class="lineno"> 671</span>  <span class="keywordflow">for</span> (VariableIndex <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < num_boolean_variables_; ++<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
|
|
<div class="line"><a name="l00672"></a><span class="lineno"> 672</span>  <span class="keywordflow">if</span> (dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
|
|
<div class="line"><a name="l00673"></a><span class="lineno"> 673</span>  <a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>.push_back(dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>]);</div>
|
|
<div class="line"><a name="l00674"></a><span class="lineno"> 674</span>  }</div>
|
|
<div class="line"><a name="l00675"></a><span class="lineno"> 675</span>  }</div>
|
|
<div class="line"><a name="l00676"></a><span class="lineno"> 676</span>  <span class="keywordtype">double</span> scaling_factor = 0.0;</div>
|
|
<div class="line"><a name="l00677"></a><span class="lineno"> 677</span>  <span class="keywordtype">double</span> max_relative_error = 0.0;</div>
|
|
<div class="line"><a name="l00678"></a><span class="lineno"> 678</span>  <span class="keywordtype">double</span> relative_error = 0.0;</div>
|
|
<div class="line"><a name="l00679"></a><span class="lineno"> 679</span>  <a class="code" href="namespaceoperations__research.html#afd62b70eb0f46a86016aeda8edea45fa">GetBestScalingOfDoublesToInt64</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, <a class="code" href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a>, &scaling_factor,</div>
|
|
<div class="line"><a name="l00680"></a><span class="lineno"> 680</span>  &relative_error);</div>
|
|
<div class="line"><a name="l00681"></a><span class="lineno"> 681</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> gcd = <a class="code" href="namespaceoperations__research.html#a4256c1ce10497f58f5c8b3d2abc57525">ComputeGcdOfRoundedDoubles</a>(<a class="code" href="sat_2lp__utils_8cc.html#ab1734711414da2e668957d24a41b1ddf">coefficients</a>, scaling_factor);</div>
|
|
<div class="line"><a name="l00682"></a><span class="lineno"> 682</span>  max_relative_error = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(relative_error, max_relative_error);</div>
|
|
<div class="line"><a name="l00683"></a><span class="lineno"> 683</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective relative error: "</span> << relative_error;</div>
|
|
<div class="line"><a name="l00684"></a><span class="lineno"> 684</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"objective scaling factor: "</span> << scaling_factor / gcd;</div>
|
|
<div class="line"><a name="l00685"></a><span class="lineno"> 685</span>  </div>
|
|
<div class="line"><a name="l00686"></a><span class="lineno"> 686</span>  ScaleAndSparsifyWeights(scaling_factor, gcd, dense_weights, objective);</div>
|
|
<div class="line"><a name="l00687"></a><span class="lineno"> 687</span>  </div>
|
|
<div class="line"><a name="l00688"></a><span class="lineno"> 688</span>  <span class="comment">// Note that here we set the scaling factor for the inverse operation of</span></div>
|
|
<div class="line"><a name="l00689"></a><span class="lineno"> 689</span>  <span class="comment">// getting the "true" objective value from the scaled one. Hence the inverse.</span></div>
|
|
<div class="line"><a name="l00690"></a><span class="lineno"> 690</span>  objective->set_scaling_factor(1.0 / scaling_factor * gcd);</div>
|
|
<div class="line"><a name="l00691"></a><span class="lineno"> 691</span>  objective->set_offset((linear_problem.objective_offset() + offset) *</div>
|
|
<div class="line"><a name="l00692"></a><span class="lineno"> 692</span>  scaling_factor / gcd);</div>
|
|
<div class="line"><a name="l00693"></a><span class="lineno"> 693</span> }</div>
|
|
<div class="line"><a name="l00694"></a><span class="lineno"> 694</span>  </div>
|
|
<div class="line"><a name="l00695"></a><span class="lineno"> 695</span> <span class="keywordtype">void</span> IntegralProblemConverter::AddVariableConstraints(</div>
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<div class="line"><a name="l00696"></a><span class="lineno"> 696</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00697"></a><span class="lineno"> 697</span>  LinearBooleanProblem* boolean_problem) {</div>
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<div class="line"><a name="l00698"></a><span class="lineno"> 698</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00699"></a><span class="lineno"> 699</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00700"></a><span class="lineno"> 700</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00701"></a><span class="lineno"> 701</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00702"></a><span class="lineno"> 702</span>  <span class="keywordflow">if</span> (pos >= 0) {</div>
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<div class="line"><a name="l00703"></a><span class="lineno"> 703</span>  <span class="comment">// Boolean variable.</span></div>
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<div class="line"><a name="l00704"></a><span class="lineno"> 704</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(BOOLEAN, variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00705"></a><span class="lineno"> 705</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> is_fixed = (lower_bound > -1.0 && upper_bound < 1.0) ||</div>
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<div class="line"><a name="l00706"></a><span class="lineno"> 706</span>  (lower_bound > 0.0 && upper_bound < 2.0);</div>
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<div class="line"><a name="l00707"></a><span class="lineno"> 707</span>  <span class="keywordflow">if</span> (is_fixed) {</div>
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<div class="line"><a name="l00708"></a><span class="lineno"> 708</span>  <span class="comment">// Set the variable.</span></div>
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<div class="line"><a name="l00709"></a><span class="lineno"> 709</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> fixed_value = lower_bound > -1.0 && upper_bound < 1.0 ? 0 : 1;</div>
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<div class="line"><a name="l00710"></a><span class="lineno"> 710</span>  LinearBooleanConstraint* constraint =</div>
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<div class="line"><a name="l00711"></a><span class="lineno"> 711</span>  boolean_problem->add_constraints();</div>
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<div class="line"><a name="l00712"></a><span class="lineno"> 712</span>  constraint->set_lower_bound(fixed_value);</div>
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<div class="line"><a name="l00713"></a><span class="lineno"> 713</span>  constraint->set_upper_bound(fixed_value);</div>
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<div class="line"><a name="l00714"></a><span class="lineno"> 714</span>  constraint->add_literals(pos + 1);</div>
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<div class="line"><a name="l00715"></a><span class="lineno"> 715</span>  constraint->add_coefficients(1);</div>
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<div class="line"><a name="l00716"></a><span class="lineno"> 716</span>  }</div>
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<div class="line"><a name="l00717"></a><span class="lineno"> 717</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00718"></a><span class="lineno"> 718</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL_EXPRESSED_AS_BOOLEAN, variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00719"></a><span class="lineno"> 719</span>  <span class="comment">// Integral variable.</span></div>
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<div class="line"><a name="l00720"></a><span class="lineno"> 720</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a> || upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00721"></a><span class="lineno"> 721</span>  <span class="keyword">const</span> IntegralVariable& integral_var = integral_variables_[-pos - 1];</div>
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<div class="line"><a name="l00722"></a><span class="lineno"> 722</span>  LinearBooleanConstraint* constraint =</div>
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<div class="line"><a name="l00723"></a><span class="lineno"> 723</span>  boolean_problem->add_constraints();</div>
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<div class="line"><a name="l00724"></a><span class="lineno"> 724</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < integral_var.bits().size(); ++i) {</div>
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<div class="line"><a name="l00725"></a><span class="lineno"> 725</span>  constraint->add_literals(integral_var.bits()[i].value() + 1);</div>
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<div class="line"><a name="l00726"></a><span class="lineno"> 726</span>  constraint->add_coefficients(integral_var.weights()[i]);</div>
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<div class="line"><a name="l00727"></a><span class="lineno"> 727</span>  }</div>
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<div class="line"><a name="l00728"></a><span class="lineno"> 728</span>  <span class="keywordflow">if</span> (lower_bound != -<a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00729"></a><span class="lineno"> 729</span>  constraint->set_lower_bound(<span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(ceil(lower_bound)) -</div>
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<div class="line"><a name="l00730"></a><span class="lineno"> 730</span>  integral_var.offset());</div>
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<div class="line"><a name="l00731"></a><span class="lineno"> 731</span>  }</div>
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<div class="line"><a name="l00732"></a><span class="lineno"> 732</span>  <span class="keywordflow">if</span> (upper_bound != <a class="code" href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">kInfinity</a>) {</div>
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<div class="line"><a name="l00733"></a><span class="lineno"> 733</span>  constraint->set_upper_bound(<span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(floor(upper_bound)) -</div>
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<div class="line"><a name="l00734"></a><span class="lineno"> 734</span>  integral_var.offset());</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>  }</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>  }</div>
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<div class="line"><a name="l00739"></a><span class="lineno"> 739</span> }</div>
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|
<div class="line"><a name="l00740"></a><span class="lineno"> 740</span>  </div>
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<div class="line"><a name="l00741"></a><span class="lineno"> 741</span> <span class="keywordtype">bool</span> IntegralProblemConverter::ConvertUsingExistingBooleans(</div>
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<div class="line"><a name="l00742"></a><span class="lineno"> 742</span>  <span class="keyword">const</span> LinearProgram& linear_problem, ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a name="l00743"></a><span class="lineno"> 743</span>  IntegralVariable* integral_var) {</div>
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<div class="line"><a name="l00744"></a><span class="lineno"> 744</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != integral_var);</div>
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<div class="line"><a name="l00745"></a><span class="lineno"> 745</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL, variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00746"></a><span class="lineno"> 746</span>  </div>
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<div class="line"><a name="l00747"></a><span class="lineno"> 747</span>  <span class="keyword">const</span> SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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<div class="line"><a name="l00748"></a><span class="lineno"> 748</span>  <span class="keyword">const</span> SparseMatrix& transpose = linear_problem.GetTransposeSparseMatrix();</div>
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<div class="line"><a name="l00749"></a><span class="lineno"> 749</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry var_entry : matrix.column(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a name="l00750"></a><span class="lineno"> 750</span>  <span class="keyword">const</span> RowIndex constraint = var_entry.row();</div>
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<div class="line"><a name="l00751"></a><span class="lineno"> 751</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = linear_problem.constraint_lower_bounds()[constraint];</div>
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<div class="line"><a name="l00752"></a><span class="lineno"> 752</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = linear_problem.constraint_upper_bounds()[constraint];</div>
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<div class="line"><a name="l00753"></a><span class="lineno"> 753</span>  <span class="keywordflow">if</span> (lb != ub) {</div>
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|
<div class="line"><a name="l00754"></a><span class="lineno"> 754</span>  <span class="comment">// To replace an integral variable by a weighted sum of Boolean variables,</span></div>
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|
<div class="line"><a name="l00755"></a><span class="lineno"> 755</span>  <span class="comment">// the constraint has to be an equality.</span></div>
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|
<div class="line"><a name="l00756"></a><span class="lineno"> 756</span>  <span class="keywordflow">continue</span>;</div>
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<div class="line"><a name="l00757"></a><span class="lineno"> 757</span>  }</div>
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|
<div class="line"><a name="l00758"></a><span class="lineno"> 758</span>  </div>
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<div class="line"><a name="l00759"></a><span class="lineno"> 759</span>  <span class="keywordflow">if</span> (transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint)).<a class="code" href="preprocessor_8cc.html#a2babe18010525bbf13c2fa5a959971e4">num_entries</a>() <= 1) {</div>
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<div class="line"><a name="l00760"></a><span class="lineno"> 760</span>  <span class="comment">// Can't replace the integer variable by Boolean variables when there are</span></div>
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|
<div class="line"><a name="l00761"></a><span class="lineno"> 761</span>  <span class="comment">// no Boolean variables.</span></div>
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|
<div class="line"><a name="l00762"></a><span class="lineno"> 762</span>  <span class="comment">// TODO(user): We could actually simplify the problem when the variable</span></div>
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|
<div class="line"><a name="l00763"></a><span class="lineno"> 763</span>  <span class="comment">// is constant, but this should be done by the preprocessor,</span></div>
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|
<div class="line"><a name="l00764"></a><span class="lineno"> 764</span>  <span class="comment">// not here. Consider activating the MIP preprocessing.</span></div>
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|
<div class="line"><a name="l00765"></a><span class="lineno"> 765</span>  <span class="keywordflow">continue</span>;</div>
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|
<div class="line"><a name="l00766"></a><span class="lineno"> 766</span>  }</div>
|
|
<div class="line"><a name="l00767"></a><span class="lineno"> 767</span>  </div>
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<div class="line"><a name="l00768"></a><span class="lineno"> 768</span>  <span class="keywordtype">bool</span> only_one_integral_variable = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00769"></a><span class="lineno"> 769</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry constraint_entry :</div>
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<div class="line"><a name="l00770"></a><span class="lineno"> 770</span>  transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint))) {</div>
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<div class="line"><a name="l00771"></a><span class="lineno"> 771</span>  <span class="keyword">const</span> ColIndex var_index = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint_entry.row());</div>
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<div class="line"><a name="l00772"></a><span class="lineno"> 772</span>  <span class="keywordflow">if</span> (var_index != <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> && variable_types_[var_index] == INTEGRAL) {</div>
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<div class="line"><a name="l00773"></a><span class="lineno"> 773</span>  only_one_integral_variable = <span class="keyword">false</span>;</div>
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|
<div class="line"><a name="l00774"></a><span class="lineno"> 774</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00775"></a><span class="lineno"> 775</span>  }</div>
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|
<div class="line"><a name="l00776"></a><span class="lineno"> 776</span>  }</div>
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<div class="line"><a name="l00777"></a><span class="lineno"> 777</span>  <span class="keywordflow">if</span> (only_one_integral_variable &&</div>
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<div class="line"><a name="l00778"></a><span class="lineno"> 778</span>  CreateVariableUsingConstraint(linear_problem, constraint,</div>
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|
<div class="line"><a name="l00779"></a><span class="lineno"> 779</span>  integral_var)) {</div>
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|
<div class="line"><a name="l00780"></a><span class="lineno"> 780</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00781"></a><span class="lineno"> 781</span>  }</div>
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|
<div class="line"><a name="l00782"></a><span class="lineno"> 782</span>  }</div>
|
|
<div class="line"><a name="l00783"></a><span class="lineno"> 783</span>  </div>
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<div class="line"><a name="l00784"></a><span class="lineno"> 784</span>  integral_var->Clear();</div>
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<div class="line"><a name="l00785"></a><span class="lineno"> 785</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00786"></a><span class="lineno"> 786</span> }</div>
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<div class="line"><a name="l00787"></a><span class="lineno"> 787</span>  </div>
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<div class="line"><a name="l00788"></a><span class="lineno"> 788</span> <span class="keywordtype">bool</span> IntegralProblemConverter::CreateVariableUsingConstraint(</div>
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<div class="line"><a name="l00789"></a><span class="lineno"> 789</span>  <span class="keyword">const</span> LinearProgram& linear_problem, RowIndex constraint,</div>
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<div class="line"><a name="l00790"></a><span class="lineno"> 790</span>  IntegralVariable* integral_var) {</div>
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|
<div class="line"><a name="l00791"></a><span class="lineno"> 791</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != integral_var);</div>
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|
<div class="line"><a name="l00792"></a><span class="lineno"> 792</span>  integral_var->Clear();</div>
|
|
<div class="line"><a name="l00793"></a><span class="lineno"> 793</span>  </div>
|
|
<div class="line"><a name="l00794"></a><span class="lineno"> 794</span>  <span class="keyword">const</span> SparseMatrix& transpose = linear_problem.GetTransposeSparseMatrix();</div>
|
|
<div class="line"><a name="l00795"></a><span class="lineno"> 795</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a> dense_weights(</div>
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|
<div class="line"><a name="l00796"></a><span class="lineno"> 796</span>  num_boolean_variables_, 0.0);</div>
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|
<div class="line"><a name="l00797"></a><span class="lineno"> 797</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scale = 1.0;</div>
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<div class="line"><a name="l00798"></a><span class="lineno"> 798</span>  <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> variable_offset = 0;</div>
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<div class="line"><a name="l00799"></a><span class="lineno"> 799</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry constraint_entry :</div>
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|
<div class="line"><a name="l00800"></a><span class="lineno"> 800</span>  transpose.column(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint))) {</div>
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|
<div class="line"><a name="l00801"></a><span class="lineno"> 801</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(constraint_entry.row());</div>
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|
<div class="line"><a name="l00802"></a><span class="lineno"> 802</span>  <span class="keywordflow">if</span> (variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == INTEGRAL) {</div>
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|
<div class="line"><a name="l00803"></a><span class="lineno"> 803</span>  scale = constraint_entry.coefficient();</div>
|
|
<div class="line"><a name="l00804"></a><span class="lineno"> 804</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] == BOOLEAN) {</div>
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|
<div class="line"><a name="l00805"></a><span class="lineno"> 805</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a name="l00806"></a><span class="lineno"> 806</span>  <a class="code" href="base_2logging_8h.html#ae4db23f10f5d4aad6d735f5a74cd6f8c">CHECK_LE</a>(0, pos);</div>
|
|
<div class="line"><a name="l00807"></a><span class="lineno"> 807</span>  dense_weights[VariableIndex(pos)] -= constraint_entry.coefficient();</div>
|
|
<div class="line"><a name="l00808"></a><span class="lineno"> 808</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00809"></a><span class="lineno"> 809</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(INTEGRAL_EXPRESSED_AS_BOOLEAN, variable_types_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
|
|
<div class="line"><a name="l00810"></a><span class="lineno"> 810</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00811"></a><span class="lineno"> 811</span>  <a class="code" href="base_2logging_8h.html#a7e03ec13560fa94a8fea569960d7efc6">CHECK_GT</a>(0, pos);</div>
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<div class="line"><a name="l00812"></a><span class="lineno"> 812</span>  <span class="keyword">const</span> IntegralVariable& local_integral_var =</div>
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<div class="line"><a name="l00813"></a><span class="lineno"> 813</span>  integral_variables_[-pos - 1];</div>
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<div class="line"><a name="l00814"></a><span class="lineno"> 814</span>  variable_offset -=</div>
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<div class="line"><a name="l00815"></a><span class="lineno"> 815</span>  constraint_entry.coefficient() * local_integral_var.offset();</div>
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|
<div class="line"><a name="l00816"></a><span class="lineno"> 816</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < local_integral_var.bits().size(); ++i) {</div>
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<div class="line"><a name="l00817"></a><span class="lineno"> 817</span>  dense_weights[local_integral_var.bits()[i]] -=</div>
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<div class="line"><a name="l00818"></a><span class="lineno"> 818</span>  constraint_entry.coefficient() * local_integral_var.weights()[i];</div>
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<div class="line"><a name="l00819"></a><span class="lineno"> 819</span>  }</div>
|
|
<div class="line"><a name="l00820"></a><span class="lineno"> 820</span>  }</div>
|
|
<div class="line"><a name="l00821"></a><span class="lineno"> 821</span>  }</div>
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<div class="line"><a name="l00822"></a><span class="lineno"> 822</span>  </div>
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|
<div class="line"><a name="l00823"></a><span class="lineno"> 823</span>  <span class="comment">// Rescale using the weight of the integral variable.</span></div>
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|
<div class="line"><a name="l00824"></a><span class="lineno"> 824</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = linear_problem.constraint_lower_bounds()[constraint];</div>
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<div class="line"><a name="l00825"></a><span class="lineno"> 825</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = (lb + variable_offset) / scale;</div>
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<div class="line"><a name="l00826"></a><span class="lineno"> 826</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(offset)) {</div>
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|
<div class="line"><a name="l00827"></a><span class="lineno"> 827</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00828"></a><span class="lineno"> 828</span>  }</div>
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<div class="line"><a name="l00829"></a><span class="lineno"> 829</span>  integral_var->set_offset(<span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(offset));</div>
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|
<div class="line"><a name="l00830"></a><span class="lineno"> 830</span>  </div>
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<div class="line"><a name="l00831"></a><span class="lineno"> 831</span>  <span class="keywordflow">for</span> (VariableIndex <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < dense_weights.size(); ++<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
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|
<div class="line"><a name="l00832"></a><span class="lineno"> 832</span>  <span class="keywordflow">if</span> (dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
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|
<div class="line"><a name="l00833"></a><span class="lineno"> 833</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a> = dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] / scale;</div>
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|
<div class="line"><a name="l00834"></a><span class="lineno"> 834</span>  <span class="keywordflow">if</span> (!<a class="code" href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">IsIntegerWithinTolerance</a>(<a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>)) {</div>
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|
<div class="line"><a name="l00835"></a><span class="lineno"> 835</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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|
<div class="line"><a name="l00836"></a><span class="lineno"> 836</span>  }</div>
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|
<div class="line"><a name="l00837"></a><span class="lineno"> 837</span>  integral_var->set_weight(<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>, <span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(<a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>));</div>
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|
<div class="line"><a name="l00838"></a><span class="lineno"> 838</span>  }</div>
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|
<div class="line"><a name="l00839"></a><span class="lineno"> 839</span>  }</div>
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|
<div class="line"><a name="l00840"></a><span class="lineno"> 840</span>  </div>
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|
<div class="line"><a name="l00841"></a><span class="lineno"> 841</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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|
<div class="line"><a name="l00842"></a><span class="lineno"> 842</span> }</div>
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|
<div class="line"><a name="l00843"></a><span class="lineno"> 843</span>  </div>
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<div class="line"><a name="l00844"></a><span class="lineno"> 844</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> IntegralProblemConverter::AddWeightedIntegralVariable(</div>
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|
<div class="line"><a name="l00845"></a><span class="lineno"> 845</span>  ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>,</div>
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|
<div class="line"><a name="l00846"></a><span class="lineno"> 846</span>  <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>* dense_weights) {</div>
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|
<div class="line"><a name="l00847"></a><span class="lineno"> 847</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != dense_weights);</div>
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|
<div class="line"><a name="l00848"></a><span class="lineno"> 848</span>  </div>
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|
<div class="line"><a name="l00849"></a><span class="lineno"> 849</span>  <span class="keywordflow">if</span> (<a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a> == 0.0) {</div>
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|
<div class="line"><a name="l00850"></a><span class="lineno"> 850</span>  <span class="keywordflow">return</span> 0;</div>
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|
<div class="line"><a name="l00851"></a><span class="lineno"> 851</span>  }</div>
|
|
<div class="line"><a name="l00852"></a><span class="lineno"> 852</span>  </div>
|
|
<div class="line"><a name="l00853"></a><span class="lineno"> 853</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> offset = 0;</div>
|
|
<div class="line"><a name="l00854"></a><span class="lineno"> 854</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> pos = global_to_boolean_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00855"></a><span class="lineno"> 855</span>  <span class="keywordflow">if</span> (pos >= 0) {</div>
|
|
<div class="line"><a name="l00856"></a><span class="lineno"> 856</span>  <span class="comment">// Boolean variable.</span></div>
|
|
<div class="line"><a name="l00857"></a><span class="lineno"> 857</span>  (*dense_weights)[VariableIndex(pos)] += <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>;</div>
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|
<div class="line"><a name="l00858"></a><span class="lineno"> 858</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00859"></a><span class="lineno"> 859</span>  <span class="comment">// Integral variable.</span></div>
|
|
<div class="line"><a name="l00860"></a><span class="lineno"> 860</span>  <span class="keyword">const</span> IntegralVariable& integral_var = integral_variables_[-pos - 1];</div>
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|
<div class="line"><a name="l00861"></a><span class="lineno"> 861</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < integral_var.bits().size(); ++i) {</div>
|
|
<div class="line"><a name="l00862"></a><span class="lineno"> 862</span>  (*dense_weights)[integral_var.bits()[i]] +=</div>
|
|
<div class="line"><a name="l00863"></a><span class="lineno"> 863</span>  integral_var.weights()[i] * <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a>;</div>
|
|
<div class="line"><a name="l00864"></a><span class="lineno"> 864</span>  }</div>
|
|
<div class="line"><a name="l00865"></a><span class="lineno"> 865</span>  offset += <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a> * integral_var.offset();</div>
|
|
<div class="line"><a name="l00866"></a><span class="lineno"> 866</span>  }</div>
|
|
<div class="line"><a name="l00867"></a><span class="lineno"> 867</span>  <span class="keywordflow">return</span> offset;</div>
|
|
<div class="line"><a name="l00868"></a><span class="lineno"> 868</span> }</div>
|
|
<div class="line"><a name="l00869"></a><span class="lineno"> 869</span>  </div>
|
|
<div class="line"><a name="l00870"></a><span class="lineno"> 870</span> <span class="keyword">template</span> <<span class="keyword">class</span> T></div>
|
|
<div class="line"><a name="l00871"></a><span class="lineno"> 871</span> <span class="keywordtype">double</span> IntegralProblemConverter::ScaleAndSparsifyWeights(</div>
|
|
<div class="line"><a name="l00872"></a><span class="lineno"> 872</span>  <span class="keywordtype">double</span> scaling_factor, <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> gcd,</div>
|
|
<div class="line"><a name="l00873"></a><span class="lineno"> 873</span>  <span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights, T* t) {</div>
|
|
<div class="line"><a name="l00874"></a><span class="lineno"> 874</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(<span class="keyword">nullptr</span> != t);</div>
|
|
<div class="line"><a name="l00875"></a><span class="lineno"> 875</span>  </div>
|
|
<div class="line"><a name="l00876"></a><span class="lineno"> 876</span>  <span class="keywordtype">double</span> bound_error = 0.0;</div>
|
|
<div class="line"><a name="l00877"></a><span class="lineno"> 877</span>  <span class="keywordflow">for</span> (VariableIndex <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>(0); <a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a> < dense_weights.<a class="code" href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">size</a>(); ++<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>) {</div>
|
|
<div class="line"><a name="l00878"></a><span class="lineno"> 878</span>  <span class="keywordflow">if</span> (dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] != 0.0) {</div>
|
|
<div class="line"><a name="l00879"></a><span class="lineno"> 879</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> scaled_weight = dense_weights[<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>] * scaling_factor;</div>
|
|
<div class="line"><a name="l00880"></a><span class="lineno"> 880</span>  bound_error += fabs(round(scaled_weight) - scaled_weight);</div>
|
|
<div class="line"><a name="l00881"></a><span class="lineno"> 881</span>  t->add_literals(<a class="code" href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a>.value() + 1);</div>
|
|
<div class="line"><a name="l00882"></a><span class="lineno"> 882</span>  t->add_coefficients(<span class="keyword">static_cast<</span><a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a><span class="keyword">></span>(round(scaled_weight)) / gcd);</div>
|
|
<div class="line"><a name="l00883"></a><span class="lineno"> 883</span>  }</div>
|
|
<div class="line"><a name="l00884"></a><span class="lineno"> 884</span>  }</div>
|
|
<div class="line"><a name="l00885"></a><span class="lineno"> 885</span>  </div>
|
|
<div class="line"><a name="l00886"></a><span class="lineno"> 886</span>  <span class="keywordflow">return</span> bound_error;</div>
|
|
<div class="line"><a name="l00887"></a><span class="lineno"> 887</span> }</div>
|
|
<div class="line"><a name="l00888"></a><span class="lineno"> 888</span> <span class="keywordtype">bool</span> IntegralProblemConverter::HasNonZeroWeights(</div>
|
|
<div class="line"><a name="l00889"></a><span class="lineno"> 889</span>  <span class="keyword">const</span> <a class="code" href="classabsl_1_1_strong_vector.html">absl::StrongVector<VariableIndex, Fractional></a>& dense_weights)<span class="keyword"> const </span>{</div>
|
|
<div class="line"><a name="l00890"></a><span class="lineno"> 890</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a> : dense_weights) {</div>
|
|
<div class="line"><a name="l00891"></a><span class="lineno"> 891</span>  <span class="keywordflow">if</span> (<a class="code" href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a> != 0.0) {</div>
|
|
<div class="line"><a name="l00892"></a><span class="lineno"> 892</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00893"></a><span class="lineno"> 893</span>  }</div>
|
|
<div class="line"><a name="l00894"></a><span class="lineno"> 894</span>  }</div>
|
|
<div class="line"><a name="l00895"></a><span class="lineno"> 895</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00896"></a><span class="lineno"> 896</span> }</div>
|
|
<div class="line"><a name="l00897"></a><span class="lineno"> 897</span>  </div>
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|
<div class="line"><a name="l00898"></a><span class="lineno"> 898</span> <span class="keywordtype">bool</span> <a class="code" href="namespaceoperations__research_1_1fz.html#a8451e6a72eeb9f0ae3ee0ea8187fe880">CheckSolution</a>(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
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<div class="line"><a name="l00899"></a><span class="lineno"> 899</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">glop::DenseRow</a>& variable_values) {</div>
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|
<div class="line"><a name="l00900"></a><span class="lineno"> 900</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">glop::DenseColumn</a> constraint_values(linear_problem.num_constraints(), 0);</div>
|
|
<div class="line"><a name="l00901"></a><span class="lineno"> 901</span>  </div>
|
|
<div class="line"><a name="l00902"></a><span class="lineno"> 902</span>  <span class="keyword">const</span> SparseMatrix& matrix = linear_problem.GetSparseMatrix();</div>
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|
<div class="line"><a name="l00903"></a><span class="lineno"> 903</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00904"></a><span class="lineno"> 904</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lower_bound = linear_problem.variable_lower_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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|
<div class="line"><a name="l00905"></a><span class="lineno"> 905</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> upper_bound = linear_problem.variable_upper_bounds()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00906"></a><span class="lineno"> 906</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = variable_values[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00907"></a><span class="lineno"> 907</span>  <span class="keywordflow">if</span> (lower_bound > <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> || upper_bound < <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00908"></a><span class="lineno"> 908</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Variable "</span> << <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> << <span class="stringliteral">" out of bound: "</span> << <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div>
|
|
<div class="line"><a name="l00909"></a><span class="lineno"> 909</span>  << <span class="stringliteral">" should be in "</span> << lower_bound << <span class="stringliteral">" .. "</span> << upper_bound;</div>
|
|
<div class="line"><a name="l00910"></a><span class="lineno"> 910</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00911"></a><span class="lineno"> 911</span>  }</div>
|
|
<div class="line"><a name="l00912"></a><span class="lineno"> 912</span>  </div>
|
|
<div class="line"><a name="l00913"></a><span class="lineno"> 913</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> SparseColumn::Entry entry : matrix.column(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
|
|
<div class="line"><a name="l00914"></a><span class="lineno"> 914</span>  constraint_values[entry.row()] += entry.coefficient() * <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
|
|
<div class="line"><a name="l00915"></a><span class="lineno"> 915</span>  }</div>
|
|
<div class="line"><a name="l00916"></a><span class="lineno"> 916</span>  }</div>
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|
<div class="line"><a name="l00917"></a><span class="lineno"> 917</span>  </div>
|
|
<div class="line"><a name="l00918"></a><span class="lineno"> 918</span>  <span class="keywordflow">for</span> (RowIndex <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>(0); <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> < linear_problem.num_constraints(); ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
|
|
<div class="line"><a name="l00919"></a><span class="lineno"> 919</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> lb = linear_problem.constraint_lower_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00920"></a><span class="lineno"> 920</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> ub = linear_problem.constraint_upper_bounds()[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00921"></a><span class="lineno"> 921</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = constraint_values[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>];</div>
|
|
<div class="line"><a name="l00922"></a><span class="lineno"> 922</span>  <span class="keywordflow">if</span> (lb > <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> || ub < <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>) {</div>
|
|
<div class="line"><a name="l00923"></a><span class="lineno"> 923</span>  <a class="code" href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a>(<a class="code" href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a>) << <span class="stringliteral">"Constraint "</span> << <a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a> << <span class="stringliteral">" out of bound: "</span> << <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div>
|
|
<div class="line"><a name="l00924"></a><span class="lineno"> 924</span>  << <span class="stringliteral">" should be in "</span> << lb << <span class="stringliteral">" .. "</span> << ub;</div>
|
|
<div class="line"><a name="l00925"></a><span class="lineno"> 925</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
|
|
<div class="line"><a name="l00926"></a><span class="lineno"> 926</span>  }</div>
|
|
<div class="line"><a name="l00927"></a><span class="lineno"> 927</span>  }</div>
|
|
<div class="line"><a name="l00928"></a><span class="lineno"> 928</span>  </div>
|
|
<div class="line"><a name="l00929"></a><span class="lineno"> 929</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00930"></a><span class="lineno"> 930</span> }</div>
|
|
<div class="line"><a name="l00931"></a><span class="lineno"> 931</span>  </div>
|
|
<div class="line"><a name="l00932"></a><span class="lineno"> 932</span> <span class="comment">// Solves the given linear program and returns the solve status.</span></div>
|
|
<div class="line"><a name="l00933"></a><span class="lineno"> 933</span> <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> InternalSolve(<span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a name="l00934"></a><span class="lineno"> 934</span>  <span class="keyword">const</span> BopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>,</div>
|
|
<div class="line"><a name="l00935"></a><span class="lineno"> 935</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution,</div>
|
|
<div class="line"><a name="l00936"></a><span class="lineno"> 936</span>  TimeLimit* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>, <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>* variable_values,</div>
|
|
<div class="line"><a name="l00937"></a><span class="lineno"> 937</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* objective_value,</div>
|
|
<div class="line"><a name="l00938"></a><span class="lineno"> 938</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* best_bound) {</div>
|
|
<div class="line"><a name="l00939"></a><span class="lineno"> 939</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(variable_values != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00940"></a><span class="lineno"> 940</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(objective_value != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00941"></a><span class="lineno"> 941</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(best_bound != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l00942"></a><span class="lineno"> 942</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> use_initial_solution = (initial_solution.size() > 0);</div>
|
|
<div class="line"><a name="l00943"></a><span class="lineno"> 943</span>  <span class="keywordflow">if</span> (use_initial_solution) {</div>
|
|
<div class="line"><a name="l00944"></a><span class="lineno"> 944</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(initial_solution.size(), linear_problem.num_variables());</div>
|
|
<div class="line"><a name="l00945"></a><span class="lineno"> 945</span>  }</div>
|
|
<div class="line"><a name="l00946"></a><span class="lineno"> 946</span>  </div>
|
|
<div class="line"><a name="l00947"></a><span class="lineno"> 947</span>  <span class="comment">// Those values will only make sense when a solution is found, however we</span></div>
|
|
<div class="line"><a name="l00948"></a><span class="lineno"> 948</span>  <span class="comment">// resize here such that one can access the values even if they don't mean</span></div>
|
|
<div class="line"><a name="l00949"></a><span class="lineno"> 949</span>  <span class="comment">// anything.</span></div>
|
|
<div class="line"><a name="l00950"></a><span class="lineno"> 950</span>  variable_values->resize(linear_problem.num_variables(), 0);</div>
|
|
<div class="line"><a name="l00951"></a><span class="lineno"> 951</span>  </div>
|
|
<div class="line"><a name="l00952"></a><span class="lineno"> 952</span>  LinearBooleanProblem boolean_problem;</div>
|
|
<div class="line"><a name="l00953"></a><span class="lineno"> 953</span>  std::vector<bool> boolean_initial_solution;</div>
|
|
<div class="line"><a name="l00954"></a><span class="lineno"> 954</span>  IntegralProblemConverter converter;</div>
|
|
<div class="line"><a name="l00955"></a><span class="lineno"> 955</span>  <span class="keywordflow">if</span> (!converter.ConvertToBooleanProblem(linear_problem, initial_solution,</div>
|
|
<div class="line"><a name="l00956"></a><span class="lineno"> 956</span>  &boolean_problem,</div>
|
|
<div class="line"><a name="l00957"></a><span class="lineno"> 957</span>  &boolean_initial_solution)) {</div>
|
|
<div class="line"><a name="l00958"></a><span class="lineno"> 958</span>  <span class="keywordflow">return</span> BopSolveStatus::INVALID_PROBLEM;</div>
|
|
<div class="line"><a name="l00959"></a><span class="lineno"> 959</span>  }</div>
|
|
<div class="line"><a name="l00960"></a><span class="lineno"> 960</span>  </div>
|
|
<div class="line"><a name="l00961"></a><span class="lineno"> 961</span>  BopSolver bop_solver(boolean_problem);</div>
|
|
<div class="line"><a name="l00962"></a><span class="lineno"> 962</span>  bop_solver.SetParameters(<a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>);</div>
|
|
<div class="line"><a name="l00963"></a><span class="lineno"> 963</span>  <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> status = BopSolveStatus::NO_SOLUTION_FOUND;</div>
|
|
<div class="line"><a name="l00964"></a><span class="lineno"> 964</span>  <span class="keywordflow">if</span> (use_initial_solution) {</div>
|
|
<div class="line"><a name="l00965"></a><span class="lineno"> 965</span>  BopSolution bop_solution(boolean_problem, <span class="stringliteral">"InitialSolution"</span>);</div>
|
|
<div class="line"><a name="l00966"></a><span class="lineno"> 966</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(boolean_initial_solution.size(), boolean_problem.num_variables());</div>
|
|
<div class="line"><a name="l00967"></a><span class="lineno"> 967</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < boolean_initial_solution.size(); ++i) {</div>
|
|
<div class="line"><a name="l00968"></a><span class="lineno"> 968</span>  bop_solution.SetValue(VariableIndex(i), boolean_initial_solution[i]);</div>
|
|
<div class="line"><a name="l00969"></a><span class="lineno"> 969</span>  }</div>
|
|
<div class="line"><a name="l00970"></a><span class="lineno"> 970</span>  status = bop_solver.SolveWithTimeLimit(bop_solution, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l00971"></a><span class="lineno"> 971</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l00972"></a><span class="lineno"> 972</span>  status = bop_solver.SolveWithTimeLimit(<a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
|
|
<div class="line"><a name="l00973"></a><span class="lineno"> 973</span>  }</div>
|
|
<div class="line"><a name="l00974"></a><span class="lineno"> 974</span>  <span class="keywordflow">if</span> (status == BopSolveStatus::OPTIMAL_SOLUTION_FOUND ||</div>
|
|
<div class="line"><a name="l00975"></a><span class="lineno"> 975</span>  status == BopSolveStatus::FEASIBLE_SOLUTION_FOUND) {</div>
|
|
<div class="line"><a name="l00976"></a><span class="lineno"> 976</span>  <span class="comment">// Compute objective value.</span></div>
|
|
<div class="line"><a name="l00977"></a><span class="lineno"> 977</span>  <span class="keyword">const</span> BopSolution& solution = bop_solver.best_solution();</div>
|
|
<div class="line"><a name="l00978"></a><span class="lineno"> 978</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(solution.IsFeasible());</div>
|
|
<div class="line"><a name="l00979"></a><span class="lineno"> 979</span>  </div>
|
|
<div class="line"><a name="l00980"></a><span class="lineno"> 980</span>  *objective_value = linear_problem.objective_offset();</div>
|
|
<div class="line"><a name="l00981"></a><span class="lineno"> 981</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < linear_problem.num_variables(); ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
|
|
<div class="line"><a name="l00982"></a><span class="lineno"> 982</span>  <span class="keyword">const</span> <a class="code" href="integral__types_8h.html#a7cde0074dfd288f2d70c0e035dacb28a">int64</a> <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> = converter.GetSolutionValue(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, solution);</div>
|
|
<div class="line"><a name="l00983"></a><span class="lineno"> 983</span>  (*variable_values)[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a>;</div>
|
|
<div class="line"><a name="l00984"></a><span class="lineno"> 984</span>  *objective_value += <a class="code" href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a> * linear_problem.objective_coefficients()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
|
|
<div class="line"><a name="l00985"></a><span class="lineno"> 985</span>  }</div>
|
|
<div class="line"><a name="l00986"></a><span class="lineno"> 986</span>  </div>
|
|
<div class="line"><a name="l00987"></a><span class="lineno"> 987</span>  <a class="code" href="namespaceoperations__research_1_1fz.html#a8451e6a72eeb9f0ae3ee0ea8187fe880">CheckSolution</a>(linear_problem, *variable_values);</div>
|
|
<div class="line"><a name="l00988"></a><span class="lineno"> 988</span>  </div>
|
|
<div class="line"><a name="l00989"></a><span class="lineno"> 989</span>  <span class="comment">// TODO(user): Check that the scaled best bound from Bop is a valid one</span></div>
|
|
<div class="line"><a name="l00990"></a><span class="lineno"> 990</span>  <span class="comment">// even after conversion. If yes, remove the optimality test.</span></div>
|
|
<div class="line"><a name="l00991"></a><span class="lineno"> 991</span>  *best_bound = status == BopSolveStatus::OPTIMAL_SOLUTION_FOUND</div>
|
|
<div class="line"><a name="l00992"></a><span class="lineno"> 992</span>  ? *objective_value</div>
|
|
<div class="line"><a name="l00993"></a><span class="lineno"> 993</span>  : bop_solver.GetScaledBestBound();</div>
|
|
<div class="line"><a name="l00994"></a><span class="lineno"> 994</span>  }</div>
|
|
<div class="line"><a name="l00995"></a><span class="lineno"> 995</span>  <span class="keywordflow">return</span> status;</div>
|
|
<div class="line"><a name="l00996"></a><span class="lineno"> 996</span> }</div>
|
|
<div class="line"><a name="l00997"></a><span class="lineno"> 997</span>  </div>
|
|
<div class="line"><a name="l00998"></a><span class="lineno"> 998</span> <span class="keywordtype">void</span> RunOneBop(<span class="keyword">const</span> BopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, <span class="keywordtype">int</span> problem_index,</div>
|
|
<div class="line"><a name="l00999"></a><span class="lineno"> 999</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& initial_solution, TimeLimit* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>,</div>
|
|
<div class="line"><a name="l01000"></a><span class="lineno"> 1000</span>  LPDecomposer* decomposer, <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>* variable_values,</div>
|
|
<div class="line"><a name="l01001"></a><span class="lineno"> 1001</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* objective_value, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* best_bound,</div>
|
|
<div class="line"><a name="l01002"></a><span class="lineno"> 1002</span>  <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a>* status) {</div>
|
|
<div class="line"><a name="l01003"></a><span class="lineno"> 1003</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(decomposer != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l01004"></a><span class="lineno"> 1004</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(variable_values != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l01005"></a><span class="lineno"> 1005</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(objective_value != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l01006"></a><span class="lineno"> 1006</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(best_bound != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l01007"></a><span class="lineno"> 1007</span>  <a class="code" href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a>(status != <span class="keyword">nullptr</span>);</div>
|
|
<div class="line"><a name="l01008"></a><span class="lineno"> 1008</span>  </div>
|
|
<div class="line"><a name="l01009"></a><span class="lineno"> 1009</span>  LinearProgram problem;</div>
|
|
<div class="line"><a name="l01010"></a><span class="lineno"> 1010</span>  decomposer->ExtractLocalProblem(problem_index, &problem);</div>
|
|
<div class="line"><a name="l01011"></a><span class="lineno"> 1011</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> local_initial_solution;</div>
|
|
<div class="line"><a name="l01012"></a><span class="lineno"> 1012</span>  <span class="keywordflow">if</span> (initial_solution.size() > 0) {</div>
|
|
<div class="line"><a name="l01013"></a><span class="lineno"> 1013</span>  local_initial_solution =</div>
|
|
<div class="line"><a name="l01014"></a><span class="lineno"> 1014</span>  decomposer->ExtractLocalAssignment(problem_index, initial_solution);</div>
|
|
<div class="line"><a name="l01015"></a><span class="lineno"> 1015</span>  }</div>
|
|
<div class="line"><a name="l01016"></a><span class="lineno"> 1016</span>  <span class="comment">// TODO(user): Investigate a better approximation of the time needed to</span></div>
|
|
<div class="line"><a name="l01017"></a><span class="lineno"> 1017</span>  <span class="comment">// solve the problem than just the number of variables.</span></div>
|
|
<div class="line"><a name="l01018"></a><span class="lineno"> 1018</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> total_num_variables = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(</div>
|
|
<div class="line"><a name="l01019"></a><span class="lineno"> 1019</span>  1.0, <span class="keyword">static_cast<</span><span class="keywordtype">double</span><span class="keyword">></span>(</div>
|
|
<div class="line"><a name="l01020"></a><span class="lineno"> 1020</span>  decomposer->original_problem().num_variables().value()));</div>
|
|
<div class="line"><a name="l01021"></a><span class="lineno"> 1021</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> time_per_variable =</div>
|
|
<div class="line"><a name="l01022"></a><span class="lineno"> 1022</span>  <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.max_time_in_seconds() / total_num_variables;</div>
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|
<div class="line"><a name="l01023"></a><span class="lineno"> 1023</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> deterministic_time_per_variable =</div>
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<div class="line"><a name="l01024"></a><span class="lineno"> 1024</span>  <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.max_deterministic_time() / total_num_variables;</div>
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|
<div class="line"><a name="l01025"></a><span class="lineno"> 1025</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> local_num_variables = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(1, problem.num_variables().value());</div>
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|
<div class="line"><a name="l01026"></a><span class="lineno"> 1026</span>  </div>
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|
<div class="line"><a name="l01027"></a><span class="lineno"> 1027</span>  NestedTimeLimit subproblem_time_limit(</div>
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|
<div class="line"><a name="l01028"></a><span class="lineno"> 1028</span>  <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>,</div>
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|
<div class="line"><a name="l01029"></a><span class="lineno"> 1029</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(time_per_variable * local_num_variables,</div>
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|
<div class="line"><a name="l01030"></a><span class="lineno"> 1030</span>  <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>.decomposed_problem_min_time_in_seconds()),</div>
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|
<div class="line"><a name="l01031"></a><span class="lineno"> 1031</span>  deterministic_time_per_variable * local_num_variables);</div>
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|
<div class="line"><a name="l01032"></a><span class="lineno"> 1032</span>  </div>
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|
<div class="line"><a name="l01033"></a><span class="lineno"> 1033</span>  *status = InternalSolve(problem, <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>, local_initial_solution,</div>
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|
<div class="line"><a name="l01034"></a><span class="lineno"> 1034</span>  subproblem_time_limit.GetTimeLimit(), variable_values,</div>
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|
<div class="line"><a name="l01035"></a><span class="lineno"> 1035</span>  objective_value, best_bound);</div>
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|
<div class="line"><a name="l01036"></a><span class="lineno"> 1036</span> }</div>
|
|
<div class="line"><a name="l01037"></a><span class="lineno"> 1037</span> } <span class="comment">// anonymous namespace</span></div>
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|
<div class="line"><a name="l01038"></a><span class="lineno"> 1038</span>  </div>
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|
<div class="line"><a name="l01039"></a><span class="lineno"><a class="line" href="classoperations__research_1_1bop_1_1_integral_solver.html#ae83e4603cd6512413738069fefdbae3b"> 1039</a></span> IntegralSolver::IntegralSolver()</div>
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<div class="line"><a name="l01040"></a><span class="lineno"> 1040</span>  : parameters_(), variable_values_(), objective_value_(0.0) {}</div>
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|
<div class="line"><a name="l01041"></a><span class="lineno"> 1041</span>  </div>
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<div class="line"><a name="l01042"></a><span class="lineno"> 1042</span> <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">IntegralSolver::Solve</a>(<span class="keyword">const</span> LinearProgram& linear_problem) {</div>
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|
<div class="line"><a name="l01043"></a><span class="lineno"> 1043</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">Solve</a>(linear_problem, <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>());</div>
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|
<div class="line"><a name="l01044"></a><span class="lineno"> 1044</span> }</div>
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|
<div class="line"><a name="l01045"></a><span class="lineno"> 1045</span>  </div>
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|
<div class="line"><a name="l01046"></a><span class="lineno"> 1046</span> <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">IntegralSolver::SolveWithTimeLimit</a>(</div>
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<div class="line"><a name="l01047"></a><span class="lineno"> 1047</span>  <span class="keyword">const</span> LinearProgram& linear_problem, <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="l01048"></a><span class="lineno"> 1048</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">SolveWithTimeLimit</a>(linear_problem, <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>(), <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>);</div>
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|
<div class="line"><a name="l01049"></a><span class="lineno"> 1049</span> }</div>
|
|
<div class="line"><a name="l01050"></a><span class="lineno"> 1050</span>  </div>
|
|
<div class="line"><a name="l01051"></a><span class="lineno"> 1051</span> <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">IntegralSolver::Solve</a>(</div>
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|
<div class="line"><a name="l01052"></a><span class="lineno"> 1052</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
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|
<div class="line"><a name="l01053"></a><span class="lineno"> 1053</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& user_provided_initial_solution) {</div>
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|
<div class="line"><a name="l01054"></a><span class="lineno"> 1054</span>  std::unique_ptr<TimeLimit> <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a> =</div>
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|
<div class="line"><a name="l01055"></a><span class="lineno"> 1055</span>  <a class="code" href="classoperations__research_1_1_time_limit.html#a96f95e438ca7940b115c838c96c06d87">TimeLimit::FromParameters</a>(parameters_);</div>
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|
<div class="line"><a name="l01056"></a><span class="lineno"> 1056</span>  <span class="keywordflow">return</span> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">SolveWithTimeLimit</a>(linear_problem, user_provided_initial_solution,</div>
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|
<div class="line"><a name="l01057"></a><span class="lineno"> 1057</span>  <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>.get());</div>
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|
<div class="line"><a name="l01058"></a><span class="lineno"> 1058</span> }</div>
|
|
<div class="line"><a name="l01059"></a><span class="lineno"> 1059</span>  </div>
|
|
<div class="line"><a name="l01060"></a><span class="lineno"> 1060</span> <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">IntegralSolver::SolveWithTimeLimit</a>(</div>
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|
<div class="line"><a name="l01061"></a><span class="lineno"> 1061</span>  <span class="keyword">const</span> LinearProgram& linear_problem,</div>
|
|
<div class="line"><a name="l01062"></a><span class="lineno"> 1062</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a>& user_provided_initial_solution, TimeLimit* <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>) {</div>
|
|
<div class="line"><a name="l01063"></a><span class="lineno"> 1063</span>  <span class="comment">// We make a copy so that we can clear it if the presolve is active.</span></div>
|
|
<div class="line"><a name="l01064"></a><span class="lineno"> 1064</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a4dc8ae0f97c4110f3cc770715b2bbd12">DenseRow</a> initial_solution = user_provided_initial_solution;</div>
|
|
<div class="line"><a name="l01065"></a><span class="lineno"> 1065</span>  <span class="keywordflow">if</span> (initial_solution.size() > 0) {</div>
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|
<div class="line"><a name="l01066"></a><span class="lineno"> 1066</span>  <a class="code" href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a>(initial_solution.size(), linear_problem.num_variables())</div>
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|
<div class="line"><a name="l01067"></a><span class="lineno"> 1067</span>  << <span class="stringliteral">"The initial solution should have the same number of variables as "</span></div>
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|
<div class="line"><a name="l01068"></a><span class="lineno"> 1068</span>  <span class="stringliteral">"the LinearProgram."</span>;</div>
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|
<div class="line"><a name="l01069"></a><span class="lineno"> 1069</span>  }</div>
|
|
<div class="line"><a name="l01070"></a><span class="lineno"> 1070</span>  </div>
|
|
<div class="line"><a name="l01071"></a><span class="lineno"> 1071</span>  <span class="comment">// Some code path requires to copy the given linear_problem. When this</span></div>
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|
<div class="line"><a name="l01072"></a><span class="lineno"> 1072</span>  <span class="comment">// happens, we will simply change the target of this pointer.</span></div>
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|
<div class="line"><a name="l01073"></a><span class="lineno"> 1073</span>  LinearProgram <span class="keyword">const</span>* lp = &linear_problem;</div>
|
|
<div class="line"><a name="l01074"></a><span class="lineno"> 1074</span>  </div>
|
|
<div class="line"><a name="l01075"></a><span class="lineno"> 1075</span>  <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">BopSolveStatus</a> status;</div>
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|
<div class="line"><a name="l01076"></a><span class="lineno"> 1076</span>  <span class="keywordflow">if</span> (lp->num_variables() >= parameters_.decomposer_num_variables_threshold()) {</div>
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|
<div class="line"><a name="l01077"></a><span class="lineno"> 1077</span>  LPDecomposer decomposer;</div>
|
|
<div class="line"><a name="l01078"></a><span class="lineno"> 1078</span>  decomposer.Decompose(lp);</div>
|
|
<div class="line"><a name="l01079"></a><span class="lineno"> 1079</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_sub_problems = decomposer.GetNumberOfProblems();</div>
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|
<div class="line"><a name="l01080"></a><span class="lineno"> 1080</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Problem is decomposable into "</span> << num_sub_problems</div>
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|
<div class="line"><a name="l01081"></a><span class="lineno"> 1081</span>  << <span class="stringliteral">" components!"</span>;</div>
|
|
<div class="line"><a name="l01082"></a><span class="lineno"> 1082</span>  <span class="keywordflow">if</span> (num_sub_problems > 1) {</div>
|
|
<div class="line"><a name="l01083"></a><span class="lineno"> 1083</span>  <span class="comment">// The problem can be decomposed. Solve each sub-problem and aggregate the</span></div>
|
|
<div class="line"><a name="l01084"></a><span class="lineno"> 1084</span>  <span class="comment">// result.</span></div>
|
|
<div class="line"><a name="l01085"></a><span class="lineno"> 1085</span>  std::vector<DenseRow> <a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a5a3889ab4bb73061ec28776a2b395199">variable_values</a>(num_sub_problems);</div>
|
|
<div class="line"><a name="l01086"></a><span class="lineno"> 1086</span>  std::vector<Fractional> objective_values(num_sub_problems,</div>
|
|
<div class="line"><a name="l01087"></a><span class="lineno"> 1087</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
|
|
<div class="line"><a name="l01088"></a><span class="lineno"> 1088</span>  std::vector<Fractional> best_bounds(num_sub_problems, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>(0.0));</div>
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|
<div class="line"><a name="l01089"></a><span class="lineno"> 1089</span>  std::vector<BopSolveStatus> statuses(num_sub_problems,</div>
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|
<div class="line"><a name="l01090"></a><span class="lineno"> 1090</span>  <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82">BopSolveStatus::INVALID_PROBLEM</a>);</div>
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|
<div class="line"><a name="l01091"></a><span class="lineno"> 1091</span>  </div>
|
|
<div class="line"><a name="l01092"></a><span class="lineno"> 1092</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_sub_problems; ++i) {</div>
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|
<div class="line"><a name="l01093"></a><span class="lineno"> 1093</span>  RunOneBop(parameters_, i, initial_solution, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>, &decomposer,</div>
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|
<div class="line"><a name="l01094"></a><span class="lineno"> 1094</span>  &(<a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a5a3889ab4bb73061ec28776a2b395199">variable_values</a>[i]), &(objective_values[i]),</div>
|
|
<div class="line"><a name="l01095"></a><span class="lineno"> 1095</span>  &(best_bounds[i]), &(statuses[i]));</div>
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|
<div class="line"><a name="l01096"></a><span class="lineno"> 1096</span>  }</div>
|
|
<div class="line"><a name="l01097"></a><span class="lineno"> 1097</span>  </div>
|
|
<div class="line"><a name="l01098"></a><span class="lineno"> 1098</span>  <span class="comment">// Aggregate results.</span></div>
|
|
<div class="line"><a name="l01099"></a><span class="lineno"> 1099</span>  status = <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a4bd9906264b0d3d68d0a39c3536d9b66">BopSolveStatus::OPTIMAL_SOLUTION_FOUND</a>;</div>
|
|
<div class="line"><a name="l01100"></a><span class="lineno"> 1100</span>  objective_value_ = lp->objective_offset();</div>
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|
<div class="line"><a name="l01101"></a><span class="lineno"> 1101</span>  best_bound_ = 0.0;</div>
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|
<div class="line"><a name="l01102"></a><span class="lineno"> 1102</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_sub_problems; ++i) {</div>
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|
<div class="line"><a name="l01103"></a><span class="lineno"> 1103</span>  objective_value_ += objective_values[i];</div>
|
|
<div class="line"><a name="l01104"></a><span class="lineno"> 1104</span>  best_bound_ += best_bounds[i];</div>
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|
<div class="line"><a name="l01105"></a><span class="lineno"> 1105</span>  <span class="keywordflow">if</span> (statuses[i] == <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a3fe2f6b2fc16582a30e00307f48d587b">BopSolveStatus::NO_SOLUTION_FOUND</a> ||</div>
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|
<div class="line"><a name="l01106"></a><span class="lineno"> 1106</span>  statuses[i] == <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915ac28ceda32c9534dc751298eca22f5da3">BopSolveStatus::INFEASIBLE_PROBLEM</a> ||</div>
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|
<div class="line"><a name="l01107"></a><span class="lineno"> 1107</span>  statuses[i] == <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82">BopSolveStatus::INVALID_PROBLEM</a>) {</div>
|
|
<div class="line"><a name="l01108"></a><span class="lineno"> 1108</span>  <span class="keywordflow">return</span> statuses[i];</div>
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|
<div class="line"><a name="l01109"></a><span class="lineno"> 1109</span>  }</div>
|
|
<div class="line"><a name="l01110"></a><span class="lineno"> 1110</span>  </div>
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|
<div class="line"><a name="l01111"></a><span class="lineno"> 1111</span>  <span class="keywordflow">if</span> (statuses[i] == <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570">BopSolveStatus::FEASIBLE_SOLUTION_FOUND</a>) {</div>
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|
<div class="line"><a name="l01112"></a><span class="lineno"> 1112</span>  status = <a class="code" href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570">BopSolveStatus::FEASIBLE_SOLUTION_FOUND</a>;</div>
|
|
<div class="line"><a name="l01113"></a><span class="lineno"> 1113</span>  }</div>
|
|
<div class="line"><a name="l01114"></a><span class="lineno"> 1114</span>  }</div>
|
|
<div class="line"><a name="l01115"></a><span class="lineno"> 1115</span>  variable_values_ = decomposer.AggregateAssignments(<a class="code" href="classoperations__research_1_1bop_1_1_integral_solver.html#a5a3889ab4bb73061ec28776a2b395199">variable_values</a>);</div>
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|
<div class="line"><a name="l01116"></a><span class="lineno"> 1116</span>  <a class="code" href="namespaceoperations__research_1_1fz.html#a8451e6a72eeb9f0ae3ee0ea8187fe880">CheckSolution</a>(*lp, variable_values_);</div>
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|
<div class="line"><a name="l01117"></a><span class="lineno"> 1117</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01118"></a><span class="lineno"> 1118</span>  status =</div>
|
|
<div class="line"><a name="l01119"></a><span class="lineno"> 1119</span>  InternalSolve(*lp, parameters_, initial_solution, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>,</div>
|
|
<div class="line"><a name="l01120"></a><span class="lineno"> 1120</span>  &variable_values_, &objective_value_, &best_bound_);</div>
|
|
<div class="line"><a name="l01121"></a><span class="lineno"> 1121</span>  }</div>
|
|
<div class="line"><a name="l01122"></a><span class="lineno"> 1122</span>  } <span class="keywordflow">else</span> {</div>
|
|
<div class="line"><a name="l01123"></a><span class="lineno"> 1123</span>  status = InternalSolve(*lp, parameters_, initial_solution, <a class="code" href="cp__model__solver_8cc.html#ac3cf9db02b23ea1455b5ae6955d03e47">time_limit</a>,</div>
|
|
<div class="line"><a name="l01124"></a><span class="lineno"> 1124</span>  &variable_values_, &objective_value_, &best_bound_);</div>
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|
<div class="line"><a name="l01125"></a><span class="lineno"> 1125</span>  }</div>
|
|
<div class="line"><a name="l01126"></a><span class="lineno"> 1126</span>  </div>
|
|
<div class="line"><a name="l01127"></a><span class="lineno"> 1127</span>  <span class="keywordflow">return</span> status;</div>
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|
<div class="line"><a name="l01128"></a><span class="lineno"> 1128</span> }</div>
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|
<div class="line"><a name="l01129"></a><span class="lineno"> 1129</span>  </div>
|
|
<div class="line"><a name="l01130"></a><span class="lineno"> 1130</span> } <span class="comment">// namespace bop</span></div>
|
|
<div class="line"><a name="l01131"></a><span class="lineno"> 1131</span> } <span class="comment">// namespace operations_research</span></div>
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<div class="ttc" id="aalldiff__cst_8cc_html_a9d0c202d5fdd62f4fa2c613339ff168a"><div class="ttname"><a href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">max</a></div><div class="ttdeci">int64 max</div><div class="ttdef"><b>Definition:</b> <a href="alldiff__cst_8cc_source.html#l00139">alldiff_cst.cc:139</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a3e1cfef60e774a81f30eaddf26a3a274"><div class="ttname"><a href="base_2logging_8h.html#a3e1cfef60e774a81f30eaddf26a3a274">CHECK</a></div><div class="ttdeci">#define CHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00495">base/logging.h:495</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7c0ce053b28d53aa4eaf3eb7fb71663b"><div class="ttname"><a href="base_2logging_8h.html#a7c0ce053b28d53aa4eaf3eb7fb71663b">CHECK_EQ</a></div><div class="ttdeci">#define CHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00697">base/logging.h:697</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_a7e03ec13560fa94a8fea569960d7efc6"><div class="ttname"><a href="base_2logging_8h.html#a7e03ec13560fa94a8fea569960d7efc6">CHECK_GT</a></div><div class="ttdeci">#define CHECK_GT(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00702">base/logging.h:702</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ab25e01a2942b821d66371fc68d53f2eb"><div class="ttname"><a href="base_2logging_8h.html#ab25e01a2942b821d66371fc68d53f2eb">CHECK_NE</a></div><div class="ttdeci">#define CHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00698">base/logging.h:698</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_accad43a85d781d53381cd53a9894b6ae"><div class="ttname"><a href="base_2logging_8h.html#accad43a85d781d53381cd53a9894b6ae">LOG</a></div><div class="ttdeci">#define LOG(severity)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00420">base/logging.h:420</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae17f8119c108cf3070bad3449c7e0006"><div class="ttname"><a href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a></div><div class="ttdeci">#define DCHECK(condition)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00884">base/logging.h:884</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_ae4db23f10f5d4aad6d735f5a74cd6f8c"><div class="ttname"><a href="base_2logging_8h.html#ae4db23f10f5d4aad6d735f5a74cd6f8c">CHECK_LE</a></div><div class="ttdeci">#define CHECK_LE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00699">base/logging.h:699</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00978">base/logging.h:978</a></div></div>
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<div class="ttc" id="abop__solver_8h_html"><div class="ttname"><a href="bop__solver_8h.html">bop_solver.h</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html"><div class="ttname"><a href="classabsl_1_1_strong_vector.html">absl::StrongVector</a></div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00076">strong_vector.h:76</a></div></div>
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<div class="ttc" id="aclassabsl_1_1_strong_vector_html_a60304b65bf89363bcc3165d3cde67f86"><div class="ttname"><a href="classabsl_1_1_strong_vector.html#a60304b65bf89363bcc3165d3cde67f86">absl::StrongVector::size</a></div><div class="ttdeci">size_type size() const</div><div class="ttdef"><b>Definition:</b> <a href="strong__vector_8h_source.html#l00147">strong_vector.h:147</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_limit_html"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html">operations_research::TimeLimit</a></div><div class="ttdoc">A simple class to enforce both an elapsed time limit and a deterministic time limit in the same threa...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00105">time_limit.h:105</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_time_limit_html_a96f95e438ca7940b115c838c96c06d87"><div class="ttname"><a href="classoperations__research_1_1_time_limit.html#a96f95e438ca7940b115c838c96c06d87">operations_research::TimeLimit::FromParameters</a></div><div class="ttdeci">static std::unique_ptr< TimeLimit > FromParameters(const Parameters &parameters)</div><div class="ttdoc">Creates a time limit object initialized from an object that provides methods max_time_in_seconds() an...</div><div class="ttdef"><b>Definition:</b> <a href="time__limit_8h_source.html#l00159">time_limit.h:159</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1bop_1_1_integral_solver_html_a0a9fe49ecfb7cdb4918dae9972dd73bb"><div class="ttname"><a href="classoperations__research_1_1bop_1_1_integral_solver.html#a0a9fe49ecfb7cdb4918dae9972dd73bb">operations_research::bop::IntegralSolver::SolveWithTimeLimit</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT BopSolveStatus SolveWithTimeLimit(const glop::LinearProgram &linear_problem, TimeLimit *time_limit)</div></div>
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<div class="ttc" id="aclassoperations__research_1_1bop_1_1_integral_solver_html_a5a3889ab4bb73061ec28776a2b395199"><div class="ttname"><a href="classoperations__research_1_1bop_1_1_integral_solver.html#a5a3889ab4bb73061ec28776a2b395199">operations_research::bop::IntegralSolver::variable_values</a></div><div class="ttdeci">const glop::DenseRow & variable_values() const</div><div class="ttdef"><b>Definition:</b> <a href="integral__solver_8h_source.html#l00064">integral_solver.h:64</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1bop_1_1_integral_solver_html_a8ee454f92f2db3d69be5b79cc4aa0307"><div class="ttname"><a href="classoperations__research_1_1bop_1_1_integral_solver.html#a8ee454f92f2db3d69be5b79cc4aa0307">operations_research::bop::IntegralSolver::Solve</a></div><div class="ttdeci">ABSL_MUST_USE_RESULT BopSolveStatus Solve(const glop::LinearProgram &linear_problem)</div></div>
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<div class="ttc" id="acp__model__fz__solver_8cc_html_a10a1eab179b472c030bdc2a2efef7219"><div class="ttname"><a href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a></div><div class="ttdeci">SatParameters parameters</div><div class="ttdef"><b>Definition:</b> <a href="cp__model__fz__solver_8cc_source.html#l00108">cp_model_fz_solver.cc:108</a></div></div>
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<div class="ttc" id="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#l02116">cp_model_solver.cc:2116</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_a05da18ca9c7b657a4a6ea24e07c9b695"><div class="ttname"><a href="demon__profiler_8cc.html#a05da18ca9c7b657a4a6ea24e07c9b695">ct</a></div><div class="ttdeci">const Constraint * ct</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00042">demon_profiler.cc:42</a></div></div>
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<div class="ttc" id="ademon__profiler_8cc_html_a21edc7ca4cc5802c8779d68556bc09cf"><div class="ttname"><a href="demon__profiler_8cc.html#a21edc7ca4cc5802c8779d68556bc09cf">value</a></div><div class="ttdeci">int64 value</div><div class="ttdef"><b>Definition:</b> <a href="demon__profiler_8cc_source.html#l00043">demon_profiler.cc:43</a></div></div>
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<div class="ttc" id="aexpr__array_8cc_html_a472a99923cbe11ae7b5a5d157d9ad465"><div class="ttname"><a href="expr__array_8cc.html#a472a99923cbe11ae7b5a5d157d9ad465">var</a></div><div class="ttdeci">IntVar * var</div><div class="ttdef"><b>Definition:</b> <a href="expr__array_8cc_source.html#l01858">expr_array.cc:1858</a></div></div>
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<div class="ttc" id="aintegral__solver_8h_html"><div class="ttname"><a href="integral__solver_8h.html">integral_solver.h</a></div></div>
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<div class="ttc" id="aintegral__types_8h_html_a74ea76ea27f48fb1b6e148e1577b3719"><div class="ttname"><a href="integral__types_8h.html#a74ea76ea27f48fb1b6e148e1577b3719">kint64max</a></div><div class="ttdeci">static const int64 kint64max</div><div class="ttdef"><b>Definition:</b> <a href="integral__types_8h_source.html#l00053">integral_types.h:53</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="ainterval_8cc_html_a1e6e18599bc7057307916e1f810f83a8"><div class="ttname"><a href="interval_8cc.html#a1e6e18599bc7057307916e1f810f83a8">offset_</a></div><div class="ttdeci">const int64 offset_</div><div class="ttdef"><b>Definition:</b> <a href="interval_8cc_source.html#l02076">interval.cc:2076</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_a50e5762f38854b37ee3e2851bc1bb0e7"><div class="ttname"><a href="log__severity_8h.html#a50e5762f38854b37ee3e2851bc1bb0e7">WARNING</a></div><div class="ttdeci">const int WARNING</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00031">log_severity.h:31</a></div></div>
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<div class="ttc" id="alog__severity_8h_html_ac9bcbe19995a8140cd4ec61773cd6e67"><div class="ttname"><a href="log__severity_8h.html#ac9bcbe19995a8140cd4ec61773cd6e67">ERROR</a></div><div class="ttdeci">const int ERROR</div><div class="ttdef"><b>Definition:</b> <a href="log__severity_8h_source.html#l00032">log_severity.h:32</a></div></div>
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<div class="ttc" id="alp__decomposer_8h_html"><div class="ttname"><a href="lp__decomposer_8h.html">lp_decomposer.h</a></div></div>
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<div class="ttc" id="amarkowitz_8cc_html_aa9d6c98fdf8d89b0e2321fda02adc82c"><div class="ttname"><a href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a></div><div class="ttdeci">ColIndex col</div><div class="ttdef"><b>Definition:</b> <a href="markowitz_8cc_source.html#l00176">markowitz.cc:176</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="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915">operations_research::bop::BopSolveStatus</a></div><div class="ttdeci">BopSolveStatus</div><div class="ttdef"><b>Definition:</b> <a href="bop__types_8h_source.html#l00031">bop_types.h:31</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915a3fe2f6b2fc16582a30e00307f48d587b"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a3fe2f6b2fc16582a30e00307f48d587b">operations_research::bop::BopSolveStatus::NO_SOLUTION_FOUND</a></div><div class="ttdeci">@ NO_SOLUTION_FOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915a4bd9906264b0d3d68d0a39c3536d9b66"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915a4bd9906264b0d3d68d0a39c3536d9b66">operations_research::bop::BopSolveStatus::OPTIMAL_SOLUTION_FOUND</a></div><div class="ttdeci">@ OPTIMAL_SOLUTION_FOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915ac28ceda32c9534dc751298eca22f5da3"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915ac28ceda32c9534dc751298eca22f5da3">operations_research::bop::BopSolveStatus::INFEASIBLE_PROBLEM</a></div><div class="ttdeci">@ INFEASIBLE_PROBLEM</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915add8d8537e1472a5e432749c5abf45c82">operations_research::bop::BopSolveStatus::INVALID_PROBLEM</a></div><div class="ttdeci">@ INVALID_PROBLEM</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1bop_html_a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570"><div class="ttname"><a href="namespaceoperations__research_1_1bop.html#a7fe1fd792b1c40c0b5dcc44728e5f915af1b7de0cef3266eb7fad94409a745570">operations_research::bop::BopSolveStatus::FEASIBLE_SOLUTION_FOUND</a></div><div class="ttdeci">@ FEASIBLE_SOLUTION_FOUND</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1fz_html_a8451e6a72eeb9f0ae3ee0ea8187fe880"><div class="ttname"><a href="namespaceoperations__research_1_1fz.html#a8451e6a72eeb9f0ae3ee0ea8187fe880">operations_research::fz::CheckSolution</a></div><div class="ttdeci">bool CheckSolution(const Model &model, const std::function< int64(IntegerVariable *)> &evaluator)</div><div class="ttdef"><b>Definition:</b> <a href="checker_8cc_source.html#l01263">checker.cc:1263</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="anamespaceoperations__research_1_1glop_html_a733947145e3e1631165b618b05c9ccb7"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">operations_research::glop::Fractional</a></div><div class="ttdeci">double Fractional</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00077">lp_types.h:77</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a8fbc9efd86a3cc862a9079d86ab8b524"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">operations_research::glop::RowToColIndex</a></div><div class="ttdeci">ColIndex RowToColIndex(RowIndex row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00048">lp_types.h:48</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866a"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866a">operations_research::glop::VariableType</a></div><div class="ttdeci">VariableType</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00174">lp_types.h:174</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ae5fa9e57c2d31b294195ed8a9e17bfac"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ae5fa9e57c2d31b294195ed8a9e17bfac">operations_research::glop::DenseColumn</a></div><div class="ttdeci">StrictITIVector< RowIndex, Fractional > DenseColumn</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00328">lp_types.h:328</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_af9a790b7e8c5b0c6d55b336177378e78"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#af9a790b7e8c5b0c6d55b336177378e78">operations_research::glop::kInfinity</a></div><div class="ttdeci">const double kInfinity</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00083">lp_types.h:83</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1sat_html_aaf57d784624873d840a2589efa6ff1a1"><div class="ttname"><a href="namespaceoperations__research_1_1sat.html#aaf57d784624873d840a2589efa6ff1a1">operations_research::sat::ChangeOptimizationDirection</a></div><div class="ttdeci">void ChangeOptimizationDirection(LinearBooleanProblem *problem)</div><div class="ttdef"><b>Definition:</b> <a href="boolean__problem_8cc_source.html#l00209">boolean_problem.cc:209</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_html_a1181732aa2f4c08e28ea32b1c7c6f256"><div class="ttname"><a href="namespaceoperations__research.html#a1181732aa2f4c08e28ea32b1c7c6f256">operations_research::IsIntegerWithinTolerance</a></div><div class="ttdeci">bool IsIntegerWithinTolerance(FloatType x, FloatType tolerance)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8h_source.html#l00161">fp_utils.h:161</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_a2f9ef253c023106392eb1495a277616b"><div class="ttname"><a href="namespaceoperations__research.html#a2f9ef253c023106392eb1495a277616b">operations_research::MostSignificantBitPosition64</a></div><div class="ttdeci">int MostSignificantBitPosition64(uint64 n)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00231">bitset.h:231</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_a4256c1ce10497f58f5c8b3d2abc57525"><div class="ttname"><a href="namespaceoperations__research.html#a4256c1ce10497f58f5c8b3d2abc57525">operations_research::ComputeGcdOfRoundedDoubles</a></div><div class="ttdeci">int64 ComputeGcdOfRoundedDoubles(const std::vector< double > &x, double scaling_factor)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8cc_source.html#l00189">fp_utils.cc:189</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_html_afd62b70eb0f46a86016aeda8edea45fa"><div class="ttname"><a href="namespaceoperations__research.html#afd62b70eb0f46a86016aeda8edea45fa">operations_research::GetBestScalingOfDoublesToInt64</a></div><div class="ttdeci">double GetBestScalingOfDoublesToInt64(const std::vector< double > &input, const std::vector< double > &lb, const std::vector< double > &ub, int64 max_absolute_sum)</div><div class="ttdef"><b>Definition:</b> <a href="fp__utils_8cc_source.html#l00168">fp_utils.cc:168</a></div></div>
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<div class="ttc" id="apack_8cc_html_ae42ca38a167164c07831993889216903"><div class="ttname"><a href="pack_8cc.html#ae42ca38a167164c07831993889216903">weight</a></div><div class="ttdeci">int64 weight</div><div class="ttdef"><b>Definition:</b> <a href="pack_8cc_source.html#l00509">pack.cc:509</a></div></div>
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