312 lines
19 KiB
HTML
312 lines
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<p><a href="sharded__optimization__utils_8cc_source.html">Go to the source code of this file.</a></p>
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Namespaces</h2></td></tr>
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<tr class="memdesc:namespaceoperations__research"><td class="mdescLeft"> </td><td class="mdescRight">Collection of objects used to extend the <a class="el" href="classoperations__research_1_1_constraint.html" title="A constraint is the main modeling object.">Constraint</a> <a class="el" href="classoperations__research_1_1_solver.html" title="Solver Class.">Solver</a> library. <br /></td></tr>
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<tr class="memitem:namespaceoperations__research_1_1pdlp"><td class="memItemLeft" align="right" valign="top">namespace  </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html">operations_research::pdlp</a></td></tr>
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</table><table class="memberdecls">
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Functions</h2></td></tr>
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<tr class="memitem:ab315578d37cb2f5e1111b0176254cb84"><td class="memItemLeft" align="right" valign="top">QuadraticProgramStats </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#ab315578d37cb2f5e1111b0176254cb84">ComputeStats</a> (const ShardedQuadraticProgram &qp, const double infinite_constraint_bound_threshold)</td></tr>
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<tr class="separator:ab315578d37cb2f5e1111b0176254cb84"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a54ded6625965f8ddd342161a55263cce"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a54ded6625965f8ddd342161a55263cce">LInfRuizRescaling</a> (const ShardedQuadraticProgram &sharded_qp, const int num_iterations, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)</td></tr>
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<tr class="separator:a54ded6625965f8ddd342161a55263cce"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a9dee2894b8028a57b7f7d2306b402e44"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a9dee2894b8028a57b7f7d2306b402e44">L2NormRescaling</a> (const ShardedQuadraticProgram &sharded_qp, VectorXd &row_scaling_vec, VectorXd &col_scaling_vec)</td></tr>
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<tr class="separator:a9dee2894b8028a57b7f7d2306b402e44"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:aac68304831a1bc81557fb03623a619d6"><td class="memItemLeft" align="right" valign="top">ScalingVectors </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#aac68304831a1bc81557fb03623a619d6">ApplyRescaling</a> (const RescalingOptions &rescaling_options, ShardedQuadraticProgram &sharded_qp)</td></tr>
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<tr class="separator:aac68304831a1bc81557fb03623a619d6"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a259d3f73717a2ababa9df2dd43914656"><td class="memItemLeft" align="right" valign="top">LagrangianPart </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a259d3f73717a2ababa9df2dd43914656">ComputePrimalGradient</a> (const ShardedQuadraticProgram &sharded_qp, const VectorXd &primal_solution, const VectorXd &dual_product)</td></tr>
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<tr class="separator:a259d3f73717a2ababa9df2dd43914656"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a6fe6fa17061fa3b8610cce9cf707574f"><td class="memItemLeft" align="right" valign="top">double </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a6fe6fa17061fa3b8610cce9cf707574f">DualSubgradientCoefficient</a> (const double constraint_lower_bound, const double constraint_upper_bound, const double dual, const double primal_product)</td></tr>
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<tr class="separator:a6fe6fa17061fa3b8610cce9cf707574f"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a608ed26a4c7ff3bdcb22d25ff890f47d"><td class="memItemLeft" align="right" valign="top">LagrangianPart </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a608ed26a4c7ff3bdcb22d25ff890f47d">ComputeDualGradient</a> (const ShardedQuadraticProgram &sharded_qp, const Eigen::VectorXd &dual_solution, const Eigen::VectorXd &primal_product)</td></tr>
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<tr class="separator:a608ed26a4c7ff3bdcb22d25ff890f47d"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a880902cb3a98b7205fa57be9e16a82c7"><td class="memItemLeft" align="right" valign="top">SingularValueAndIterations </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a880902cb3a98b7205fa57be9e16a82c7">EstimateMaximumSingularValueOfConstraintMatrix</a> (const ShardedQuadraticProgram &sharded_qp, const absl::optional< VectorXd > &primal_solution, const absl::optional< VectorXd > &dual_solution, const double desired_relative_error, const double failure_probability, std::mt19937 &mt_generator)</td></tr>
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<tr class="separator:a880902cb3a98b7205fa57be9e16a82c7"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a5482747bc024e4a57be9c9200d329fad"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a5482747bc024e4a57be9c9200d329fad">HasValidBounds</a> (const ShardedQuadraticProgram &sharded_qp)</td></tr>
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<tr class="separator:a5482747bc024e4a57be9c9200d329fad"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:acb7f29f435d6c9fc53148ee403c7049e"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#acb7f29f435d6c9fc53148ee403c7049e">ProjectToPrimalVariableBounds</a> (const ShardedQuadraticProgram &sharded_qp, VectorXd &primal)</td></tr>
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<tr class="separator:acb7f29f435d6c9fc53148ee403c7049e"><td class="memSeparator" colspan="2"> </td></tr>
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<tr class="memitem:a898c0c776a5736cf1931036d0d370724"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a898c0c776a5736cf1931036d0d370724">ProjectToDualVariableBounds</a> (const ShardedQuadraticProgram &sharded_qp, VectorXd &dual)</td></tr>
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</table><table class="memberdecls">
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Variables</h2></td></tr>
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<tr class="memitem:a649a0e24412692f36d1d6c1301caf1d1"><td class="memItemLeft" align="right" valign="top">constexpr double </td><td class="memItemRight" valign="bottom"><a class="el" href="namespaceoperations__research_1_1pdlp.html#a649a0e24412692f36d1d6c1301caf1d1">kInfinity</a> = std::numeric_limits<double>::infinity()</td></tr>
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<h2 class="groupheader">Variable Documentation</h2>
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<a id="a2e50537b138c27e2e30e8d3a568fbee0" name="a2e50537b138c27e2e30e8d3a568fbee0"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#a2e50537b138c27e2e30e8d3a568fbee0">◆ </a></span>average</h2>
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<td class="memname">double average = 0.0</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00101">101</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a2a897122b37c5a906205687aecdb627b">◆ </a></span>l2_norm</h2>
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<td class="memname">double l2_norm = 0.0</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00102">102</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<a id="a90a377dabbff2504d9c2c3a51030d216" name="a90a377dabbff2504d9c2c3a51030d216"></a>
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<h2 class="memtitle"><span class="permalink"><a href="#a90a377dabbff2504d9c2c3a51030d216">◆ </a></span>largest</h2>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00099">99</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aa2e8644f5973aaf5614f7694ef29281d">◆ </a></span>max_col_norm</h2>
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<td class="memname">double max_col_norm</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00106">106</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a50b61c289d15248d14d7e2560242f08c">◆ </a></span>max_row_norm</h2>
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<td class="memname">double max_row_norm</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00108">108</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aed33cfe7d4d1bcda205ef2b972014b69">◆ </a></span>min_col_norm</h2>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00107">107</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a2bc5760472b765b9ccbba08b19a93ac1">◆ </a></span>min_row_norm</h2>
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<td class="memname">double min_row_norm</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00109">109</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<td class="memname">int64_t num_finite = 0</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00097">97</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<td class="memname">int64_t num_nonzero = 0</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00098">98</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a229a2d9c49444ad43e50c4efddb3b607">◆ </a></span>smallest</h2>
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<td class="memname">double smallest = 0.0</td>
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<p class="definition">Definition at line <a class="el" href="sharded__optimization__utils_8cc_source.html#l00100">100</a> of file <a class="el" href="sharded__optimization__utils_8cc_source.html">sharded_optimization_utils.cc</a>.</p>
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