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<div class="title">reduced_costs.cc</div> </div>
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<a href="reduced__costs_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="reduced__costs_8h.html">ortools/glop/reduced_costs.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 <random></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">#ifdef OMP</span></div>
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<div class="line"><a name="l00019"></a><span class="lineno"> 19</span> <span class="preprocessor">#include <omp.h></span></div>
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<div class="line"><a name="l00020"></a><span class="lineno"> 20</span> <span class="preprocessor">#endif</span></div>
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<div class="line"><a name="l00021"></a><span class="lineno"> 21</span>  </div>
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<div class="line"><a name="l00022"></a><span class="lineno"> 22</span> <span class="preprocessor">#include "<a class="code" href="lp__data_2lp__utils_8h.html">ortools/lp_data/lp_utils.h</a>"</span></div>
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<div class="line"><a name="l00023"></a><span class="lineno"> 23</span>  </div>
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<div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="keyword">namespace </span><a class="code" href="namespaceoperations__research.html">operations_research</a> {</div>
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<div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="keyword">namespace </span>glop {</div>
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<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  </div>
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<div class="line"><a name="l00027"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e008630c00effb02317870ad521356e"> 27</a></span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e008630c00effb02317870ad521356e">ReducedCosts::ReducedCosts</a>(<span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">CompactSparseMatrix</a>& matrix,</div>
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<div class="line"><a name="l00028"></a><span class="lineno"> 28</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& objective,</div>
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<div class="line"><a name="l00029"></a><span class="lineno"> 29</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">RowToColMapping</a>& basis,</div>
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<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html">VariablesInfo</a>& variables_info,</div>
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<div class="line"><a name="l00031"></a><span class="lineno"> 31</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html">BasisFactorization</a>& basis_factorization,</div>
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<div class="line"><a name="l00032"></a><span class="lineno"> 32</span>  <a class="code" href="namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b">random_engine_t</a>* random)</div>
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<div class="line"><a name="l00033"></a><span class="lineno"> 33</span>  : matrix_(matrix),</div>
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<div class="line"><a name="l00034"></a><span class="lineno"> 34</span>  <a class="code" href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a>(objective),</div>
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<div class="line"><a name="l00035"></a><span class="lineno"> 35</span>  basis_(basis),</div>
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<div class="line"><a name="l00036"></a><span class="lineno"> 36</span>  variables_info_(variables_info),</div>
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<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  basis_factorization_(basis_factorization),</div>
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<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  random_(random),</div>
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<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  parameters_(),</div>
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<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  stats_(),</div>
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<div class="line"><a name="l00041"></a><span class="lineno"> 41</span>  must_refactorize_basis_(false),</div>
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<div class="line"><a name="l00042"></a><span class="lineno"> 42</span>  recompute_basic_objective_left_inverse_(true),</div>
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<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  recompute_basic_objective_(true),</div>
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<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  recompute_reduced_costs_(true),</div>
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<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  are_reduced_costs_precise_(false),</div>
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<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  are_reduced_costs_recomputed_(false),</div>
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<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  basic_objective_(),</div>
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<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  reduced_costs_(),</div>
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<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  basic_objective_left_inverse_(),</div>
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<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  dual_feasibility_tolerance_(),</div>
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<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  is_dual_infeasible_(),</div>
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<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  are_dual_infeasible_positions_maintained_(false) {}</div>
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<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  </div>
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<div class="line"><a name="l00054"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc"> 54</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">ReducedCosts::NeedsBasisRefactorization</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  <span class="keywordflow">return</span> must_refactorize_basis_;</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>  </div>
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<div class="line"><a name="l00058"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5c1aa768eb415af87f5d87c4cec7291e"> 58</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5c1aa768eb415af87f5d87c4cec7291e">ReducedCosts::TestEnteringReducedCostPrecision</a>(</div>
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<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  ColIndex entering_col, <span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a>& direction,</div>
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<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* reduced_cost) {</div>
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<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  <span class="keywordflow">if</span> (recompute_basic_objective_) {</div>
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<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  ComputeBasicObjective();</div>
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<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  }</div>
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<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> old_reduced_cost = reduced_costs_[entering_col];</div>
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<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> precise_reduced_cost =</div>
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<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  objective_[entering_col] + cost_perturbations_[entering_col] -</div>
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<div class="line"><a name="l00068"></a><span class="lineno"> 68</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">PreciseScalarProduct</a>(basic_objective_, direction);</div>
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<div class="line"><a name="l00069"></a><span class="lineno"> 69</span>  </div>
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<div class="line"><a name="l00070"></a><span class="lineno"> 70</span>  <span class="comment">// Update the reduced cost of the entering variable with the precise version.</span></div>
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<div class="line"><a name="l00071"></a><span class="lineno"> 71</span>  reduced_costs_[entering_col] = precise_reduced_cost;</div>
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<div class="line"><a name="l00072"></a><span class="lineno"> 72</span>  *reduced_cost = precise_reduced_cost;</div>
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<div class="line"><a name="l00073"></a><span class="lineno"> 73</span>  <span class="keywordflow">if</span> (are_dual_infeasible_positions_maintained_) {</div>
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<div class="line"><a name="l00074"></a><span class="lineno"> 74</span>  is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">Set</a>(entering_col,</div>
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<div class="line"><a name="l00075"></a><span class="lineno"> 75</span>  <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(entering_col));</div>
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<div class="line"><a name="l00076"></a><span class="lineno"> 76</span>  </div>
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<div class="line"><a name="l00077"></a><span class="lineno"> 77</span>  <span class="comment">// Check if the entering column is still a valid candidate.</span></div>
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<div class="line"><a name="l00078"></a><span class="lineno"> 78</span>  <span class="keywordflow">if</span> (!is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(entering_col)) {</div>
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<div class="line"><a name="l00079"></a><span class="lineno"> 79</span>  <span class="comment">// If we don't have the reduced cost with maximum precision, we</span></div>
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<div class="line"><a name="l00080"></a><span class="lineno"> 80</span>  <span class="comment">// return false and the next ChooseEnteringColumn() will recompute them.</span></div>
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<div class="line"><a name="l00081"></a><span class="lineno"> 81</span>  <span class="comment">// If they are already precise, we will skip this one (since it is no</span></div>
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<div class="line"><a name="l00082"></a><span class="lineno"> 82</span>  <span class="comment">// longer a candidate).</span></div>
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<div class="line"><a name="l00083"></a><span class="lineno"> 83</span>  <span class="keywordflow">if</span> (!are_reduced_costs_precise_) {</div>
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<div class="line"><a name="l00084"></a><span class="lineno"> 84</span>  <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a name="l00085"></a><span class="lineno"> 85</span>  }</div>
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<div class="line"><a name="l00086"></a><span class="lineno"> 86</span>  <span class="keywordflow">return</span> <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00087"></a><span class="lineno"> 87</span>  }</div>
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<div class="line"><a name="l00088"></a><span class="lineno"> 88</span>  }</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">// At this point, we have an entering variable that will move the objective in</span></div>
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<div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="comment">// the good direction. We check the precision of the reduced cost and edges</span></div>
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<div class="line"><a name="l00092"></a><span class="lineno"> 92</span>  <span class="comment">// norm, but even if they are imprecise, we finish this pivot and will</span></div>
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<div class="line"><a name="l00093"></a><span class="lineno"> 93</span>  <span class="comment">// recompute them during the next call to ChooseEnteringColumn().</span></div>
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<div class="line"><a name="l00094"></a><span class="lineno"> 94</span>  </div>
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<div class="line"><a name="l00095"></a><span class="lineno"> 95</span>  <span class="comment">// Estimate the accuracy of the reduced costs using the entering variable.</span></div>
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<div class="line"><a name="l00096"></a><span class="lineno"> 96</span>  <span class="keywordflow">if</span> (!recompute_reduced_costs_) {</div>
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<div class="line"><a name="l00097"></a><span class="lineno"> 97</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> estimated_reduced_costs_accuracy =</div>
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<div class="line"><a name="l00098"></a><span class="lineno"> 98</span>  old_reduced_cost - precise_reduced_cost;</div>
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<div class="line"><a name="l00099"></a><span class="lineno"> 99</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> scale =</div>
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<div class="line"><a name="l00100"></a><span class="lineno"> 100</span>  (std::abs(precise_reduced_cost) <= 1.0) ? 1.0 : precise_reduced_cost;</div>
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<div class="line"><a name="l00101"></a><span class="lineno"> 101</span>  stats_.reduced_costs_accuracy.Add(estimated_reduced_costs_accuracy / scale);</div>
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<div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <span class="keywordflow">if</span> (std::abs(estimated_reduced_costs_accuracy) / scale ></div>
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<div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  parameters_.recompute_reduced_costs_threshold()) {</div>
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<div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Recomputing reduced costs, value = "</span> << precise_reduced_cost</div>
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<div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  << <span class="stringliteral">" error = "</span></div>
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<div class="line"><a name="l00106"></a><span class="lineno"> 106</span>  << std::abs(precise_reduced_cost - old_reduced_cost);</div>
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<div class="line"><a name="l00107"></a><span class="lineno"> 107</span>  <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">MakeReducedCostsPrecise</a>();</div>
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<div class="line"><a name="l00108"></a><span class="lineno"> 108</span>  }</div>
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<div class="line"><a name="l00109"></a><span class="lineno"> 109</span>  }</div>
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<div class="line"><a name="l00110"></a><span class="lineno"> 110</span>  <span class="keywordflow">return</span> <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00111"></a><span class="lineno"> 111</span> }</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"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17"> 113</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">ReducedCosts::ComputeMaximumDualResidual</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00114"></a><span class="lineno"> 114</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00115"></a><span class="lineno"> 115</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!recompute_reduced_costs_);</div>
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<div class="line"><a name="l00116"></a><span class="lineno"> 116</span>  <span class="keywordflow">if</span> (recompute_reduced_costs_) <span class="keywordflow">return</span> 0.0;</div>
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<div class="line"><a name="l00117"></a><span class="lineno"> 117</span>  </div>
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<div class="line"><a name="l00118"></a><span class="lineno"> 118</span>  <span class="comment">// The current reduced costs of the slack columns are the opposite of the dual</span></div>
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<div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <span class="comment">// values. Note that they are updated by UpdateBeforeBasisPivot().</span></div>
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<div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  <span class="keyword">const</span> RowIndex num_rows = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>();</div>
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<div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <span class="keyword">const</span> ColIndex first_slack_col = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>() - <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows);</div>
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<div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a> dual_values(<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(num_rows), 0.0);</div>
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<div class="line"><a name="l00123"></a><span class="lineno"> 123</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> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a name="l00124"></a><span class="lineno"> 124</span>  <span class="keyword">const</span> ColIndex row_as_col = <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="l00125"></a><span class="lineno"> 125</span>  <span class="keyword">const</span> ColIndex slack_col = first_slack_col + row_as_col;</div>
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<div class="line"><a name="l00126"></a><span class="lineno"> 126</span>  dual_values[row_as_col] = objective_[slack_col] +</div>
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<div class="line"><a name="l00127"></a><span class="lineno"> 127</span>  cost_perturbations_[slack_col] -</div>
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<div class="line"><a name="l00128"></a><span class="lineno"> 128</span>  reduced_costs_[slack_col];</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>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_residual_error(0.0);</div>
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<div class="line"><a name="l00131"></a><span class="lineno"> 131</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> < num_rows; ++<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</a>) {</div>
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<div class="line"><a name="l00132"></a><span class="lineno"> 132</span>  <span class="keyword">const</span> ColIndex basic_col = basis_[<a class="code" href="markowitz_8cc.html#aea35f36ba98d5bbd8d033382f50c9e52">row</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> residual =</div>
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<div class="line"><a name="l00134"></a><span class="lineno"> 134</span>  objective_[basic_col] + cost_perturbations_[basic_col] -</div>
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<div class="line"><a name="l00135"></a><span class="lineno"> 135</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(basic_col, dual_values);</div>
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<div class="line"><a name="l00136"></a><span class="lineno"> 136</span>  dual_residual_error = <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(dual_residual_error, std::abs(residual));</div>
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<div class="line"><a name="l00137"></a><span class="lineno"> 137</span>  }</div>
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<div class="line"><a name="l00138"></a><span class="lineno"> 138</span>  <span class="keywordflow">return</span> dual_residual_error;</div>
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<div class="line"><a name="l00139"></a><span class="lineno"> 139</span> }</div>
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<div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  </div>
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<div class="line"><a name="l00141"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8"> 141</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">ReducedCosts::ComputeMaximumDualInfeasibility</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00143"></a><span class="lineno"> 143</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!recompute_reduced_costs_);</div>
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<div class="line"><a name="l00144"></a><span class="lineno"> 144</span>  <span class="keywordflow">if</span> (recompute_reduced_costs_) <span class="keywordflow">return</span> 0.0;</div>
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<div class="line"><a name="l00145"></a><span class="lineno"> 145</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> maximum_dual_infeasibility = 0.0;</div>
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<div class="line"><a name="l00146"></a><span class="lineno"> 146</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l00147"></a><span class="lineno"> 147</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l00148"></a><span class="lineno"> 148</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</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> rc = reduced_costs_[<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="keywordflow">if</span> ((can_increase.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc < 0.0) ||</div>
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<div class="line"><a name="l00151"></a><span class="lineno"> 151</span>  (can_decrease.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc > 0.0)) {</div>
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<div class="line"><a name="l00152"></a><span class="lineno"> 152</span>  maximum_dual_infeasibility =</div>
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<div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(maximum_dual_infeasibility, std::abs(rc));</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>  <span class="keywordflow">return</span> maximum_dual_infeasibility;</div>
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<div class="line"><a name="l00157"></a><span class="lineno"> 157</span> }</div>
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<div class="line"><a name="l00158"></a><span class="lineno"> 158</span>  </div>
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<div class="line"><a name="l00159"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac94752dc73c0d1b2365347839237e8e0"> 159</a></span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac94752dc73c0d1b2365347839237e8e0">ReducedCosts::ComputeSumOfDualInfeasibilities</a>()<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00160"></a><span class="lineno"> 160</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00161"></a><span class="lineno"> 161</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!recompute_reduced_costs_);</div>
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<div class="line"><a name="l00162"></a><span class="lineno"> 162</span>  <span class="keywordflow">if</span> (recompute_reduced_costs_) <span class="keywordflow">return</span> 0.0;</div>
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<div class="line"><a name="l00163"></a><span class="lineno"> 163</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_infeasibility_sum = 0.0;</div>
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<div class="line"><a name="l00164"></a><span class="lineno"> 164</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l00165"></a><span class="lineno"> 165</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l00166"></a><span class="lineno"> 166</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>()) {</div>
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<div class="line"><a name="l00167"></a><span class="lineno"> 167</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> rc = reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00168"></a><span class="lineno"> 168</span>  <span class="keywordflow">if</span> ((can_increase.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc < 0.0) ||</div>
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<div class="line"><a name="l00169"></a><span class="lineno"> 169</span>  (can_decrease.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && rc > 0.0)) {</div>
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<div class="line"><a name="l00170"></a><span class="lineno"> 170</span>  dual_infeasibility_sum += std::abs(std::abs(rc));</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="keywordflow">return</span> dual_infeasibility_sum;</div>
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<div class="line"><a name="l00174"></a><span class="lineno"> 174</span> }</div>
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<div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  </div>
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<div class="line"><a name="l00176"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056"> 176</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">ReducedCosts::UpdateBeforeBasisPivot</a>(ColIndex entering_col,</div>
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<div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  RowIndex leaving_row,</div>
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<div class="line"><a name="l00178"></a><span class="lineno"> 178</span>  <span class="keyword">const</span> <a class="code" href="structoperations__research_1_1glop_1_1_scattered_column.html">ScatteredColumn</a>& direction,</div>
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<div class="line"><a name="l00179"></a><span class="lineno"> 179</span>  <a class="code" href="classoperations__research_1_1glop_1_1_update_row.html">UpdateRow</a>* update_row) {</div>
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<div class="line"><a name="l00180"></a><span class="lineno"> 180</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00181"></a><span class="lineno"> 181</span>  <span class="keyword">const</span> ColIndex leaving_col = basis_[leaving_row];</div>
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<div class="line"><a name="l00182"></a><span class="lineno"> 182</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(entering_col));</div>
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<div class="line"><a name="l00183"></a><span class="lineno"> 183</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>().<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(leaving_col));</div>
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<div class="line"><a name="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="keywordflow">if</span> (are_dual_infeasible_positions_maintained_) {</div>
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<div class="line"><a name="l00186"></a><span class="lineno"> 186</span>  is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#a61e6f65595ec1afb4b7955f370c67c08">Clear</a>(entering_col);</div>
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<div class="line"><a name="l00187"></a><span class="lineno"> 187</span>  }</div>
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<div class="line"><a name="l00188"></a><span class="lineno"> 188</span>  UpdateReducedCosts(entering_col, leaving_col, leaving_row,</div>
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<div class="line"><a name="l00189"></a><span class="lineno"> 189</span>  direction[leaving_row], update_row);</div>
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<div class="line"><a name="l00190"></a><span class="lineno"> 190</span>  <span class="keywordflow">if</span> (are_dual_infeasible_positions_maintained_) {</div>
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<div class="line"><a name="l00191"></a><span class="lineno"> 191</span>  UpdateEnteringCandidates(update_row-><a class="code" href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">GetNonZeroPositions</a>());</div>
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<div class="line"><a name="l00192"></a><span class="lineno"> 192</span>  <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb">SetAndDebugCheckThatColumnIsDualFeasible</a>(leaving_col);</div>
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<div class="line"><a name="l00193"></a><span class="lineno"> 193</span>  }</div>
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<div class="line"><a name="l00194"></a><span class="lineno"> 194</span>  </div>
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<div class="line"><a name="l00195"></a><span class="lineno"> 195</span>  <span class="comment">// Note that it is important to update basic_objective_ AFTER calling</span></div>
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<div class="line"><a name="l00196"></a><span class="lineno"> 196</span>  <span class="comment">// UpdateReducedCosts().</span></div>
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<div class="line"><a name="l00197"></a><span class="lineno"> 197</span>  UpdateBasicObjective(entering_col, leaving_row);</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>  </div>
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<div class="line"><a name="l00200"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb"> 200</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb">ReducedCosts::SetAndDebugCheckThatColumnIsDualFeasible</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00201"></a><span class="lineno"> 201</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00202"></a><span class="lineno"> 202</span>  is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#a61e6f65595ec1afb4b7955f370c67c08">Clear</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00203"></a><span class="lineno"> 203</span>  <a class="code" href="base_2logging_8h.html#ae17f8119c108cf3070bad3449c7e0006">DCHECK</a>(!<a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a name="l00204"></a><span class="lineno"> 204</span> }</div>
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<div class="line"><a name="l00205"></a><span class="lineno"> 205</span>  </div>
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<div class="line"><a name="l00206"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d"> 206</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">ReducedCosts::SetNonBasicVariableCostToZero</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>,</div>
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<div class="line"><a name="l00207"></a><span class="lineno"> 207</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a>* current_cost) {</div>
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<div class="line"><a name="l00208"></a><span class="lineno"> 208</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">GetStatusRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>], <a class="code" href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">VariableStatus::BASIC</a>);</div>
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<div class="line"><a name="l00209"></a><span class="lineno"> 209</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(current_cost, &objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]);</div>
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<div class="line"><a name="l00210"></a><span class="lineno"> 210</span>  reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -= objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00211"></a><span class="lineno"> 211</span>  *current_cost = 0.0;</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>  </div>
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<div class="line"><a name="l00214"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea"> 214</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">ReducedCosts::SetParameters</a>(<span class="keyword">const</span> GlopParameters& <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>) {</div>
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<div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  parameters_ = <a class="code" href="cp__model__fz__solver_8cc.html#a10a1eab179b472c030bdc2a2efef7219">parameters</a>;</div>
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<div class="line"><a name="l00216"></a><span class="lineno"> 216</span> }</div>
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<div class="line"><a name="l00217"></a><span class="lineno"> 217</span>  </div>
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<div class="line"><a name="l00218"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c"> 218</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">ReducedCosts::ResetForNewObjective</a>() {</div>
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<div class="line"><a name="l00219"></a><span class="lineno"> 219</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00220"></a><span class="lineno"> 220</span>  recompute_basic_objective_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00221"></a><span class="lineno"> 221</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00222"></a><span class="lineno"> 222</span>  recompute_reduced_costs_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00223"></a><span class="lineno"> 223</span>  are_reduced_costs_precise_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00224"></a><span class="lineno"> 224</span> }</div>
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<div class="line"><a name="l00225"></a><span class="lineno"> 225</span>  </div>
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<div class="line"><a name="l00226"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58"> 226</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">ReducedCosts::UpdateDataOnBasisPermutation</a>() {</div>
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<div class="line"><a name="l00227"></a><span class="lineno"> 227</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  recompute_basic_objective_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00229"></a><span class="lineno"> 229</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00230"></a><span class="lineno"> 230</span> }</div>
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<div class="line"><a name="l00231"></a><span class="lineno"> 231</span>  </div>
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<div class="line"><a name="l00232"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2"> 232</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">ReducedCosts::MakeReducedCostsPrecise</a>() {</div>
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<div class="line"><a name="l00233"></a><span class="lineno"> 233</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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|
<div class="line"><a name="l00234"></a><span class="lineno"> 234</span>  <span class="keywordflow">if</span> (are_reduced_costs_precise_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  must_refactorize_basis_ = <span class="keyword">true</span>;</div>
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|
<div class="line"><a name="l00236"></a><span class="lineno"> 236</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
|
|
<div class="line"><a name="l00237"></a><span class="lineno"> 237</span>  recompute_reduced_costs_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00238"></a><span class="lineno"> 238</span> }</div>
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<div class="line"><a name="l00239"></a><span class="lineno"> 239</span>  </div>
|
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<div class="line"><a name="l00240"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e"> 240</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">ReducedCosts::PerturbCosts</a>() {</div>
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<div class="line"><a name="l00241"></a><span class="lineno"> 241</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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|
<div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(1) << <span class="stringliteral">"Perturbing the costs ... "</span>;</div>
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<div class="line"><a name="l00243"></a><span class="lineno"> 243</span>  </div>
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<div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> max_cost_magnitude = 0.0;</div>
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<div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  <span class="keyword">const</span> ColIndex structural_size =</div>
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|
<div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>() - <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
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<div class="line"><a name="l00247"></a><span class="lineno"> 247</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> < structural_size; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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|
<div class="line"><a name="l00248"></a><span class="lineno"> 248</span>  max_cost_magnitude =</div>
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<div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(max_cost_magnitude, std::abs(objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</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>  cost_perturbations_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
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<div class="line"><a name="l00253"></a><span class="lineno"> 253</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> < structural_size; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> objective = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00255"></a><span class="lineno"> 255</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> magnitude =</div>
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<div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  (1.0 + std::uniform_real_distribution<double>()(*random_)) *</div>
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<div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  (parameters_.relative_cost_perturbation() * std::abs(objective) +</div>
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<div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  parameters_.relative_max_cost_perturbation() * max_cost_magnitude);</div>
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<div class="line"><a name="l00259"></a><span class="lineno"> 259</span>  <a class="code" href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a>(magnitude, 0.0);</div>
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<div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  </div>
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<div class="line"><a name="l00261"></a><span class="lineno"> 261</span>  <span class="comment">// The perturbation direction is such that a dual-feasible solution stays</span></div>
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<div class="line"><a name="l00262"></a><span class="lineno"> 262</span>  <span class="comment">// feasible. This is important.</span></div>
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<div class="line"><a name="l00263"></a><span class="lineno"> 263</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866a">VariableType</a> type = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">GetTypeRow</a>()[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00264"></a><span class="lineno"> 264</span>  <span class="keywordflow">switch</span> (type) {</div>
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<div class="line"><a name="l00265"></a><span class="lineno"> 265</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa2882f30bbca588e5d0e88be217ce75c1">VariableType::UNCONSTRAINED</a>:</div>
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<div class="line"><a name="l00266"></a><span class="lineno"> 266</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00267"></a><span class="lineno"> 267</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">VariableType::FIXED_VARIABLE</a>:</div>
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<div class="line"><a name="l00268"></a><span class="lineno"> 268</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00269"></a><span class="lineno"> 269</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa9972b9c8a6068625d6cf1f789f3fd872">VariableType::LOWER_BOUNDED</a>:</div>
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<div class="line"><a name="l00270"></a><span class="lineno"> 270</span>  cost_perturbations_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = magnitude;</div>
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<div class="line"><a name="l00271"></a><span class="lineno"> 271</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00272"></a><span class="lineno"> 272</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aae7243c883ff6508ee41b3b1339a7e8f1">VariableType::UPPER_BOUNDED</a>:</div>
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<div class="line"><a name="l00273"></a><span class="lineno"> 273</span>  cost_perturbations_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -magnitude;</div>
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<div class="line"><a name="l00274"></a><span class="lineno"> 274</span>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00275"></a><span class="lineno"> 275</span>  <span class="keywordflow">case</span> <a class="code" href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa62e32b9a6efb029208f576ee123b459f">VariableType::UPPER_AND_LOWER_BOUNDED</a>:</div>
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<div class="line"><a name="l00276"></a><span class="lineno"> 276</span>  <span class="comment">// Here we don't necessarily maintain the dual-feasibility of a dual</span></div>
|
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<div class="line"><a name="l00277"></a><span class="lineno"> 277</span>  <span class="comment">// feasible solution, however we can always shift the variable to its</span></div>
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<div class="line"><a name="l00278"></a><span class="lineno"> 278</span>  <span class="comment">// other bound (because it is boxed) to restore dual-feasiblity. This is</span></div>
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<div class="line"><a name="l00279"></a><span class="lineno"> 279</span>  <span class="comment">// done by MakeBoxedVariableDualFeasible() at the end of the dual</span></div>
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<div class="line"><a name="l00280"></a><span class="lineno"> 280</span>  <span class="comment">// phase-I algorithm.</span></div>
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<div class="line"><a name="l00281"></a><span class="lineno"> 281</span>  <span class="keywordflow">if</span> (objective > 0.0) {</div>
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<div class="line"><a name="l00282"></a><span class="lineno"> 282</span>  cost_perturbations_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = magnitude;</div>
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<div class="line"><a name="l00283"></a><span class="lineno"> 283</span>  } <span class="keywordflow">else</span> <span class="keywordflow">if</span> (objective < 0.0) {</div>
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<div class="line"><a name="l00284"></a><span class="lineno"> 284</span>  cost_perturbations_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -magnitude;</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>  <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00287"></a><span class="lineno"> 287</span>  }</div>
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<div class="line"><a name="l00288"></a><span class="lineno"> 288</span>  }</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>  </div>
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<div class="line"><a name="l00291"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a2dfd88b95d16c53f032f31e13ce8d233"> 291</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a2dfd88b95d16c53f032f31e13ce8d233">ReducedCosts::ShiftCost</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00292"></a><span class="lineno"> 292</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00293"></a><span class="lineno"> 293</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> kToleranceFactor = parameters_.degenerate_ministep_factor();</div>
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<div class="line"><a name="l00294"></a><span class="lineno"> 294</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> small_step =</div>
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<div class="line"><a name="l00295"></a><span class="lineno"> 295</span>  dual_feasibility_tolerance_ *</div>
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<div class="line"><a name="l00296"></a><span class="lineno"> 296</span>  (reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] > 0.0 ? kToleranceFactor : -kToleranceFactor);</div>
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<div class="line"><a name="l00297"></a><span class="lineno"> 297</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(stats_.cost_shift.Add(reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + small_step));</div>
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<div class="line"><a name="l00298"></a><span class="lineno"> 298</span>  cost_perturbations_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -= reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + small_step;</div>
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<div class="line"><a name="l00299"></a><span class="lineno"> 299</span>  reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = -small_step;</div>
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<div class="line"><a name="l00300"></a><span class="lineno"> 300</span> }</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"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6"> 302</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">ReducedCosts::ClearAndRemoveCostShifts</a>() {</div>
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<div class="line"><a name="l00303"></a><span class="lineno"> 303</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00304"></a><span class="lineno"> 304</span>  cost_perturbations_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">AssignToZero</a>(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>());</div>
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<div class="line"><a name="l00305"></a><span class="lineno"> 305</span>  recompute_basic_objective_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00306"></a><span class="lineno"> 306</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00307"></a><span class="lineno"> 307</span>  recompute_reduced_costs_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00308"></a><span class="lineno"> 308</span>  are_reduced_costs_precise_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00309"></a><span class="lineno"> 309</span> }</div>
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<div class="line"><a name="l00310"></a><span class="lineno"> 310</span>  </div>
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<div class="line"><a name="l00311"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0"> 311</a></span> <span class="keywordtype">void</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">ReducedCosts::MaintainDualInfeasiblePositions</a>(<span class="keywordtype">bool</span> maintain) {</div>
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<div class="line"><a name="l00312"></a><span class="lineno"> 312</span>  are_dual_infeasible_positions_maintained_ = maintain;</div>
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<div class="line"><a name="l00313"></a><span class="lineno"> 313</span>  <span class="keywordflow">if</span> (are_dual_infeasible_positions_maintained_ && !recompute_reduced_costs_) {</div>
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<div class="line"><a name="l00314"></a><span class="lineno"> 314</span>  ResetDualInfeasibilityBitSet();</div>
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<div class="line"><a name="l00315"></a><span class="lineno"> 315</span>  }</div>
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<div class="line"><a name="l00316"></a><span class="lineno"> 316</span> }</div>
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<div class="line"><a name="l00317"></a><span class="lineno"> 317</span>  </div>
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<div class="line"><a name="l00318"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251"> 318</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseRow</a>& <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">ReducedCosts::GetReducedCosts</a>() {</div>
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<div class="line"><a name="l00319"></a><span class="lineno"> 319</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00320"></a><span class="lineno"> 320</span>  RecomputeReducedCostsAndPrimalEnteringCandidatesIfNeeded();</div>
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<div class="line"><a name="l00321"></a><span class="lineno"> 321</span>  <span class="keywordflow">return</span> reduced_costs_;</div>
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<div class="line"><a name="l00322"></a><span class="lineno"> 322</span> }</div>
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<div class="line"><a name="l00323"></a><span class="lineno"> 323</span>  </div>
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<div class="line"><a name="l00324"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc"> 324</a></span> <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">DenseColumn</a>& <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">ReducedCosts::GetDualValues</a>() {</div>
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<div class="line"><a name="l00325"></a><span class="lineno"> 325</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00326"></a><span class="lineno"> 326</span>  ComputeBasicObjectiveLeftInverse();</div>
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<div class="line"><a name="l00327"></a><span class="lineno"> 327</span>  <span class="keywordflow">return</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">Transpose</a>(basic_objective_left_inverse_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
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<div class="line"><a name="l00328"></a><span class="lineno"> 328</span> }</div>
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<div class="line"><a name="l00329"></a><span class="lineno"> 329</span>  </div>
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<div class="line"><a name="l00330"></a><span class="lineno"> 330</span> <span class="keywordtype">void</span> ReducedCosts::RecomputeReducedCostsAndPrimalEnteringCandidatesIfNeeded() {</div>
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<div class="line"><a name="l00331"></a><span class="lineno"> 331</span>  <span class="keywordflow">if</span> (basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>()) {</div>
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<div class="line"><a name="l00332"></a><span class="lineno"> 332</span>  must_refactorize_basis_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00333"></a><span class="lineno"> 333</span>  }</div>
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<div class="line"><a name="l00334"></a><span class="lineno"> 334</span>  <span class="keywordflow">if</span> (recompute_reduced_costs_) {</div>
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<div class="line"><a name="l00335"></a><span class="lineno"> 335</span>  ComputeReducedCosts();</div>
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<div class="line"><a name="l00336"></a><span class="lineno"> 336</span>  <span class="keywordflow">if</span> (are_dual_infeasible_positions_maintained_) {</div>
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<div class="line"><a name="l00337"></a><span class="lineno"> 337</span>  ResetDualInfeasibilityBitSet();</div>
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<div class="line"><a name="l00338"></a><span class="lineno"> 338</span>  }</div>
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<div class="line"><a name="l00339"></a><span class="lineno"> 339</span>  }</div>
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<div class="line"><a name="l00340"></a><span class="lineno"> 340</span> }</div>
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<div class="line"><a name="l00341"></a><span class="lineno"> 341</span>  </div>
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<div class="line"><a name="l00342"></a><span class="lineno"> 342</span> <span class="keywordtype">void</span> ReducedCosts::ComputeBasicObjective() {</div>
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<div class="line"><a name="l00343"></a><span class="lineno"> 343</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00344"></a><span class="lineno"> 344</span>  <span class="keyword">const</span> ColIndex num_cols_in_basis = <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
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<div class="line"><a name="l00345"></a><span class="lineno"> 345</span>  cost_perturbations_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>(), 0.0);</div>
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<div class="line"><a name="l00346"></a><span class="lineno"> 346</span>  basic_objective_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols_in_basis, 0.0);</div>
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<div class="line"><a name="l00347"></a><span class="lineno"> 347</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols_in_basis; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00348"></a><span class="lineno"> 348</span>  <span class="keyword">const</span> ColIndex basis_col = basis_[<a class="code" href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">ColToRowIndex</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)];</div>
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<div class="line"><a name="l00349"></a><span class="lineno"> 349</span>  basic_objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] =</div>
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<div class="line"><a name="l00350"></a><span class="lineno"> 350</span>  objective_[basis_col] + cost_perturbations_[basis_col];</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>  recompute_basic_objective_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00353"></a><span class="lineno"> 353</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00354"></a><span class="lineno"> 354</span> }</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="keywordtype">void</span> ReducedCosts::ComputeReducedCosts() {</div>
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<div class="line"><a name="l00357"></a><span class="lineno"> 357</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00358"></a><span class="lineno"> 358</span>  <span class="keywordflow">if</span> (recompute_basic_objective_left_inverse_) {</div>
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<div class="line"><a name="l00359"></a><span class="lineno"> 359</span>  ComputeBasicObjectiveLeftInverse();</div>
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<div class="line"><a name="l00360"></a><span class="lineno"> 360</span>  }</div>
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<div class="line"><a name="l00361"></a><span class="lineno"> 361</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> dual_residual_error(0.0);</div>
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<div class="line"><a name="l00362"></a><span class="lineno"> 362</span>  <span class="keyword">const</span> ColIndex num_cols = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>();</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>  reduced_costs_.<a class="code" href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">resize</a>(num_cols, 0.0);</div>
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<div class="line"><a name="l00365"></a><span class="lineno"> 365</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& is_basic = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">GetIsBasicBitRow</a>();</div>
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<div class="line"><a name="l00366"></a><span class="lineno"> 366</span> <span class="preprocessor">#ifdef OMP</span></div>
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<div class="line"><a name="l00367"></a><span class="lineno"> 367</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_omp_threads = parameters_.num_omp_threads();</div>
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<div class="line"><a name="l00368"></a><span class="lineno"> 368</span> <span class="preprocessor">#else</span></div>
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<div class="line"><a name="l00369"></a><span class="lineno"> 369</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> num_omp_threads = 1;</div>
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<div class="line"><a name="l00370"></a><span class="lineno"> 370</span> <span class="preprocessor">#endif</span></div>
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<div class="line"><a name="l00371"></a><span class="lineno"> 371</span>  <span class="keywordflow">if</span> (num_omp_threads == 1) {</div>
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<div class="line"><a name="l00372"></a><span class="lineno"> 372</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00373"></a><span class="lineno"> 373</span>  reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + cost_perturbations_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -</div>
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<div class="line"><a name="l00374"></a><span class="lineno"> 374</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(</div>
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<div class="line"><a name="l00375"></a><span class="lineno"> 375</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, basic_objective_left_inverse_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
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<div class="line"><a name="l00376"></a><span class="lineno"> 376</span>  </div>
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<div class="line"><a name="l00377"></a><span class="lineno"> 377</span>  <span class="comment">// We also compute the dual residual error y.B - c_B.</span></div>
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<div class="line"><a name="l00378"></a><span class="lineno"> 378</span>  <span class="keywordflow">if</span> (is_basic.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a name="l00379"></a><span class="lineno"> 379</span>  dual_residual_error =</div>
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<div class="line"><a name="l00380"></a><span class="lineno"> 380</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(dual_residual_error, std::abs(reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a name="l00381"></a><span class="lineno"> 381</span>  }</div>
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<div class="line"><a name="l00382"></a><span class="lineno"> 382</span>  }</div>
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<div class="line"><a name="l00383"></a><span class="lineno"> 383</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00384"></a><span class="lineno"> 384</span> <span class="preprocessor">#ifdef OMP</span></div>
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<div class="line"><a name="l00385"></a><span class="lineno"> 385</span>  <span class="comment">// In the multi-threaded case, perform the same computation as in the</span></div>
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<div class="line"><a name="l00386"></a><span class="lineno"> 386</span>  <span class="comment">// single-threaded case above.</span></div>
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<div class="line"><a name="l00387"></a><span class="lineno"> 387</span>  std::vector<Fractional> thread_local_dual_residual_error(num_omp_threads,</div>
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<div class="line"><a name="l00388"></a><span class="lineno"> 388</span>  0.0);</div>
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<div class="line"><a name="l00389"></a><span class="lineno"> 389</span>  <span class="keyword">const</span> <span class="keywordtype">int</span> parallel_loop_size = num_cols.value();</div>
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<div class="line"><a name="l00390"></a><span class="lineno"> 390</span> <span class="preprocessor">#pragma omp parallel for num_threads(num_omp_threads)</span></div>
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<div class="line"><a name="l00391"></a><span class="lineno"> 391</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < parallel_loop_size; i++) {</div>
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<div class="line"><a name="l00392"></a><span class="lineno"> 392</span>  <span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(i);</div>
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<div class="line"><a name="l00393"></a><span class="lineno"> 393</span>  reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] = objective_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] + objective_perturbation_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] -</div>
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<div class="line"><a name="l00394"></a><span class="lineno"> 394</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">ColumnScalarProduct</a>(</div>
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<div class="line"><a name="l00395"></a><span class="lineno"> 395</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, basic_objective_left_inverse_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>);</div>
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<div class="line"><a name="l00396"></a><span class="lineno"> 396</span>  </div>
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<div class="line"><a name="l00397"></a><span class="lineno"> 397</span>  <span class="keywordflow">if</span> (is_basic.IsSet(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)) {</div>
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<div class="line"><a name="l00398"></a><span class="lineno"> 398</span>  thread_local_dual_residual_error[omp_get_thread_num()] =</div>
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<div class="line"><a name="l00399"></a><span class="lineno"> 399</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(thread_local_dual_residual_error[omp_get_thread_num()],</div>
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<div class="line"><a name="l00400"></a><span class="lineno"> 400</span>  std::abs(reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>]));</div>
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<div class="line"><a name="l00401"></a><span class="lineno"> 401</span>  }</div>
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<div class="line"><a name="l00402"></a><span class="lineno"> 402</span>  }</div>
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<div class="line"><a name="l00403"></a><span class="lineno"> 403</span>  <span class="comment">// end of omp parallel for</span></div>
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<div class="line"><a name="l00404"></a><span class="lineno"> 404</span>  <span class="keywordflow">for</span> (<span class="keywordtype">int</span> i = 0; i < num_omp_threads; i++) {</div>
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<div class="line"><a name="l00405"></a><span class="lineno"> 405</span>  dual_residual_error =</div>
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<div class="line"><a name="l00406"></a><span class="lineno"> 406</span>  <a class="code" href="alldiff__cst_8cc.html#a9d0c202d5fdd62f4fa2c613339ff168a">std::max</a>(dual_residual_error, thread_local_dual_residual_error[i]);</div>
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<div class="line"><a name="l00407"></a><span class="lineno"> 407</span>  }</div>
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<div class="line"><a name="l00408"></a><span class="lineno"> 408</span> <span class="preprocessor">#endif </span><span class="comment">// OMP</span></div>
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<div class="line"><a name="l00409"></a><span class="lineno"> 409</span>  }</div>
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<div class="line"><a name="l00410"></a><span class="lineno"> 410</span>  </div>
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<div class="line"><a name="l00411"></a><span class="lineno"> 411</span>  recompute_reduced_costs_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00412"></a><span class="lineno"> 412</span>  are_reduced_costs_recomputed_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00413"></a><span class="lineno"> 413</span>  are_reduced_costs_precise_ = basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">IsRefactorized</a>();</div>
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<div class="line"><a name="l00414"></a><span class="lineno"> 414</span>  </div>
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<div class="line"><a name="l00415"></a><span class="lineno"> 415</span>  <span class="comment">// It is not resonable to have a dual tolerance lower than the current</span></div>
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<div class="line"><a name="l00416"></a><span class="lineno"> 416</span>  <span class="comment">// dual_residual_error, otherwise we may never terminate (This is happening on</span></div>
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<div class="line"><a name="l00417"></a><span class="lineno"> 417</span>  <span class="comment">// dfl001.mps with a low dual_feasibility_tolerance). Note that since we</span></div>
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<div class="line"><a name="l00418"></a><span class="lineno"> 418</span>  <span class="comment">// recompute the reduced costs with maximum precision before really exiting,</span></div>
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<div class="line"><a name="l00419"></a><span class="lineno"> 419</span>  <span class="comment">// it is fine to do a couple of iterations with a high zero tolerance.</span></div>
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<div class="line"><a name="l00420"></a><span class="lineno"> 420</span>  dual_feasibility_tolerance_ = parameters_.dual_feasibility_tolerance();</div>
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<div class="line"><a name="l00421"></a><span class="lineno"> 421</span>  <span class="keywordflow">if</span> (dual_residual_error > dual_feasibility_tolerance_) {</div>
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<div class="line"><a name="l00422"></a><span class="lineno"> 422</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Changing dual_feasibility_tolerance to "</span> << dual_residual_error;</div>
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<div class="line"><a name="l00423"></a><span class="lineno"> 423</span>  dual_feasibility_tolerance_ = dual_residual_error;</div>
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<div class="line"><a name="l00424"></a><span class="lineno"> 424</span>  }</div>
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<div class="line"><a name="l00425"></a><span class="lineno"> 425</span> }</div>
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<div class="line"><a name="l00426"></a><span class="lineno"> 426</span>  </div>
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<div class="line"><a name="l00427"></a><span class="lineno"> 427</span> <span class="keywordtype">void</span> ReducedCosts::ComputeBasicObjectiveLeftInverse() {</div>
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<div class="line"><a name="l00428"></a><span class="lineno"> 428</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00429"></a><span class="lineno"> 429</span>  <span class="keywordflow">if</span> (recompute_basic_objective_) {</div>
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<div class="line"><a name="l00430"></a><span class="lineno"> 430</span>  ComputeBasicObjective();</div>
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<div class="line"><a name="l00431"></a><span class="lineno"> 431</span>  }</div>
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<div class="line"><a name="l00432"></a><span class="lineno"> 432</span>  basic_objective_left_inverse_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a> = basic_objective_;</div>
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<div class="line"><a name="l00433"></a><span class="lineno"> 433</span>  basic_objective_left_inverse_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">non_zeros</a>.clear();</div>
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<div class="line"><a name="l00434"></a><span class="lineno"> 434</span>  basis_factorization_.<a class="code" href="classoperations__research_1_1glop_1_1_basis_factorization.html#aacdbeb58ac2d391f6586ad88db99ad61">LeftSolve</a>(&basic_objective_left_inverse_);</div>
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<div class="line"><a name="l00435"></a><span class="lineno"> 435</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00436"></a><span class="lineno"> 436</span>  <a class="code" href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a>(stats_.basic_objective_left_inverse_density.Add(</div>
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<div class="line"><a name="l00437"></a><span class="lineno"> 437</span>  <a class="code" href="namespaceoperations__research_1_1glop.html#a6b36bbbcd695191600dab9b88487ff18">Density</a>(basic_objective_left_inverse_.<a class="code" href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">values</a>)));</div>
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<div class="line"><a name="l00438"></a><span class="lineno"> 438</span>  </div>
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<div class="line"><a name="l00439"></a><span class="lineno"> 439</span>  <span class="comment">// TODO(user): Estimate its accuracy by a few scalar products, and refactorize</span></div>
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<div class="line"><a name="l00440"></a><span class="lineno"> 440</span>  <span class="comment">// if it is above a threshold?</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>  </div>
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<div class="line"><a name="l00443"></a><span class="lineno"> 443</span> <span class="comment">// Note that the update is such than the entering reduced cost is always set to</span></div>
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<div class="line"><a name="l00444"></a><span class="lineno"> 444</span> <span class="comment">// 0.0. In particular, because of this we can step in the wrong direction for</span></div>
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<div class="line"><a name="l00445"></a><span class="lineno"> 445</span> <span class="comment">// the dual method if the reduced cost is slightly infeasible.</span></div>
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<div class="line"><a name="l00446"></a><span class="lineno"> 446</span> <span class="keywordtype">void</span> ReducedCosts::UpdateReducedCosts(ColIndex entering_col,</div>
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<div class="line"><a name="l00447"></a><span class="lineno"> 447</span>  ColIndex leaving_col,</div>
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<div class="line"><a name="l00448"></a><span class="lineno"> 448</span>  RowIndex leaving_row, <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> pivot,</div>
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<div class="line"><a name="l00449"></a><span class="lineno"> 449</span>  UpdateRow* update_row) {</div>
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<div class="line"><a name="l00450"></a><span class="lineno"> 450</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(entering_col, leaving_col);</div>
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<div class="line"><a name="l00451"></a><span class="lineno"> 451</span>  <a class="code" href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a>(pivot, 0.0);</div>
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<div class="line"><a name="l00452"></a><span class="lineno"> 452</span>  <span class="keywordflow">if</span> (recompute_reduced_costs_) <span class="keywordflow">return</span>;</div>
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<div class="line"><a name="l00453"></a><span class="lineno"> 453</span>  </div>
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<div class="line"><a name="l00454"></a><span class="lineno"> 454</span>  <span class="comment">// Note that this is precise because of the CheckPrecision().</span></div>
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<div class="line"><a name="l00455"></a><span class="lineno"> 455</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> entering_reduced_cost = reduced_costs_[entering_col];</div>
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<div class="line"><a name="l00456"></a><span class="lineno"> 456</span>  </div>
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<div class="line"><a name="l00457"></a><span class="lineno"> 457</span>  <span class="comment">// Nothing to do if the entering reduced cost is 0.0.</span></div>
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<div class="line"><a name="l00458"></a><span class="lineno"> 458</span>  <span class="comment">// This correspond to a dual degenerate pivot.</span></div>
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<div class="line"><a name="l00459"></a><span class="lineno"> 459</span>  <span class="keywordflow">if</span> (entering_reduced_cost == 0.0) {</div>
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<div class="line"><a name="l00460"></a><span class="lineno"> 460</span>  <a class="code" href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a>(2) << <span class="stringliteral">"Reduced costs didn't change."</span>;</div>
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<div class="line"><a name="l00461"></a><span class="lineno"> 461</span>  </div>
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<div class="line"><a name="l00462"></a><span class="lineno"> 462</span>  <span class="comment">// TODO(user): the reduced costs may still be "precise" in this case, but</span></div>
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<div class="line"><a name="l00463"></a><span class="lineno"> 463</span>  <span class="comment">// other parts of the code assume that if they are precise then the basis</span></div>
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<div class="line"><a name="l00464"></a><span class="lineno"> 464</span>  <span class="comment">// was just refactorized in order to recompute them which is not the case</span></div>
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<div class="line"><a name="l00465"></a><span class="lineno"> 465</span>  <span class="comment">// here. Clean this up.</span></div>
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<div class="line"><a name="l00466"></a><span class="lineno"> 466</span>  are_reduced_costs_precise_ = <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">return</span>;</div>
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<div class="line"><a name="l00468"></a><span class="lineno"> 468</span>  }</div>
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<div class="line"><a name="l00469"></a><span class="lineno"> 469</span>  </div>
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<div class="line"><a name="l00470"></a><span class="lineno"> 470</span>  are_reduced_costs_recomputed_ = <span class="keyword">false</span>;</div>
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<div class="line"><a name="l00471"></a><span class="lineno"> 471</span>  update_row->ComputeUpdateRow(leaving_row);</div>
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<div class="line"><a name="l00472"></a><span class="lineno"> 472</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00473"></a><span class="lineno"> 473</span>  </div>
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<div class="line"><a name="l00474"></a><span class="lineno"> 474</span>  <span class="keyword">const</span> ColIndex first_slack_col =</div>
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<div class="line"><a name="l00475"></a><span class="lineno"> 475</span>  matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>() - <a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">num_rows</a>());</div>
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<div class="line"><a name="l00476"></a><span class="lineno"> 476</span>  </div>
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<div class="line"><a name="l00477"></a><span class="lineno"> 477</span>  <span class="comment">// Update the leaving variable reduced cost.</span></div>
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<div class="line"><a name="l00478"></a><span class="lineno"> 478</span>  <span class="comment">// '-pivot' is the value of the entering_edge at 'leaving_row'.</span></div>
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<div class="line"><a name="l00479"></a><span class="lineno"> 479</span>  <span class="comment">// The edge of the 'leaving_col' in the new basis is equal to</span></div>
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<div class="line"><a name="l00480"></a><span class="lineno"> 480</span>  <span class="comment">// 'entering_edge / -pivot'.</span></div>
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<div class="line"><a name="l00481"></a><span class="lineno"> 481</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> new_leaving_reduced_cost = entering_reduced_cost / -pivot;</div>
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<div class="line"><a name="l00482"></a><span class="lineno"> 482</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : update_row->GetNonZeroPositions()) {</div>
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<div class="line"><a name="l00483"></a><span class="lineno"> 483</span>  <span class="comment">// Because the columns are in order, it is safe to break here.</span></div>
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<div class="line"><a name="l00484"></a><span class="lineno"> 484</span>  <span class="keywordflow">if</span> (<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> >= first_slack_col) <span class="keywordflow">break</span>;</div>
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<div class="line"><a name="l00485"></a><span class="lineno"> 485</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = update_row->GetCoefficient(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>);</div>
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<div class="line"><a name="l00486"></a><span class="lineno"> 486</span>  reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>] += new_leaving_reduced_cost * coeff;</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>  are_reduced_costs_precise_ = <span class="keyword">false</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>  <span class="comment">// Always update the slack variable position so we have the dual values and</span></div>
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<div class="line"><a name="l00491"></a><span class="lineno"> 491</span>  <span class="comment">// we can use them in ComputeCurrentDualResidualError().</span></div>
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<div class="line"><a name="l00492"></a><span class="lineno"> 492</span>  <span class="keyword">const</span> ScatteredRow& unit_row_left_inverse =</div>
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<div class="line"><a name="l00493"></a><span class="lineno"> 493</span>  update_row->GetUnitRowLeftInverse();</div>
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<div class="line"><a name="l00494"></a><span class="lineno"> 494</span>  <span class="keywordflow">if</span> (unit_row_left_inverse.non_zeros.empty()) {</div>
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<div class="line"><a name="l00495"></a><span class="lineno"> 495</span>  <span class="keyword">const</span> ColIndex num_cols = unit_row_left_inverse.values.size();</div>
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<div class="line"><a name="l00496"></a><span class="lineno"> 496</span>  <span class="keywordflow">for</span> (ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>(0); <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> < num_cols; ++<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) {</div>
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<div class="line"><a name="l00497"></a><span class="lineno"> 497</span>  <span class="keyword">const</span> ColIndex slack_col = first_slack_col + <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a name="l00498"></a><span class="lineno"> 498</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = unit_row_left_inverse[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00499"></a><span class="lineno"> 499</span>  reduced_costs_[slack_col] += new_leaving_reduced_cost * coeff;</div>
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<div class="line"><a name="l00500"></a><span class="lineno"> 500</span>  }</div>
|
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<div class="line"><a name="l00501"></a><span class="lineno"> 501</span>  } <span class="keywordflow">else</span> {</div>
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<div class="line"><a name="l00502"></a><span class="lineno"> 502</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : unit_row_left_inverse.non_zeros) {</div>
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<div class="line"><a name="l00503"></a><span class="lineno"> 503</span>  <span class="keyword">const</span> ColIndex slack_col = first_slack_col + <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>;</div>
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<div class="line"><a name="l00504"></a><span class="lineno"> 504</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> coeff = unit_row_left_inverse[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00505"></a><span class="lineno"> 505</span>  reduced_costs_[slack_col] += new_leaving_reduced_cost * coeff;</div>
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<div class="line"><a name="l00506"></a><span class="lineno"> 506</span>  }</div>
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<div class="line"><a name="l00507"></a><span class="lineno"> 507</span>  }</div>
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<div class="line"><a name="l00508"></a><span class="lineno"> 508</span>  reduced_costs_[leaving_col] = new_leaving_reduced_cost;</div>
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<div class="line"><a name="l00509"></a><span class="lineno"> 509</span>  </div>
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<div class="line"><a name="l00510"></a><span class="lineno"> 510</span>  <span class="comment">// In the dual, since we compute the update before selecting the entering</span></div>
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<div class="line"><a name="l00511"></a><span class="lineno"> 511</span>  <span class="comment">// variable, this cost is still in the update_position_list, so we make sure</span></div>
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<div class="line"><a name="l00512"></a><span class="lineno"> 512</span>  <span class="comment">// it is 0 here.</span></div>
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<div class="line"><a name="l00513"></a><span class="lineno"> 513</span>  reduced_costs_[entering_col] = 0.0;</div>
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<div class="line"><a name="l00514"></a><span class="lineno"> 514</span> }</div>
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<div class="line"><a name="l00515"></a><span class="lineno"> 515</span>  </div>
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<div class="line"><a name="l00516"></a><span class="lineno"><a class="line" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b"> 516</a></span> <span class="keywordtype">bool</span> <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">ReducedCosts::IsValidPrimalEnteringCandidate</a>(ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>)<span class="keyword"> const </span>{</div>
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<div class="line"><a name="l00517"></a><span class="lineno"> 517</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00518"></a><span class="lineno"> 518</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l00519"></a><span class="lineno"> 519</span>  <span class="keyword">const</span> <a class="code" href="classoperations__research_1_1_bitset64.html">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l00520"></a><span class="lineno"> 520</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = dual_feasibility_tolerance_;</div>
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<div class="line"><a name="l00521"></a><span class="lineno"> 521</span>  <span class="keywordflow">return</span> (can_increase.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && (reduced_cost < -tolerance)) ||</div>
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<div class="line"><a name="l00522"></a><span class="lineno"> 522</span>  (can_decrease.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>) && (reduced_cost > tolerance));</div>
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<div class="line"><a name="l00523"></a><span class="lineno"> 523</span> }</div>
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<div class="line"><a name="l00524"></a><span class="lineno"> 524</span>  </div>
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<div class="line"><a name="l00525"></a><span class="lineno"> 525</span> <span class="keywordtype">void</span> ReducedCosts::ResetDualInfeasibilityBitSet() {</div>
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<div class="line"><a name="l00526"></a><span class="lineno"> 526</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00527"></a><span class="lineno"> 527</span>  <span class="keyword">const</span> ColIndex num_cols = matrix_.<a class="code" href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">num_cols</a>();</div>
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<div class="line"><a name="l00528"></a><span class="lineno"> 528</span>  is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#a039b0192ce008be5451bc87ca5eea65c">ClearAndResize</a>(num_cols);</div>
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<div class="line"><a name="l00529"></a><span class="lineno"> 529</span>  UpdateEnteringCandidates(variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">GetIsRelevantBitRow</a>());</div>
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<div class="line"><a name="l00530"></a><span class="lineno"> 530</span> }</div>
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<div class="line"><a name="l00531"></a><span class="lineno"> 531</span>  </div>
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<div class="line"><a name="l00532"></a><span class="lineno"> 532</span> <span class="comment">// A variable is an entering candidate if it can move in a direction that</span></div>
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<div class="line"><a name="l00533"></a><span class="lineno"> 533</span> <span class="comment">// minimizes the objective. That is, its value needs to increase if its</span></div>
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<div class="line"><a name="l00534"></a><span class="lineno"> 534</span> <span class="comment">// reduced cost is negative or it needs to decrease if its reduced cost is</span></div>
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<div class="line"><a name="l00535"></a><span class="lineno"> 535</span> <span class="comment">// positive (see the IsValidPrimalEnteringCandidate() function). Note that</span></div>
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<div class="line"><a name="l00536"></a><span class="lineno"> 536</span> <span class="comment">// this is the same as a dual-infeasible variable.</span></div>
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<div class="line"><a name="l00537"></a><span class="lineno"> 537</span> <span class="comment">//</span></div>
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<div class="line"><a name="l00538"></a><span class="lineno"> 538</span> <span class="comment">// Optimization for speed (The function is about 40% faster than the code in</span></div>
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<div class="line"><a name="l00539"></a><span class="lineno"> 539</span> <span class="comment">// IsValidPrimalEnteringCandidate() or a switch() on variable_status[col]). This</span></div>
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<div class="line"><a name="l00540"></a><span class="lineno"> 540</span> <span class="comment">// relies on the fact that (double1 > double2) returns a 1 or 0 result when</span></div>
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<div class="line"><a name="l00541"></a><span class="lineno"> 541</span> <span class="comment">// converted to an int. It also uses an XOR (which appears to be faster) since</span></div>
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<div class="line"><a name="l00542"></a><span class="lineno"> 542</span> <span class="comment">// the two conditions on the reduced cost are exclusive.</span></div>
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<div class="line"><a name="l00543"></a><span class="lineno"> 543</span> <span class="keyword">template</span> <<span class="keyword">typename</span> ColumnsToUpdate></div>
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<div class="line"><a name="l00544"></a><span class="lineno"> 544</span> <span class="keywordtype">void</span> ReducedCosts::UpdateEnteringCandidates(<span class="keyword">const</span> ColumnsToUpdate& cols) {</div>
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<div class="line"><a name="l00545"></a><span class="lineno"> 545</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00546"></a><span class="lineno"> 546</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> tolerance = dual_feasibility_tolerance_;</div>
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<div class="line"><a name="l00547"></a><span class="lineno"> 547</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& can_decrease = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">GetCanDecreaseBitRow</a>();</div>
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<div class="line"><a name="l00548"></a><span class="lineno"> 548</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">DenseBitRow</a>& can_increase = variables_info_.<a class="code" href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">GetCanIncreaseBitRow</a>();</div>
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<div class="line"><a name="l00549"></a><span class="lineno"> 549</span>  <span class="keywordflow">for</span> (<span class="keyword">const</span> ColIndex <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a> : cols) {</div>
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<div class="line"><a name="l00550"></a><span class="lineno"> 550</span>  <span class="keyword">const</span> <a class="code" href="namespaceoperations__research_1_1glop.html#a733947145e3e1631165b618b05c9ccb7">Fractional</a> reduced_cost = reduced_costs_[<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>];</div>
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<div class="line"><a name="l00551"></a><span class="lineno"> 551</span>  is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#a5fb43162f3e11f003dee3b21989b1007">SetBitFromOtherBitSets</a>(</div>
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<div class="line"><a name="l00552"></a><span class="lineno"> 552</span>  <a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>, can_decrease, reduced_cost > tolerance, can_increase,</div>
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<div class="line"><a name="l00553"></a><span class="lineno"> 553</span>  reduced_cost < -tolerance);</div>
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<div class="line"><a name="l00554"></a><span class="lineno"> 554</span>  <a class="code" href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a>(is_dual_infeasible_.<a class="code" href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">IsSet</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>),</div>
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<div class="line"><a name="l00555"></a><span class="lineno"> 555</span>  <a class="code" href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">IsValidPrimalEnteringCandidate</a>(<a class="code" href="markowitz_8cc.html#aa9d6c98fdf8d89b0e2321fda02adc82c">col</a>));</div>
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<div class="line"><a name="l00556"></a><span class="lineno"> 556</span>  }</div>
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<div class="line"><a name="l00557"></a><span class="lineno"> 557</span> }</div>
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<div class="line"><a name="l00558"></a><span class="lineno"> 558</span>  </div>
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<div class="line"><a name="l00559"></a><span class="lineno"> 559</span> <span class="keywordtype">void</span> ReducedCosts::UpdateBasicObjective(ColIndex entering_col,</div>
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<div class="line"><a name="l00560"></a><span class="lineno"> 560</span>  RowIndex leaving_row) {</div>
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<div class="line"><a name="l00561"></a><span class="lineno"> 561</span>  <a class="code" href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a>(&stats_);</div>
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<div class="line"><a name="l00562"></a><span class="lineno"> 562</span>  basic_objective_[<a class="code" href="namespaceoperations__research_1_1glop.html#a8fbc9efd86a3cc862a9079d86ab8b524">RowToColIndex</a>(leaving_row)] =</div>
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<div class="line"><a name="l00563"></a><span class="lineno"> 563</span>  objective_[entering_col] + cost_perturbations_[entering_col];</div>
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<div class="line"><a name="l00564"></a><span class="lineno"> 564</span>  recompute_basic_objective_left_inverse_ = <span class="keyword">true</span>;</div>
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<div class="line"><a name="l00565"></a><span class="lineno"> 565</span> }</div>
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<div class="line"><a name="l00566"></a><span class="lineno"> 566</span>  </div>
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<div class="line"><a name="l00567"></a><span class="lineno"> 567</span> } <span class="comment">// namespace glop</span></div>
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<div class="line"><a name="l00568"></a><span class="lineno"> 568</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_a46e69120fbd3b36e6960e096d23b66f0"><div class="ttname"><a href="base_2logging_8h.html#a46e69120fbd3b36e6960e096d23b66f0">DCHECK_NE</a></div><div class="ttdeci">#define DCHECK_NE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00886">base/logging.h:886</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_aae2dc65d9ea248d54bf39daa986dd295"><div class="ttname"><a href="base_2logging_8h.html#aae2dc65d9ea248d54bf39daa986dd295">DCHECK_GE</a></div><div class="ttdeci">#define DCHECK_GE(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00889">base/logging.h:889</a></div></div>
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<div class="ttc" id="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_ae89df3243bbb8341130c7b3f44145ea0"><div class="ttname"><a href="base_2logging_8h.html#ae89df3243bbb8341130c7b3f44145ea0">DCHECK_EQ</a></div><div class="ttdeci">#define DCHECK_EQ(val1, val2)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00885">base/logging.h:885</a></div></div>
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<div class="ttc" id="abase_2logging_8h_html_afcaa7cadd41741bb855c2ada1d2ef927"><div class="ttname"><a href="base_2logging_8h.html#afcaa7cadd41741bb855c2ada1d2ef927">VLOG</a></div><div class="ttdeci">#define VLOG(verboselevel)</div><div class="ttdef"><b>Definition:</b> <a href="base_2logging_8h_source.html#l00978">base/logging.h:978</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html">operations_research::Bitset64< ColIndex ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_a039b0192ce008be5451bc87ca5eea65c"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#a039b0192ce008be5451bc87ca5eea65c">operations_research::Bitset64::ClearAndResize</a></div><div class="ttdeci">void ClearAndResize(IndexType size)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00438">bitset.h:438</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_a5fb43162f3e11f003dee3b21989b1007"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#a5fb43162f3e11f003dee3b21989b1007">operations_research::Bitset64::SetBitFromOtherBitSets</a></div><div class="ttdeci">void SetBitFromOtherBitSets(IndexType i, const Bitset64< IndexType > &other1, uint64 use1, const Bitset64< IndexType > &other2, uint64 use2)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00643">bitset.h:643</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_a61e6f65595ec1afb4b7955f370c67c08"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#a61e6f65595ec1afb4b7955f370c67c08">operations_research::Bitset64::Clear</a></div><div class="ttdeci">void Clear(IndexType i)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00455">bitset.h:455</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_a76e58f3dd327215d28ea8c48f8c86009"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#a76e58f3dd327215d28ea8c48f8c86009">operations_research::Bitset64::Set</a></div><div class="ttdeci">void Set(IndexType i)</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00493">bitset.h:493</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1_bitset64_html_aa454a4099ee887726b8f5b4a8ed1a81d"><div class="ttname"><a href="classoperations__research_1_1_bitset64.html#aa454a4099ee887726b8f5b4a8ed1a81d">operations_research::Bitset64::IsSet</a></div><div class="ttdeci">bool IsSet(IndexType i) const</div><div class="ttdef"><b>Definition:</b> <a href="bitset_8h_source.html#l00483">bitset.h:483</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html">operations_research::glop::BasisFactorization</a></div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8h_source.html#l00151">basis_representation.h:151</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_a6e2a232672ee1580b9144f558662a77c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#a6e2a232672ee1580b9144f558662a77c">operations_research::glop::BasisFactorization::IsRefactorized</a></div><div class="ttdeci">bool IsRefactorized() const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00214">basis_representation.cc:214</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_basis_factorization_html_aacdbeb58ac2d391f6586ad88db99ad61"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_basis_factorization.html#aacdbeb58ac2d391f6586ad88db99ad61">operations_research::glop::BasisFactorization::LeftSolve</a></div><div class="ttdeci">void LeftSolve(ScatteredRow *y) const</div><div class="ttdef"><b>Definition:</b> <a href="basis__representation_8cc_source.html#l00306">basis_representation.cc:306</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html">operations_research::glop::CompactSparseMatrix</a></div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00288">sparse.h:288</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a41741829541d089f1c4d34f190884813"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a41741829541d089f1c4d34f190884813">operations_research::glop::CompactSparseMatrix::num_cols</a></div><div class="ttdeci">ColIndex num_cols() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00345">sparse.h:345</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_a960110e64357a3e69162ebf1f71959dd"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#a960110e64357a3e69162ebf1f71959dd">operations_research::glop::CompactSparseMatrix::num_rows</a></div><div class="ttdeci">RowIndex num_rows() const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00344">sparse.h:344</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_compact_sparse_matrix_html_abdd940ad64b555052b33e763b80aea26"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_compact_sparse_matrix.html#abdd940ad64b555052b33e763b80aea26">operations_research::glop::CompactSparseMatrix::ColumnScalarProduct</a></div><div class="ttdeci">Fractional ColumnScalarProduct(ColIndex col, const DenseRow &vector) const</div><div class="ttdef"><b>Definition:</b> <a href="sparse_8h_source.html#l00382">sparse.h:382</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a1e008630c00effb02317870ad521356e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a1e008630c00effb02317870ad521356e">operations_research::glop::ReducedCosts::ReducedCosts</a></div><div class="ttdeci">ReducedCosts(const CompactSparseMatrix &matrix_, const DenseRow &objective, const RowToColMapping &basis, const VariablesInfo &variables_info, const BasisFactorization &basis_factorization, random_engine_t *random)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00027">reduced_costs.cc:27</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a2dfd88b95d16c53f032f31e13ce8d233"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a2dfd88b95d16c53f032f31e13ce8d233">operations_research::glop::ReducedCosts::ShiftCost</a></div><div class="ttdeci">void ShiftCost(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00291">reduced_costs.cc:291</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a30f0ce948222e17e5992ebd66493316e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a30f0ce948222e17e5992ebd66493316e">operations_research::glop::ReducedCosts::PerturbCosts</a></div><div class="ttdeci">void PerturbCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00240">reduced_costs.cc:240</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a385e5d3d11acfdf7a24318aaba18589c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a385e5d3d11acfdf7a24318aaba18589c">operations_research::glop::ReducedCosts::ResetForNewObjective</a></div><div class="ttdeci">void ResetForNewObjective()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00218">reduced_costs.cc:218</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a3ec5e60bd3a327da7d43d0d5ba21ab17"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a3ec5e60bd3a327da7d43d0d5ba21ab17">operations_research::glop::ReducedCosts::ComputeMaximumDualResidual</a></div><div class="ttdeci">Fractional ComputeMaximumDualResidual() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00113">reduced_costs.cc:113</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a4d2715d1aa0805cc72a6fdd909b575a2"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a4d2715d1aa0805cc72a6fdd909b575a2">operations_research::glop::ReducedCosts::MakeReducedCostsPrecise</a></div><div class="ttdeci">void MakeReducedCostsPrecise()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00232">reduced_costs.cc:232</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a5c1aa768eb415af87f5d87c4cec7291e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a5c1aa768eb415af87f5d87c4cec7291e">operations_research::glop::ReducedCosts::TestEnteringReducedCostPrecision</a></div><div class="ttdeci">bool TestEnteringReducedCostPrecision(ColIndex entering_col, const ScatteredColumn &direction, Fractional *reduced_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00058">reduced_costs.cc:58</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a64f77679a598b14d2c5b6455921fb07b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a64f77679a598b14d2c5b6455921fb07b">operations_research::glop::ReducedCosts::IsValidPrimalEnteringCandidate</a></div><div class="ttdeci">bool IsValidPrimalEnteringCandidate(ColIndex col) const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00516">reduced_costs.cc:516</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a6601cb283594a187e1a513598f3a9b3d"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a6601cb283594a187e1a513598f3a9b3d">operations_research::glop::ReducedCosts::SetNonBasicVariableCostToZero</a></div><div class="ttdeci">void SetNonBasicVariableCostToZero(ColIndex col, Fractional *current_cost)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00206">reduced_costs.cc:206</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a74fea3dc78cd1ea3532f9959c4abfceb"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a74fea3dc78cd1ea3532f9959c4abfceb">operations_research::glop::ReducedCosts::SetAndDebugCheckThatColumnIsDualFeasible</a></div><div class="ttdeci">void SetAndDebugCheckThatColumnIsDualFeasible(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00200">reduced_costs.cc:200</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9a45fa5802a8fec70bec2fc6f9258056"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9a45fa5802a8fec70bec2fc6f9258056">operations_research::glop::ReducedCosts::UpdateBeforeBasisPivot</a></div><div class="ttdeci">void UpdateBeforeBasisPivot(ColIndex entering_col, RowIndex leaving_row, const ScatteredColumn &direction, UpdateRow *update_row)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00176">reduced_costs.cc:176</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_a9f7d17ed171863f104fbb2a450f89251"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#a9f7d17ed171863f104fbb2a450f89251">operations_research::glop::ReducedCosts::GetReducedCosts</a></div><div class="ttdeci">const DenseRow & GetReducedCosts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00318">reduced_costs.cc:318</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aa84a93c1b6159eaddded3370f434aae8"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aa84a93c1b6159eaddded3370f434aae8">operations_research::glop::ReducedCosts::ComputeMaximumDualInfeasibility</a></div><div class="ttdeci">Fractional ComputeMaximumDualInfeasibility() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00141">reduced_costs.cc:141</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aaa112dadb998636c5ccca0cf93c044f0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aaa112dadb998636c5ccca0cf93c044f0">operations_research::glop::ReducedCosts::MaintainDualInfeasiblePositions</a></div><div class="ttdeci">void MaintainDualInfeasiblePositions(bool maintain)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00311">reduced_costs.cc:311</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_aafa77a9d37843a7c27694231735465bc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#aafa77a9d37843a7c27694231735465bc">operations_research::glop::ReducedCosts::GetDualValues</a></div><div class="ttdeci">const DenseColumn & GetDualValues()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00324">reduced_costs.cc:324</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ab621f81a664a0dc316f158e526dd17d6"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ab621f81a664a0dc316f158e526dd17d6">operations_research::glop::ReducedCosts::ClearAndRemoveCostShifts</a></div><div class="ttdeci">void ClearAndRemoveCostShifts()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00302">reduced_costs.cc:302</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac51f5d5ea0bb75f2f55e836527c43f58"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac51f5d5ea0bb75f2f55e836527c43f58">operations_research::glop::ReducedCosts::UpdateDataOnBasisPermutation</a></div><div class="ttdeci">void UpdateDataOnBasisPermutation()</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00226">reduced_costs.cc:226</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ac94752dc73c0d1b2365347839237e8e0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ac94752dc73c0d1b2365347839237e8e0">operations_research::glop::ReducedCosts::ComputeSumOfDualInfeasibilities</a></div><div class="ttdeci">Fractional ComputeSumOfDualInfeasibilities() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00159">reduced_costs.cc:159</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_ae7202d055b6b172a8a1da4f5b136f9ea"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#ae7202d055b6b172a8a1da4f5b136f9ea">operations_research::glop::ReducedCosts::SetParameters</a></div><div class="ttdeci">void SetParameters(const GlopParameters &parameters)</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00214">reduced_costs.cc:214</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_reduced_costs_html_af507437729fd1e93677772e748ca1cfc"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_reduced_costs.html#af507437729fd1e93677772e748ca1cfc">operations_research::glop::ReducedCosts::NeedsBasisRefactorization</a></div><div class="ttdeci">bool NeedsBasisRefactorization() const</div><div class="ttdef"><b>Definition:</b> <a href="reduced__costs_8cc_source.html#l00054">reduced_costs.cc:54</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html">operations_research::glop::StrictITIVector< ColIndex, Fractional ></a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a3de922485ca2c30f3e07d959dd97cdd0"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a3de922485ca2c30f3e07d959dd97cdd0">operations_research::glop::StrictITIVector::AssignToZero</a></div><div class="ttdeci">void AssignToZero(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00290">lp_types.h:290</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_strict_i_t_i_vector_html_a64b6b04f3a519d2c61d49daaa88bf06e"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_strict_i_t_i_vector.html#a64b6b04f3a519d2c61d49daaa88bf06e">operations_research::glop::StrictITIVector::resize</a></div><div class="ttdeci">void resize(IntType size)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00269">lp_types.h:269</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html">operations_research::glop::UpdateRow</a></div><div class="ttdef"><b>Definition:</b> <a href="update__row_8h_source.html#l00038">update_row.h:38</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_update_row_html_af8e957f1c8389089554ded7bd2b7b45f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_update_row.html#af8e957f1c8389089554ded7bd2b7b45f">operations_research::glop::UpdateRow::GetNonZeroPositions</a></div><div class="ttdeci">const ColIndexVector & GetNonZeroPositions() const</div><div class="ttdef"><b>Definition:</b> <a href="update__row_8cc_source.html#l00170">update_row.cc:170</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html">operations_research::glop::VariablesInfo</a></div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8h_source.html#l00029">variables_info.h:29</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a28ad52f334e030f4eb45939756a4476c"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a28ad52f334e030f4eb45939756a4476c">operations_research::glop::VariablesInfo::GetIsBasicBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsBasicBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00117">variables_info.cc:117</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a6cc56ab5da3a82aa2793d18a37f422c4"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a6cc56ab5da3a82aa2793d18a37f422c4">operations_research::glop::VariablesInfo::GetCanIncreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanIncreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00105">variables_info.cc:105</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a71d4734d51e7037c043b68a74bd7857f"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a71d4734d51e7037c043b68a74bd7857f">operations_research::glop::VariablesInfo::GetCanDecreaseBitRow</a></div><div class="ttdeci">const DenseBitRow & GetCanDecreaseBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00109">variables_info.cc:109</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_a78146b251b30383686ec55362254cc3b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#a78146b251b30383686ec55362254cc3b">operations_research::glop::VariablesInfo::GetTypeRow</a></div><div class="ttdeci">const VariableTypeRow & GetTypeRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00097">variables_info.cc:97</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ab4494c9680fc5d769a6143f11f00423b"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ab4494c9680fc5d769a6143f11f00423b">operations_research::glop::VariablesInfo::GetStatusRow</a></div><div class="ttdeci">const VariableStatusRow & GetStatusRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00101">variables_info.cc:101</a></div></div>
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<div class="ttc" id="aclassoperations__research_1_1glop_1_1_variables_info_html_ac4385751c629a96a6d1ef5ac70af45e1"><div class="ttname"><a href="classoperations__research_1_1glop_1_1_variables_info.html#ac4385751c629a96a6d1ef5ac70af45e1">operations_research::glop::VariablesInfo::GetIsRelevantBitRow</a></div><div class="ttdeci">const DenseBitRow & GetIsRelevantBitRow() const</div><div class="ttdef"><b>Definition:</b> <a href="variables__info_8cc_source.html#l00113">variables_info.cc:113</a></div></div>
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<div class="ttc" id="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="alp__data_2lp__utils_8h_html"><div class="ttname"><a href="lp__data_2lp__utils_8h.html">lp_utils.h</a></div></div>
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<div class="ttc" id="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_1glop_html_a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a1ac488f3db89f6d16a85c56f3243290cae4ac03f6c9f00665644e868dd1fb9f1e">operations_research::glop::VariableStatus::BASIC</a></div><div class="ttdeci">@ BASIC</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a46fb729c0be27d1b97db15e0ce9c6067"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a46fb729c0be27d1b97db15e0ce9c6067">operations_research::glop::PreciseScalarProduct</a></div><div class="ttdeci">Fractional PreciseScalarProduct(const DenseRowOrColumn &u, const DenseRowOrColumn2 &v)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00092">lp_data/lp_utils.h:92</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_a6b36bbbcd695191600dab9b88487ff18"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#a6b36bbbcd695191600dab9b88487ff18">operations_research::glop::Density</a></div><div class="ttdeci">double Density(const DenseRow &row)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8cc_source.html#l00106">lp_data/lp_utils.cc:106</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_aaa803ce9366dca251925e0bdde517430"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaa803ce9366dca251925e0bdde517430">operations_research::glop::Transpose</a></div><div class="ttdeci">const DenseRow & Transpose(const DenseColumn &col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__data_2lp__utils_8h_source.html#l00192">lp_data/lp_utils.h:192</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_aaf3efa52c50a245bf2fc964386a15d49"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#aaf3efa52c50a245bf2fc964386a15d49">operations_research::glop::DenseBitRow</a></div><div class="ttdeci">Bitset64< ColIndex > DenseBitRow</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00323">lp_types.h:323</a></div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_ab65a327cfc2a74c15fa26b91f19acc64"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#ab65a327cfc2a74c15fa26b91f19acc64">operations_research::glop::ColToRowIndex</a></div><div class="ttdeci">RowIndex ColToRowIndex(ColIndex col)</div><div class="ttdef"><b>Definition:</b> <a href="lp__types_8h_source.html#l00051">lp_types.h:51</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_acfc1d5d5139f63d8c733d4562124866aa2882f30bbca588e5d0e88be217ce75c1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa2882f30bbca588e5d0e88be217ce75c1">operations_research::glop::VariableType::UNCONSTRAINED</a></div><div class="ttdeci">@ UNCONSTRAINED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aa62e32b9a6efb029208f576ee123b459f"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa62e32b9a6efb029208f576ee123b459f">operations_research::glop::VariableType::UPPER_AND_LOWER_BOUNDED</a></div><div class="ttdeci">@ UPPER_AND_LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aa9972b9c8a6068625d6cf1f789f3fd872"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aa9972b9c8a6068625d6cf1f789f3fd872">operations_research::glop::VariableType::LOWER_BOUNDED</a></div><div class="ttdeci">@ LOWER_BOUNDED</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aaaa56837dd3f2917e1e13f3173b596103">operations_research::glop::VariableType::FIXED_VARIABLE</a></div><div class="ttdeci">@ FIXED_VARIABLE</div></div>
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<div class="ttc" id="anamespaceoperations__research_1_1glop_html_acfc1d5d5139f63d8c733d4562124866aae7243c883ff6508ee41b3b1339a7e8f1"><div class="ttname"><a href="namespaceoperations__research_1_1glop.html#acfc1d5d5139f63d8c733d4562124866aae7243c883ff6508ee41b3b1339a7e8f1">operations_research::glop::VariableType::UPPER_BOUNDED</a></div><div class="ttdeci">@ UPPER_BOUNDED</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_a6743e8c90bbb85a1017486ed70c7d29b"><div class="ttname"><a href="namespaceoperations__research.html#a6743e8c90bbb85a1017486ed70c7d29b">operations_research::random_engine_t</a></div><div class="ttdeci">std::mt19937 random_engine_t</div><div class="ttdef"><b>Definition:</b> <a href="random__engine_8h_source.html#l00023">random_engine.h:23</a></div></div>
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<div class="ttc" id="areduced__costs_8h_html"><div class="ttname"><a href="reduced__costs_8h.html">reduced_costs.h</a></div></div>
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<div class="ttc" id="asearch_8cc_html_a9c6d2505b571d11bc113813060f465a3"><div class="ttname"><a href="search_8cc.html#a9c6d2505b571d11bc113813060f465a3">objective_</a></div><div class="ttdeci">IntVar *const objective_</div><div class="ttdef"><b>Definition:</b> <a href="search_8cc_source.html#l02951">search.cc:2951</a></div></div>
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<div class="ttc" id="astats_8h_html_a3c3e6b102f0d91c523099325c98e1887"><div class="ttname"><a href="stats_8h.html#a3c3e6b102f0d91c523099325c98e1887">IF_STATS_ENABLED</a></div><div class="ttdeci">#define IF_STATS_ENABLED(instructions)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00435">stats.h:435</a></div></div>
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<div class="ttc" id="astats_8h_html_a9995704aaaf45fc21e08c847551a8d04"><div class="ttname"><a href="stats_8h.html#a9995704aaaf45fc21e08c847551a8d04">SCOPED_TIME_STAT</a></div><div class="ttdeci">#define SCOPED_TIME_STAT(stats)</div><div class="ttdef"><b>Definition:</b> <a href="stats_8h_source.html#l00436">stats.h:436</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_column_html"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_column.html">operations_research::glop::ScatteredColumn</a></div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00190">scattered_vector.h:191</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ac146d47daa294f7e6546c7569c9c881b"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ac146d47daa294f7e6546c7569c9c881b">operations_research::glop::ScatteredVector::non_zeros</a></div><div class="ttdeci">std::vector< Index > non_zeros</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00062">scattered_vector.h:62</a></div></div>
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<div class="ttc" id="astructoperations__research_1_1glop_1_1_scattered_vector_html_ae0473e18a367af671dc3f08063c80da4"><div class="ttname"><a href="structoperations__research_1_1glop_1_1_scattered_vector.html#ae0473e18a367af671dc3f08063c80da4">operations_research::glop::ScatteredVector::values</a></div><div class="ttdeci">StrictITIVector< Index, Fractional > values</div><div class="ttdef"><b>Definition:</b> <a href="scattered__vector_8h_source.html#l00057">scattered_vector.h:57</a></div></div>
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